BANKNIFTY
NIFTY BANK
Historical option data for BANKNIFTY
28 Mar 2024 04:00 PM IST
Delta: n/a
Gamma: n/a
Theta: n/a
Rho: n/a
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
28 Mar | 47124.60 | 3.40 | - | 62,75,760 | 6,23,850 | 11,30,025 | ||||
27 Mar | 46785.95 | 4.50 | - | 16,33,185 | 3,13,245 | 4,98,300 | ||||
26 Mar | 46600.20 | 6.35 | - | 4,25,685 | 89,340 | 1,64,820 | ||||
22 Mar | 46863.75 | 8.05 | - | 2,36,475 | 41,895 | 75,630 | ||||
21 Mar | 46684.90 | 11.55 | - | 2,42,055 | 20,730 | 54,465 | ||||
20 Mar | 46310.90 | 11.15 | - | 59,640 | 16,890 | 34,185 | ||||
19 Mar | 46384.80 | 19.00 | - | 19,335 | 5,700 | 17,595 | ||||
18 Mar | 46575.90 | 29.10 | - | 33,735 | 3,930 | 15,825 | ||||
15 Mar | 46594.10 | 36.10 | - | 16,485 | 2,640 | 12,150 | ||||
14 Mar | 46789.95 | 48.40 | - | 15,240 | 1,545 | 9,750 | ||||
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13 Mar | 46981.30 | 65.70 | - | 16,755 | -2,850 | 8,205 | ||||
12 Mar | 47282.40 | 94.30 | - | 13,680 | 2,040 | 11,055 | ||||
11 Mar | 47327.85 | 106.00 | - | 29,580 | 3,480 | 9,900 | ||||
7 Mar | 47835.80 | 156.20 | - | 1,140 | 60 | 6,420 |
For NIFTY BANK - strike price 50000 expiring on 03APR2024
Delta for 50000 CE is n/a
Historical price for 50000 CE is as follows
On 28 Mar BANKNIFTY was trading at 47124.60. The strike last trading price was 3.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 623850 which increased total open position to 1130025
On 27 Mar BANKNIFTY was trading at 46785.95. The strike last trading price was 4.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 313245 which increased total open position to 498300
On 26 Mar BANKNIFTY was trading at 46600.20. The strike last trading price was 6.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 89340 which increased total open position to 164820
On 22 Mar BANKNIFTY was trading at 46863.75. The strike last trading price was 8.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 41895 which increased total open position to 75630
On 21 Mar BANKNIFTY was trading at 46684.90. The strike last trading price was 11.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 20730 which increased total open position to 54465
On 20 Mar BANKNIFTY was trading at 46310.90. The strike last trading price was 11.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 16890 which increased total open position to 34185
On 19 Mar BANKNIFTY was trading at 46384.80. The strike last trading price was 19.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5700 which increased total open position to 17595
On 18 Mar BANKNIFTY was trading at 46575.90. The strike last trading price was 29.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 3930 which increased total open position to 15825
On 15 Mar BANKNIFTY was trading at 46594.10. The strike last trading price was 36.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 2640 which increased total open position to 12150
On 14 Mar BANKNIFTY was trading at 46789.95. The strike last trading price was 48.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1545 which increased total open position to 9750
On 13 Mar BANKNIFTY was trading at 46981.30. The strike last trading price was 65.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -2850 which decreased total open position to 8205
On 12 Mar BANKNIFTY was trading at 47282.40. The strike last trading price was 94.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 2040 which increased total open position to 11055
On 11 Mar BANKNIFTY was trading at 47327.85. The strike last trading price was 106.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3480 which increased total open position to 9900
On 7 Mar BANKNIFTY was trading at 47835.80. The strike last trading price was 156.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 6420
Delta: n/a
Gamma: n/a
Theta: n/a
Rho: n/a
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
28 Mar | 47124.60 | 2716.80 | - | 69,045 | 37,005 | 66,105 | |
27 Mar | 46785.95 | 3023.90 | - | 30,315 | 26,010 | 29,100 | |
26 Mar | 46600.20 | 3119.95 | - | 3,765 | 1,785 | 3,165 | |
22 Mar | 46863.75 | 2935.75 | - | 2,415 | 1,380 | 1,380 | |
21 Mar | 46684.90 | 3100.00 | - | 210 | 105 | 105 | |
20 Mar | 46310.90 | 2940.80 | - | 0 | 0 | 0 | |
19 Mar | 46384.80 | 2940.80 | - | 0 | 0 | 0 | |
18 Mar | 46575.90 | 2940.80 | - | 0 | 0 | 0 | |
15 Mar | 46594.10 | 2940.80 | - | 0 | 0 | 0 | |
14 Mar | 46789.95 | 2940.80 | - | 0 | 0 | 0 | |
13 Mar | 46981.30 | 2940.80 | - | 0 | 0 | 0 | |
12 Mar | 47282.40 | 2940.80 | - | 0 | 0 | 0 | |
11 Mar | 47327.85 | 2940.80 | - | 0 | 0 | 0 | |
7 Mar | 47835.80 | 2940.80 | - | 0 | 0 | 0 |
For NIFTY BANK - strike price 50000 expiring on 03APR2024
Delta for 50000 PE is n/a
Historical price for 50000 PE is as follows
On 28 Mar BANKNIFTY was trading at 47124.60. The strike last trading price was 2716.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 37005 which increased total open position to 66105
On 27 Mar BANKNIFTY was trading at 46785.95. The strike last trading price was 3023.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 26010 which increased total open position to 29100
On 26 Mar BANKNIFTY was trading at 46600.20. The strike last trading price was 3119.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1785 which increased total open position to 3165
On 22 Mar BANKNIFTY was trading at 46863.75. The strike last trading price was 2935.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1380 which increased total open position to 1380
On 21 Mar BANKNIFTY was trading at 46684.90. The strike last trading price was 3100.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 105 which increased total open position to 105
On 20 Mar BANKNIFTY was trading at 46310.90. The strike last trading price was 2940.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar BANKNIFTY was trading at 46384.80. The strike last trading price was 2940.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar BANKNIFTY was trading at 46575.90. The strike last trading price was 2940.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Mar BANKNIFTY was trading at 46594.10. The strike last trading price was 2940.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Mar BANKNIFTY was trading at 46789.95. The strike last trading price was 2940.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar BANKNIFTY was trading at 46981.30. The strike last trading price was 2940.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar BANKNIFTY was trading at 47282.40. The strike last trading price was 2940.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar BANKNIFTY was trading at 47327.85. The strike last trading price was 2940.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar BANKNIFTY was trading at 47835.80. The strike last trading price was 2940.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0