BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 50400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.75
Vega: 16.89
Theta: -41.23
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 636.75 | -792.90 | 14.66 | 13,576.5 | 1,545.5 | 1,868.5 | |||
| 19 Dec | 51575.70 | 1429.65 | -543.50 | 24.27 | 194.5 | -10.5 | 323 | |||
| 18 Dec | 52139.55 | 1973.15 | -691.85 | 23.67 | 93.5 | -18 | 333.5 | |||
| 17 Dec | 52834.80 | 2665 | -638.00 | 33.28 | 25.5 | -1 | 351.5 | |||
| 16 Dec | 53581.35 | 3303 | 37.70 | 31.26 | 21.5 | -3.5 | 352.5 | |||
| 13 Dec | 53583.80 | 3265.3 | 190.10 | - | 99 | -6.5 | 356 | |||
| 12 Dec | 53216.45 | 3075.2 | -74.80 | 23.23 | 25.5 | -2.5 | 362.5 | |||
| 11 Dec | 53391.35 | 3150 | -176.55 | - | 65.5 | -6 | 365 | |||
| 10 Dec | 53577.70 | 3326.55 | 172.80 | - | 17.5 | -1 | 371 | |||
| 9 Dec | 53407.75 | 3153.75 | -196.90 | - | 23.5 | 2 | 372 | |||
| 6 Dec | 53509.50 | 3350.65 | -17.95 | 13.67 | 17 | -2.5 | 370 | |||
| 5 Dec | 53603.55 | 3368.6 | 301.15 | - | 65 | -4 | 372.5 | |||
| 4 Dec | 53266.90 | 3067.45 | 482.60 | - | 55 | -21 | 376.5 | |||
| 3 Dec | 52695.75 | 2584.85 | 380.50 | 12.30 | 25 | -2 | 397.5 | |||
| 2 Dec | 52109.00 | 2204.35 | -35.65 | 16.55 | 188 | -9 | 399.5 | |||
| 29 Nov | 52055.60 | 2240 | 23.10 | 17.80 | 37 | 1 | 408.5 | |||
| 28 Nov | 51906.85 | 2216.9 | -198.00 | 17.61 | 214.5 | -20.5 | 407.5 | |||
| 27 Nov | 52301.80 | 2414.9 | 104.25 | 15.02 | 78.5 | 10 | 428 | |||
| 26 Nov | 52191.50 | 2310.65 | -53.80 | 14.28 | 13.5 | -3 | 418 | |||
| 25 Nov | 52207.50 | 2364.45 | 759.85 | 14.99 | 51 | -20.5 | 421 | |||
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| 22 Nov | 51135.40 | 1604.6 | 409.80 | 15.52 | 1,050 | -115.5 | 441.5 | |||
| 21 Nov | 50372.90 | 1194.8 | -3.10 | 15.32 | 2,849.5 | 344 | 557 | |||
| 19 Nov | 50626.50 | 1197.9 | 8.35 | 14.35 | 442 | -66 | 213 | |||
| 18 Nov | 50363.80 | 1189.55 | 57.70 | 14.96 | 774 | 40.5 | 279 | |||
| 14 Nov | 50179.55 | 1131.85 | -142.70 | 14.19 | 553 | 72.5 | 238.5 | |||
| 13 Nov | 50088.35 | 1274.55 | -1207.10 | 15.42 | 337.5 | 166 | 166 | |||
| 12 Nov | 51157.80 | 2481.65 | 0.00 | 0.00 | 0 | 4.5 | 0 | |||
| 11 Nov | 51876.75 | 2481.65 | 250.10 | 17.68 | 4.5 | 4.5 | 6.5 | |||
| 8 Nov | 51561.20 | 2231.55 | -2932.00 | 16.00 | 2.5 | 2 | 2 | |||
| 7 Nov | 51916.50 | 5163.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 52317.40 | 5163.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 52207.25 | 5163.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 51215.25 | 5163.55 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 51673.90 | 5163.55 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 5163.55 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 51807.50 | 5163.55 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 52320.70 | 5163.55 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 51259.30 | 5163.55 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 5163.55 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 5163.55 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 5163.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 5163.55 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 5163.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 5163.55 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 5163.55 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 5163.55 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 5163.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 5163.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 5163.55 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 5163.55 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 5163.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 5163.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 5163.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 5163.55 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 5163.55 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 5163.55 | 5163.55 | - | 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 50400 expiring on 24DEC2024
Delta for 50400 CE is 0.75
Historical price for 50400 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 636.75, which was -792.90 lower than the previous day. The implied volatity was 14.66, the open interest changed by 3091 which increased total open position to 3737
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1429.65, which was -543.50 lower than the previous day. The implied volatity was 24.27, the open interest changed by -21 which decreased total open position to 646
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1973.15, which was -691.85 lower than the previous day. The implied volatity was 23.67, the open interest changed by -36 which decreased total open position to 667
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2665, which was -638.00 lower than the previous day. The implied volatity was 33.28, the open interest changed by -2 which decreased total open position to 703
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 3303, which was 37.70 higher than the previous day. The implied volatity was 31.26, the open interest changed by -7 which decreased total open position to 705
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 3265.3, which was 190.10 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 712
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 3075.2, which was -74.80 lower than the previous day. The implied volatity was 23.23, the open interest changed by -5 which decreased total open position to 725
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 3150, which was -176.55 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 730
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 3326.55, which was 172.80 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 742
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 3153.75, which was -196.90 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 744
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 3350.65, which was -17.95 lower than the previous day. The implied volatity was 13.67, the open interest changed by -5 which decreased total open position to 740
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 3368.6, which was 301.15 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 745
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 3067.45, which was 482.60 higher than the previous day. The implied volatity was -, the open interest changed by -42 which decreased total open position to 753
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2584.85, which was 380.50 higher than the previous day. The implied volatity was 12.30, the open interest changed by -4 which decreased total open position to 795
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2204.35, which was -35.65 lower than the previous day. The implied volatity was 16.55, the open interest changed by -18 which decreased total open position to 799
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2240, which was 23.10 higher than the previous day. The implied volatity was 17.80, the open interest changed by 2 which increased total open position to 817
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2216.9, which was -198.00 lower than the previous day. The implied volatity was 17.61, the open interest changed by -41 which decreased total open position to 815
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2414.9, which was 104.25 higher than the previous day. The implied volatity was 15.02, the open interest changed by 20 which increased total open position to 856
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2310.65, which was -53.80 lower than the previous day. The implied volatity was 14.28, the open interest changed by -6 which decreased total open position to 836
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2364.45, which was 759.85 higher than the previous day. The implied volatity was 14.99, the open interest changed by -41 which decreased total open position to 842
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1604.6, which was 409.80 higher than the previous day. The implied volatity was 15.52, the open interest changed by -231 which decreased total open position to 883
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1194.8, which was -3.10 lower than the previous day. The implied volatity was 15.32, the open interest changed by 688 which increased total open position to 1114
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1197.9, which was 8.35 higher than the previous day. The implied volatity was 14.35, the open interest changed by -132 which decreased total open position to 426
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1189.55, which was 57.70 higher than the previous day. The implied volatity was 14.96, the open interest changed by 81 which increased total open position to 558
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1131.85, which was -142.70 lower than the previous day. The implied volatity was 14.19, the open interest changed by 145 which increased total open position to 477
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1274.55, which was -1207.10 lower than the previous day. The implied volatity was 15.42, the open interest changed by 332 which increased total open position to 332
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2481.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 2481.65, which was 250.10 higher than the previous day. The implied volatity was 17.68, the open interest changed by 9 which increased total open position to 13
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 2231.55, which was -2932.00 lower than the previous day. The implied volatity was 16.00, the open interest changed by 4 which increased total open position to 4
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 5163.55, 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 5163.55, 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 5163.55, 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 5163.55, 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 5163.55, 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 5163.55, 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 5163.55, 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 5163.55, 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 5163.55, 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 5163.55, 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 5163.55, 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 5163.55, 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 5163.55, 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 5163.55, 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 5163.55, 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 5163.55, 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 5163.55, 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 5163.55, 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 5163.55, 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 5163.55, 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 5163.55, 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 5163.55, 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 5163.55, 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 5163.55, 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 5163.55, 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 5163.55, 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 5163.55, which was 5163.55 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 50400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.30
Vega: 18.41
Theta: -38.82
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 188.15 | 100.15 | 18.68 | 1,97,692 | 895.5 | 6,297 |
| 19 Dec | 51575.70 | 88 | 44.15 | 20.12 | 67,839 | 2,218.5 | 5,401.5 |
| 18 Dec | 52139.55 | 43.85 | 10.75 | 19.94 | 49,552.5 | -1,141 | 3,183 |
| 17 Dec | 52834.80 | 33.1 | 12.65 | 21.37 | 49,528 | -909.5 | 4,324 |
| 16 Dec | 53581.35 | 20.45 | -5.65 | 22.29 | 28,153.5 | 423.5 | 5,233.5 |
| 13 Dec | 53583.80 | 26.1 | -18.25 | 20.72 | 41,315 | 108 | 4,810 |
| 12 Dec | 53216.45 | 44.35 | -0.55 | 20.02 | 14,972.5 | 123 | 4,702 |
| 11 Dec | 53391.35 | 44.9 | -9.90 | 20.17 | 17,135 | -373.5 | 4,579 |
| 10 Dec | 53577.70 | 54.8 | -16.50 | 21.37 | 13,635 | 1,083 | 4,952.5 |
| 9 Dec | 53407.75 | 71.3 | -17.25 | 21.08 | 16,380.5 | 53 | 3,869.5 |
| 6 Dec | 53509.50 | 88.55 | -11.90 | 20.81 | 18,691 | -485.5 | 3,816.5 |
| 5 Dec | 53603.55 | 100.45 | -18.30 | 21.46 | 17,832.5 | 477.5 | 4,302 |
| 4 Dec | 53266.90 | 118.75 | -43.70 | 20.25 | 16,945.5 | 196.5 | 3,824.5 |
| 3 Dec | 52695.75 | 162.45 | -76.60 | 18.97 | 15,183.5 | 227.5 | 3,628 |
| 2 Dec | 52109.00 | 239.05 | -15.00 | 18.31 | 33,739.5 | 1,485.5 | 3,400.5 |
| 29 Nov | 52055.60 | 254.05 | -22.95 | 17.32 | 22,376.5 | 181.5 | 1,915 |
| 28 Nov | 51906.85 | 277 | 68.60 | 17.45 | 24,935.5 | 68.5 | 1,733.5 |
| 27 Nov | 52301.80 | 208.4 | -57.60 | 16.87 | 4,267 | 758.5 | 1,665 |
| 26 Nov | 52191.50 | 266 | -27.30 | 17.64 | 833.5 | 87.5 | 906.5 |
| 25 Nov | 52207.50 | 293.3 | -268.85 | 18.18 | 1,191 | 118 | 819 |
| 22 Nov | 51135.40 | 562.15 | -215.25 | 17.31 | 1,477.5 | 107.5 | 701 |
| 21 Nov | 50372.90 | 777.4 | -18.15 | 16.75 | 2,800 | 267.5 | 593.5 |
| 19 Nov | 50626.50 | 795.55 | -36.30 | 16.88 | 920 | 43.5 | 326 |
| 18 Nov | 50363.80 | 831.85 | -37.90 | 16.68 | 727.5 | 101 | 282.5 |
| 14 Nov | 50179.55 | 869.75 | 55.10 | 15.78 | 1,092 | 107 | 181.5 |
| 13 Nov | 50088.35 | 814.65 | 264.60 | 15.32 | 259.5 | 63 | 74.5 |
| 12 Nov | 51157.80 | 550.05 | 154.90 | 15.77 | 12 | -0.5 | 11.5 |
| 11 Nov | 51876.75 | 395.15 | -109.45 | 16.16 | 5 | 12 | 12 |
| 8 Nov | 51561.20 | 504.6 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 7 Nov | 51916.50 | 504.6 | 135.60 | 17.92 | 6.5 | 0.5 | 12 |
| 6 Nov | 52317.40 | 369 | -116.30 | 17.33 | 24.5 | 1 | 11.5 |
| 5 Nov | 52207.25 | 485.3 | -229.70 | 18.20 | 37.5 | 8.5 | 10.5 |
| 4 Nov | 51215.25 | 715 | 152.20 | 17.97 | 3 | 2 | 2 |
| 1 Nov | 51673.90 | 562.8 | 0.00 | 2.32 | 0 | 0 | 0 |
| 31 Oct | 51475.35 | 562.8 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 51807.50 | 562.8 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 52320.70 | 562.8 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 51259.30 | 562.8 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 562.8 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 562.8 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 562.8 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 562.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 562.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 562.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 562.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 562.8 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 562.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 562.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 562.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 562.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 562.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 562.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 562.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 562.8 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 562.8 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 562.8 | 562.80 | - | 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 50400 expiring on 24DEC2024
Delta for 50400 PE is -0.30
Historical price for 50400 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 188.15, which was 100.15 higher than the previous day. The implied volatity was 18.68, the open interest changed by 1791 which increased total open position to 12594
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 88, which was 44.15 higher than the previous day. The implied volatity was 20.12, the open interest changed by 4437 which increased total open position to 10803
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 43.85, which was 10.75 higher than the previous day. The implied volatity was 19.94, the open interest changed by -2282 which decreased total open position to 6366
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 33.1, which was 12.65 higher than the previous day. The implied volatity was 21.37, the open interest changed by -1819 which decreased total open position to 8648
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 20.45, which was -5.65 lower than the previous day. The implied volatity was 22.29, the open interest changed by 847 which increased total open position to 10467
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 26.1, which was -18.25 lower than the previous day. The implied volatity was 20.72, the open interest changed by 216 which increased total open position to 9620
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 44.35, which was -0.55 lower than the previous day. The implied volatity was 20.02, the open interest changed by 246 which increased total open position to 9404
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 44.9, which was -9.90 lower than the previous day. The implied volatity was 20.17, the open interest changed by -747 which decreased total open position to 9158
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 54.8, which was -16.50 lower than the previous day. The implied volatity was 21.37, the open interest changed by 2166 which increased total open position to 9905
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 71.3, which was -17.25 lower than the previous day. The implied volatity was 21.08, the open interest changed by 106 which increased total open position to 7739
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 88.55, which was -11.90 lower than the previous day. The implied volatity was 20.81, the open interest changed by -971 which decreased total open position to 7633
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 100.45, which was -18.30 lower than the previous day. The implied volatity was 21.46, the open interest changed by 955 which increased total open position to 8604
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 118.75, which was -43.70 lower than the previous day. The implied volatity was 20.25, the open interest changed by 393 which increased total open position to 7649
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 162.45, which was -76.60 lower than the previous day. The implied volatity was 18.97, the open interest changed by 455 which increased total open position to 7256
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 239.05, which was -15.00 lower than the previous day. The implied volatity was 18.31, the open interest changed by 2971 which increased total open position to 6801
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 254.05, which was -22.95 lower than the previous day. The implied volatity was 17.32, the open interest changed by 363 which increased total open position to 3830
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 277, which was 68.60 higher than the previous day. The implied volatity was 17.45, the open interest changed by 137 which increased total open position to 3467
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 208.4, which was -57.60 lower than the previous day. The implied volatity was 16.87, the open interest changed by 1517 which increased total open position to 3330
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 266, which was -27.30 lower than the previous day. The implied volatity was 17.64, the open interest changed by 175 which increased total open position to 1813
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 293.3, which was -268.85 lower than the previous day. The implied volatity was 18.18, the open interest changed by 236 which increased total open position to 1638
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 562.15, which was -215.25 lower than the previous day. The implied volatity was 17.31, the open interest changed by 215 which increased total open position to 1402
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 777.4, which was -18.15 lower than the previous day. The implied volatity was 16.75, the open interest changed by 535 which increased total open position to 1187
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 795.55, which was -36.30 lower than the previous day. The implied volatity was 16.88, the open interest changed by 87 which increased total open position to 652
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 831.85, which was -37.90 lower than the previous day. The implied volatity was 16.68, the open interest changed by 202 which increased total open position to 565
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 869.75, which was 55.10 higher than the previous day. The implied volatity was 15.78, the open interest changed by 214 which increased total open position to 363
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 814.65, which was 264.60 higher than the previous day. The implied volatity was 15.32, the open interest changed by 126 which increased total open position to 149
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 550.05, which was 154.90 higher than the previous day. The implied volatity was 15.77, the open interest changed by -1 which decreased total open position to 23
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 395.15, which was -109.45 lower than the previous day. The implied volatity was 16.16, the open interest changed by 24 which increased total open position to 24
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 504.6, 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 504.6, which was 135.60 higher than the previous day. The implied volatity was 17.92, the open interest changed by 1 which increased total open position to 24
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 369, which was -116.30 lower than the previous day. The implied volatity was 17.33, the open interest changed by 2 which increased total open position to 23
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 485.3, which was -229.70 lower than the previous day. The implied volatity was 18.20, the open interest changed by 17 which increased total open position to 21
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 715, which was 152.20 higher than the previous day. The implied volatity was 17.97, the open interest changed by 4 which increased total open position to 4
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 562.8, which was 0.00 lower than the previous day. The implied volatity was 2.32, 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 562.8, 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 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 562.8, 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 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 562.8, 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 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 562.8, 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 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 562.8, 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 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 562.8, 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 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 562.8, 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 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 562.8, 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 562.8, 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 562.8, 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 562.8, 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 562.8, 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 562.8, 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 562.8, 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 562.8, 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 562.8, 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 562.8, 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 562.8, 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 562.8, 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 562.8, 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 562.8, 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 562.8, which was 562.80 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
