BANKNIFTY
NIFTY BANK
Historical option data for BANKNIFTY
19 Apr 2024 04:21 PM IST
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Delta: 0.00
Gamma: 0.0000
Theta: -2.49
Vega: 1.18
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 19 Apr | 47574.15 | 2.85 | -1.50 | 20.18 | 42,10,650 | -1,38,375 | 5,73,630 | |||
| 18 Apr | 47069.45 | 4.60 | -1.05 | 22.49 | 68,35,545 | 62,820 | 7,15,020 | |||
| 16 Apr | 47484.80 | 6.20 | - | 20,74,425 | 4,09,950 | 6,48,450 | ||||
| 15 Apr | 47773.25 | 12.30 | - | 9,69,210 | -45,555 | 2,38,500 | ||||
| 12 Apr | 48564.55 | 26.60 | - | 9,97,005 | 67,455 | 2,84,055 | ||||
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| 10 Apr | 48909.75 | 66.00 | - | 3,98,970 | 36,900 | 2,16,600 | ||||
| 9 Apr | 48710.60 | 57.95 | - | 4,09,365 | 47,055 | 1,79,700 | ||||
| 8 Apr | 48567.45 | 62.00 | - | 3,00,810 | 28,695 | 1,32,645 | ||||
| 5 Apr | 48530.40 | 73.15 | - | 2,95,815 | 27,180 | 1,03,950 | ||||
| 4 Apr | 48139.90 | 51.55 | - | 1,31,685 | 3,285 | 76,770 | ||||
| 3 Apr | 47625.75 | 40.55 | - | 82,500 | -2,685 | 73,485 | ||||
| 2 Apr | 47567.40 | 41.10 | - | 1,02,990 | -345 | 76,170 | ||||
| 1 Apr | 47572.20 | 48.70 | - | 1,30,125 | 17,775 | 76,515 | ||||
| 28 Mar | 47135.65 | 40.00 | - | 98,040 | 675 | 58,740 | ||||
For NIFTY BANK - strike price 50500 expiring on 24APR2024
Delta for 50500 CE is 0.00
Historical price for 50500 CE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 2.85, which was -1.50 lower than the previous day. The implied volatity was 20.18, the open interest changed by -138375 which decreased total open position to 573630
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 4.60, which was -1.05 lower than the previous day. The implied volatity was 22.49, the open interest changed by 62820 which increased total open position to 715020
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 6.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 409950 which increased total open position to 648450
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 12.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -45555 which decreased total open position to 238500
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 26.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 67455 which increased total open position to 284055
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 66.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 36900 which increased total open position to 216600
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 57.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 47055 which increased total open position to 179700
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 62.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 28695 which increased total open position to 132645
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 73.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 27180 which increased total open position to 103950
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 51.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 3285 which increased total open position to 76770
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 40.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -2685 which decreased total open position to 73485
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 41.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -345 which decreased total open position to 76170
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 48.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 17775 which increased total open position to 76515
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 40.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 58740
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Delta: -0.92
Gamma: 0.0000
Theta: -14.09
Vega: 7.96
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 19 Apr | 47574.15 | 2880.00 | -463.05 | 33.81 | 330 | -270 | 27,480 |
| 18 Apr | 47069.45 | 3224.10 | 334.45 | - | 2,775 | -1,935 | 27,795 |
| 16 Apr | 47484.80 | 2815.40 | - | 3,900 | 2,520 | 29,775 | |
| 15 Apr | 47773.25 | 2670.00 | - | 8,610 | 2,595 | 27,255 | |
| 12 Apr | 48564.55 | 1839.25 | - | 4,995 | -4,020 | 24,660 | |
| 10 Apr | 48909.75 | 1594.45 | - | 10,095 | 5,010 | 28,680 | |
| 9 Apr | 48710.60 | 1734.35 | - | 22,365 | 20,145 | 23,670 | |
| 8 Apr | 48567.45 | 1874.00 | - | 360 | 225 | 3,525 | |
| 5 Apr | 48530.40 | 1865.70 | - | 765 | 315 | 3,300 | |
| 4 Apr | 48139.90 | 2302.80 | - | 1,995 | 2,985 | 2,985 | |
| 3 Apr | 47625.75 | 2635.00 | - | 0 | 0 | 0 | |
| 2 Apr | 47567.40 | 2635.00 | - | 120 | 0 | 2,415 | |
| 1 Apr | 47572.20 | 2610.00 | - | 30 | -45 | 2,415 | |
| 28 Mar | 47135.65 | 3003.45 | - | 345 | -15 | 2,460 | |
For NIFTY BANK - strike price 50500 expiring on 24APR2024
Delta for 50500 PE is -0.92
Historical price for 50500 PE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 2880.00, which was -463.05 lower than the previous day. The implied volatity was 33.81, the open interest changed by -270 which decreased total open position to 27480
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 3224.10, which was 334.45 higher than the previous day. The implied volatity was -, the open interest changed by -1935 which decreased total open position to 27795
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 2815.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 2520 which increased total open position to 29775
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 2670.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2595 which increased total open position to 27255
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 1839.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -4020 which decreased total open position to 24660
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 1594.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 5010 which increased total open position to 28680
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 1734.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 20145 which increased total open position to 23670
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 1874.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 3525
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 1865.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 315 which increased total open position to 3300
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 2302.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 2985 which increased total open position to 2985
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 2635.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 2635.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2415
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 2610.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -45 which decreased total open position to 2415
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 3003.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 2460