BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 50600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.67
Vega: 19.32
Theta: -43.15
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
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| 20 Dec | 50759.20 | 485 | -760.30 | 14.07 | 42,493.5 | 2,858.5 | 4,573.5 | |||
| 19 Dec | 51575.70 | 1245.3 | -511.90 | 22.75 | 3,195 | 1,563 | 1,715 | |||
| 18 Dec | 52139.55 | 1757.2 | -672.80 | 20.53 | 38 | 0 | 152 | |||
| 17 Dec | 52834.80 | 2430 | -649.10 | 29.25 | 31.5 | -27.5 | 152 | |||
| 16 Dec | 53581.35 | 3079.1 | 183.80 | 27.86 | 61 | -21.5 | 179.5 | |||
| 13 Dec | 53583.80 | 2895.3 | -116.20 | - | 17 | 201 | 201 | |||
| 12 Dec | 53216.45 | 3011.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 53391.35 | 3011.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 53577.70 | 3011.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 53407.75 | 3011.5 | -152.55 | - | 9 | 0 | 209 | |||
| 6 Dec | 53509.50 | 3164.05 | -17.40 | 14.80 | 84 | -23.5 | 209 | |||
| 5 Dec | 53603.55 | 3181.45 | 297.75 | - | 84 | -4 | 232.5 | |||
| 4 Dec | 53266.90 | 2883.7 | 383.70 | - | 99.5 | -35 | 236.5 | |||
| 3 Dec | 52695.75 | 2500 | 461.80 | 17.38 | 10.5 | -2 | 271.5 | |||
| 2 Dec | 52109.00 | 2038.2 | 25.30 | 16.44 | 341.5 | 1 | 273.5 | |||
| 29 Nov | 52055.60 | 2012.9 | -33.55 | 15.95 | 80.5 | -15 | 272.5 | |||
| 28 Nov | 51906.85 | 2046.45 | -182.65 | 17.19 | 441.5 | 15.5 | 287.5 | |||
| 27 Nov | 52301.80 | 2229.1 | 79.10 | 14.49 | 78.5 | 28.5 | 272 | |||
| 26 Nov | 52191.50 | 2150 | -62.65 | 14.46 | 16.5 | -5.5 | 243.5 | |||
| 25 Nov | 52207.50 | 2212.65 | 748.10 | 15.13 | 169 | -57.5 | 249 | |||
| 22 Nov | 51135.40 | 1464.55 | 411.60 | 15.37 | 1,229 | -139 | 306.5 | |||
| 21 Nov | 50372.90 | 1052.95 | -22.15 | 14.80 | 1,722 | 89 | 445.5 | |||
| 19 Nov | 50626.50 | 1075.1 | 31.90 | 14.20 | 616 | 118 | 356.5 | |||
| 18 Nov | 50363.80 | 1043.2 | 19.35 | 14.43 | 427.5 | -23.5 | 238.5 | |||
| 14 Nov | 50179.55 | 1023.85 | -124.45 | 14.16 | 632.5 | 105 | 262 | |||
| 13 Nov | 50088.35 | 1148.3 | -721.70 | 15.14 | 425.5 | 157 | 157 | |||
| 12 Nov | 51157.80 | 1870 | 0.00 | 0.00 | 0 | 13.5 | 0 | |||
| 11 Nov | 51876.75 | 1870 | 0.00 | 0.00 | 0 | 13.5 | 0 | |||
| 8 Nov | 51561.20 | 1870 | 0.00 | 0.00 | 0 | 13.5 | 0 | |||
| 7 Nov | 51916.50 | 1870 | 0.00 | 0.00 | 0 | 13.5 | 0 | |||
| 6 Nov | 52317.40 | 1870 | 0.00 | 0.00 | 0 | 13.5 | 0 | |||
| 5 Nov | 52207.25 | 1870 | -153.90 | - | 8 | 13.5 | 15 | |||
| 4 Nov | 51215.25 | 2023.9 | -501.10 | 16.82 | 7.5 | 1.5 | 1.5 | |||
| 1 Nov | 51673.90 | 2525 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 2525 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 51807.50 | 2525 | -200.35 | - | 4 | 0 | 1.5 | |||
| 29 Oct | 52320.70 | 2725.35 | 939.80 | - | 2 | 1.5 | 1.5 | |||
| 28 Oct | 51259.30 | 1785.55 | 0.00 | - | 0 | 2 | 0 | |||
| 25 Oct | 50787.45 | 1785.55 | -3223.25 | - | 3.5 | 2 | 2 | |||
| 24 Oct | 51531.15 | 5008.8 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 5008.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 5008.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 5008.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 5008.8 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 5008.8 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 5008.8 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 5008.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 5008.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 5008.8 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 5008.8 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 5008.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 5008.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 5008.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 5008.8 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 5008.8 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 5008.8 | 5008.80 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 50600 expiring on 24DEC2024
Delta for 50600 CE is 0.67
Historical price for 50600 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 485, which was -760.30 lower than the previous day. The implied volatity was 14.07, the open interest changed by 5717 which increased total open position to 9147
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1245.3, which was -511.90 lower than the previous day. The implied volatity was 22.75, the open interest changed by 3126 which increased total open position to 3430
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1757.2, which was -672.80 lower than the previous day. The implied volatity was 20.53, the open interest changed by 0 which decreased total open position to 304
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2430, which was -649.10 lower than the previous day. The implied volatity was 29.25, the open interest changed by -55 which decreased total open position to 304
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 3079.1, which was 183.80 higher than the previous day. The implied volatity was 27.86, the open interest changed by -43 which decreased total open position to 359
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 2895.3, which was -116.20 lower than the previous day. The implied volatity was -, the open interest changed by 402 which increased total open position to 402
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 3011.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 3011.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 3011.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 3011.5, which was -152.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 418
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 3164.05, which was -17.40 lower than the previous day. The implied volatity was 14.80, the open interest changed by -47 which decreased total open position to 418
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 3181.45, which was 297.75 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 465
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2883.7, which was 383.70 higher than the previous day. The implied volatity was -, the open interest changed by -70 which decreased total open position to 473
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2500, which was 461.80 higher than the previous day. The implied volatity was 17.38, the open interest changed by -4 which decreased total open position to 543
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2038.2, which was 25.30 higher than the previous day. The implied volatity was 16.44, the open interest changed by 2 which increased total open position to 547
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2012.9, which was -33.55 lower than the previous day. The implied volatity was 15.95, the open interest changed by -30 which decreased total open position to 545
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2046.45, which was -182.65 lower than the previous day. The implied volatity was 17.19, the open interest changed by 31 which increased total open position to 575
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2229.1, which was 79.10 higher than the previous day. The implied volatity was 14.49, the open interest changed by 57 which increased total open position to 544
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2150, which was -62.65 lower than the previous day. The implied volatity was 14.46, the open interest changed by -11 which decreased total open position to 487
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2212.65, which was 748.10 higher than the previous day. The implied volatity was 15.13, the open interest changed by -115 which decreased total open position to 498
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1464.55, which was 411.60 higher than the previous day. The implied volatity was 15.37, the open interest changed by -278 which decreased total open position to 613
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1052.95, which was -22.15 lower than the previous day. The implied volatity was 14.80, the open interest changed by 178 which increased total open position to 891
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1075.1, which was 31.90 higher than the previous day. The implied volatity was 14.20, the open interest changed by 236 which increased total open position to 713
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1043.2, which was 19.35 higher than the previous day. The implied volatity was 14.43, the open interest changed by -47 which decreased total open position to 477
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1023.85, which was -124.45 lower than the previous day. The implied volatity was 14.16, the open interest changed by 210 which increased total open position to 524
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1148.3, which was -721.70 lower than the previous day. The implied volatity was 15.14, the open interest changed by 314 which increased total open position to 314
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1870, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 27 which increased total open position to 0
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1870, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 27 which increased total open position to 0
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1870, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 27 which increased total open position to 0
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1870, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 27 which increased total open position to 0
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1870, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 27 which increased total open position to 0
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1870, which was -153.90 lower than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 30
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 2023.9, which was -501.10 lower than the previous day. The implied volatity was 16.82, the open interest changed by 3 which increased total open position to 3
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 2525, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 2525, 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 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 2525, which was -200.35 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 2725.35, which was 939.80 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 1785.55, 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 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 1785.55, which was -3223.25 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 5008.8, 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 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 5008.8, 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 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 5008.8, 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 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 5008.8, 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 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 5008.8, 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 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 5008.8, 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 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 5008.8, 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 5008.8, 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 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 5008.8, 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 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 5008.8, 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 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 5008.8, 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 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 5008.8, 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 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 5008.8, 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 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 5008.8, 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 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 5008.8, 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 5008.8, 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 5008.8, which was 5008.80 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 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 27 Sept BANKNIFTY was trading at 53834.30. 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 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 50600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 20.11
Theta: -41.89
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 257.25 | 147.55 | 18.75 | 2,40,429 | 2,565.5 | 7,884 |
| 19 Dec | 51575.70 | 109.7 | 54.40 | 19.39 | 87,716 | 1,424 | 5,318.5 |
| 18 Dec | 52139.55 | 55.3 | 14.50 | 19.29 | 61,244.5 | -1,516.5 | 3,894.5 |
| 17 Dec | 52834.80 | 40.8 | 15.15 | 20.87 | 56,782 | -1,641.5 | 5,411 |
| 16 Dec | 53581.35 | 25.65 | -3.35 | 21.97 | 36,628 | 1,623.5 | 7,052.5 |
| 13 Dec | 53583.80 | 29 | -21.10 | 20.09 | 36,822.5 | 539.5 | 5,429 |
| 12 Dec | 53216.45 | 50.1 | -0.45 | 19.43 | 14,967 | 344.5 | 4,889.5 |
| 11 Dec | 53391.35 | 50.55 | -13.90 | 19.62 | 17,414 | -193 | 4,545 |
| 10 Dec | 53577.70 | 64.45 | -19.95 | 21.09 | 16,175.5 | 528 | 4,738 |
| 9 Dec | 53407.75 | 84.4 | -15.10 | 20.88 | 24,251.5 | 202.5 | 4,210 |
| 6 Dec | 53509.50 | 99.5 | -8.80 | 20.42 | 19,323 | 164 | 4,007.5 |
| 5 Dec | 53603.55 | 108.3 | -22.50 | 20.90 | 19,846.5 | -369 | 3,843.5 |
| 4 Dec | 53266.90 | 130.8 | -58.20 | 19.80 | 18,740 | 471.5 | 4,212.5 |
| 3 Dec | 52695.75 | 189 | -84.50 | 18.84 | 20,034.5 | 334.5 | 3,741 |
| 2 Dec | 52109.00 | 273.5 | -10.75 | 18.12 | 34,875 | 1,443.5 | 3,406.5 |
| 29 Nov | 52055.60 | 284.25 | -27.45 | 17.00 | 23,975.5 | 150 | 1,963 |
| 28 Nov | 51906.85 | 311.7 | 76.60 | 17.15 | 28,418.5 | 141.5 | 1,813 |
| 27 Nov | 52301.80 | 235.1 | -62.90 | 16.60 | 3,393.5 | 582.5 | 1,671.5 |
| 26 Nov | 52191.50 | 298 | -27.90 | 17.40 | 1,162 | 207.5 | 1,089 |
| 25 Nov | 52207.50 | 325.9 | -299.75 | 17.88 | 1,781 | 255 | 881.5 |
| 22 Nov | 51135.40 | 625.65 | -234.75 | 17.19 | 2,438 | 210.5 | 626.5 |
| 21 Nov | 50372.90 | 860.4 | 19.20 | 16.66 | 1,769.5 | 94.5 | 416 |
| 19 Nov | 50626.50 | 841.2 | -76.25 | 16.19 | 1,511.5 | 89.5 | 321.5 |
| 18 Nov | 50363.80 | 917.45 | -52.10 | 16.61 | 471.5 | 67 | 232 |
| 14 Nov | 50179.55 | 969.55 | 88.20 | 15.88 | 425 | 69 | 165 |
| 13 Nov | 50088.35 | 881.35 | 278.80 | 14.97 | 392 | 28.5 | 96 |
| 12 Nov | 51157.80 | 602.55 | 176.70 | 15.54 | 55 | 33 | 67.5 |
| 11 Nov | 51876.75 | 425.85 | -104.70 | 15.80 | 75.5 | 26 | 34.5 |
| 8 Nov | 51561.20 | 530.55 | 10.55 | 15.93 | 3 | 4.5 | 8.5 |
| 7 Nov | 51916.50 | 520 | 95.00 | 17.27 | 9 | 0 | 4 |
| 6 Nov | 52317.40 | 425 | -172.75 | 17.54 | 6 | 2.5 | 4 |
| 5 Nov | 52207.25 | 597.75 | -2.25 | 19.19 | 2.5 | 1.5 | 1.5 |
| 4 Nov | 51215.25 | 600 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 1 Nov | 51673.90 | 600 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 31 Oct | 51475.35 | 600 | 0.00 | - | 0 | 0.5 | 0 |
| 30 Oct | 51807.50 | 600 | 0.00 | - | 0 | 0.5 | 0 |
| 29 Oct | 52320.70 | 600 | -100.00 | - | 0.5 | 0.5 | 2 |
| 28 Oct | 51259.30 | 700 | 90.15 | - | 0.5 | 1.5 | 1.5 |
| 25 Oct | 50787.45 | 609.85 | 0.00 | - | 0 | 0.5 | 0 |
| 24 Oct | 51531.15 | 609.85 | 0.00 | - | 0 | 0.5 | 0 |
| 23 Oct | 51239.00 | 609.85 | 0.00 | - | 0 | 0.5 | 0 |
| 22 Oct | 51257.15 | 609.85 | 0.00 | - | 0 | 0.5 | 0 |
| 21 Oct | 51962.70 | 609.85 | 9.85 | - | 0.5 | 0.5 | 1.5 |
| 18 Oct | 52094.20 | 600 | -281.80 | - | 1 | 1 | 1 |
| 17 Oct | 51288.80 | 881.8 | 0.00 | - | 0 | 0.5 | 0 |
| 16 Oct | 51801.05 | 881.8 | 0.00 | - | 0 | 0.5 | 0 |
| 15 Oct | 51906.00 | 881.8 | 0.00 | - | 0 | 0.5 | 0 |
| 14 Oct | 51816.90 | 881.8 | 0.00 | - | 0 | 0.5 | 0 |
| 11 Oct | 51172.30 | 881.8 | 0.00 | - | 0 | 0.5 | 0 |
| 10 Oct | 51530.90 | 881.8 | 0.00 | - | 0 | 0.5 | 0 |
| 9 Oct | 51007.00 | 881.8 | 0.00 | - | 0 | 0.5 | 0 |
| 8 Oct | 51021.00 | 881.8 | 277.30 | - | 1 | 0.5 | 0.5 |
| 7 Oct | 50478.90 | 604.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 604.5 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 604.5 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 604.5 | 604.50 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 50600 expiring on 24DEC2024
Delta for 50600 PE is -0.37
Historical price for 50600 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 257.25, which was 147.55 higher than the previous day. The implied volatity was 18.75, the open interest changed by 5131 which increased total open position to 15768
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 109.7, which was 54.40 higher than the previous day. The implied volatity was 19.39, the open interest changed by 2848 which increased total open position to 10637
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 55.3, which was 14.50 higher than the previous day. The implied volatity was 19.29, the open interest changed by -3033 which decreased total open position to 7789
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 40.8, which was 15.15 higher than the previous day. The implied volatity was 20.87, the open interest changed by -3283 which decreased total open position to 10822
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 25.65, which was -3.35 lower than the previous day. The implied volatity was 21.97, the open interest changed by 3247 which increased total open position to 14105
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 29, which was -21.10 lower than the previous day. The implied volatity was 20.09, the open interest changed by 1079 which increased total open position to 10858
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 50.1, which was -0.45 lower than the previous day. The implied volatity was 19.43, the open interest changed by 689 which increased total open position to 9779
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 50.55, which was -13.90 lower than the previous day. The implied volatity was 19.62, the open interest changed by -386 which decreased total open position to 9090
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 64.45, which was -19.95 lower than the previous day. The implied volatity was 21.09, the open interest changed by 1056 which increased total open position to 9476
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 84.4, which was -15.10 lower than the previous day. The implied volatity was 20.88, the open interest changed by 405 which increased total open position to 8420
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 99.5, which was -8.80 lower than the previous day. The implied volatity was 20.42, the open interest changed by 328 which increased total open position to 8015
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 108.3, which was -22.50 lower than the previous day. The implied volatity was 20.90, the open interest changed by -738 which decreased total open position to 7687
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 130.8, which was -58.20 lower than the previous day. The implied volatity was 19.80, the open interest changed by 943 which increased total open position to 8425
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 189, which was -84.50 lower than the previous day. The implied volatity was 18.84, the open interest changed by 669 which increased total open position to 7482
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 273.5, which was -10.75 lower than the previous day. The implied volatity was 18.12, the open interest changed by 2887 which increased total open position to 6813
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 284.25, which was -27.45 lower than the previous day. The implied volatity was 17.00, the open interest changed by 300 which increased total open position to 3926
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 311.7, which was 76.60 higher than the previous day. The implied volatity was 17.15, the open interest changed by 283 which increased total open position to 3626
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 235.1, which was -62.90 lower than the previous day. The implied volatity was 16.60, the open interest changed by 1165 which increased total open position to 3343
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 298, which was -27.90 lower than the previous day. The implied volatity was 17.40, the open interest changed by 415 which increased total open position to 2178
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 325.9, which was -299.75 lower than the previous day. The implied volatity was 17.88, the open interest changed by 510 which increased total open position to 1763
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 625.65, which was -234.75 lower than the previous day. The implied volatity was 17.19, the open interest changed by 421 which increased total open position to 1253
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 860.4, which was 19.20 higher than the previous day. The implied volatity was 16.66, the open interest changed by 189 which increased total open position to 832
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 841.2, which was -76.25 lower than the previous day. The implied volatity was 16.19, the open interest changed by 179 which increased total open position to 643
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 917.45, which was -52.10 lower than the previous day. The implied volatity was 16.61, the open interest changed by 134 which increased total open position to 464
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 969.55, which was 88.20 higher than the previous day. The implied volatity was 15.88, the open interest changed by 138 which increased total open position to 330
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 881.35, which was 278.80 higher than the previous day. The implied volatity was 14.97, the open interest changed by 57 which increased total open position to 192
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 602.55, which was 176.70 higher than the previous day. The implied volatity was 15.54, the open interest changed by 66 which increased total open position to 135
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 425.85, which was -104.70 lower than the previous day. The implied volatity was 15.80, the open interest changed by 52 which increased total open position to 69
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 530.55, which was 10.55 higher than the previous day. The implied volatity was 15.93, the open interest changed by 9 which increased total open position to 17
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 520, which was 95.00 higher than the previous day. The implied volatity was 17.27, the open interest changed by 0 which decreased total open position to 8
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 425, which was -172.75 lower than the previous day. The implied volatity was 17.54, the open interest changed by 5 which increased total open position to 8
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 597.75, which was -2.25 lower than the previous day. The implied volatity was 19.19, the open interest changed by 3 which increased total open position to 3
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 600, 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 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 600, 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 600, 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 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 600, 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 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 600, which was -100.00 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 700, which was 90.15 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 609.85, 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 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 609.85, 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 609.85, 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 609.85, 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 609.85, which was 9.85 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 600, which was -281.80 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 881.8, 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 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 881.8, 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 881.8, 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 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 881.8, 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 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 881.8, 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 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 881.8, 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 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 881.8, 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 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 881.8, which was 277.30 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 604.5, 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 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 604.5, 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 604.5, 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 604.5, which was 604.50 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 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 27 Sept BANKNIFTY was trading at 53834.30. 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 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
