BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 50200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.86
Vega: 12.08
Theta: -31.40
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 779 | -830.85 | 13.03 | 5,454.5 | 933.5 | 1,228 | |||
| 19 Dec | 51575.70 | 1609.85 | -565.05 | 25.33 | 87.5 | -3.5 | 294.5 | |||
| 18 Dec | 52139.55 | 2174.9 | -589.25 | 25.67 | 5 | -1 | 298 | |||
| 17 Dec | 52834.80 | 2764.15 | -735.85 | 27.86 | 6 | -6 | 299 | |||
| 16 Dec | 53581.35 | 3500 | 73.35 | 32.56 | 1 | -0.5 | 305 | |||
| 13 Dec | 53583.80 | 3426.65 | 214.65 | - | 3.5 | -1.5 | 305.5 | |||
| 12 Dec | 53216.45 | 3212 | -172.65 | 19.19 | 1 | 0 | 307 | |||
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| 11 Dec | 53391.35 | 3384.65 | 4.35 | 17.20 | 13.5 | 1.5 | 307 | |||
| 10 Dec | 53577.70 | 3380.3 | -12.10 | - | 9.5 | -5.5 | 305.5 | |||
| 9 Dec | 53407.75 | 3392.4 | -176.90 | - | 1.5 | 311 | 311 | |||
| 6 Dec | 53509.50 | 3569.3 | 0.00 | 0.00 | 0 | 44 | 0 | |||
| 5 Dec | 53603.55 | 3569.3 | 317.10 | - | 61 | 44 | 311.5 | |||
| 4 Dec | 53266.90 | 3252.2 | 500.35 | - | 49.5 | -26 | 267.5 | |||
| 3 Dec | 52695.75 | 2751.85 | 427.10 | - | 27.5 | -6 | 293.5 | |||
| 2 Dec | 52109.00 | 2324.75 | -67.25 | 14.75 | 6 | -0.5 | 299.5 | |||
| 29 Nov | 52055.60 | 2392 | 27.65 | 17.60 | 11.5 | 3.5 | 300 | |||
| 28 Nov | 51906.85 | 2364.35 | -209.65 | 17.11 | 76.5 | 6 | 296.5 | |||
| 27 Nov | 52301.80 | 2574 | 24.40 | 14.54 | 100.5 | -17 | 290.5 | |||
| 26 Nov | 52191.50 | 2549.6 | 19.75 | 16.45 | 8.5 | -4 | 307.5 | |||
| 25 Nov | 52207.50 | 2529.85 | 809.85 | 14.63 | 158.5 | -78 | 311.5 | |||
| 22 Nov | 51135.40 | 1720 | 409.95 | 15.07 | 415 | -13.5 | 389.5 | |||
| 21 Nov | 50372.90 | 1310.05 | 3.90 | 15.28 | 2,809 | 209.5 | 403 | |||
| 19 Nov | 50626.50 | 1306.15 | 39.35 | 14.29 | 379 | -52.5 | 193.5 | |||
| 18 Nov | 50363.80 | 1266.8 | 11.80 | 14.31 | 775.5 | -40 | 246 | |||
| 14 Nov | 50179.55 | 1255 | -123.00 | 14.36 | 677 | 210.5 | 286 | |||
| 13 Nov | 50088.35 | 1378 | -827.00 | 15.26 | 219.5 | 75.5 | 75.5 | |||
| 12 Nov | 51157.80 | 2205 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 11 Nov | 51876.75 | 2205 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 8 Nov | 51561.20 | 2205 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 7 Nov | 51916.50 | 2205 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 6 Nov | 52317.40 | 2205 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 5 Nov | 52207.25 | 2205 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 4 Nov | 51215.25 | 2205 | -3115.45 | 15.47 | 1 | 0.5 | 0.5 | |||
| 1 Nov | 51673.90 | 5320.45 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 5320.45 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 51807.50 | 5320.45 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 52320.70 | 5320.45 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 51259.30 | 5320.45 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 5320.45 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 5320.45 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 5320.45 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 5320.45 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 5320.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 5320.45 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 5320.45 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 5320.45 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 5320.45 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 5320.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 5320.45 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 5320.45 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 5320.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 5320.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 5320.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 5320.45 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 5320.45 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 5320.45 | 5320.45 | - | 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 50200 expiring on 24DEC2024
Delta for 50200 CE is 0.86
Historical price for 50200 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 779, which was -830.85 lower than the previous day. The implied volatity was 13.03, the open interest changed by 1867 which increased total open position to 2456
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1609.85, which was -565.05 lower than the previous day. The implied volatity was 25.33, the open interest changed by -7 which decreased total open position to 589
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2174.9, which was -589.25 lower than the previous day. The implied volatity was 25.67, the open interest changed by -2 which decreased total open position to 596
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2764.15, which was -735.85 lower than the previous day. The implied volatity was 27.86, the open interest changed by -12 which decreased total open position to 598
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 3500, which was 73.35 higher than the previous day. The implied volatity was 32.56, the open interest changed by -1 which decreased total open position to 610
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 3426.65, which was 214.65 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 611
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 3212, which was -172.65 lower than the previous day. The implied volatity was 19.19, the open interest changed by 0 which decreased total open position to 614
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 3384.65, which was 4.35 higher than the previous day. The implied volatity was 17.20, the open interest changed by 3 which increased total open position to 614
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 3380.3, which was -12.10 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 611
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 3392.4, which was -176.90 lower than the previous day. The implied volatity was -, the open interest changed by 622 which increased total open position to 622
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 3569.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 88 which increased total open position to 0
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 3569.3, which was 317.10 higher than the previous day. The implied volatity was -, the open interest changed by 88 which increased total open position to 623
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 3252.2, which was 500.35 higher than the previous day. The implied volatity was -, the open interest changed by -52 which decreased total open position to 535
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2751.85, which was 427.10 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 587
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2324.75, which was -67.25 lower than the previous day. The implied volatity was 14.75, the open interest changed by -1 which decreased total open position to 599
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2392, which was 27.65 higher than the previous day. The implied volatity was 17.60, the open interest changed by 7 which increased total open position to 600
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2364.35, which was -209.65 lower than the previous day. The implied volatity was 17.11, the open interest changed by 12 which increased total open position to 593
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2574, which was 24.40 higher than the previous day. The implied volatity was 14.54, the open interest changed by -34 which decreased total open position to 581
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2549.6, which was 19.75 higher than the previous day. The implied volatity was 16.45, the open interest changed by -8 which decreased total open position to 615
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2529.85, which was 809.85 higher than the previous day. The implied volatity was 14.63, the open interest changed by -156 which decreased total open position to 623
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1720, which was 409.95 higher than the previous day. The implied volatity was 15.07, the open interest changed by -27 which decreased total open position to 779
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1310.05, which was 3.90 higher than the previous day. The implied volatity was 15.28, the open interest changed by 419 which increased total open position to 806
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1306.15, which was 39.35 higher than the previous day. The implied volatity was 14.29, the open interest changed by -105 which decreased total open position to 387
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1266.8, which was 11.80 higher than the previous day. The implied volatity was 14.31, the open interest changed by -80 which decreased total open position to 492
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1255, which was -123.00 lower than the previous day. The implied volatity was 14.36, the open interest changed by 421 which increased total open position to 572
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1378, which was -827.00 lower than the previous day. The implied volatity was 15.26, the open interest changed by 151 which increased total open position to 151
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2205, 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 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 2205, 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 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 2205, 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 2205, 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 2205, 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 2205, 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 2205, which was -3115.45 lower than the previous day. The implied volatity was 15.47, the open interest changed by 1 which increased total open position to 1
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 5320.45, which was 0.00 lower than the previous day. The implied volatity was -, 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 5320.45, 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 5320.45, 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 5320.45, 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 5320.45, 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 5320.45, 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 5320.45, 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 5320.45, 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 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 5320.45, 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 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 5320.45, 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 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 5320.45, 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 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 5320.45, 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 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 5320.45, 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 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 5320.45, 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 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 5320.45, 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 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 5320.45, 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 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 5320.45, 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 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 5320.45, 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 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 5320.45, 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 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 5320.45, 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 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 5320.45, 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 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 5320.45, 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 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 5320.45, which was 5320.45 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 50200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 16.46
Theta: -36.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 145 | 76.05 | 19.33 | 2,49,121.5 | 3,868.5 | 11,442 |
| 19 Dec | 51575.70 | 68.95 | 30.80 | 20.69 | 73,258 | 3,841.5 | 7,573.5 |
| 18 Dec | 52139.55 | 38.15 | 8.35 | 20.91 | 62,934 | -58.5 | 3,732 |
| 17 Dec | 52834.80 | 29.8 | 10.30 | 22.30 | 38,652.5 | -578 | 3,790.5 |
| 16 Dec | 53581.35 | 19.5 | -4.00 | 23.29 | 20,214 | 542 | 4,368.5 |
| 13 Dec | 53583.80 | 23.5 | -12.75 | 21.37 | 46,019 | 164.5 | 3,826.5 |
| 12 Dec | 53216.45 | 36.25 | -2.70 | 20.27 | 9,679 | -76.5 | 3,662 |
| 11 Dec | 53391.35 | 38.95 | -9.05 | 20.61 | 19,198.5 | -1,709 | 3,738.5 |
| 10 Dec | 53577.70 | 48 | -16.05 | 21.81 | 19,711.5 | 1,208 | 5,447.5 |
| 9 Dec | 53407.75 | 64.05 | -14.65 | 21.59 | 17,576.5 | 569 | 4,239.5 |
| 6 Dec | 53509.50 | 78.7 | -5.65 | 21.18 | 18,980.5 | 77 | 3,670.5 |
| 5 Dec | 53603.55 | 84.35 | -21.10 | 21.49 | 24,421 | 206 | 3,593.5 |
| 4 Dec | 53266.90 | 105.45 | -37.45 | 20.58 | 16,633 | 56 | 3,387.5 |
| 3 Dec | 52695.75 | 142.9 | -71.90 | 19.25 | 15,655 | -231 | 3,331.5 |
| 2 Dec | 52109.00 | 214.8 | -10.05 | 18.70 | 31,541.5 | 1,199.5 | 3,562.5 |
| 29 Nov | 52055.60 | 224.85 | -23.70 | 17.58 | 19,902.5 | 594 | 2,363 |
| 28 Nov | 51906.85 | 248.55 | 62.35 | 17.72 | 19,771.5 | 386.5 | 1,769 |
| 27 Nov | 52301.80 | 186.2 | -51.25 | 17.18 | 3,225 | 282 | 1,382.5 |
| 26 Nov | 52191.50 | 237.45 | -25.05 | 17.88 | 1,319.5 | 299 | 1,100.5 |
| 25 Nov | 52207.50 | 262.5 | -245.85 | 18.40 | 2,031 | -174.5 | 801.5 |
| 22 Nov | 51135.40 | 508.35 | -200.00 | 17.51 | 2,367.5 | 128 | 976 |
| 21 Nov | 50372.90 | 708.35 | -8.50 | 16.98 | 5,065.5 | 224 | 848 |
| 19 Nov | 50626.50 | 716.85 | -34.00 | 16.93 | 792 | 129.5 | 624 |
| 18 Nov | 50363.80 | 750.85 | -45.80 | 16.73 | 1,752.5 | 151 | 494.5 |
| 14 Nov | 50179.55 | 796.65 | 64.80 | 15.99 | 4,476.5 | 169 | 343.5 |
| 13 Nov | 50088.35 | 731.85 | 239.85 | 15.34 | 630 | 93.5 | 174.5 |
| 12 Nov | 51157.80 | 492 | 150.40 | 15.83 | 98 | 77.5 | 81 |
| 11 Nov | 51876.75 | 341.6 | -113.85 | 16.02 | 1.5 | 0.5 | 3.5 |
| 8 Nov | 51561.20 | 455.45 | 28.85 | 16.54 | 8.5 | 1.5 | 3 |
| 7 Nov | 51916.50 | 426.6 | 51.15 | 17.43 | 1.5 | 1 | 1.5 |
| 6 Nov | 52317.40 | 375.45 | -48.20 | 18.25 | 0.5 | 0.5 | 0.5 |
| 5 Nov | 52207.25 | 423.65 | -99.65 | 17.96 | 1 | 0 | 0 |
| 4 Nov | 51215.25 | 523.3 | 0.00 | 2.17 | 0 | 0 | 0 |
| 1 Nov | 51673.90 | 523.3 | 0.00 | 2.55 | 0 | 0 | 0 |
| 31 Oct | 51475.35 | 523.3 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 51807.50 | 523.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 52320.70 | 523.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 51259.30 | 523.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 523.3 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 523.3 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 523.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 523.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 523.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 523.3 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 523.3 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 523.3 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 523.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 523.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 523.3 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 523.3 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 523.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 523.3 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 523.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 523.3 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 523.3 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 523.3 | 523.30 | - | 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 50200 expiring on 24DEC2024
Delta for 50200 PE is -0.24
Historical price for 50200 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 145, which was 76.05 higher than the previous day. The implied volatity was 19.33, the open interest changed by 7737 which increased total open position to 22884
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 68.95, which was 30.80 higher than the previous day. The implied volatity was 20.69, the open interest changed by 7683 which increased total open position to 15147
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 38.15, which was 8.35 higher than the previous day. The implied volatity was 20.91, the open interest changed by -117 which decreased total open position to 7464
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 29.8, which was 10.30 higher than the previous day. The implied volatity was 22.30, the open interest changed by -1156 which decreased total open position to 7581
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 19.5, which was -4.00 lower than the previous day. The implied volatity was 23.29, the open interest changed by 1084 which increased total open position to 8737
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 23.5, which was -12.75 lower than the previous day. The implied volatity was 21.37, the open interest changed by 329 which increased total open position to 7653
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 36.25, which was -2.70 lower than the previous day. The implied volatity was 20.27, the open interest changed by -153 which decreased total open position to 7324
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 38.95, which was -9.05 lower than the previous day. The implied volatity was 20.61, the open interest changed by -3418 which decreased total open position to 7477
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 48, which was -16.05 lower than the previous day. The implied volatity was 21.81, the open interest changed by 2416 which increased total open position to 10895
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 64.05, which was -14.65 lower than the previous day. The implied volatity was 21.59, the open interest changed by 1138 which increased total open position to 8479
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 78.7, which was -5.65 lower than the previous day. The implied volatity was 21.18, the open interest changed by 154 which increased total open position to 7341
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 84.35, which was -21.10 lower than the previous day. The implied volatity was 21.49, the open interest changed by 412 which increased total open position to 7187
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 105.45, which was -37.45 lower than the previous day. The implied volatity was 20.58, the open interest changed by 112 which increased total open position to 6775
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 142.9, which was -71.90 lower than the previous day. The implied volatity was 19.25, the open interest changed by -462 which decreased total open position to 6663
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 214.8, which was -10.05 lower than the previous day. The implied volatity was 18.70, the open interest changed by 2399 which increased total open position to 7125
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 224.85, which was -23.70 lower than the previous day. The implied volatity was 17.58, the open interest changed by 1188 which increased total open position to 4726
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 248.55, which was 62.35 higher than the previous day. The implied volatity was 17.72, the open interest changed by 773 which increased total open position to 3538
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 186.2, which was -51.25 lower than the previous day. The implied volatity was 17.18, the open interest changed by 564 which increased total open position to 2765
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 237.45, which was -25.05 lower than the previous day. The implied volatity was 17.88, the open interest changed by 598 which increased total open position to 2201
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 262.5, which was -245.85 lower than the previous day. The implied volatity was 18.40, the open interest changed by -349 which decreased total open position to 1603
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 508.35, which was -200.00 lower than the previous day. The implied volatity was 17.51, the open interest changed by 256 which increased total open position to 1952
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 708.35, which was -8.50 lower than the previous day. The implied volatity was 16.98, the open interest changed by 448 which increased total open position to 1696
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 716.85, which was -34.00 lower than the previous day. The implied volatity was 16.93, the open interest changed by 259 which increased total open position to 1248
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 750.85, which was -45.80 lower than the previous day. The implied volatity was 16.73, the open interest changed by 302 which increased total open position to 989
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 796.65, which was 64.80 higher than the previous day. The implied volatity was 15.99, the open interest changed by 338 which increased total open position to 687
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 731.85, which was 239.85 higher than the previous day. The implied volatity was 15.34, the open interest changed by 187 which increased total open position to 349
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 492, which was 150.40 higher than the previous day. The implied volatity was 15.83, the open interest changed by 155 which increased total open position to 162
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 341.6, which was -113.85 lower than the previous day. The implied volatity was 16.02, the open interest changed by 1 which increased total open position to 7
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 455.45, which was 28.85 higher than the previous day. The implied volatity was 16.54, the open interest changed by 3 which increased total open position to 6
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 426.6, which was 51.15 higher than the previous day. The implied volatity was 17.43, the open interest changed by 2 which increased total open position to 3
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 375.45, which was -48.20 lower than the previous day. The implied volatity was 18.25, the open interest changed by 1 which increased total open position to 1
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 423.65, which was -99.65 lower than the previous day. The implied volatity was 17.96, 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 523.3, which was 0.00 lower than the previous day. The implied volatity was 2.17, 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 523.3, which was 0.00 lower than the previous day. The implied volatity was 2.55, 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 523.3, 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 523.3, 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 523.3, 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 523.3, 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 523.3, 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 523.3, 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 523.3, 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 523.3, 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 523.3, 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 523.3, 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 523.3, 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 523.3, 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 523.3, 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 523.3, 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 523.3, 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 523.3, 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 523.3, 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 523.3, 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 523.3, 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 523.3, 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 523.3, 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 523.3, which was 523.30 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
