BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 50100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.92
Vega: 7.69
Theta: -23.14
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 839.95 | -850.50 | 10.93 | 1,576.5 | 348.5 | 1,873 | |||
| 19 Dec | 51575.70 | 1690.45 | -522.45 | 25.08 | 87.5 | -0.5 | 1,524.5 | |||
| 18 Dec | 52139.55 | 2212.9 | -767.10 | 19.89 | 16.5 | 2.5 | 1,525 | |||
| 17 Dec | 52834.80 | 2980 | -470.00 | 36.88 | 4.5 | 1,522.5 | 1,522.5 | |||
| 16 Dec | 53581.35 | 3450 | 0.00 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 13 Dec | 53583.80 | 3450 | 134.40 | - | 24.5 | 0 | 1,522.5 | |||
| 12 Dec | 53216.45 | 3315.6 | -148.95 | 19.55 | 1.5 | 0 | 1,522.5 | |||
| 11 Dec | 53391.35 | 3464.55 | -104.25 | - | 21.5 | -16 | 1,522.5 | |||
| 10 Dec | 53577.70 | 3568.8 | 135.35 | - | 24 | -17.5 | 1,538.5 | |||
| 9 Dec | 53407.75 | 3433.45 | -205.85 | - | 13.5 | 2 | 1,556 | |||
| 6 Dec | 53509.50 | 3639.3 | 88.95 | - | 2.5 | 0 | 1,554 | |||
| 5 Dec | 53603.55 | 3550.35 | 179.80 | - | 14.5 | -7.5 | 1,554 | |||
| 4 Dec | 53266.90 | 3370.55 | 489.70 | - | 32.5 | -25 | 1,561.5 | |||
| 3 Dec | 52695.75 | 2880.85 | 442.10 | 13.78 | 25.5 | -3 | 1,586.5 | |||
| 2 Dec | 52109.00 | 2438.75 | 4.15 | 15.84 | 39 | -4 | 1,589.5 | |||
| 29 Nov | 52055.60 | 2434.6 | -32.10 | 16.38 | 15.5 | 0.5 | 1,593.5 | |||
| 28 Nov | 51906.85 | 2466.7 | -178.65 | 17.71 | 92.5 | 32.5 | 1,593 | |||
| 27 Nov | 52301.80 | 2645.35 | -63.85 | 13.52 | 61 | 2.5 | 1,560.5 | |||
| 26 Nov | 52191.50 | 2709.2 | 108.05 | 18.66 | 1.5 | -2 | 1,558 | |||
| 25 Nov | 52207.50 | 2601.15 | 802.50 | 14.36 | 26 | -12 | 1,560 | |||
| 22 Nov | 51135.40 | 1798.65 | 415.90 | 15.22 | 308.5 | -48 | 1,572 | |||
| 21 Nov | 50372.90 | 1382.75 | 39.85 | 15.48 | 3,080 | 1,510.5 | 1,620 | |||
| 19 Nov | 50626.50 | 1342.9 | 7.95 | 13.68 | 177 | -2.5 | 109.5 | |||
| 18 Nov | 50363.80 | 1334.95 | 30.95 | 14.43 | 259 | -18.5 | 112 | |||
| 14 Nov | 50179.55 | 1304 | -137.75 | 14.21 | 390 | 44.5 | 130.5 | |||
| 13 Nov | 50088.35 | 1441.75 | -608.25 | 15.34 | 126.5 | 78.5 | 86 | |||
| 12 Nov | 51157.80 | 2050 | -590.50 | 15.71 | 2.5 | 1 | 7.5 | |||
| 11 Nov | 51876.75 | 2640.5 | 135.05 | 16.45 | 7 | 6.5 | 6.5 | |||
| 8 Nov | 51561.20 | 2505.45 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 7 Nov | 51916.50 | 2505.45 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 6 Nov | 52317.40 | 2505.45 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 5 Nov | 52207.25 | 2505.45 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 4 Nov | 51215.25 | 2505.45 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 1 Nov | 51673.90 | 2505.45 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 31 Oct | 51475.35 | 2505.45 | 0.00 | - | 0 | 0.5 | 0 | |||
| 30 Oct | 51807.50 | 2505.45 | 0.00 | - | 0 | 0.5 | 0 | |||
| 29 Oct | 52320.70 | 2505.45 | 0.00 | - | 0 | 0.5 | 0 | |||
| 28 Oct | 51259.30 | 2505.45 | 0.00 | - | 0 | 0.5 | 0 | |||
| 25 Oct | 50787.45 | 2505.45 | 0.00 | - | 0 | 0.5 | 0 | |||
| 24 Oct | 51531.15 | 2505.45 | 0.00 | - | 0 | 0.5 | 0 | |||
| 23 Oct | 51239.00 | 2505.45 | -2894.25 | - | 1 | 0.5 | 0.5 | |||
| 22 Oct | 51257.15 | 5399.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 5399.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 5399.7 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 5399.7 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 5399.7 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 5399.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 5399.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 5399.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 5399.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 5399.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 5399.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 5399.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 5399.7 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 5399.7 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 5399.7 | 5399.70 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 50100 expiring on 24DEC2024
Delta for 50100 CE is 0.92
Historical price for 50100 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 839.95, which was -850.50 lower than the previous day. The implied volatity was 10.93, the open interest changed by 697 which increased total open position to 3746
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1690.45, which was -522.45 lower than the previous day. The implied volatity was 25.08, the open interest changed by -1 which decreased total open position to 3049
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2212.9, which was -767.10 lower than the previous day. The implied volatity was 19.89, the open interest changed by 5 which increased total open position to 3050
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2980, which was -470.00 lower than the previous day. The implied volatity was 36.88, the open interest changed by 3045 which increased total open position to 3045
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 3450, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 3450, which was 134.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3045
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 3315.6, which was -148.95 lower than the previous day. The implied volatity was 19.55, the open interest changed by 0 which decreased total open position to 3045
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 3464.55, which was -104.25 lower than the previous day. The implied volatity was -, the open interest changed by -32 which decreased total open position to 3045
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 3568.8, which was 135.35 higher than the previous day. The implied volatity was -, the open interest changed by -35 which decreased total open position to 3077
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 3433.45, which was -205.85 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 3112
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 3639.3, which was 88.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3108
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 3550.35, which was 179.80 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 3108
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 3370.55, which was 489.70 higher than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 3123
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2880.85, which was 442.10 higher than the previous day. The implied volatity was 13.78, the open interest changed by -6 which decreased total open position to 3173
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2438.75, which was 4.15 higher than the previous day. The implied volatity was 15.84, the open interest changed by -8 which decreased total open position to 3179
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2434.6, which was -32.10 lower than the previous day. The implied volatity was 16.38, the open interest changed by 1 which increased total open position to 3187
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2466.7, which was -178.65 lower than the previous day. The implied volatity was 17.71, the open interest changed by 65 which increased total open position to 3186
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2645.35, which was -63.85 lower than the previous day. The implied volatity was 13.52, the open interest changed by 5 which increased total open position to 3121
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2709.2, which was 108.05 higher than the previous day. The implied volatity was 18.66, the open interest changed by -4 which decreased total open position to 3116
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2601.15, which was 802.50 higher than the previous day. The implied volatity was 14.36, the open interest changed by -24 which decreased total open position to 3120
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1798.65, which was 415.90 higher than the previous day. The implied volatity was 15.22, the open interest changed by -96 which decreased total open position to 3144
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1382.75, which was 39.85 higher than the previous day. The implied volatity was 15.48, the open interest changed by 3021 which increased total open position to 3240
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1342.9, which was 7.95 higher than the previous day. The implied volatity was 13.68, the open interest changed by -5 which decreased total open position to 219
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1334.95, which was 30.95 higher than the previous day. The implied volatity was 14.43, the open interest changed by -37 which decreased total open position to 224
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1304, which was -137.75 lower than the previous day. The implied volatity was 14.21, the open interest changed by 89 which increased total open position to 261
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1441.75, which was -608.25 lower than the previous day. The implied volatity was 15.34, the open interest changed by 157 which increased total open position to 172
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2050, which was -590.50 lower than the previous day. The implied volatity was 15.71, the open interest changed by 2 which increased total open position to 15
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 2640.5, which was 135.05 higher than the previous day. The implied volatity was 16.45, the open interest changed by 13 which increased total open position to 13
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 2505.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 2505.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 2505.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 2505.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 2505.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 2505.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 2505.45, 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 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 2505.45, 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 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 2505.45, 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 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 2505.45, 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 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 2505.45, 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 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 2505.45, 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 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 2505.45, which was -2894.25 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 5399.7, 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 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 5399.7, 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 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 5399.7, 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 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 5399.7, 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 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 5399.7, 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 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 5399.7, 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 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 5399.7, 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 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 5399.7, 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 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 5399.7, 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 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 5399.7, 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 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 5399.7, 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 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 5399.7, 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 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 5399.7, 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 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 5399.7, 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 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 5399.7, which was 5399.70 higher 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 24DEC2024 50100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 15.38
Theta: -34.63
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 125.6 | 61.60 | 19.56 | 1,73,612.5 | -259 | 6,407.5 |
| 19 Dec | 51575.70 | 64 | 31.00 | 21.25 | 59,343.5 | 1,965.5 | 6,666.5 |
| 18 Dec | 52139.55 | 33 | 8.00 | 20.94 | 56,131 | -498 | 4,701 |
| 17 Dec | 52834.80 | 25 | 8.00 | 22.23 | 32,375 | -325.5 | 5,199 |
| 16 Dec | 53581.35 | 17 | -4.85 | 23.35 | 19,887 | 1,301 | 5,524.5 |
| 13 Dec | 53583.80 | 21.85 | -14.45 | 21.61 | 39,299 | -682 | 4,223.5 |
| 12 Dec | 53216.45 | 36.3 | 1.10 | 20.80 | 8,181.5 | 247.5 | 4,905.5 |
| 11 Dec | 53391.35 | 35.2 | -9.35 | 20.71 | 16,792 | -1,413 | 4,658 |
| 10 Dec | 53577.70 | 44.55 | -14.10 | 21.98 | 19,489.5 | 934.5 | 6,071 |
| 9 Dec | 53407.75 | 58.65 | -13.05 | 21.67 | 20,218.5 | 719.5 | 5,136.5 |
| 6 Dec | 53509.50 | 71.7 | -11.45 | 21.20 | 16,451.5 | 224.5 | 4,417 |
| 5 Dec | 53603.55 | 83.15 | -15.55 | 21.90 | 21,018.5 | -301.5 | 4,192.5 |
| 4 Dec | 53266.90 | 98.7 | -37.65 | 20.70 | 14,522 | 386.5 | 4,494 |
| 3 Dec | 52695.75 | 136.35 | -66.85 | 19.55 | 17,440 | 62.5 | 4,107.5 |
| 2 Dec | 52109.00 | 203.2 | -7.30 | 18.88 | 22,245.5 | 1,022 | 4,045 |
| 29 Nov | 52055.60 | 210.5 | -25.50 | 17.68 | 17,073.5 | 328.5 | 3,023 |
| 28 Nov | 51906.85 | 236 | 63.05 | 17.94 | 19,145.5 | 375.5 | 2,694.5 |
| 27 Nov | 52301.80 | 172.95 | -51.80 | 17.23 | 2,577 | 337 | 2,319 |
| 26 Nov | 52191.50 | 224.75 | -23.10 | 18.02 | 651.5 | 48 | 1,982 |
| 25 Nov | 52207.50 | 247.85 | -234.00 | 18.46 | 1,203.5 | -312.5 | 1,934 |
| 22 Nov | 51135.40 | 481.85 | -198.05 | 17.59 | 2,648 | -356 | 2,246.5 |
| 21 Nov | 50372.90 | 679.9 | 3.70 | 17.17 | 4,649 | 2,279.5 | 2,602.5 |
| 19 Nov | 50626.50 | 676.2 | -34.40 | 16.98 | 627.5 | 106 | 323 |
| 18 Nov | 50363.80 | 710.6 | -50.30 | 16.73 | 791.5 | -2.5 | 217 |
| 14 Nov | 50179.55 | 760.9 | 52.25 | 16.08 | 637 | 98 | 219.5 |
| 13 Nov | 50088.35 | 708.65 | 278.65 | 15.60 | 626.5 | 119.5 | 121.5 |
| 12 Nov | 51157.80 | 430 | 0.00 | 15.25 | 0.5 | 0.5 | 2 |
| 11 Nov | 51876.75 | 430 | 61.25 | 18.16 | 2.5 | 1.5 | 1.5 |
| 8 Nov | 51561.20 | 368.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 51916.50 | 368.75 | -135.60 | 16.79 | 1.5 | 0 | 0 |
| 6 Nov | 52317.40 | 504.35 | 0.00 | 3.53 | 0 | 0 | 0 |
| 5 Nov | 52207.25 | 504.35 | 0.00 | 3.19 | 0 | 0 | 0 |
| 4 Nov | 51215.25 | 504.35 | 0.00 | 2.29 | 0 | 0 | 0 |
| 1 Nov | 51673.90 | 504.35 | 0.00 | 2.66 | 0 | 0 | 0 |
| 31 Oct | 51475.35 | 504.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 51807.50 | 504.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 52320.70 | 504.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 51259.30 | 504.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 504.35 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 504.35 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 504.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 504.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 504.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 504.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 504.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 504.35 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 504.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 504.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 504.35 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 504.35 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 504.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 504.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 504.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 504.35 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 504.35 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 504.35 | 504.35 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 50100 expiring on 24DEC2024
Delta for 50100 PE is -0.21
Historical price for 50100 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 125.6, which was 61.60 higher than the previous day. The implied volatity was 19.56, the open interest changed by -518 which decreased total open position to 12815
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 64, which was 31.00 higher than the previous day. The implied volatity was 21.25, the open interest changed by 3931 which increased total open position to 13333
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 33, which was 8.00 higher than the previous day. The implied volatity was 20.94, the open interest changed by -996 which decreased total open position to 9402
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 25, which was 8.00 higher than the previous day. The implied volatity was 22.23, the open interest changed by -651 which decreased total open position to 10398
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 17, which was -4.85 lower than the previous day. The implied volatity was 23.35, the open interest changed by 2602 which increased total open position to 11049
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 21.85, which was -14.45 lower than the previous day. The implied volatity was 21.61, the open interest changed by -1364 which decreased total open position to 8447
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 36.3, which was 1.10 higher than the previous day. The implied volatity was 20.80, the open interest changed by 495 which increased total open position to 9811
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 35.2, which was -9.35 lower than the previous day. The implied volatity was 20.71, the open interest changed by -2826 which decreased total open position to 9316
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 44.55, which was -14.10 lower than the previous day. The implied volatity was 21.98, the open interest changed by 1869 which increased total open position to 12142
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 58.65, which was -13.05 lower than the previous day. The implied volatity was 21.67, the open interest changed by 1439 which increased total open position to 10273
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 71.7, which was -11.45 lower than the previous day. The implied volatity was 21.20, the open interest changed by 449 which increased total open position to 8834
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 83.15, which was -15.55 lower than the previous day. The implied volatity was 21.90, the open interest changed by -603 which decreased total open position to 8385
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 98.7, which was -37.65 lower than the previous day. The implied volatity was 20.70, the open interest changed by 773 which increased total open position to 8988
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 136.35, which was -66.85 lower than the previous day. The implied volatity was 19.55, the open interest changed by 125 which increased total open position to 8215
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 203.2, which was -7.30 lower than the previous day. The implied volatity was 18.88, the open interest changed by 2044 which increased total open position to 8090
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 210.5, which was -25.50 lower than the previous day. The implied volatity was 17.68, the open interest changed by 657 which increased total open position to 6046
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 236, which was 63.05 higher than the previous day. The implied volatity was 17.94, the open interest changed by 751 which increased total open position to 5389
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 172.95, which was -51.80 lower than the previous day. The implied volatity was 17.23, the open interest changed by 674 which increased total open position to 4638
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 224.75, which was -23.10 lower than the previous day. The implied volatity was 18.02, the open interest changed by 96 which increased total open position to 3964
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 247.85, which was -234.00 lower than the previous day. The implied volatity was 18.46, the open interest changed by -625 which decreased total open position to 3868
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 481.85, which was -198.05 lower than the previous day. The implied volatity was 17.59, the open interest changed by -712 which decreased total open position to 4493
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 679.9, which was 3.70 higher than the previous day. The implied volatity was 17.17, the open interest changed by 4559 which increased total open position to 5205
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 676.2, which was -34.40 lower than the previous day. The implied volatity was 16.98, the open interest changed by 212 which increased total open position to 646
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 710.6, which was -50.30 lower than the previous day. The implied volatity was 16.73, the open interest changed by -5 which decreased total open position to 434
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 760.9, which was 52.25 higher than the previous day. The implied volatity was 16.08, the open interest changed by 196 which increased total open position to 439
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 708.65, which was 278.65 higher than the previous day. The implied volatity was 15.60, the open interest changed by 239 which increased total open position to 243
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 430, which was 0.00 lower than the previous day. The implied volatity was 15.25, the open interest changed by 1 which increased total open position to 4
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 430, which was 61.25 higher than the previous day. The implied volatity was 18.16, the open interest changed by 3 which increased total open position to 3
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 368.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 368.75, which was -135.60 lower than the previous day. The implied volatity was 16.79, the open interest changed by 0 which decreased total open position to 0
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 504.35, which was 0.00 lower than the previous day. The implied volatity was 3.53, the open interest changed by 0 which decreased total open position to 0
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 504.35, which was 0.00 lower than the previous day. The implied volatity was 3.19, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 504.35, which was 0.00 lower than the previous day. The implied volatity was 2.29, the open interest changed by 0 which decreased total open position to 0
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 504.35, which was 0.00 lower than the previous day. The implied volatity was 2.66, the open interest changed by 0 which decreased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 504.35, 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 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 504.35, 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 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 504.35, 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 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 504.35, 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 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 504.35, 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 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 504.35, 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 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 504.35, 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 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 504.35, 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 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 504.35, 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 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 504.35, 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 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 504.35, 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 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 504.35, 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 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 504.35, 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 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 504.35, 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 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 504.35, 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 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 504.35, 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 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 504.35, 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 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 504.35, 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 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 504.35, 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 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 504.35, 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 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 504.35, 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 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 504.35, which was 504.35 higher 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
