BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
21 Nov 2024 04:13 PM IST
| BANKNIFTY 27NOV2024 50500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 25.78
Theta: -39.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 50372.90 | 404 | -60.35 | 15.05 | 24,99,750 | 23,029 | 88,588 | |||
| 19 Nov | 50626.50 | 464.35 | 11.45 | 14.02 | 9,29,800 | -2,004 | 69,075 | |||
| 18 Nov | 50363.80 | 452.9 | -12.10 | 14.45 | 10,53,490 | 7,596 | 72,814 | |||
| 14 Nov | 50179.55 | 465 | -114.65 | 13.62 | 11,32,122 | 27,656 | 65,923 | |||
| 13 Nov | 50088.35 | 579.65 | -582.00 | 14.96 | 1,76,493 | 32,486 | 37,847 | |||
| 12 Nov | 51157.80 | 1161.65 | -552.85 | 16.28 | 3,965 | 1,068 | 5,346 | |||
| 11 Nov | 51876.75 | 1714.5 | 174.60 | 16.30 | 1,564 | -11 | 4,278 | |||
| 8 Nov | 51561.20 | 1539.9 | -370.10 | 15.61 | 3,433 | 1,078 | 4,299 | |||
| 7 Nov | 51916.50 | 1910 | -436.30 | 17.22 | 419 | 61 | 3,222 | |||
| 6 Nov | 52317.40 | 2346.3 | 221.80 | 17.31 | 698 | 1 | 3,161 | |||
| 5 Nov | 52207.25 | 2124.5 | 543.15 | 17.03 | 2,839 | -124 | 3,161 | |||
| 4 Nov | 51215.25 | 1581.35 | -299.20 | 19.07 | 2,006 | 538 | 3,285 | |||
| 1 Nov | 51673.90 | 1880.55 | -63.30 | 17.04 | 143 | 40 | 2,747 | |||
| 31 Oct | 51475.35 | 1943.85 | -211.15 | - | 645 | 83 | 2,708 | |||
| 30 Oct | 51807.50 | 2155 | -255.00 | - | 935 | 81 | 2,627 | |||
| 29 Oct | 52320.70 | 2410 | 683.00 | - | 2,197 | -58 | 2,548 | |||
| 28 Oct | 51259.30 | 1727 | 331.95 | - | 3,908 | -240 | 2,618 | |||
| 25 Oct | 50787.45 | 1395.05 | -552.90 | - | 9,937 | 2,289 | 2,858 | |||
| 24 Oct | 51531.15 | 1947.95 | 192.15 | - | 411 | -1 | 571 | |||
| 23 Oct | 51239.00 | 1755.8 | -44.20 | - | 498 | 50 | 573 | |||
| 22 Oct | 51257.15 | 1800 | -390.35 | - | 417 | 98 | 524 | |||
| 21 Oct | 51962.70 | 2190.35 | -249.65 | - | 229 | -5 | 427 | |||
| 18 Oct | 52094.20 | 2440 | 638.95 | - | 503 | -83 | 432 | |||
| 17 Oct | 51288.80 | 1801.05 | -423.95 | - | 580 | 96 | 516 | |||
| 16 Oct | 51801.05 | 2225 | -60.00 | - | 88 | 6 | 421 | |||
| 15 Oct | 51906.00 | 2285 | 59.95 | - | 62 | 2 | 414 | |||
| 14 Oct | 51816.90 | 2225.05 | 390.05 | - | 173 | -56 | 415 | |||
| 11 Oct | 51172.30 | 1835 | -308.20 | - | 157 | 74 | 472 | |||
| 10 Oct | 51530.90 | 2143.2 | 252.95 | - | 276 | -56 | 398 | |||
| 9 Oct | 51007.00 | 1890.25 | -12.30 | - | 525 | -4 | 477 | |||
| 8 Oct | 51021.00 | 1902.55 | 121.60 | - | 452 | 37 | 497 | |||
| 7 Oct | 50478.90 | 1780.95 | -514.05 | - | 1,327 | 361 | 442 | |||
| 4 Oct | 51462.05 | 2295 | -335.00 | - | 43 | 17 | 81 | |||
| 3 Oct | 51845.20 | 2630 | -829.85 | - | 24 | -10 | 63 | |||
| 1 Oct | 52922.60 | 3459.85 | 59.20 | - | 9 | -2 | 73 | |||
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| 30 Sept | 52978.10 | 3400.65 | -844.35 | - | 19 | -5 | 74 | |||
| 27 Sept | 53834.30 | 4245 | 0.00 | - | 0 | -5 | 0 | |||
| 26 Sept | 54375.35 | 4245 | 178.45 | - | 18 | -5 | 79 | |||
| 25 Sept | 54101.65 | 4066.55 | -83.45 | - | 4 | 0 | 83 | |||
| 24 Sept | 53968.60 | 4150 | 0.00 | - | 7 | 0 | 83 | |||
| 23 Sept | 54105.80 | 4150 | 800.00 | - | 22 | -21 | 84 | |||
| 20 Sept | 53793.20 | 3350 | 0.00 | - | 0 | -2 | 0 | |||
| 19 Sept | 53037.60 | 3350 | 308.90 | - | 30 | -1 | 106 | |||
| 18 Sept | 52750.40 | 3041.1 | 339.25 | - | 3 | -2 | 107 | |||
| 17 Sept | 52188.65 | 2701.85 | -7.45 | - | 17 | -6 | 109 | |||
| 16 Sept | 52153.15 | 2709.3 | 89.30 | - | 433 | -239 | 116 | |||
| 13 Sept | 51938.05 | 2620 | 231.15 | - | 69 | -26 | 355 | |||
| 12 Sept | 51772.40 | 2388.85 | 234.95 | - | 72 | 2 | 387 | |||
| 11 Sept | 51010.00 | 2153.9 | -46.10 | - | 414 | 354 | 379 | |||
| 10 Sept | 51272.30 | 2200 | 0.00 | - | 8 | 4 | 26 | |||
| 9 Sept | 51117.80 | 2200 | 178.95 | - | 24 | 8 | 20 | |||
| 6 Sept | 50576.85 | 2021.05 | -59.50 | - | 18 | 11 | 12 | |||
| 5 Sept | 51473.05 | 2080.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 51400.25 | 2080.55 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 51689.10 | 2080.55 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 51439.55 | 2080.55 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Aug | 51351.00 | 2080.55 | 0.00 | - | 0 | 1 | 0 | |||
| 29 Aug | 51165.25 | 2080.55 | - | 1 | 0 | 0 | ||||
For Nifty Bank - strike price 50500 expiring on 27NOV2024
Delta for 50500 CE is 0.52
Historical price for 50500 CE is as follows
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 404, which was -60.35 lower than the previous day. The implied volatity was 15.05, the open interest changed by 23029 which increased total open position to 88588
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 464.35, which was 11.45 higher than the previous day. The implied volatity was 14.02, the open interest changed by -2004 which decreased total open position to 69075
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 452.9, which was -12.10 lower than the previous day. The implied volatity was 14.45, the open interest changed by 7596 which increased total open position to 72814
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 465, which was -114.65 lower than the previous day. The implied volatity was 13.62, the open interest changed by 27656 which increased total open position to 65923
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 579.65, which was -582.00 lower than the previous day. The implied volatity was 14.96, the open interest changed by 32486 which increased total open position to 37847
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1161.65, which was -552.85 lower than the previous day. The implied volatity was 16.28, the open interest changed by 1068 which increased total open position to 5346
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1714.5, which was 174.60 higher than the previous day. The implied volatity was 16.30, the open interest changed by -11 which decreased total open position to 4278
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1539.9, which was -370.10 lower than the previous day. The implied volatity was 15.61, the open interest changed by 1078 which increased total open position to 4299
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1910, which was -436.30 lower than the previous day. The implied volatity was 17.22, the open interest changed by 61 which increased total open position to 3222
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 2346.3, which was 221.80 higher than the previous day. The implied volatity was 17.31, the open interest changed by 1 which increased total open position to 3161
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 2124.5, which was 543.15 higher than the previous day. The implied volatity was 17.03, the open interest changed by -124 which decreased total open position to 3161
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1581.35, which was -299.20 lower than the previous day. The implied volatity was 19.07, the open interest changed by 538 which increased total open position to 3285
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1880.55, which was -63.30 lower than the previous day. The implied volatity was 17.04, the open interest changed by 40 which increased total open position to 2747
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1943.85, which was -211.15 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 2155, which was -255.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 2410, which was 683.00 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 1727, which was 331.95 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 1395.05, which was -552.90 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 1947.95, which was 192.15 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 1755.8, which was -44.20 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 1800, which was -390.35 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 2190.35, which was -249.65 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 2440, which was 638.95 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 1801.05, which was -423.95 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 2225, which was -60.00 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 2285, which was 59.95 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 2225.05, which was 390.05 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 1835, which was -308.20 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 2143.2, which was 252.95 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 1890.25, which was -12.30 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 1902.55, which was 121.60 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 1780.95, which was -514.05 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 2295, which was -335.00 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 2630, which was -829.85 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 3459.85, which was 59.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 3400.65, which was -844.35 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 4245, 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 4245, which was 178.45 higher 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 4066.55, which was -83.45 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 4150, 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 4150, which was 800.00 higher 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 3350, 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 3350, which was 308.90 higher 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 3041.1, which was 339.25 higher 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 2701.85, which was -7.45 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 2709.3, which was 89.30 higher 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 2620, which was 231.15 higher 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 2388.85, which was 234.95 higher 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 2153.9, which was -46.10 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 2200, 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 2200, which was 178.95 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 2021.05, which was -59.50 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 2080.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept BANKNIFTY was trading at 51400.25. The strike last trading price was 2080.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept BANKNIFTY was trading at 51689.10. The strike last trading price was 2080.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept BANKNIFTY was trading at 51439.55. The strike last trading price was 2080.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Aug BANKNIFTY was trading at 51351.00. The strike last trading price was 2080.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Aug BANKNIFTY was trading at 51165.25. The strike last trading price was 2080.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 27NOV2024 50500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.48
Vega: 25.78
Theta: -31.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 50372.90 | 438.85 | -50.55 | 17.61 | 16,21,926 | 14,136 | 90,025 |
| 19 Nov | 50626.50 | 489.4 | -58.50 | 17.90 | 13,39,590 | 21,177 | 83,636 |
| 18 Nov | 50363.80 | 547.9 | -90.95 | 17.26 | 6,19,713 | 7,878 | 63,630 |
| 14 Nov | 50179.55 | 638.85 | 69.85 | 15.46 | 7,73,958 | 15,178 | 56,041 |
| 13 Nov | 50088.35 | 569 | 255.95 | 14.27 | 3,08,957 | 14,591 | 40,702 |
| 12 Nov | 51157.80 | 313.05 | 146.05 | 15.71 | 77,336 | 4,195 | 26,599 |
| 11 Nov | 51876.75 | 167 | -108.55 | 15.80 | 36,743 | 3,384 | 22,610 |
| 8 Nov | 51561.20 | 275.55 | 37.95 | 16.18 | 27,193 | 237 | 19,187 |
| 7 Nov | 51916.50 | 237.6 | 58.85 | 17.06 | 29,927 | 3,332 | 19,073 |
| 6 Nov | 52317.40 | 178.75 | -119.05 | 17.60 | 27,339 | 2,250 | 15,977 |
| 5 Nov | 52207.25 | 297.8 | -227.70 | 19.31 | 27,630 | 1,813 | 13,758 |
| 4 Nov | 51215.25 | 525.5 | 60.50 | 18.91 | 14,683 | -795 | 11,994 |
| 1 Nov | 51673.90 | 465 | 20.00 | 19.59 | 3,063 | 817 | 12,768 |
| 31 Oct | 51475.35 | 445 | 71.00 | - | 10,845 | 121 | 11,971 |
| 30 Oct | 51807.50 | 374 | 78.20 | - | 18,809 | 1,524 | 11,995 |
| 29 Oct | 52320.70 | 295.8 | -189.20 | - | 14,993 | 51 | 10,509 |
| 28 Oct | 51259.30 | 485 | -214.00 | - | 13,443 | 1,818 | 10,470 |
| 25 Oct | 50787.45 | 699 | 233.00 | - | 21,372 | 3,564 | 8,652 |
| 24 Oct | 51531.15 | 466 | -118.95 | - | 4,272 | 181 | 5,100 |
| 23 Oct | 51239.00 | 584.95 | 4.80 | - | 5,244 | 587 | 4,929 |
| 22 Oct | 51257.15 | 580.15 | 156.20 | - | 3,666 | 198 | 4,335 |
| 21 Oct | 51962.70 | 423.95 | 108.70 | - | 4,093 | 505 | 4,156 |
| 18 Oct | 52094.20 | 315.25 | -229.15 | - | 3,507 | 238 | 3,643 |
| 17 Oct | 51288.80 | 544.4 | 150.40 | - | 1,881 | 186 | 3,399 |
| 16 Oct | 51801.05 | 394 | 19.00 | - | 1,590 | 248 | 3,204 |
| 15 Oct | 51906.00 | 375 | -13.25 | - | 1,271 | 149 | 2,954 |
| 14 Oct | 51816.90 | 388.25 | -255.25 | - | 2,281 | 188 | 2,840 |
| 11 Oct | 51172.30 | 643.5 | 113.50 | - | 1,460 | 377 | 2,712 |
| 10 Oct | 51530.90 | 530 | -159.00 | - | 591 | 141 | 2,338 |
| 9 Oct | 51007.00 | 689 | -31.00 | - | 1,229 | 230 | 2,201 |
| 8 Oct | 51021.00 | 720 | -138.00 | - | 792 | 133 | 1,972 |
| 7 Oct | 50478.90 | 858 | 302.15 | - | 3,070 | 217 | 1,847 |
| 4 Oct | 51462.05 | 555.85 | 157.95 | - | 1,031 | 100 | 1,614 |
| 3 Oct | 51845.20 | 397.9 | 146.90 | - | 1,511 | 93 | 1,522 |
| 1 Oct | 52922.60 | 251 | -14.20 | - | 757 | 315 | 1,460 |
| 30 Sept | 52978.10 | 265.2 | 88.00 | - | 867 | 257 | 1,145 |
| 27 Sept | 53834.30 | 177.2 | 0.20 | - | 622 | 78 | 908 |
| 26 Sept | 54375.35 | 177 | -38.00 | - | 342 | 161 | 806 |
| 25 Sept | 54101.65 | 215 | -21.35 | - | 417 | 95 | 657 |
| 24 Sept | 53968.60 | 236.35 | -11.85 | - | 280 | 129 | 562 |
| 23 Sept | 54105.80 | 248.2 | -56.50 | - | 90 | -12 | 433 |
| 20 Sept | 53793.20 | 304.7 | -20.30 | - | 308 | 98 | 448 |
| 19 Sept | 53037.60 | 325 | -84.85 | - | 492 | -67 | 346 |
| 18 Sept | 52750.40 | 409.85 | -50.70 | - | 102 | -5 | 402 |
| 17 Sept | 52188.65 | 460.55 | -19.50 | - | 26 | 10 | 405 |
| 16 Sept | 52153.15 | 480.05 | -116.95 | - | 193 | -13 | 387 |
| 13 Sept | 51938.05 | 597 | -92.95 | - | 415 | 189 | 406 |
| 12 Sept | 51772.40 | 689.95 | -175.05 | - | 91 | 13 | 224 |
| 11 Sept | 51010.00 | 865 | 101.40 | - | 95 | -31 | 209 |
| 10 Sept | 51272.30 | 763.6 | -74.30 | - | 95 | -11 | 241 |
| 9 Sept | 51117.80 | 837.9 | -207.00 | - | 144 | 63 | 253 |
| 6 Sept | 50576.85 | 1044.9 | 261.90 | - | 265 | 139 | 191 |
| 5 Sept | 51473.05 | 783 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 51400.25 | 783 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 51689.10 | 783 | 0.00 | - | 0 | 1 | 0 |
| 2 Sept | 51439.55 | 783 | -64.10 | - | 1 | 0 | 51 |
| 30 Aug | 51351.00 | 847.1 | 0.00 | - | 0 | 51 | 0 |
| 29 Aug | 51165.25 | 847.10 | - | 51 | 50 | 50 | |
For Nifty Bank - strike price 50500 expiring on 27NOV2024
Delta for 50500 PE is -0.48
Historical price for 50500 PE is as follows
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 438.85, which was -50.55 lower than the previous day. The implied volatity was 17.61, the open interest changed by 14136 which increased total open position to 90025
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 489.4, which was -58.50 lower than the previous day. The implied volatity was 17.90, the open interest changed by 21177 which increased total open position to 83636
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 547.9, which was -90.95 lower than the previous day. The implied volatity was 17.26, the open interest changed by 7878 which increased total open position to 63630
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 638.85, which was 69.85 higher than the previous day. The implied volatity was 15.46, the open interest changed by 15178 which increased total open position to 56041
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 569, which was 255.95 higher than the previous day. The implied volatity was 14.27, the open interest changed by 14591 which increased total open position to 40702
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 313.05, which was 146.05 higher than the previous day. The implied volatity was 15.71, the open interest changed by 4195 which increased total open position to 26599
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 167, which was -108.55 lower than the previous day. The implied volatity was 15.80, the open interest changed by 3384 which increased total open position to 22610
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 275.55, which was 37.95 higher than the previous day. The implied volatity was 16.18, the open interest changed by 237 which increased total open position to 19187
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 237.6, which was 58.85 higher than the previous day. The implied volatity was 17.06, the open interest changed by 3332 which increased total open position to 19073
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 178.75, which was -119.05 lower than the previous day. The implied volatity was 17.60, the open interest changed by 2250 which increased total open position to 15977
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 297.8, which was -227.70 lower than the previous day. The implied volatity was 19.31, the open interest changed by 1813 which increased total open position to 13758
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 525.5, which was 60.50 higher than the previous day. The implied volatity was 18.91, the open interest changed by -795 which decreased total open position to 11994
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 465, which was 20.00 higher than the previous day. The implied volatity was 19.59, the open interest changed by 817 which increased total open position to 12768
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 445, which was 71.00 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 374, which was 78.20 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 295.8, which was -189.20 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 485, which was -214.00 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 699, which was 233.00 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, which was -118.95 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 584.95, which was 4.80 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 580.15, which was 156.20 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 423.95, which was 108.70 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 315.25, which was -229.15 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 544.4, which was 150.40 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 394, which was 19.00 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 375, which was -13.25 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 388.25, which was -255.25 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 643.5, which was 113.50 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 530, which was -159.00 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 689, which was -31.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 720, which was -138.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 858, which was 302.15 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 555.85, which was 157.95 higher 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 397.9, which was 146.90 higher 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 251, which was -14.20 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 265.2, which was 88.00 higher 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 177.2, which was 0.20 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 177, which was -38.00 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 215, which was -21.35 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 236.35, which was -11.85 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 248.2, which was -56.50 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 304.7, which was -20.30 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 325, which was -84.85 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 409.85, which was -50.70 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 460.55, which was -19.50 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 480.05, which was -116.95 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 597, which was -92.95 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 689.95, which was -175.05 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 865, which was 101.40 higher 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 763.6, which was -74.30 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 837.9, which was -207.00 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 1044.9, which was 261.90 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 783, 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 783, 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 783, 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 783, which was -64.10 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 847.1, 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 847.10, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
