BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
05 Jul 2024 04:13 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 52660.35 | 2605.3 | -544.25 | - | 42,945 | 4,935 | 55,155 | |||
| 4 Jul | 53103.70 | 3149.55 | - | 7,455 | 525 | 50,220 | ||||
| 3 Jul | 53089.25 | 3018.9 | - | 30,690 | 14,835 | 49,695 | ||||
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| 2 Jul | 52168.10 | 2302.3 | - | 53,400 | 26,400 | 35,130 | ||||
| 1 Jul | 52574.75 | 2646.95 | - | 1,950 | 435 | 8,730 | ||||
| 28 Jun | 52342.25 | 2508.1 | - | 4,500 | 30 | 8,295 | ||||
| 27 Jun | 52811.30 | 2881.05 | - | 1,860 | 1,425 | 8,265 | ||||
| 26 Jun | 52870.50 | 2850 | - | 1,335 | 1,110 | 6,825 | ||||
| 25 Jun | 52606.00 | 2670 | - | 2,535 | 690 | 5,715 | ||||
| 24 Jun | 51703.95 | 1967.9 | - | 2,910 | 555 | 5,025 | ||||
| 21 Jun | 51661.45 | 1875.30 | - | 1,650 | -45 | 4,515 | ||||
| 20 Jun | 51783.25 | 1848.25 | - | 315 | -150 | 4,560 | ||||
| 19 Jun | 51398.05 | 1817.20 | - | 6,780 | -75 | 4,710 | ||||
| 18 Jun | 50440.90 | 1016.00 | - | 8,835 | 675 | 4,785 | ||||
| 14 Jun | 50002.00 | 800.00 | - | 8,790 | 3,030 | 4,110 | ||||
| 13 Jun | 49846.70 | 860.00 | - | 3,360 | 930 | 1,095 | ||||
| 12 Jun | 49895.10 | 935.95 | - | 255 | 150 | 150 | ||||
| 11 Jun | 49705.75 | 1065.85 | - | 0 | 0 | 0 | ||||
| 10 Jun | 49780.90 | 1065.85 | - | 0 | 0 | 0 | ||||
| 7 Jun | 49803.20 | 1065.85 | - | 0 | 0 | 0 | ||||
For NIFTY BANK - strike price 50000 expiring on 10JUL2024
Delta for 50000 CE is -
Historical price for 50000 CE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 2605.3, which was -544.25 lower than the previous day. The implied volatity was -, the open interest changed by 4935 which increased total open position to 55155
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 3149.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 50220
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 3018.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 14835 which increased total open position to 49695
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 2302.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 26400 which increased total open position to 35130
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 2646.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 435 which increased total open position to 8730
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 2508.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 8295
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 2881.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1425 which increased total open position to 8265
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 2850, which was lower than the previous day. The implied volatity was -, the open interest changed by 1110 which increased total open position to 6825
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 2670, which was lower than the previous day. The implied volatity was -, the open interest changed by 690 which increased total open position to 5715
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 1967.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 555 which increased total open position to 5025
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 1875.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -45 which decreased total open position to 4515
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 1848.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 4560
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 1817.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 4710
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 1016.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 4785
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 800.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3030 which increased total open position to 4110
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 860.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 930 which increased total open position to 1095
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 935.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150
On 11 Jun BANKNIFTY was trading at 49705.75. The strike last trading price was 1065.85, 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 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 1065.85, 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 Jun BANKNIFTY was trading at 49803.20. The strike last trading price was 1065.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 52660.35 | 4 | -2.60 | - | 1,51,29,375 | 2,98,155 | 21,01,830 |
| 4 Jul | 53103.70 | 6.6 | - | 1,16,50,845 | 6,40,755 | 18,03,675 | |
| 3 Jul | 53089.25 | 11.75 | - | 38,91,510 | 8,71,365 | 11,62,920 | |
| 2 Jul | 52168.10 | 40 | - | 12,85,560 | 1,29,600 | 2,86,590 | |
| 1 Jul | 52574.75 | 37.35 | - | 6,54,615 | 54,885 | 1,56,990 | |
| 28 Jun | 52342.25 | 59.1 | - | 4,78,455 | 20,250 | 1,02,105 | |
| 27 Jun | 52811.30 | 54.25 | - | 3,29,130 | -12,150 | 81,855 | |
| 26 Jun | 52870.50 | 72.9 | - | 3,08,460 | 42,945 | 94,200 | |
| 25 Jun | 52606.00 | 103.35 | - | 1,91,430 | 12,165 | 51,255 | |
| 24 Jun | 51703.95 | 199 | - | 43,845 | 4,410 | 39,765 | |
| 21 Jun | 51661.45 | 185.90 | - | 28,215 | 7,110 | 35,355 | |
| 20 Jun | 51783.25 | 202.05 | - | 45,615 | 1,455 | 28,800 | |
| 19 Jun | 51398.05 | 321.75 | - | 44,535 | 17,175 | 27,345 | |
| 18 Jun | 50440.90 | 505.00 | - | 12,825 | 3,960 | 10,170 | |
| 14 Jun | 50002.00 | 677.00 | - | 11,460 | 5,655 | 6,210 | |
| 13 Jun | 49846.70 | 843.55 | - | 1,140 | 330 | 555 | |
| 12 Jun | 49895.10 | 782.00 | - | 675 | 210 | 240 | |
| 11 Jun | 49705.75 | 1014.40 | - | 0 | 30 | 0 | |
| 10 Jun | 49780.90 | 1014.40 | - | 105 | 45 | 45 | |
| 7 Jun | 49803.20 | 1662.95 | - | 0 | 0 | 0 | |
For NIFTY BANK - strike price 50000 expiring on 10JUL2024
Delta for 50000 PE is -
Historical price for 50000 PE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 4, which was -2.60 lower than the previous day. The implied volatity was -, the open interest changed by 298155 which increased total open position to 2101830
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 6.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 640755 which increased total open position to 1803675
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 11.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 871365 which increased total open position to 1162920
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 40, which was lower than the previous day. The implied volatity was -, the open interest changed by 129600 which increased total open position to 286590
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 37.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 54885 which increased total open position to 156990
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 59.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 20250 which increased total open position to 102105
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 54.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -12150 which decreased total open position to 81855
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 72.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 42945 which increased total open position to 94200
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 103.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 12165 which increased total open position to 51255
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 199, which was lower than the previous day. The implied volatity was -, the open interest changed by 4410 which increased total open position to 39765
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 185.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 7110 which increased total open position to 35355
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 202.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1455 which increased total open position to 28800
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 321.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 17175 which increased total open position to 27345
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 505.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3960 which increased total open position to 10170
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 677.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5655 which increased total open position to 6210
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 843.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 330 which increased total open position to 555
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 782.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 210 which increased total open position to 240
On 11 Jun BANKNIFTY was trading at 49705.75. The strike last trading price was 1014.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 0
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 1014.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 45
On 7 Jun BANKNIFTY was trading at 49803.20. The strike last trading price was 1662.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0