BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 50000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.95
Vega: 5.11
Theta: -19.66
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 930 | -866.35 | 10.36 | 17,846.5 | 2,412.5 | 7,295.5 | |||
| 19 Dec | 51575.70 | 1796.35 | -544.65 | 26.62 | 4,869.5 | -129 | 4,883 | |||
| 18 Dec | 52139.55 | 2341 | -619.00 | 24.27 | 2,284 | 191.5 | 5,012 | |||
| 17 Dec | 52834.80 | 2960 | -684.65 | 29.11 | 694.5 | -261 | 4,820.5 | |||
| 16 Dec | 53581.35 | 3644.65 | -13.95 | 28.58 | 441.5 | -127 | 5,081.5 | |||
| 13 Dec | 53583.80 | 3658.6 | 228.60 | - | 1,144.5 | -326.5 | 5,208.5 | |||
| 12 Dec | 53216.45 | 3430 | -138.80 | 21.83 | 214.5 | -44 | 5,535 | |||
| 11 Dec | 53391.35 | 3568.8 | -134.25 | - | 482.5 | -62 | 5,579 | |||
| 10 Dec | 53577.70 | 3703.05 | 154.85 | - | 420 | -79 | 5,641 | |||
| 9 Dec | 53407.75 | 3548.2 | -181.60 | - | 606.5 | -26 | 5,720 | |||
| 6 Dec | 53509.50 | 3729.8 | -26.15 | - | 817.5 | 147.5 | 5,746 | |||
| 5 Dec | 53603.55 | 3755.95 | 290.15 | - | 825.5 | -169 | 5,598.5 | |||
| 4 Dec | 53266.90 | 3465.8 | 490.40 | - | 1,805.5 | -584.5 | 5,767.5 | |||
| 3 Dec | 52695.75 | 2975.4 | 435.45 | 13.17 | 1,249.5 | -436 | 6,352 | |||
| 2 Dec | 52109.00 | 2539.95 | 9.95 | 16.40 | 2,255.5 | 381.5 | 6,788 | |||
| 29 Nov | 52055.60 | 2530 | -11.10 | 16.75 | 2,707 | -469 | 6,406.5 | |||
| 28 Nov | 51906.85 | 2541.1 | -208.90 | 17.49 | 2,842 | -123 | 6,875.5 | |||
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| 27 Nov | 52301.80 | 2750 | 65.20 | 14.47 | 2,932 | 751 | 6,998.5 | |||
| 26 Nov | 52191.50 | 2684.8 | -26.65 | 15.29 | 1,532.5 | 202 | 6,247.5 | |||
| 25 Nov | 52207.50 | 2711.45 | 808.85 | 15.18 | 2,984 | 376.5 | 6,045.5 | |||
| 22 Nov | 51135.40 | 1902.6 | 462.55 | 15.87 | 4,745 | -576.5 | 5,669 | |||
| 21 Nov | 50372.90 | 1440.05 | -19.35 | 15.38 | 15,808 | 4,013.5 | 6,245.5 | |||
| 19 Nov | 50626.50 | 1459.4 | 69.40 | 14.59 | 2,881.5 | -36.5 | 2,232 | |||
| 18 Nov | 50363.80 | 1390 | 77.65 | 14.31 | 2,671.5 | 107.5 | 2,268.5 | |||
| 14 Nov | 50179.55 | 1312.35 | -187.65 | 13.37 | 4,611 | 371.5 | 2,161 | |||
| 13 Nov | 50088.35 | 1500 | -625.00 | 15.30 | 3,708 | 870.5 | 1,789.5 | |||
| 12 Nov | 51157.80 | 2125 | -546.05 | 15.77 | 567 | 187.5 | 919 | |||
| 11 Nov | 51876.75 | 2671.05 | 191.05 | 15.46 | 171.5 | 30 | 731.5 | |||
| 8 Nov | 51561.20 | 2480 | -365.00 | 15.16 | 269 | 28 | 701.5 | |||
| 7 Nov | 51916.50 | 2845 | -380.00 | 16.13 | 86.5 | 18.5 | 673.5 | |||
| 6 Nov | 52317.40 | 3225 | 175.20 | 14.88 | 45.5 | 1 | 655 | |||
| 5 Nov | 52207.25 | 3049.8 | 589.80 | 15.97 | 333 | 97.5 | 654 | |||
| 4 Nov | 51215.25 | 2460 | -290.00 | 17.31 | 235.5 | 10.5 | 556.5 | |||
| 1 Nov | 51673.90 | 2750 | -50.00 | 15.57 | 4 | 0.5 | 546 | |||
| 31 Oct | 51475.35 | 2800 | -259.35 | - | 63.5 | 6.5 | 545.5 | |||
| 30 Oct | 51807.50 | 3059.35 | -215.65 | - | 78.5 | -9 | 539 | |||
| 29 Oct | 52320.70 | 3275 | 713.00 | - | 412.5 | 23.5 | 548 | |||
| 28 Oct | 51259.30 | 2562 | 293.45 | - | 259 | -3 | 524.5 | |||
| 25 Oct | 50787.45 | 2268.55 | -460.75 | - | 698 | 263.5 | 527.5 | |||
| 24 Oct | 51531.15 | 2729.3 | 129.30 | - | 104 | 2.5 | 264 | |||
| 23 Oct | 51239.00 | 2600 | -58.65 | - | 62 | 27.5 | 261.5 | |||
| 22 Oct | 51257.15 | 2658.65 | -355.80 | - | 18.5 | 1.5 | 234 | |||
| 21 Oct | 51962.70 | 3014.45 | -284.55 | - | 38.5 | -23.5 | 232.5 | |||
| 18 Oct | 52094.20 | 3299 | 550.85 | - | 45 | 22 | 256 | |||
| 17 Oct | 51288.80 | 2748.15 | -401.85 | - | 74.5 | 21.5 | 234 | |||
| 16 Oct | 51801.05 | 3150 | 50.00 | - | 10.5 | -0.5 | 212.5 | |||
| 15 Oct | 51906.00 | 3100 | -15.25 | - | 14 | 3 | 213 | |||
| 14 Oct | 51816.90 | 3115.25 | 476.15 | - | 41 | 14 | 210 | |||
| 11 Oct | 51172.30 | 2639.1 | -290.90 | - | 81 | 24.5 | 196 | |||
| 10 Oct | 51530.90 | 2930 | 243.80 | - | 94.5 | 15.5 | 171.5 | |||
| 9 Oct | 51007.00 | 2686.2 | -11.65 | - | 56.5 | 14.5 | 156 | |||
| 8 Oct | 51021.00 | 2697.85 | 221.10 | - | 156 | 41 | 141.5 | |||
| 7 Oct | 50478.90 | 2476.75 | -523.30 | - | 232 | 97.5 | 100.5 | |||
| 4 Oct | 51462.05 | 3000.05 | -349.95 | - | 1.5 | 1 | 3 | |||
| 3 Oct | 51845.20 | 3350 | -2129.50 | - | 4 | 2 | 2 | |||
| 1 Oct | 52922.60 | 5479.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 5479.5 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 5479.5 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 5479.5 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 50000 expiring on 24DEC2024
Delta for 50000 CE is 0.95
Historical price for 50000 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 930, which was -866.35 lower than the previous day. The implied volatity was 10.36, the open interest changed by 4825 which increased total open position to 14591
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1796.35, which was -544.65 lower than the previous day. The implied volatity was 26.62, the open interest changed by -258 which decreased total open position to 9766
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2341, which was -619.00 lower than the previous day. The implied volatity was 24.27, the open interest changed by 383 which increased total open position to 10024
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2960, which was -684.65 lower than the previous day. The implied volatity was 29.11, the open interest changed by -522 which decreased total open position to 9641
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 3644.65, which was -13.95 lower than the previous day. The implied volatity was 28.58, the open interest changed by -254 which decreased total open position to 10163
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 3658.6, which was 228.60 higher than the previous day. The implied volatity was -, the open interest changed by -653 which decreased total open position to 10417
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 3430, which was -138.80 lower than the previous day. The implied volatity was 21.83, the open interest changed by -88 which decreased total open position to 11070
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 3568.8, which was -134.25 lower than the previous day. The implied volatity was -, the open interest changed by -124 which decreased total open position to 11158
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 3703.05, which was 154.85 higher than the previous day. The implied volatity was -, the open interest changed by -158 which decreased total open position to 11282
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 3548.2, which was -181.60 lower than the previous day. The implied volatity was -, the open interest changed by -52 which decreased total open position to 11440
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 3729.8, which was -26.15 lower than the previous day. The implied volatity was -, the open interest changed by 295 which increased total open position to 11492
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 3755.95, which was 290.15 higher than the previous day. The implied volatity was -, the open interest changed by -338 which decreased total open position to 11197
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 3465.8, which was 490.40 higher than the previous day. The implied volatity was -, the open interest changed by -1169 which decreased total open position to 11535
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2975.4, which was 435.45 higher than the previous day. The implied volatity was 13.17, the open interest changed by -872 which decreased total open position to 12704
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2539.95, which was 9.95 higher than the previous day. The implied volatity was 16.40, the open interest changed by 763 which increased total open position to 13576
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2530, which was -11.10 lower than the previous day. The implied volatity was 16.75, the open interest changed by -938 which decreased total open position to 12813
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2541.1, which was -208.90 lower than the previous day. The implied volatity was 17.49, the open interest changed by -246 which decreased total open position to 13751
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2750, which was 65.20 higher than the previous day. The implied volatity was 14.47, the open interest changed by 1502 which increased total open position to 13997
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2684.8, which was -26.65 lower than the previous day. The implied volatity was 15.29, the open interest changed by 404 which increased total open position to 12495
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2711.45, which was 808.85 higher than the previous day. The implied volatity was 15.18, the open interest changed by 753 which increased total open position to 12091
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1902.6, which was 462.55 higher than the previous day. The implied volatity was 15.87, the open interest changed by -1153 which decreased total open position to 11338
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1440.05, which was -19.35 lower than the previous day. The implied volatity was 15.38, the open interest changed by 8027 which increased total open position to 12491
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1459.4, which was 69.40 higher than the previous day. The implied volatity was 14.59, the open interest changed by -73 which decreased total open position to 4464
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1390, which was 77.65 higher than the previous day. The implied volatity was 14.31, the open interest changed by 215 which increased total open position to 4537
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1312.35, which was -187.65 lower than the previous day. The implied volatity was 13.37, the open interest changed by 743 which increased total open position to 4322
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1500, which was -625.00 lower than the previous day. The implied volatity was 15.30, the open interest changed by 1741 which increased total open position to 3579
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2125, which was -546.05 lower than the previous day. The implied volatity was 15.77, the open interest changed by 375 which increased total open position to 1838
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 2671.05, which was 191.05 higher than the previous day. The implied volatity was 15.46, the open interest changed by 60 which increased total open position to 1463
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 2480, which was -365.00 lower than the previous day. The implied volatity was 15.16, the open interest changed by 56 which increased total open position to 1403
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 2845, which was -380.00 lower than the previous day. The implied volatity was 16.13, the open interest changed by 37 which increased total open position to 1347
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 3225, which was 175.20 higher than the previous day. The implied volatity was 14.88, the open interest changed by 2 which increased total open position to 1310
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 3049.8, which was 589.80 higher than the previous day. The implied volatity was 15.97, the open interest changed by 195 which increased total open position to 1308
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 2460, which was -290.00 lower than the previous day. The implied volatity was 17.31, the open interest changed by 21 which increased total open position to 1113
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 2750, which was -50.00 lower than the previous day. The implied volatity was 15.57, the open interest changed by 1 which increased total open position to 1092
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 2800, which was -259.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 3059.35, which was -215.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 3275, which was 713.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 2562, which was 293.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 2268.55, which was -460.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 2729.3, which was 129.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 2600, which was -58.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 2658.65, which was -355.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 3014.45, which was -284.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 3299, which was 550.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 2748.15, which was -401.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 3150, which was 50.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 3100, which was -15.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 3115.25, which was 476.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 2639.1, which was -290.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 2930, which was 243.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 2686.2, which was -11.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 2697.85, which was 221.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 2476.75, which was -523.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 3000.05, which was -349.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 3350, which was -2129.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 5479.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 5479.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 5479.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 5479.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 24DEC2024 50000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.19
Vega: 14.37
Theta: -33.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 111 | 55.25 | 19.95 | 6,60,120.5 | -5,750 | 50,228.5 |
| 19 Dec | 51575.70 | 55.75 | 24.50 | 21.44 | 3,33,489.5 | -5,790 | 55,978.5 |
| 18 Dec | 52139.55 | 31.25 | 8.45 | 21.57 | 2,96,965.5 | 2,655.5 | 61,768.5 |
| 17 Dec | 52834.80 | 22.8 | 5.80 | 22.52 | 2,44,688.5 | 1,175.5 | 59,113 |
| 16 Dec | 53581.35 | 17 | -3.30 | 23.93 | 1,31,127 | 6,064 | 57,937.5 |
| 13 Dec | 53583.80 | 20.3 | -12.95 | 21.85 | 2,51,450 | -8,608.5 | 51,873.5 |
| 12 Dec | 53216.45 | 33.25 | 0.20 | 20.97 | 97,749.5 | 4,191.5 | 60,482 |
| 11 Dec | 53391.35 | 33.05 | -9.35 | 20.96 | 1,04,519.5 | -2,631.5 | 56,290.5 |
| 10 Dec | 53577.70 | 42.4 | -14.65 | 22.25 | 1,09,249.5 | 6,097 | 58,922 |
| 9 Dec | 53407.75 | 57.05 | -10.20 | 22.04 | 1,20,654 | 1,126.5 | 52,825 |
| 6 Dec | 53509.50 | 67.25 | -11.50 | 21.36 | 1,55,992 | 4,851 | 51,698.5 |
| 5 Dec | 53603.55 | 78.75 | -14.80 | 22.07 | 1,63,318 | -3,428 | 46,847.5 |
| 4 Dec | 53266.90 | 93.55 | -36.25 | 20.90 | 1,44,557 | 8,680.5 | 50,275.5 |
| 3 Dec | 52695.75 | 129.8 | -58.20 | 19.70 | 1,47,012 | 1,336 | 41,595 |
| 2 Dec | 52109.00 | 188 | -13.85 | 18.91 | 1,79,574.5 | 5,180.5 | 40,259 |
| 29 Nov | 52055.60 | 201.85 | -18.15 | 17.93 | 1,23,513.5 | 3,665 | 35,078.5 |
| 28 Nov | 51906.85 | 220 | 62.00 | 18.00 | 1,64,228.5 | 2,486.5 | 31,413.5 |
| 27 Nov | 52301.80 | 158 | -56.00 | 17.20 | 54,604 | 11,213 | 28,927 |
| 26 Nov | 52191.50 | 214 | -24.90 | 18.19 | 20,080.5 | 3,084.5 | 17,714 |
| 25 Nov | 52207.50 | 238.9 | -221.10 | 18.70 | 24,346.5 | 27 | 14,629.5 |
| 22 Nov | 51135.40 | 460 | -187.95 | 17.74 | 27,866.5 | 983 | 14,602.5 |
| 21 Nov | 50372.90 | 647.95 | -2.05 | 17.27 | 32,047.5 | 2,409.5 | 13,619.5 |
| 19 Nov | 50626.50 | 650 | -15.10 | 17.17 | 15,337 | 1,305 | 11,210 |
| 18 Nov | 50363.80 | 665.1 | -45.90 | 16.61 | 11,283 | 1,686.5 | 9,905 |
| 14 Nov | 50179.55 | 711 | 48.15 | 15.92 | 11,991.5 | 998 | 8,218.5 |
| 13 Nov | 50088.35 | 662.85 | 210.85 | 15.48 | 17,150 | 1,008.5 | 7,220.5 |
| 12 Nov | 51157.80 | 452 | 147.00 | 16.12 | 7,161 | 100 | 6,212 |
| 11 Nov | 51876.75 | 305 | -115.95 | 16.14 | 4,953 | 556 | 6,112 |
| 8 Nov | 51561.20 | 420.95 | 51.00 | 16.83 | 3,429 | 562.5 | 5,556 |
| 7 Nov | 51916.50 | 369.95 | 56.95 | 17.22 | 2,187 | 397.5 | 4,993.5 |
| 6 Nov | 52317.40 | 313 | -102.95 | 17.78 | 2,198 | 241 | 4,596 |
| 5 Nov | 52207.25 | 415.95 | -172.90 | 18.64 | 3,420.5 | 138 | 4,355 |
| 4 Nov | 51215.25 | 588.85 | 63.85 | 17.95 | 1,463.5 | 119 | 4,217 |
| 1 Nov | 51673.90 | 525 | 38.00 | 18.40 | 186 | 121.5 | 4,098 |
| 31 Oct | 51475.35 | 487 | 22.00 | - | 1,156.5 | 166.5 | 3,976.5 |
| 30 Oct | 51807.50 | 465 | 84.95 | - | 822 | -122.5 | 3,810 |
| 29 Oct | 52320.70 | 380.05 | -191.15 | - | 1,459 | -115 | 3,932.5 |
| 28 Oct | 51259.30 | 571.2 | -155.15 | - | 1,366.5 | -63 | 4,047.5 |
| 25 Oct | 50787.45 | 726.35 | 164.45 | - | 2,087 | 486 | 4,110.5 |
| 24 Oct | 51531.15 | 561.9 | -67.25 | - | 2,324 | 1,424 | 3,624.5 |
| 23 Oct | 51239.00 | 629.15 | 8.25 | - | 1,567 | 779.5 | 2,200.5 |
| 22 Oct | 51257.15 | 620.9 | 135.90 | - | 493.5 | 52.5 | 1,421 |
| 21 Oct | 51962.70 | 485 | 77.00 | - | 620 | 68.5 | 1,368.5 |
| 18 Oct | 52094.20 | 408 | -178.10 | - | 1,057.5 | -249 | 1,300 |
| 17 Oct | 51288.80 | 586.1 | 126.10 | - | 494 | 203 | 1,549 |
| 16 Oct | 51801.05 | 460 | 41.00 | - | 283 | 90 | 1,346 |
| 15 Oct | 51906.00 | 419 | -27.35 | - | 227.5 | 80 | 1,256 |
| 14 Oct | 51816.90 | 446.35 | -186.65 | - | 469 | 106.5 | 1,176 |
| 11 Oct | 51172.30 | 633 | 89.95 | - | 249.5 | 62.5 | 1,069.5 |
| 10 Oct | 51530.90 | 543.05 | -117.95 | - | 366 | -29 | 1,007 |
| 9 Oct | 51007.00 | 661 | -20.10 | - | 567.5 | 163 | 1,036 |
| 8 Oct | 51021.00 | 681.1 | -115.20 | - | 708.5 | 207.5 | 873 |
| 7 Oct | 50478.90 | 796.3 | 244.90 | - | 970 | 245 | 665.5 |
| 4 Oct | 51462.05 | 551.4 | 118.05 | - | 613 | 297 | 420.5 |
| 3 Oct | 51845.20 | 433.35 | -52.55 | - | 223.5 | 123.5 | 123.5 |
| 1 Oct | 52922.60 | 485.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 485.9 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 485.9 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 485.9 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 50000 expiring on 24DEC2024
Delta for 50000 PE is -0.19
Historical price for 50000 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 111, which was 55.25 higher than the previous day. The implied volatity was 19.95, the open interest changed by -11500 which decreased total open position to 100457
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 55.75, which was 24.50 higher than the previous day. The implied volatity was 21.44, the open interest changed by -11580 which decreased total open position to 111957
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 31.25, which was 8.45 higher than the previous day. The implied volatity was 21.57, the open interest changed by 5311 which increased total open position to 123537
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 22.8, which was 5.80 higher than the previous day. The implied volatity was 22.52, the open interest changed by 2351 which increased total open position to 118226
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 17, which was -3.30 lower than the previous day. The implied volatity was 23.93, the open interest changed by 12128 which increased total open position to 115875
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 20.3, which was -12.95 lower than the previous day. The implied volatity was 21.85, the open interest changed by -17217 which decreased total open position to 103747
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 33.25, which was 0.20 higher than the previous day. The implied volatity was 20.97, the open interest changed by 8383 which increased total open position to 120964
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 33.05, which was -9.35 lower than the previous day. The implied volatity was 20.96, the open interest changed by -5263 which decreased total open position to 112581
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 42.4, which was -14.65 lower than the previous day. The implied volatity was 22.25, the open interest changed by 12194 which increased total open position to 117844
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 57.05, which was -10.20 lower than the previous day. The implied volatity was 22.04, the open interest changed by 2253 which increased total open position to 105650
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 67.25, which was -11.50 lower than the previous day. The implied volatity was 21.36, the open interest changed by 9702 which increased total open position to 103397
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 78.75, which was -14.80 lower than the previous day. The implied volatity was 22.07, the open interest changed by -6856 which decreased total open position to 93695
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 93.55, which was -36.25 lower than the previous day. The implied volatity was 20.90, the open interest changed by 17361 which increased total open position to 100551
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 129.8, which was -58.20 lower than the previous day. The implied volatity was 19.70, the open interest changed by 2672 which increased total open position to 83190
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 188, which was -13.85 lower than the previous day. The implied volatity was 18.91, the open interest changed by 10361 which increased total open position to 80518
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 201.85, which was -18.15 lower than the previous day. The implied volatity was 17.93, the open interest changed by 7330 which increased total open position to 70157
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 220, which was 62.00 higher than the previous day. The implied volatity was 18.00, the open interest changed by 4973 which increased total open position to 62827
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 158, which was -56.00 lower than the previous day. The implied volatity was 17.20, the open interest changed by 22426 which increased total open position to 57854
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 214, which was -24.90 lower than the previous day. The implied volatity was 18.19, the open interest changed by 6169 which increased total open position to 35428
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 238.9, which was -221.10 lower than the previous day. The implied volatity was 18.70, the open interest changed by 54 which increased total open position to 29259
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 460, which was -187.95 lower than the previous day. The implied volatity was 17.74, the open interest changed by 1966 which increased total open position to 29205
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 647.95, which was -2.05 lower than the previous day. The implied volatity was 17.27, the open interest changed by 4819 which increased total open position to 27239
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 650, which was -15.10 lower than the previous day. The implied volatity was 17.17, the open interest changed by 2610 which increased total open position to 22420
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 665.1, which was -45.90 lower than the previous day. The implied volatity was 16.61, the open interest changed by 3373 which increased total open position to 19810
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 711, which was 48.15 higher than the previous day. The implied volatity was 15.92, the open interest changed by 1996 which increased total open position to 16437
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 662.85, which was 210.85 higher than the previous day. The implied volatity was 15.48, the open interest changed by 2017 which increased total open position to 14441
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 452, which was 147.00 higher than the previous day. The implied volatity was 16.12, the open interest changed by 200 which increased total open position to 12424
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 305, which was -115.95 lower than the previous day. The implied volatity was 16.14, the open interest changed by 1112 which increased total open position to 12224
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 420.95, which was 51.00 higher than the previous day. The implied volatity was 16.83, the open interest changed by 1125 which increased total open position to 11112
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 369.95, which was 56.95 higher than the previous day. The implied volatity was 17.22, the open interest changed by 795 which increased total open position to 9987
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 313, which was -102.95 lower than the previous day. The implied volatity was 17.78, the open interest changed by 482 which increased total open position to 9192
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 415.95, which was -172.90 lower than the previous day. The implied volatity was 18.64, the open interest changed by 276 which increased total open position to 8710
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 588.85, which was 63.85 higher than the previous day. The implied volatity was 17.95, the open interest changed by 238 which increased total open position to 8434
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 525, which was 38.00 higher than the previous day. The implied volatity was 18.40, the open interest changed by 243 which increased total open position to 8196
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 487, which was 22.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 465, which was 84.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 380.05, which was -191.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 571.2, which was -155.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 726.35, which was 164.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 561.9, which was -67.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 629.15, which was 8.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 620.9, which was 135.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 485, which was 77.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 408, which was -178.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 586.1, which was 126.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 460, which was 41.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 419, which was -27.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 446.35, which was -186.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 633, which was 89.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 543.05, which was -117.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 661, which was -20.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 681.1, which was -115.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 796.3, which was 244.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 551.4, which was 118.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 433.35, which was -52.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 485.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 485.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 485.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 485.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
