BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
21 Nov 2024 02:24 PM IST
| BANKNIFTY 27NOV2024 50400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.56
Vega: 25.65
Theta: -41.30
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 50449.80 | 481.45 | -38.55 | 15.91 | 12,70,644 | 28,068 | 43,939 | |||
| 19 Nov | 50626.50 | 520 | 17.25 | 14.05 | 2,87,524 | -16,277 | 26,963 | |||
| 18 Nov | 50363.80 | 502.75 | -8.05 | 14.42 | 9,22,354 | 14,347 | 43,754 | |||
| 14 Nov | 50179.55 | 510.8 | -123.25 | 13.57 | 6,92,314 | 14,811 | 29,733 | |||
| 13 Nov | 50088.35 | 634.05 | -613.55 | 15.07 | 54,713 | 15,002 | 15,299 | |||
| 12 Nov | 51157.80 | 1247.6 | -543.25 | 16.76 | 279 | 114 | 300 | |||
|
|
||||||||||
| 11 Nov | 51876.75 | 1790.85 | 166.85 | 16.13 | 21 | 3 | 186 | |||
| 8 Nov | 51561.20 | 1624 | -396.00 | 15.85 | 76 | -33 | 183 | |||
| 7 Nov | 51916.50 | 2020 | -375.00 | 18.13 | 24 | -12 | 211 | |||
| 6 Nov | 52317.40 | 2395 | 194.05 | 15.96 | 52 | 47 | 223 | |||
| 5 Nov | 52207.25 | 2200.95 | 663.50 | 16.89 | 89 | 16 | 173 | |||
| 4 Nov | 51215.25 | 1537.45 | -348.55 | 16.60 | 34 | -6 | 157 | |||
| 1 Nov | 51673.90 | 1886 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 51475.35 | 1886 | -313.50 | - | 1 | 0 | 162 | |||
| 30 Oct | 51807.50 | 2199.5 | -300.50 | - | 7 | 0 | 163 | |||
| 29 Oct | 52320.70 | 2500 | 747.10 | - | 8 | -5 | 164 | |||
| 28 Oct | 51259.30 | 1752.9 | 273.45 | - | 525 | -148 | 169 | |||
| 25 Oct | 50787.45 | 1479.45 | -413.60 | - | 788 | 289 | 317 | |||
| 24 Oct | 51531.15 | 1893.05 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 1893.05 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 1893.05 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 1893.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 1893.05 | 0.00 | - | 0 | 5 | 0 | |||
| 17 Oct | 51288.80 | 1893.05 | -485.75 | - | 8 | 5 | 28 | |||
| 16 Oct | 51801.05 | 2378.8 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 2378.8 | 118.00 | - | 18 | 0 | 23 | |||
| 14 Oct | 51816.90 | 2260.8 | 217.10 | - | 1 | 0 | 23 | |||
| 11 Oct | 51172.30 | 2043.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 2043.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 2043.7 | 103.55 | - | 3 | 0 | 23 | |||
| 8 Oct | 51021.00 | 1940.15 | 47.10 | - | 1 | 0 | 23 | |||
| 7 Oct | 50478.90 | 1893.05 | -1148.90 | - | 31 | 22 | 22 | |||
| 4 Oct | 51462.05 | 3041.95 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 3041.95 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 3041.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 3041.95 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 3041.95 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 3041.95 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 54101.65 | 3041.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 53968.60 | 3041.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Sept | 54105.80 | 3041.95 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 53793.20 | 3041.95 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 53037.60 | 3041.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 52750.40 | 3041.95 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 52188.65 | 3041.95 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 52153.15 | 3041.95 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 51938.05 | 3041.95 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 51772.40 | 3041.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 51010.00 | 3041.95 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 51272.30 | 3041.95 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 51117.80 | 3041.95 | 3041.95 | - | 0 | 0 | 0 | |||
| 6 Sept | 50576.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 51473.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 51400.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 51689.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 51439.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Aug | 51351.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Aug | 51165.25 | 0.00 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 50400 expiring on 27NOV2024
Delta for 50400 CE is 0.56
Historical price for 50400 CE is as follows
On 21 Nov BANKNIFTY was trading at 50449.80. The strike last trading price was 481.45, which was -38.55 lower than the previous day. The implied volatity was 15.91, the open interest changed by 28068 which increased total open position to 43939
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 520, which was 17.25 higher than the previous day. The implied volatity was 14.05, the open interest changed by -16277 which decreased total open position to 26963
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 502.75, which was -8.05 lower than the previous day. The implied volatity was 14.42, the open interest changed by 14347 which increased total open position to 43754
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 510.8, which was -123.25 lower than the previous day. The implied volatity was 13.57, the open interest changed by 14811 which increased total open position to 29733
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 634.05, which was -613.55 lower than the previous day. The implied volatity was 15.07, the open interest changed by 15002 which increased total open position to 15299
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1247.6, which was -543.25 lower than the previous day. The implied volatity was 16.76, the open interest changed by 114 which increased total open position to 300
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1790.85, which was 166.85 higher than the previous day. The implied volatity was 16.13, the open interest changed by 3 which increased total open position to 186
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1624, which was -396.00 lower than the previous day. The implied volatity was 15.85, the open interest changed by -33 which decreased total open position to 183
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 2020, which was -375.00 lower than the previous day. The implied volatity was 18.13, the open interest changed by -12 which decreased total open position to 211
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 2395, which was 194.05 higher than the previous day. The implied volatity was 15.96, the open interest changed by 47 which increased total open position to 223
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 2200.95, which was 663.50 higher than the previous day. The implied volatity was 16.89, the open interest changed by 16 which increased total open position to 173
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1537.45, which was -348.55 lower than the previous day. The implied volatity was 16.60, the open interest changed by -6 which decreased total open position to 157
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1886, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1886, which was -313.50 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 2199.5, which was -300.50 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 2500, which was 747.10 higher 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 1752.9, which was 273.45 higher 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 1479.45, which was -413.60 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 1893.05, 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 1893.05, 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 1893.05, 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 1893.05, 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 1893.05, 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 1893.05, which was -485.75 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 2378.8, 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 2378.8, which was 118.00 higher 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 2260.8, which was 217.10 higher 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 2043.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 2043.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 2043.7, which was 103.55 higher 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 1940.15, which was 47.10 higher 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 1893.05, which was -1148.90 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 3041.95, 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 3041.95, 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 3041.95, 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 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 3041.95, 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 3041.95, 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 3041.95, 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 Sept BANKNIFTY was trading at 54101.65. The strike last trading price was 3041.95, 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 Sept BANKNIFTY was trading at 53968.60. The strike last trading price was 3041.95, 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 Sept BANKNIFTY was trading at 54105.80. The strike last trading price was 3041.95, 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 20 Sept BANKNIFTY was trading at 53793.20. The strike last trading price was 3041.95, 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 19 Sept BANKNIFTY was trading at 53037.60. The strike last trading price was 3041.95, 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 Sept BANKNIFTY was trading at 52750.40. The strike last trading price was 3041.95, 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 Sept BANKNIFTY was trading at 52188.65. The strike last trading price was 3041.95, 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 Sept BANKNIFTY was trading at 52153.15. The strike last trading price was 3041.95, 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 13 Sept BANKNIFTY was trading at 51938.05. The strike last trading price was 3041.95, 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 12 Sept BANKNIFTY was trading at 51772.40. The strike last trading price was 3041.95, 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 Sept BANKNIFTY was trading at 51010.00. The strike last trading price was 3041.95, 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 Sept BANKNIFTY was trading at 51272.30. The strike last trading price was 3041.95, 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 Sept BANKNIFTY was trading at 51117.80. The strike last trading price was 3041.95, which was 3041.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept BANKNIFTY was trading at 50576.85. 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 5 Sept BANKNIFTY was trading at 51473.05. 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 4 Sept BANKNIFTY was trading at 51400.25. 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 3 Sept BANKNIFTY was trading at 51689.10. 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 2 Sept BANKNIFTY was trading at 51439.55. 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 30 Aug BANKNIFTY was trading at 51351.00. 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 29 Aug BANKNIFTY was trading at 51165.25. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 27NOV2024 50400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 25.70
Theta: -31.83
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 50449.80 | 400.95 | -51.05 | 17.95 | 10,68,634 | 33,470 | 54,301 |
| 19 Nov | 50626.50 | 452 | -40.75 | 18.20 | 5,27,265 | 1,274 | 34,201 |
| 18 Nov | 50363.80 | 492.75 | -97.15 | 17.07 | 7,03,138 | 7,425 | 33,839 |
| 14 Nov | 50179.55 | 589.9 | 69.25 | 15.54 | 6,52,203 | 12,520 | 26,693 |
| 13 Nov | 50088.35 | 520.65 | 233.65 | 14.30 | 87,392 | 13,333 | 14,772 |
| 12 Nov | 51157.80 | 287 | 137.00 | 15.81 | 6,905 | 104 | 1,449 |
| 11 Nov | 51876.75 | 150 | -108.05 | 15.83 | 5,321 | 278 | 1,342 |
| 8 Nov | 51561.20 | 258.05 | 39.85 | 16.37 | 2,791 | -18 | 1,061 |
| 7 Nov | 51916.50 | 218.2 | 50.25 | 17.10 | 1,697 | 274 | 1,091 |
| 6 Nov | 52317.40 | 167.95 | -111.35 | 17.77 | 1,519 | 92 | 820 |
| 5 Nov | 52207.25 | 279.3 | -217.70 | 19.38 | 1,852 | 16 | 728 |
| 4 Nov | 51215.25 | 497 | 64.45 | 18.98 | 1,023 | 279 | 715 |
| 1 Nov | 51673.90 | 432.55 | 19.25 | 19.49 | 36 | 3 | 428 |
| 31 Oct | 51475.35 | 413.3 | 70.20 | - | 763 | 154 | 424 |
| 30 Oct | 51807.50 | 343.1 | 64.10 | - | 438 | -12 | 269 |
| 29 Oct | 52320.70 | 279 | -188.15 | - | 534 | -192 | 280 |
| 28 Oct | 51259.30 | 467.15 | -177.00 | - | 858 | -48 | 477 |
| 25 Oct | 50787.45 | 644.15 | 177.95 | - | 1,177 | 380 | 525 |
| 24 Oct | 51531.15 | 466.2 | -97.75 | - | 74 | -35 | 145 |
| 23 Oct | 51239.00 | 563.95 | 43.95 | - | 201 | 96 | 181 |
| 22 Oct | 51257.15 | 520 | 105.00 | - | 38 | -1 | 63 |
| 21 Oct | 51962.70 | 415 | 88.80 | - | 1 | 0 | 64 |
| 18 Oct | 52094.20 | 326.2 | -23.80 | - | 59 | 29 | 64 |
| 17 Oct | 51288.80 | 350 | 0.00 | - | 0 | 9 | 0 |
| 16 Oct | 51801.05 | 350 | -67.35 | - | 9 | 0 | 26 |
| 15 Oct | 51906.00 | 417.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 417.35 | -94.95 | - | 19 | 2 | 28 |
| 11 Oct | 51172.30 | 512.3 | 0.00 | - | 0 | 14 | 0 |
| 10 Oct | 51530.90 | 512.3 | -118.30 | - | 14 | 0 | 12 |
| 9 Oct | 51007.00 | 630.6 | -75.85 | - | 2 | 0 | 13 |
| 8 Oct | 51021.00 | 706.45 | -111.45 | - | 37 | 11 | 12 |
| 7 Oct | 50478.90 | 817.9 | -574.90 | - | 2 | 1 | 1 |
| 4 Oct | 51462.05 | 1392.8 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 1392.8 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 1392.8 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 1392.8 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 1392.8 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 1392.8 | 0.00 | - | 0 | 0 | 0 |
| 25 Sept | 54101.65 | 1392.8 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 53968.60 | 1392.8 | 0.00 | - | 0 | 0 | 0 |
| 23 Sept | 54105.80 | 1392.8 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 53793.20 | 1392.8 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 53037.60 | 1392.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 52750.40 | 1392.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 52188.65 | 1392.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 52153.15 | 1392.8 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 51938.05 | 1392.8 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 51772.40 | 1392.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 51010.00 | 1392.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 51272.30 | 1392.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 51117.80 | 1392.8 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 50576.85 | 1392.8 | 1392.80 | - | 0 | 0 | 0 |
| 5 Sept | 51473.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 51400.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 51689.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 51439.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Aug | 51351.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Aug | 51165.25 | 0.00 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 50400 expiring on 27NOV2024
Delta for 50400 PE is -0.45
Historical price for 50400 PE is as follows
On 21 Nov BANKNIFTY was trading at 50449.80. The strike last trading price was 400.95, which was -51.05 lower than the previous day. The implied volatity was 17.95, the open interest changed by 33470 which increased total open position to 54301
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 452, which was -40.75 lower than the previous day. The implied volatity was 18.20, the open interest changed by 1274 which increased total open position to 34201
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 492.75, which was -97.15 lower than the previous day. The implied volatity was 17.07, the open interest changed by 7425 which increased total open position to 33839
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 589.9, which was 69.25 higher than the previous day. The implied volatity was 15.54, the open interest changed by 12520 which increased total open position to 26693
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 520.65, which was 233.65 higher than the previous day. The implied volatity was 14.30, the open interest changed by 13333 which increased total open position to 14772
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 287, which was 137.00 higher than the previous day. The implied volatity was 15.81, the open interest changed by 104 which increased total open position to 1449
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 150, which was -108.05 lower than the previous day. The implied volatity was 15.83, the open interest changed by 278 which increased total open position to 1342
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 258.05, which was 39.85 higher than the previous day. The implied volatity was 16.37, the open interest changed by -18 which decreased total open position to 1061
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 218.2, which was 50.25 higher than the previous day. The implied volatity was 17.10, the open interest changed by 274 which increased total open position to 1091
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 167.95, which was -111.35 lower than the previous day. The implied volatity was 17.77, the open interest changed by 92 which increased total open position to 820
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 279.3, which was -217.70 lower than the previous day. The implied volatity was 19.38, the open interest changed by 16 which increased total open position to 728
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 497, which was 64.45 higher than the previous day. The implied volatity was 18.98, the open interest changed by 279 which increased total open position to 715
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 432.55, which was 19.25 higher than the previous day. The implied volatity was 19.49, the open interest changed by 3 which increased total open position to 428
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 413.3, which was 70.20 higher 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 343.1, which was 64.10 higher 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 279, which was -188.15 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 467.15, which was -177.00 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 644.15, which was 177.95 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 466.2, which was -97.75 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 563.95, which was 43.95 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 520, which was 105.00 higher 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 415, which was 88.80 higher 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 326.2, which was -23.80 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 350, 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 350, which was -67.35 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 417.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 417.35, which was -94.95 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 512.3, 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 512.3, which was -118.30 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 630.6, which was -75.85 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 706.45, which was -111.45 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 817.9, which was -574.90 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 1392.8, 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 1392.8, 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 1392.8, 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 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 1392.8, 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 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 1392.8, 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 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 1392.8, 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 Sept BANKNIFTY was trading at 54101.65. The strike last trading price was 1392.8, 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 Sept BANKNIFTY was trading at 53968.60. The strike last trading price was 1392.8, 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 Sept BANKNIFTY was trading at 54105.80. The strike last trading price was 1392.8, 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 20 Sept BANKNIFTY was trading at 53793.20. The strike last trading price was 1392.8, 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 19 Sept BANKNIFTY was trading at 53037.60. The strike last trading price was 1392.8, 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 Sept BANKNIFTY was trading at 52750.40. The strike last trading price was 1392.8, 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 Sept BANKNIFTY was trading at 52188.65. The strike last trading price was 1392.8, 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 Sept BANKNIFTY was trading at 52153.15. The strike last trading price was 1392.8, 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 13 Sept BANKNIFTY was trading at 51938.05. The strike last trading price was 1392.8, 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 12 Sept BANKNIFTY was trading at 51772.40. The strike last trading price was 1392.8, 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 Sept BANKNIFTY was trading at 51010.00. The strike last trading price was 1392.8, 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 Sept BANKNIFTY was trading at 51272.30. The strike last trading price was 1392.8, 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 Sept BANKNIFTY was trading at 51117.80. The strike last trading price was 1392.8, 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 6 Sept BANKNIFTY was trading at 50576.85. The strike last trading price was 1392.8, which was 1392.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept BANKNIFTY was trading at 51473.05. 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 4 Sept BANKNIFTY was trading at 51400.25. 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 3 Sept BANKNIFTY was trading at 51689.10. 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 2 Sept BANKNIFTY was trading at 51439.55. 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 30 Aug BANKNIFTY was trading at 51351.00. 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 29 Aug BANKNIFTY was trading at 51165.25. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
