BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 50500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.72
Vega: 17.99
Theta: -41.18
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 551.1 | -798.90 | 13.93 | 70,418.5 | 4,386 | 5,718 | |||
| 19 Dec | 51575.70 | 1350 | -523.05 | 24.27 | 6,598 | 233 | 1,332 | |||
| 18 Dec | 52139.55 | 1873.05 | -613.95 | 22.73 | 540.5 | -29.5 | 1,099 | |||
| 17 Dec | 52834.80 | 2487 | -673.00 | 27.01 | 286 | 23 | 1,128.5 | |||
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| 16 Dec | 53581.35 | 3160 | -18.00 | 26.80 | 51.5 | -2 | 1,105.5 | |||
| 13 Dec | 53583.80 | 3178 | 198.45 | - | 437.5 | -166 | 1,107.5 | |||
| 12 Dec | 53216.45 | 2979.55 | -82.60 | 22.89 | 44 | -15 | 1,273.5 | |||
| 11 Dec | 53391.35 | 3062.15 | -172.85 | - | 128.5 | -9.5 | 1,288.5 | |||
| 10 Dec | 53577.70 | 3235 | 155.00 | - | 133 | -12.5 | 1,298 | |||
| 9 Dec | 53407.75 | 3080 | -188.75 | - | 128.5 | -46.5 | 1,310.5 | |||
| 6 Dec | 53509.50 | 3268.75 | -10.15 | 15.79 | 239 | -88.5 | 1,357 | |||
| 5 Dec | 53603.55 | 3278.9 | 276.90 | - | 213 | -74 | 1,445.5 | |||
| 4 Dec | 53266.90 | 3002 | 478.00 | - | 462 | -170 | 1,519.5 | |||
| 3 Dec | 52695.75 | 2524 | 411.75 | 14.38 | 723 | -209.5 | 1,689.5 | |||
| 2 Dec | 52109.00 | 2112.25 | 22.45 | 16.23 | 986 | -25.5 | 1,899 | |||
| 29 Nov | 52055.60 | 2089.8 | -26.00 | 15.89 | 526 | -29.5 | 1,924.5 | |||
| 28 Nov | 51906.85 | 2115.8 | -203.60 | 16.83 | 1,662.5 | -231.5 | 1,954 | |||
| 27 Nov | 52301.80 | 2319.4 | 58.85 | 14.68 | 1,481 | -65 | 2,185.5 | |||
| 26 Nov | 52191.50 | 2260.55 | -30.20 | 15.26 | 465 | -51.5 | 2,250.5 | |||
| 25 Nov | 52207.50 | 2290.75 | 789.60 | 15.04 | 2,164 | -781.5 | 2,302 | |||
| 22 Nov | 51135.40 | 1501.15 | 381.15 | 14.84 | 9,236 | -790.5 | 3,083.5 | |||
| 21 Nov | 50372.90 | 1120 | -24.00 | 15.01 | 18,497 | 2,013.5 | 3,874 | |||
| 19 Nov | 50626.50 | 1144 | 43.10 | 14.41 | 5,093 | 32 | 1,860.5 | |||
| 18 Nov | 50363.80 | 1100.9 | 29.60 | 14.42 | 3,149.5 | 458.5 | 1,828.5 | |||
| 14 Nov | 50179.55 | 1071.3 | -122.05 | 14.09 | 3,756 | 559.5 | 1,370 | |||
| 13 Nov | 50088.35 | 1193.35 | -591.80 | 15.02 | 2,626 | 627 | 810.5 | |||
| 12 Nov | 51157.80 | 1785.15 | -465.85 | 15.83 | 193.5 | 54 | 183.5 | |||
| 11 Nov | 51876.75 | 2251 | 148.95 | 14.81 | 72.5 | 35.5 | 129.5 | |||
| 8 Nov | 51561.20 | 2102.05 | -313.90 | 15.02 | 42.5 | -1 | 94 | |||
| 7 Nov | 51916.50 | 2415.95 | -376.45 | 15.28 | 20.5 | -4 | 95 | |||
| 6 Nov | 52317.40 | 2792.4 | 152.40 | 14.48 | 59 | -25.5 | 99 | |||
| 5 Nov | 52207.25 | 2640 | 545.10 | 15.60 | 53.5 | 3.5 | 124.5 | |||
| 4 Nov | 51215.25 | 2094.9 | -250.10 | 16.91 | 53 | 121 | 121 | |||
| 1 Nov | 51673.90 | 2345 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 31 Oct | 51475.35 | 2345 | -325.00 | - | 13 | -3 | 99.5 | |||
| 30 Oct | 51807.50 | 2670 | -130.05 | - | 41 | -28 | 102.5 | |||
| 29 Oct | 52320.70 | 2800.05 | 633.80 | - | 112.5 | -17.5 | 130.5 | |||
| 28 Oct | 51259.30 | 2166.25 | 256.15 | - | 120.5 | -26.5 | 148 | |||
| 25 Oct | 50787.45 | 1910.1 | -619.90 | - | 392.5 | 133.5 | 174.5 | |||
| 24 Oct | 51531.15 | 2530 | 245.85 | - | 9.5 | 4 | 41 | |||
| 23 Oct | 51239.00 | 2284.15 | -17.95 | - | 2 | 0 | 37 | |||
| 22 Oct | 51257.15 | 2302.1 | -418.45 | - | 65 | -15.5 | 37 | |||
| 21 Oct | 51962.70 | 2720.55 | -119.45 | - | 6.5 | -4 | 52.5 | |||
| 18 Oct | 52094.20 | 2840 | 471.65 | - | 2 | 7.5 | 56.5 | |||
| 17 Oct | 51288.80 | 2368.35 | -333.80 | - | 15 | -3 | 49 | |||
| 16 Oct | 51801.05 | 2702.15 | -11.40 | - | 2 | 0.5 | 52 | |||
| 15 Oct | 51906.00 | 2713.55 | 12.65 | - | 2 | -1 | 51.5 | |||
| 14 Oct | 51816.90 | 2700.9 | 370.45 | - | 2 | -1.5 | 52.5 | |||
| 11 Oct | 51172.30 | 2330.45 | -302.65 | - | 9 | 3.5 | 54 | |||
| 10 Oct | 51530.90 | 2633.1 | 283.10 | - | 2.5 | -11.5 | 50.5 | |||
| 9 Oct | 51007.00 | 2350 | 65.00 | - | 15.5 | 0.5 | 62 | |||
| 8 Oct | 51021.00 | 2285 | 78.35 | - | 10.5 | 7 | 61.5 | |||
| 7 Oct | 50478.90 | 2206.65 | -2879.25 | - | 89 | 54.5 | 54.5 | |||
| 4 Oct | 51462.05 | 5085.9 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 5085.9 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 5085.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 5085.9 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 5085.9 | 5085.90 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 50500 expiring on 24DEC2024
Delta for 50500 CE is 0.72
Historical price for 50500 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 551.1, which was -798.90 lower than the previous day. The implied volatity was 13.93, the open interest changed by 8772 which increased total open position to 11436
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1350, which was -523.05 lower than the previous day. The implied volatity was 24.27, the open interest changed by 466 which increased total open position to 2664
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1873.05, which was -613.95 lower than the previous day. The implied volatity was 22.73, the open interest changed by -59 which decreased total open position to 2198
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2487, which was -673.00 lower than the previous day. The implied volatity was 27.01, the open interest changed by 46 which increased total open position to 2257
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 3160, which was -18.00 lower than the previous day. The implied volatity was 26.80, the open interest changed by -4 which decreased total open position to 2211
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 3178, which was 198.45 higher than the previous day. The implied volatity was -, the open interest changed by -332 which decreased total open position to 2215
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 2979.55, which was -82.60 lower than the previous day. The implied volatity was 22.89, the open interest changed by -30 which decreased total open position to 2547
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 3062.15, which was -172.85 lower than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 2577
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 3235, which was 155.00 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 2596
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 3080, which was -188.75 lower than the previous day. The implied volatity was -, the open interest changed by -93 which decreased total open position to 2621
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 3268.75, which was -10.15 lower than the previous day. The implied volatity was 15.79, the open interest changed by -177 which decreased total open position to 2714
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 3278.9, which was 276.90 higher than the previous day. The implied volatity was -, the open interest changed by -148 which decreased total open position to 2891
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 3002, which was 478.00 higher than the previous day. The implied volatity was -, the open interest changed by -340 which decreased total open position to 3039
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2524, which was 411.75 higher than the previous day. The implied volatity was 14.38, the open interest changed by -419 which decreased total open position to 3379
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2112.25, which was 22.45 higher than the previous day. The implied volatity was 16.23, the open interest changed by -51 which decreased total open position to 3798
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2089.8, which was -26.00 lower than the previous day. The implied volatity was 15.89, the open interest changed by -59 which decreased total open position to 3849
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2115.8, which was -203.60 lower than the previous day. The implied volatity was 16.83, the open interest changed by -463 which decreased total open position to 3908
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2319.4, which was 58.85 higher than the previous day. The implied volatity was 14.68, the open interest changed by -130 which decreased total open position to 4371
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2260.55, which was -30.20 lower than the previous day. The implied volatity was 15.26, the open interest changed by -103 which decreased total open position to 4501
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2290.75, which was 789.60 higher than the previous day. The implied volatity was 15.04, the open interest changed by -1563 which decreased total open position to 4604
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1501.15, which was 381.15 higher than the previous day. The implied volatity was 14.84, the open interest changed by -1581 which decreased total open position to 6167
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1120, which was -24.00 lower than the previous day. The implied volatity was 15.01, the open interest changed by 4027 which increased total open position to 7748
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1144, which was 43.10 higher than the previous day. The implied volatity was 14.41, the open interest changed by 64 which increased total open position to 3721
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1100.9, which was 29.60 higher than the previous day. The implied volatity was 14.42, the open interest changed by 917 which increased total open position to 3657
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1071.3, which was -122.05 lower than the previous day. The implied volatity was 14.09, the open interest changed by 1119 which increased total open position to 2740
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1193.35, which was -591.80 lower than the previous day. The implied volatity was 15.02, the open interest changed by 1254 which increased total open position to 1621
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1785.15, which was -465.85 lower than the previous day. The implied volatity was 15.83, the open interest changed by 108 which increased total open position to 367
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 2251, which was 148.95 higher than the previous day. The implied volatity was 14.81, the open interest changed by 71 which increased total open position to 259
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 2102.05, which was -313.90 lower than the previous day. The implied volatity was 15.02, the open interest changed by -2 which decreased total open position to 188
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 2415.95, which was -376.45 lower than the previous day. The implied volatity was 15.28, the open interest changed by -8 which decreased total open position to 190
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 2792.4, which was 152.40 higher than the previous day. The implied volatity was 14.48, the open interest changed by -51 which decreased total open position to 198
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 2640, which was 545.10 higher than the previous day. The implied volatity was 15.60, the open interest changed by 7 which increased total open position to 249
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 2094.9, which was -250.10 lower than the previous day. The implied volatity was 16.91, the open interest changed by 242 which increased total open position to 242
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 2345, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 2345, which was -325.00 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 2670, which was -130.05 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 2800.05, which was 633.80 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 2166.25, which was 256.15 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 1910.1, which was -619.90 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 2530, which was 245.85 higher 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 2284.15, which was -17.95 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 2302.1, which was -418.45 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 2720.55, which was -119.45 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 2840, which was 471.65 higher 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 2368.35, which was -333.80 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 2702.15, which was -11.40 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 2713.55, which was 12.65 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 2700.9, which was 370.45 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 2330.45, which was -302.65 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 2633.1, which was 283.10 higher 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 2350, which was 65.00 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 2285, which was 78.35 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 2206.65, which was -2879.25 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 5085.9, 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 5085.9, 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 5085.9, 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 5085.9, 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 5085.9, which was 5085.90 higher 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 50500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.33
Vega: 19.37
Theta: -40.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 223.75 | 126.10 | 18.87 | 5,13,209.5 | 4,155 | 32,272 |
| 19 Dec | 51575.70 | 97.65 | 44.65 | 19.72 | 2,82,094 | 5,130 | 28,117 |
| 18 Dec | 52139.55 | 53 | 18.00 | 20.03 | 1,85,054.5 | -5,182 | 22,987 |
| 17 Dec | 52834.80 | 35 | 13.00 | 20.90 | 1,52,402.5 | -4,408 | 28,169 |
| 16 Dec | 53581.35 | 22 | -4.10 | 21.97 | 1,03,014.5 | -226.5 | 32,577 |
| 13 Dec | 53583.80 | 26.1 | -20.30 | 20.22 | 1,82,946 | 867.5 | 32,803.5 |
| 12 Dec | 53216.45 | 46.4 | -1.60 | 19.66 | 65,269.5 | 522.5 | 31,936 |
| 11 Dec | 53391.35 | 48 | -11.00 | 19.93 | 77,167 | 4,169.5 | 31,413.5 |
| 10 Dec | 53577.70 | 59 | -21.00 | 21.23 | 71,554.5 | 355.5 | 27,244 |
| 9 Dec | 53407.75 | 80 | -11.35 | 21.14 | 74,659.5 | 4,881.5 | 26,888.5 |
| 6 Dec | 53509.50 | 91.35 | -10.75 | 20.48 | 97,667 | -1,420 | 22,007 |
| 5 Dec | 53603.55 | 102.1 | -23.25 | 21.08 | 90,505.5 | -3,709.5 | 23,427 |
| 4 Dec | 53266.90 | 125.35 | -48.95 | 20.06 | 86,708.5 | 4,098 | 27,136.5 |
| 3 Dec | 52695.75 | 174.3 | -81.70 | 18.87 | 1,00,791 | -5,293.5 | 23,038.5 |
| 2 Dec | 52109.00 | 256 | -18.00 | 18.22 | 96,841 | 1,280 | 28,332 |
| 29 Nov | 52055.60 | 274 | -20.10 | 17.30 | 80,388.5 | 361 | 27,052 |
| 28 Nov | 51906.85 | 294.1 | 71.35 | 17.33 | 1,05,604.5 | 2,146.5 | 26,691 |
| 27 Nov | 52301.80 | 222.75 | -56.25 | 16.77 | 55,248.5 | 17,539 | 24,544.5 |
| 26 Nov | 52191.50 | 279 | -31.30 | 17.45 | 10,574 | 992.5 | 7,005.5 |
| 25 Nov | 52207.50 | 310.3 | -283.60 | 18.04 | 12,863.5 | 1,261.5 | 6,013 |
| 22 Nov | 51135.40 | 593.9 | -231.10 | 17.26 | 17,811 | 535.5 | 4,751.5 |
| 21 Nov | 50372.90 | 825 | -5.00 | 16.82 | 14,433.5 | 1,100.5 | 4,216 |
| 19 Nov | 50626.50 | 830 | -20.10 | 16.83 | 8,115.5 | -70.5 | 3,115.5 |
| 18 Nov | 50363.80 | 850.1 | -73.05 | 16.26 | 3,556 | 249 | 3,186 |
| 14 Nov | 50179.55 | 923.15 | 64.00 | 15.89 | 6,713 | 496 | 2,937 |
| 13 Nov | 50088.35 | 859.15 | 284.20 | 15.32 | 7,182.5 | 946 | 2,441 |
| 12 Nov | 51157.80 | 574.95 | 188.90 | 15.64 | 1,648.5 | 322.5 | 1,495 |
| 11 Nov | 51876.75 | 386.05 | -137.95 | 15.54 | 1,012 | 227.5 | 1,172.5 |
| 8 Nov | 51561.20 | 524 | 65.20 | 16.30 | 688 | 124 | 945 |
| 7 Nov | 51916.50 | 458.8 | 74.25 | 16.69 | 280 | 33.5 | 821 |
| 6 Nov | 52317.40 | 384.55 | -128.25 | 17.21 | 649.5 | 289.5 | 787.5 |
| 5 Nov | 52207.25 | 512.8 | -202.20 | 18.24 | 267.5 | 14 | 498 |
| 4 Nov | 51215.25 | 715 | 86.10 | 17.47 | 463 | -126 | 484 |
| 1 Nov | 51673.90 | 628.9 | 35.90 | 17.86 | 74 | 37 | 610 |
| 31 Oct | 51475.35 | 593 | 28.00 | - | 259 | 46 | 573 |
| 30 Oct | 51807.50 | 565 | 89.65 | - | 235.5 | 32 | 527 |
| 29 Oct | 52320.70 | 475.35 | -225.65 | - | 356.5 | 78 | 495 |
| 28 Oct | 51259.30 | 701 | -188.40 | - | 315.5 | -57 | 417 |
| 25 Oct | 50787.45 | 889.4 | 231.60 | - | 894.5 | 145 | 474 |
| 24 Oct | 51531.15 | 657.8 | -101.65 | - | 203 | -32.5 | 329 |
| 23 Oct | 51239.00 | 759.45 | -0.75 | - | 254 | 82.5 | 361.5 |
| 22 Oct | 51257.15 | 760.2 | 154.25 | - | 202.5 | 43 | 279 |
| 21 Oct | 51962.70 | 605.95 | 106.95 | - | 37.5 | 4.5 | 236 |
| 18 Oct | 52094.20 | 499 | -225.10 | - | 38.5 | 11 | 231.5 |
| 17 Oct | 51288.80 | 724.1 | 173.80 | - | 93 | 10 | 220.5 |
| 16 Oct | 51801.05 | 550.3 | 30.30 | - | 8 | 3.5 | 210.5 |
| 15 Oct | 51906.00 | 520 | -30.00 | - | 11.5 | 8 | 207 |
| 14 Oct | 51816.90 | 550 | -240.70 | - | 94.5 | -7.5 | 199 |
| 11 Oct | 51172.30 | 790.7 | 110.70 | - | 71.5 | 32.5 | 206.5 |
| 10 Oct | 51530.90 | 680 | -130.00 | - | 39 | 14 | 174 |
| 9 Oct | 51007.00 | 810 | -22.90 | - | 32 | -0.5 | 160 |
| 8 Oct | 51021.00 | 832.9 | -102.55 | - | 158.5 | 20 | 160.5 |
| 7 Oct | 50478.90 | 935.45 | 352.05 | - | 259 | 140.5 | 140.5 |
| 4 Oct | 51462.05 | 583.4 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 583.4 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 583.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 583.4 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 583.4 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 583.4 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 50500 expiring on 24DEC2024
Delta for 50500 PE is -0.33
Historical price for 50500 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 223.75, which was 126.10 higher than the previous day. The implied volatity was 18.87, the open interest changed by 8310 which increased total open position to 64544
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 97.65, which was 44.65 higher than the previous day. The implied volatity was 19.72, the open interest changed by 10260 which increased total open position to 56234
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 53, which was 18.00 higher than the previous day. The implied volatity was 20.03, the open interest changed by -10364 which decreased total open position to 45974
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 35, which was 13.00 higher than the previous day. The implied volatity was 20.90, the open interest changed by -8816 which decreased total open position to 56338
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 22, which was -4.10 lower than the previous day. The implied volatity was 21.97, the open interest changed by -453 which decreased total open position to 65154
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 26.1, which was -20.30 lower than the previous day. The implied volatity was 20.22, the open interest changed by 1735 which increased total open position to 65607
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 46.4, which was -1.60 lower than the previous day. The implied volatity was 19.66, the open interest changed by 1045 which increased total open position to 63872
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 48, which was -11.00 lower than the previous day. The implied volatity was 19.93, the open interest changed by 8339 which increased total open position to 62827
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 59, which was -21.00 lower than the previous day. The implied volatity was 21.23, the open interest changed by 711 which increased total open position to 54488
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 80, which was -11.35 lower than the previous day. The implied volatity was 21.14, the open interest changed by 9763 which increased total open position to 53777
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 91.35, which was -10.75 lower than the previous day. The implied volatity was 20.48, the open interest changed by -2840 which decreased total open position to 44014
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 102.1, which was -23.25 lower than the previous day. The implied volatity was 21.08, the open interest changed by -7419 which decreased total open position to 46854
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 125.35, which was -48.95 lower than the previous day. The implied volatity was 20.06, the open interest changed by 8196 which increased total open position to 54273
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 174.3, which was -81.70 lower than the previous day. The implied volatity was 18.87, the open interest changed by -10587 which decreased total open position to 46077
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 256, which was -18.00 lower than the previous day. The implied volatity was 18.22, the open interest changed by 2560 which increased total open position to 56664
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 274, which was -20.10 lower than the previous day. The implied volatity was 17.30, the open interest changed by 722 which increased total open position to 54104
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 294.1, which was 71.35 higher than the previous day. The implied volatity was 17.33, the open interest changed by 4293 which increased total open position to 53382
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 222.75, which was -56.25 lower than the previous day. The implied volatity was 16.77, the open interest changed by 35078 which increased total open position to 49089
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 279, which was -31.30 lower than the previous day. The implied volatity was 17.45, the open interest changed by 1985 which increased total open position to 14011
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 310.3, which was -283.60 lower than the previous day. The implied volatity was 18.04, the open interest changed by 2523 which increased total open position to 12026
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 593.9, which was -231.10 lower than the previous day. The implied volatity was 17.26, the open interest changed by 1071 which increased total open position to 9503
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 825, which was -5.00 lower than the previous day. The implied volatity was 16.82, the open interest changed by 2201 which increased total open position to 8432
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 830, which was -20.10 lower than the previous day. The implied volatity was 16.83, the open interest changed by -141 which decreased total open position to 6231
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 850.1, which was -73.05 lower than the previous day. The implied volatity was 16.26, the open interest changed by 498 which increased total open position to 6372
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 923.15, which was 64.00 higher than the previous day. The implied volatity was 15.89, the open interest changed by 992 which increased total open position to 5874
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 859.15, which was 284.20 higher than the previous day. The implied volatity was 15.32, the open interest changed by 1892 which increased total open position to 4882
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 574.95, which was 188.90 higher than the previous day. The implied volatity was 15.64, the open interest changed by 645 which increased total open position to 2990
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 386.05, which was -137.95 lower than the previous day. The implied volatity was 15.54, the open interest changed by 455 which increased total open position to 2345
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 524, which was 65.20 higher than the previous day. The implied volatity was 16.30, the open interest changed by 248 which increased total open position to 1890
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 458.8, which was 74.25 higher than the previous day. The implied volatity was 16.69, the open interest changed by 67 which increased total open position to 1642
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 384.55, which was -128.25 lower than the previous day. The implied volatity was 17.21, the open interest changed by 579 which increased total open position to 1575
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 512.8, which was -202.20 lower than the previous day. The implied volatity was 18.24, the open interest changed by 28 which increased total open position to 996
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 715, which was 86.10 higher than the previous day. The implied volatity was 17.47, the open interest changed by -252 which decreased total open position to 968
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 628.9, which was 35.90 higher than the previous day. The implied volatity was 17.86, the open interest changed by 74 which increased total open position to 1220
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 593, which was 28.00 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 565, which was 89.65 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 475.35, which was -225.65 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 701, which was -188.40 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 889.4, which was 231.60 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 657.8, which was -101.65 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 759.45, which was -0.75 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 760.2, which was 154.25 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 605.95, which was 106.95 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 499, which was -225.10 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 724.1, which was 173.80 higher 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 550.3, which was 30.30 higher 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 520, which was -30.00 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 550, which was -240.70 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 790.7, which was 110.70 higher 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 680, which was -130.00 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 810, which was -22.90 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 832.9, which was -102.55 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 935.45, which was 352.05 higher 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 583.4, 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 583.4, 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 583.4, 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 583.4, 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 583.4, 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 583.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
