BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
05 Jul 2024 04:13 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 52660.35 | 2215.1 | -512.05 | - | 570 | -30 | 6,180 | |||
| 4 Jul | 53103.70 | 2727.15 | - | 1,410 | -900 | 6,210 | ||||
| 3 Jul | 53089.25 | 2628.45 | - | 4,185 | 3,945 | 7,110 | ||||
| 2 Jul | 52168.10 | 1920 | - | 3,000 | 1,050 | 1,665 | ||||
| 1 Jul | 52574.75 | 2252.5 | - | 1,800 | 615 | 615 | ||||
| 28 Jun | 52342.25 | 2500 | - | 0 | 990 | 0 | ||||
| 27 Jun | 52811.30 | 2500 | - | 0 | 990 | 0 | ||||
| 26 Jun | 52870.50 | 2500 | - | 1,200 | 915 | 1,170 | ||||
| 25 Jun | 52606.00 | 2333.7 | - | 240 | 90 | 255 | ||||
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| 24 Jun | 51703.95 | 1600 | - | 120 | -15 | 165 | ||||
| 21 Jun | 51661.45 | 1483.35 | - | 75 | 15 | 120 | ||||
| 20 Jun | 51783.25 | 1605.20 | - | 60 | 15 | 60 | ||||
| 19 Jun | 51398.05 | 1374.00 | - | 285 | 0 | 45 | ||||
| 18 Jun | 50440.90 | 762.35 | - | 90 | 15 | 15 | ||||
| 14 Jun | 50002.00 | 909.45 | - | 0 | 0 | 0 | ||||
| 13 Jun | 49846.70 | 909.45 | - | 0 | 0 | 0 | ||||
| 12 Jun | 49895.10 | 909.45 | - | 0 | 0 | 0 | ||||
| 11 Jun | 49705.75 | 909.45 | - | 0 | 0 | 0 | ||||
| 10 Jun | 49780.90 | 909.45 | - | 0 | 0 | 0 | ||||
| 7 Jun | 49803.20 | 0.00 | - | 0 | 0 | 0 | ||||
For NIFTY BANK - strike price 50400 expiring on 10JUL2024
Delta for 50400 CE is -
Historical price for 50400 CE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 2215.1, which was -512.05 lower than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 6180
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 2727.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 6210
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 2628.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 3945 which increased total open position to 7110
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 1920, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 1665
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 2252.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 615 which increased total open position to 615
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 2500, which was lower than the previous day. The implied volatity was -, the open interest changed by 990 which increased total open position to 0
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 2500, which was lower than the previous day. The implied volatity was -, the open interest changed by 990 which increased total open position to 0
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 2500, which was lower than the previous day. The implied volatity was -, the open interest changed by 915 which increased total open position to 1170
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 2333.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 255
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 1600, which was lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 165
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 1483.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 120
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 1605.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 60
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 1374.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 762.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 15
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 909.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 909.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 909.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun BANKNIFTY was trading at 49705.75. The strike last trading price was 909.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 909.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun BANKNIFTY was trading at 49803.20. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 52660.35 | 5.8 | -2.90 | - | 52,16,910 | -48,960 | 1,61,445 |
| 4 Jul | 53103.70 | 8.7 | - | 24,12,450 | 1,46,790 | 2,10,405 | |
| 3 Jul | 53089.25 | 16.55 | - | 5,15,940 | 35,025 | 63,615 | |
| 2 Jul | 52168.10 | 60.5 | - | 1,19,730 | 17,880 | 28,860 | |
| 1 Jul | 52574.75 | 55.1 | - | 32,355 | 5,715 | 10,980 | |
| 28 Jun | 52342.25 | 81.8 | - | 23,775 | 2,655 | 5,265 | |
| 27 Jun | 52811.30 | 76.8 | - | 13,560 | -1,995 | 2,610 | |
| 26 Jun | 52870.50 | 114.9 | - | 7,410 | 3,090 | 4,560 | |
| 25 Jun | 52606.00 | 140.85 | - | 4,350 | 75 | 1,470 | |
| 24 Jun | 51703.95 | 235 | - | 1,125 | 435 | 1,410 | |
| 21 Jun | 51661.45 | 277.20 | - | 2,055 | -630 | 975 | |
| 20 Jun | 51783.25 | 261.25 | - | 645 | 150 | 1,695 | |
| 19 Jun | 51398.05 | 401.55 | - | 1,830 | 660 | 1,545 | |
| 18 Jun | 50440.90 | 677.90 | - | 945 | 855 | 870 | |
| 14 Jun | 50002.00 | 782.75 | - | 15 | 0 | 15 | |
| 13 Jun | 49846.70 | 1572.50 | - | 0 | 0 | 0 | |
| 12 Jun | 49895.10 | 1572.50 | - | 0 | 0 | 0 | |
| 11 Jun | 49705.75 | 1572.50 | - | 0 | 0 | 15 | |
| 10 Jun | 49780.90 | 1572.50 | - | 15 | 0 | 0 | |
| 7 Jun | 49803.20 | 0.00 | - | 0 | 0 | 0 | |
For NIFTY BANK - strike price 50400 expiring on 10JUL2024
Delta for 50400 PE is -
Historical price for 50400 PE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 5.8, which was -2.90 lower than the previous day. The implied volatity was -, the open interest changed by -48960 which decreased total open position to 161445
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 8.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 146790 which increased total open position to 210405
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 16.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 35025 which increased total open position to 63615
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 60.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 17880 which increased total open position to 28860
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 55.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 5715 which increased total open position to 10980
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 81.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 2655 which increased total open position to 5265
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 76.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -1995 which decreased total open position to 2610
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 114.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 3090 which increased total open position to 4560
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 140.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1470
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 235, which was lower than the previous day. The implied volatity was -, the open interest changed by 435 which increased total open position to 1410
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 277.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -630 which decreased total open position to 975
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 261.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1695
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 401.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 660 which increased total open position to 1545
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 677.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 855 which increased total open position to 870
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 782.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 1572.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 1572.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun BANKNIFTY was trading at 49705.75. The strike last trading price was 1572.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 1572.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun BANKNIFTY was trading at 49803.20. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0