BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 50300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.81
Vega: 14.54
Theta: -36.01
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 705.45 | -814.50 | 13.72 | 8,593.5 | 1,548 | 1,739.5 | |||
| 19 Dec | 51575.70 | 1519.95 | -550.55 | 24.84 | 193.5 | -14 | 191.5 | |||
| 18 Dec | 52139.55 | 2070.5 | -667.75 | 24.38 | 88.5 | -12 | 205.5 | |||
| 17 Dec | 52834.80 | 2738.25 | -712.00 | 32.52 | 32 | 6 | 217.5 | |||
| 16 Dec | 53581.35 | 3450.25 | 107.25 | 35.05 | 9 | -4.5 | 211.5 | |||
| 13 Dec | 53583.80 | 3343 | -14.50 | - | 94 | 216 | 216 | |||
| 12 Dec | 53216.45 | 3357.5 | 0.00 | 0.00 | 0 | 211.5 | 0 | |||
| 11 Dec | 53391.35 | 3357.5 | 93.65 | 23.79 | 53 | 211.5 | 211.5 | |||
| 10 Dec | 53577.70 | 3263.85 | 0.00 | 0.00 | 0 | -7.5 | 0 | |||
| 9 Dec | 53407.75 | 3263.85 | -186.15 | - | 20 | -7.5 | 221.5 | |||
| 6 Dec | 53509.50 | 3450 | -17.50 | 14.00 | 1.5 | 0.5 | 229 | |||
| 5 Dec | 53603.55 | 3467.5 | 302.00 | - | 15 | -4.5 | 228.5 | |||
| 4 Dec | 53266.90 | 3165.5 | 486.75 | - | 66.5 | -3 | 233 | |||
| 3 Dec | 52695.75 | 2678.75 | 389.15 | 12.20 | 26.5 | -11 | 236 | |||
| 2 Dec | 52109.00 | 2289.6 | 12.35 | 16.62 | 104.5 | -16.5 | 247 | |||
| 29 Nov | 52055.60 | 2277.25 | -14.50 | 16.63 | 73.5 | 12 | 263.5 | |||
| 28 Nov | 51906.85 | 2291.75 | -195.10 | 17.52 | 147.5 | 0.5 | 251.5 | |||
| 27 Nov | 52301.80 | 2486.85 | 56.60 | 14.55 | 73.5 | 0 | 251 | |||
| 26 Nov | 52191.50 | 2430.25 | -19.75 | 15.38 | 37.5 | -7.5 | 251 | |||
| 25 Nov | 52207.50 | 2450 | 778.45 | 14.81 | 154 | -48 | 258.5 | |||
| 22 Nov | 51135.40 | 1671.55 | 415.05 | 15.50 | 892.5 | -88.5 | 306.5 | |||
| 21 Nov | 50372.90 | 1256.5 | -1.80 | 15.38 | 2,474.5 | 184.5 | 395 | |||
| 19 Nov | 50626.50 | 1258.3 | 47.60 | 14.36 | 487 | -74.5 | 210.5 | |||
| 18 Nov | 50363.80 | 1210.7 | 23.45 | 14.36 | 804.5 | 113.5 | 285 | |||
| 14 Nov | 50179.55 | 1187.25 | -133.80 | 13.98 | 633 | 98 | 171.5 | |||
| 13 Nov | 50088.35 | 1321.05 | -1147.10 | 15.28 | 150.5 | 67 | 73.5 | |||
| 12 Nov | 51157.80 | 2468.15 | -102.70 | 24.61 | 2 | 0.5 | 6.5 | |||
| 11 Nov | 51876.75 | 2570.85 | -2670.90 | 17.97 | 6.5 | 6 | 6 | |||
| 8 Nov | 51561.20 | 5241.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 51916.50 | 5241.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 52317.40 | 5241.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 52207.25 | 5241.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 51215.25 | 5241.75 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 51673.90 | 5241.75 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 5241.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 51807.50 | 5241.75 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 52320.70 | 5241.75 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 51259.30 | 5241.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Oct | 50787.45 | 5241.75 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 5241.75 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 5241.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 5241.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 5241.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 5241.75 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 5241.75 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 5241.75 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 5241.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 5241.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 5241.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 5241.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 5241.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 5241.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 5241.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 5241.75 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 5241.75 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 5241.75 | 5241.75 | - | 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 50300 expiring on 24DEC2024
Delta for 50300 CE is 0.81
Historical price for 50300 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 705.45, which was -814.50 lower than the previous day. The implied volatity was 13.72, the open interest changed by 3096 which increased total open position to 3479
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1519.95, which was -550.55 lower than the previous day. The implied volatity was 24.84, the open interest changed by -28 which decreased total open position to 383
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2070.5, which was -667.75 lower than the previous day. The implied volatity was 24.38, the open interest changed by -24 which decreased total open position to 411
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2738.25, which was -712.00 lower than the previous day. The implied volatity was 32.52, the open interest changed by 12 which increased total open position to 435
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 3450.25, which was 107.25 higher than the previous day. The implied volatity was 35.05, the open interest changed by -9 which decreased total open position to 423
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 3343, which was -14.50 lower than the previous day. The implied volatity was -, the open interest changed by 432 which increased total open position to 432
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 3357.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 423 which increased total open position to 0
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 3357.5, which was 93.65 higher than the previous day. The implied volatity was 23.79, the open interest changed by 423 which increased total open position to 423
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 3263.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -15 which decreased total open position to 0
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 3263.85, which was -186.15 lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 443
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 3450, which was -17.50 lower than the previous day. The implied volatity was 14.00, the open interest changed by 1 which increased total open position to 458
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 3467.5, which was 302.00 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 457
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 3165.5, which was 486.75 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 466
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2678.75, which was 389.15 higher than the previous day. The implied volatity was 12.20, the open interest changed by -22 which decreased total open position to 472
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2289.6, which was 12.35 higher than the previous day. The implied volatity was 16.62, the open interest changed by -33 which decreased total open position to 494
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2277.25, which was -14.50 lower than the previous day. The implied volatity was 16.63, the open interest changed by 24 which increased total open position to 527
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2291.75, which was -195.10 lower than the previous day. The implied volatity was 17.52, the open interest changed by 1 which increased total open position to 503
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2486.85, which was 56.60 higher than the previous day. The implied volatity was 14.55, the open interest changed by 0 which decreased total open position to 502
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2430.25, which was -19.75 lower than the previous day. The implied volatity was 15.38, the open interest changed by -15 which decreased total open position to 502
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2450, which was 778.45 higher than the previous day. The implied volatity was 14.81, the open interest changed by -96 which decreased total open position to 517
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1671.55, which was 415.05 higher than the previous day. The implied volatity was 15.50, the open interest changed by -177 which decreased total open position to 613
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1256.5, which was -1.80 lower than the previous day. The implied volatity was 15.38, the open interest changed by 369 which increased total open position to 790
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1258.3, which was 47.60 higher than the previous day. The implied volatity was 14.36, the open interest changed by -149 which decreased total open position to 421
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1210.7, which was 23.45 higher than the previous day. The implied volatity was 14.36, the open interest changed by 227 which increased total open position to 570
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1187.25, which was -133.80 lower than the previous day. The implied volatity was 13.98, the open interest changed by 196 which increased total open position to 343
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1321.05, which was -1147.10 lower than the previous day. The implied volatity was 15.28, the open interest changed by 134 which increased total open position to 147
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2468.15, which was -102.70 lower than the previous day. The implied volatity was 24.61, the open interest changed by 1 which increased total open position to 13
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 2570.85, which was -2670.90 lower than the previous day. The implied volatity was 17.97, the open interest changed by 12 which increased total open position to 12
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 5241.75, 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 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 5241.75, 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 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 5241.75, 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 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 5241.75, 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 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 5241.75, 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 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 5241.75, 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 5241.75, 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 5241.75, 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 5241.75, 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 5241.75, 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 5241.75, 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 5241.75, 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 5241.75, 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 5241.75, 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 5241.75, 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 5241.75, 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 5241.75, 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 5241.75, 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 5241.75, 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 5241.75, 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 5241.75, 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 5241.75, 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 5241.75, 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 5241.75, 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 5241.75, 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 5241.75, 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 5241.75, 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 5241.75, which was 5241.75 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 50300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 17.50
Theta: -38.06
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 167.2 | 87.45 | 19.12 | 2,06,233.5 | 1,232 | 7,354 |
| 19 Dec | 51575.70 | 79.75 | 39.10 | 20.55 | 65,252.5 | 3,166 | 6,122 |
| 18 Dec | 52139.55 | 40.65 | 11.60 | 20.40 | 42,579 | -508.5 | 2,956 |
| 17 Dec | 52834.80 | 29.05 | 8.70 | 21.50 | 37,432 | 629 | 3,464.5 |
| 16 Dec | 53581.35 | 20.35 | -4.50 | 22.86 | 19,813 | -809 | 2,835.5 |
| 13 Dec | 53583.80 | 24.85 | -16.55 | 21.06 | 34,660 | 172.5 | 3,644.5 |
| 12 Dec | 53216.45 | 41.4 | -0.30 | 20.27 | 11,665 | -315.5 | 3,472 |
| 11 Dec | 53391.35 | 41.7 | -9.65 | 20.40 | 15,648.5 | 60 | 3,787.5 |
| 10 Dec | 53577.70 | 51.35 | -17.30 | 21.61 | 13,565.5 | -12.5 | 3,727.5 |
| 9 Dec | 53407.75 | 68.65 | -13.35 | 21.41 | 16,517.5 | 697.5 | 3,740 |
| 6 Dec | 53509.50 | 82 | -10.00 | 20.90 | 21,085.5 | 253.5 | 3,042.5 |
| 5 Dec | 53603.55 | 92 | -20.65 | 21.47 | 16,873 | -321 | 2,789 |
| 4 Dec | 53266.90 | 112.65 | -44.90 | 20.45 | 18,247.5 | -289 | 3,110 |
| 3 Dec | 52695.75 | 157.55 | -66.35 | 19.31 | 13,603 | 298.5 | 3,399 |
| 2 Dec | 52109.00 | 223.9 | -16.30 | 18.42 | 26,312 | 979.5 | 3,100.5 |
| 29 Nov | 52055.60 | 240.2 | -21.80 | 17.48 | 16,352 | 195.5 | 2,121 |
| 28 Nov | 51906.85 | 262 | 68.65 | 17.60 | 20,826.5 | 252.5 | 1,925.5 |
| 27 Nov | 52301.80 | 193.35 | -57.15 | 16.91 | 3,296.5 | 637.5 | 1,673 |
| 26 Nov | 52191.50 | 250.5 | -25.25 | 17.74 | 724 | 127 | 1,035.5 |
| 25 Nov | 52207.50 | 275.75 | -226.35 | 18.25 | 1,940.5 | -287 | 908.5 |
| 22 Nov | 51135.40 | 502.1 | -246.25 | 16.80 | 12,580 | 674.5 | 1,195.5 |
| 21 Nov | 50372.90 | 748.35 | 3.10 | 16.97 | 2,757 | 121 | 521 |
| 19 Nov | 50626.50 | 745.25 | -45.50 | 16.82 | 684 | 52.5 | 400 |
| 18 Nov | 50363.80 | 790.75 | -42.15 | 16.71 | 1,151.5 | 90.5 | 347.5 |
| 14 Nov | 50179.55 | 832.9 | 59.35 | 15.89 | 1,092.5 | 54 | 257 |
| 13 Nov | 50088.35 | 773.55 | 258.20 | 15.34 | 709.5 | 193.5 | 203 |
| 12 Nov | 51157.80 | 515.35 | 149.95 | 15.71 | 14.5 | 0.5 | 9.5 |
| 11 Nov | 51876.75 | 365.4 | -131.60 | 16.05 | 15.5 | 3.5 | 9 |
| 8 Nov | 51561.20 | 497 | 80.05 | 16.80 | 3 | 0 | 5.5 |
| 7 Nov | 51916.50 | 416.95 | 66.25 | 16.83 | 0.5 | 1 | 5.5 |
| 6 Nov | 52317.40 | 350.7 | -117.85 | 17.37 | 2 | 1 | 4.5 |
| 5 Nov | 52207.25 | 468.55 | -171.00 | 18.34 | 6 | -2 | 3.5 |
| 4 Nov | 51215.25 | 639.55 | 35.40 | 17.32 | 0.5 | 5.5 | 5.5 |
| 1 Nov | 51673.90 | 604.15 | 0.00 | 0.00 | 0 | 2 | 0 |
| 31 Oct | 51475.35 | 604.15 | 0.00 | - | 0 | 2 | 0 |
| 30 Oct | 51807.50 | 604.15 | 0.00 | - | 0 | 2 | 0 |
| 29 Oct | 52320.70 | 604.15 | -82.05 | - | 2 | 2 | 6 |
| 28 Oct | 51259.30 | 686.2 | -281.80 | - | 2.5 | 3.5 | 4 |
| 25 Oct | 50787.45 | 968 | 308.35 | - | 2 | 0.5 | 0.5 |
| 24 Oct | 51531.15 | 659.65 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 659.65 | 116.85 | - | 0.5 | 0 | 0 |
| 22 Oct | 51257.15 | 542.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 542.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 542.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 542.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 542.8 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 542.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 542.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 542.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 542.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 542.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 542.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 542.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 542.8 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 542.8 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 542.8 | 542.80 | - | 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 50300 expiring on 24DEC2024
Delta for 50300 PE is -0.27
Historical price for 50300 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 167.2, which was 87.45 higher than the previous day. The implied volatity was 19.12, the open interest changed by 2464 which increased total open position to 14708
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 79.75, which was 39.10 higher than the previous day. The implied volatity was 20.55, the open interest changed by 6332 which increased total open position to 12244
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 40.65, which was 11.60 higher than the previous day. The implied volatity was 20.40, the open interest changed by -1017 which decreased total open position to 5912
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 29.05, which was 8.70 higher than the previous day. The implied volatity was 21.50, the open interest changed by 1258 which increased total open position to 6929
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 20.35, which was -4.50 lower than the previous day. The implied volatity was 22.86, the open interest changed by -1618 which decreased total open position to 5671
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 24.85, which was -16.55 lower than the previous day. The implied volatity was 21.06, the open interest changed by 345 which increased total open position to 7289
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 41.4, which was -0.30 lower than the previous day. The implied volatity was 20.27, the open interest changed by -631 which decreased total open position to 6944
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 41.7, which was -9.65 lower than the previous day. The implied volatity was 20.40, the open interest changed by 120 which increased total open position to 7575
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 51.35, which was -17.30 lower than the previous day. The implied volatity was 21.61, the open interest changed by -25 which decreased total open position to 7455
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 68.65, which was -13.35 lower than the previous day. The implied volatity was 21.41, the open interest changed by 1395 which increased total open position to 7480
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 82, which was -10.00 lower than the previous day. The implied volatity was 20.90, the open interest changed by 507 which increased total open position to 6085
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 92, which was -20.65 lower than the previous day. The implied volatity was 21.47, the open interest changed by -642 which decreased total open position to 5578
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 112.65, which was -44.90 lower than the previous day. The implied volatity was 20.45, the open interest changed by -578 which decreased total open position to 6220
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 157.55, which was -66.35 lower than the previous day. The implied volatity was 19.31, the open interest changed by 597 which increased total open position to 6798
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 223.9, which was -16.30 lower than the previous day. The implied volatity was 18.42, the open interest changed by 1959 which increased total open position to 6201
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 240.2, which was -21.80 lower than the previous day. The implied volatity was 17.48, the open interest changed by 391 which increased total open position to 4242
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 262, which was 68.65 higher than the previous day. The implied volatity was 17.60, the open interest changed by 505 which increased total open position to 3851
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 193.35, which was -57.15 lower than the previous day. The implied volatity was 16.91, the open interest changed by 1275 which increased total open position to 3346
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 250.5, which was -25.25 lower than the previous day. The implied volatity was 17.74, the open interest changed by 254 which increased total open position to 2071
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 275.75, which was -226.35 lower than the previous day. The implied volatity was 18.25, the open interest changed by -574 which decreased total open position to 1817
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 502.1, which was -246.25 lower than the previous day. The implied volatity was 16.80, the open interest changed by 1349 which increased total open position to 2391
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 748.35, which was 3.10 higher than the previous day. The implied volatity was 16.97, the open interest changed by 242 which increased total open position to 1042
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 745.25, which was -45.50 lower than the previous day. The implied volatity was 16.82, the open interest changed by 105 which increased total open position to 800
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 790.75, which was -42.15 lower than the previous day. The implied volatity was 16.71, the open interest changed by 181 which increased total open position to 695
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 832.9, which was 59.35 higher than the previous day. The implied volatity was 15.89, the open interest changed by 108 which increased total open position to 514
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 773.55, which was 258.20 higher than the previous day. The implied volatity was 15.34, the open interest changed by 387 which increased total open position to 406
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 515.35, which was 149.95 higher than the previous day. The implied volatity was 15.71, the open interest changed by 1 which increased total open position to 19
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 365.4, which was -131.60 lower than the previous day. The implied volatity was 16.05, the open interest changed by 7 which increased total open position to 18
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 497, which was 80.05 higher than the previous day. The implied volatity was 16.80, the open interest changed by 0 which decreased total open position to 11
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 416.95, which was 66.25 higher than the previous day. The implied volatity was 16.83, the open interest changed by 2 which increased total open position to 11
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 350.7, which was -117.85 lower than the previous day. The implied volatity was 17.37, the open interest changed by 2 which increased total open position to 9
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 468.55, which was -171.00 lower than the previous day. The implied volatity was 18.34, the open interest changed by -4 which decreased total open position to 7
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 639.55, which was 35.40 higher than the previous day. The implied volatity was 17.32, the open interest changed by 11 which increased total open position to 11
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 604.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 604.15, 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 604.15, 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 604.15, which was -82.05 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 686.2, which was -281.80 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 968, which was 308.35 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 659.65, 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 659.65, which was 116.85 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 542.8, 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 542.8, 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 542.8, 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 542.8, 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 542.8, 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 542.8, 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 542.8, 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 542.8, 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 542.8, 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 542.8, 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 542.8, 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 542.8, 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 542.8, 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 542.8, 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 542.8, which was 542.80 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
