BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 50700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.62
Vega: 20.32
Theta: -44.69
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
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| 20 Dec | 50759.20 | 425 | -738.45 | 14.25 | 1,06,309.5 | 6,492.5 | 8,131 | |||
| 19 Dec | 51575.70 | 1163.45 | -465.70 | 22.49 | 3,388.5 | 1,126 | 1,638.5 | |||
| 18 Dec | 52139.55 | 1629.15 | -660.55 | 17.09 | 1,091.5 | 218 | 512.5 | |||
| 17 Dec | 52834.80 | 2289.7 | -577.30 | 25.66 | 9 | 4 | 294.5 | |||
| 16 Dec | 53581.35 | 2867 | -63.00 | - | 5 | -1.5 | 290.5 | |||
| 13 Dec | 53583.80 | 2930 | 153.95 | - | 54.5 | -22.5 | 292 | |||
| 12 Dec | 53216.45 | 2776.05 | -87.50 | 21.40 | 50 | -4.5 | 314.5 | |||
| 11 Dec | 53391.35 | 2863.55 | 53.55 | - | 16.5 | -4.5 | 319 | |||
| 10 Dec | 53577.70 | 2810 | -45.90 | - | 11.5 | -2 | 323.5 | |||
| 9 Dec | 53407.75 | 2855.9 | -273.35 | - | 20.5 | -13.5 | 325.5 | |||
| 6 Dec | 53509.50 | 3129.25 | 11.15 | 19.23 | 1.5 | -1 | 339 | |||
| 5 Dec | 53603.55 | 3118.1 | 300.45 | - | 14 | -8.5 | 340 | |||
| 4 Dec | 53266.90 | 2817.65 | 485.70 | 10.35 | 81.5 | -34 | 348.5 | |||
| 3 Dec | 52695.75 | 2331.95 | 375.75 | 14.07 | 9.5 | -3 | 382.5 | |||
| 2 Dec | 52109.00 | 1956.2 | 7.50 | 16.37 | 494.5 | 18.5 | 385.5 | |||
| 29 Nov | 52055.60 | 1948.7 | -9.40 | 16.29 | 106 | -1.5 | 367 | |||
| 28 Nov | 51906.85 | 1958.1 | -193.35 | 16.71 | 233 | 54.5 | 368.5 | |||
| 27 Nov | 52301.80 | 2151.45 | 16.45 | 14.64 | 118 | 21.5 | 314 | |||
| 26 Nov | 52191.50 | 2135 | 2.60 | 16.16 | 22 | -11 | 292.5 | |||
| 25 Nov | 52207.50 | 2132.4 | 725.65 | 15.31 | 223.5 | -117 | 303.5 | |||
| 22 Nov | 51135.40 | 1406.75 | 389.40 | 15.48 | 2,596 | -95.5 | 420.5 | |||
| 21 Nov | 50372.90 | 1017.35 | -12.65 | 15.09 | 1,759.5 | -4.5 | 516 | |||
| 19 Nov | 50626.50 | 1030 | 25.20 | 14.34 | 1,356.5 | 242 | 520.5 | |||
| 18 Nov | 50363.80 | 1004.8 | 36.60 | 14.59 | 496.5 | 88.5 | 278.5 | |||
| 14 Nov | 50179.55 | 968.2 | -135.65 | 14.09 | 552.5 | -48 | 190 | |||
| 13 Nov | 50088.35 | 1103.85 | -667.50 | 15.25 | 542 | 236.5 | 238 | |||
| 12 Nov | 51157.80 | 1771.35 | -723.70 | 17.60 | 3.5 | 1.5 | 1.5 | |||
| 11 Nov | 51876.75 | 2495.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 51561.20 | 2495.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 51916.50 | 2495.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 52317.40 | 2495.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 52207.25 | 2495.05 | -2437.20 | 15.73 | 1 | 0 | 0 | |||
| 4 Nov | 51215.25 | 4932.25 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 51673.90 | 4932.25 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 4932.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 51807.50 | 4932.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 52320.70 | 4932.25 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 51259.30 | 4932.25 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 4932.25 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 4932.25 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 4932.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 4932.25 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 4932.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 4932.25 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 4932.25 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 4932.25 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 4932.25 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 4932.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 4932.25 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 4932.25 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 4932.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 4932.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 4932.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 4932.25 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 4932.25 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 4932.25 | 4932.25 | - | 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 50700 expiring on 24DEC2024
Delta for 50700 CE is 0.62
Historical price for 50700 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 425, which was -738.45 lower than the previous day. The implied volatity was 14.25, the open interest changed by 12985 which increased total open position to 16262
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1163.45, which was -465.70 lower than the previous day. The implied volatity was 22.49, the open interest changed by 2252 which increased total open position to 3277
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1629.15, which was -660.55 lower than the previous day. The implied volatity was 17.09, the open interest changed by 436 which increased total open position to 1025
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2289.7, which was -577.30 lower than the previous day. The implied volatity was 25.66, the open interest changed by 8 which increased total open position to 589
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 2867, which was -63.00 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 581
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 2930, which was 153.95 higher than the previous day. The implied volatity was -, the open interest changed by -45 which decreased total open position to 584
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 2776.05, which was -87.50 lower than the previous day. The implied volatity was 21.40, the open interest changed by -9 which decreased total open position to 629
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 2863.55, which was 53.55 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 638
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 2810, which was -45.90 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 647
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 2855.9, which was -273.35 lower than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 651
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 3129.25, which was 11.15 higher than the previous day. The implied volatity was 19.23, the open interest changed by -2 which decreased total open position to 678
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 3118.1, which was 300.45 higher than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 680
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2817.65, which was 485.70 higher than the previous day. The implied volatity was 10.35, the open interest changed by -68 which decreased total open position to 697
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2331.95, which was 375.75 higher than the previous day. The implied volatity was 14.07, the open interest changed by -6 which decreased total open position to 765
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1956.2, which was 7.50 higher than the previous day. The implied volatity was 16.37, the open interest changed by 37 which increased total open position to 771
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1948.7, which was -9.40 lower than the previous day. The implied volatity was 16.29, the open interest changed by -3 which decreased total open position to 734
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1958.1, which was -193.35 lower than the previous day. The implied volatity was 16.71, the open interest changed by 109 which increased total open position to 737
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2151.45, which was 16.45 higher than the previous day. The implied volatity was 14.64, the open interest changed by 43 which increased total open position to 628
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2135, which was 2.60 higher than the previous day. The implied volatity was 16.16, the open interest changed by -22 which decreased total open position to 585
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2132.4, which was 725.65 higher than the previous day. The implied volatity was 15.31, the open interest changed by -234 which decreased total open position to 607
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1406.75, which was 389.40 higher than the previous day. The implied volatity was 15.48, the open interest changed by -191 which decreased total open position to 841
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1017.35, which was -12.65 lower than the previous day. The implied volatity was 15.09, the open interest changed by -9 which decreased total open position to 1032
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1030, which was 25.20 higher than the previous day. The implied volatity was 14.34, the open interest changed by 484 which increased total open position to 1041
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1004.8, which was 36.60 higher than the previous day. The implied volatity was 14.59, the open interest changed by 177 which increased total open position to 557
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 968.2, which was -135.65 lower than the previous day. The implied volatity was 14.09, the open interest changed by -96 which decreased total open position to 380
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1103.85, which was -667.50 lower than the previous day. The implied volatity was 15.25, the open interest changed by 473 which increased total open position to 476
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1771.35, which was -723.70 lower than the previous day. The implied volatity was 17.60, the open interest changed by 3 which increased total open position to 3
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 2495.05, 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 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 2495.05, 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 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 2495.05, 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 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 2495.05, 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 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 2495.05, which was -2437.20 lower than the previous day. The implied volatity was 15.73, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 4932.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 4932.25, which was 0.00 lower than the previous day. The implied volatity was -, 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 4932.25, 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 4932.25, 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 4932.25, 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 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 4932.25, 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 4932.25, 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 4932.25, 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 4932.25, 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 4932.25, 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 4932.25, 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 4932.25, 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 4932.25, 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 4932.25, 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 4932.25, 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 4932.25, 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 4932.25, 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 4932.25, 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 4932.25, 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 4932.25, 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 4932.25, 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 4932.25, 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 4932.25, 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 4932.25, which was 4932.25 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 50700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.41
Vega: 20.68
Theta: -42.29
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 293.7 | 169.95 | 18.59 | 3,57,841 | 5,665.5 | 11,925 |
| 19 Dec | 51575.70 | 123.75 | 60.40 | 19.09 | 1,08,533 | 964 | 6,259.5 |
| 18 Dec | 52139.55 | 63.35 | 17.40 | 19.21 | 75,923 | -4,537.5 | 5,295.5 |
| 17 Dec | 52834.80 | 45.95 | 22.55 | 20.69 | 63,647 | 4,329.5 | 9,833 |
| 16 Dec | 53581.35 | 23.4 | -8.60 | 20.99 | 28,335.5 | 1,719.5 | 5,503.5 |
| 13 Dec | 53583.80 | 32 | -21.90 | 19.90 | 41,044.5 | -1,213.5 | 3,784 |
| 12 Dec | 53216.45 | 53.9 | -1.90 | 19.19 | 17,212 | 824 | 4,997.5 |
| 11 Dec | 53391.35 | 55.8 | -12.15 | 19.51 | 17,482.5 | -401.5 | 4,173.5 |
| 10 Dec | 53577.70 | 67.95 | -12.05 | 20.85 | 17,165.5 | -215 | 4,575 |
| 9 Dec | 53407.75 | 80 | -25.80 | 20.07 | 18,994 | 963.5 | 4,790 |
| 6 Dec | 53509.50 | 105.8 | -9.30 | 20.25 | 15,413 | 440.5 | 3,826.5 |
| 5 Dec | 53603.55 | 115.1 | -24.90 | 20.75 | 15,016.5 | -172.5 | 3,386 |
| 4 Dec | 53266.90 | 140 | -58.00 | 19.68 | 22,032 | -22 | 3,558.5 |
| 3 Dec | 52695.75 | 198 | -91.00 | 18.60 | 20,125 | 633.5 | 3,580.5 |
| 2 Dec | 52109.00 | 289 | -15.50 | 17.94 | 38,910.5 | 726.5 | 2,947 |
| 29 Nov | 52055.60 | 304.5 | -23.15 | 16.93 | 24,156.5 | 120.5 | 2,220.5 |
| 28 Nov | 51906.85 | 327.65 | 78.90 | 17.01 | 26,868.5 | 216.5 | 2,100 |
| 27 Nov | 52301.80 | 248.75 | -66.55 | 16.45 | 3,871 | 911 | 1,883.5 |
| 26 Nov | 52191.50 | 315.3 | -29.45 | 17.27 | 1,028 | 210.5 | 972.5 |
| 25 Nov | 52207.50 | 344.75 | -316.65 | 17.78 | 1,958 | 104 | 762 |
| 22 Nov | 51135.40 | 661.4 | -245.30 | 17.17 | 3,603.5 | 248 | 658 |
| 21 Nov | 50372.90 | 906.7 | -7.30 | 16.65 | 1,678.5 | -165 | 410 |
| 19 Nov | 50626.50 | 914 | -44.95 | 16.73 | 1,810 | 263 | 575 |
| 18 Nov | 50363.80 | 958.95 | -62.10 | 16.51 | 285 | 107.5 | 312 |
| 14 Nov | 50179.55 | 1021.05 | 96.75 | 15.92 | 233.5 | 16.5 | 204.5 |
| 13 Nov | 50088.35 | 924.3 | 273.50 | 14.91 | 821.5 | 166.5 | 188 |
| 12 Nov | 51157.80 | 650.8 | 165.85 | 15.74 | 17 | 1.5 | 21.5 |
| 11 Nov | 51876.75 | 484.95 | -68.55 | 16.35 | 8 | 0 | 20 |
| 8 Nov | 51561.20 | 553.5 | 53.50 | 15.80 | 3 | -0.5 | 20 |
| 7 Nov | 51916.50 | 500 | 55.80 | 16.48 | 3 | 1.5 | 20.5 |
| 6 Nov | 52317.40 | 444.2 | -105.20 | 17.46 | 0.5 | 5 | 19 |
| 5 Nov | 52207.25 | 549.4 | -236.95 | 17.96 | 11.5 | 2 | 14 |
| 4 Nov | 51215.25 | 786.35 | 120.55 | 17.49 | 14 | 12 | 12 |
| 1 Nov | 51673.90 | 665.8 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 31 Oct | 51475.35 | 665.8 | 0.00 | - | 0 | 0.5 | 0 |
| 30 Oct | 51807.50 | 665.8 | 0.00 | - | 0 | 0.5 | 0 |
| 29 Oct | 52320.70 | 665.8 | -34.20 | - | 1.5 | 0.5 | 1.5 |
| 28 Oct | 51259.30 | 700 | -110.75 | - | 2 | 1 | 1 |
| 25 Oct | 50787.45 | 810.75 | 0.00 | - | 0 | 1 | 0 |
| 24 Oct | 51531.15 | 810.75 | 0.00 | - | 0 | 1 | 0 |
| 23 Oct | 51239.00 | 810.75 | 10.75 | - | 0.5 | 1 | 1 |
| 22 Oct | 51257.15 | 800 | 0.00 | - | 0 | 0.5 | 0 |
| 21 Oct | 51962.70 | 800 | 0.00 | - | 0 | 0.5 | 0 |
| 18 Oct | 52094.20 | 800 | 0.00 | - | 0 | 0.5 | 0 |
| 17 Oct | 51288.80 | 800 | 64.90 | - | 1.5 | 0.5 | 0.5 |
| 16 Oct | 51801.05 | 735.1 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 735.1 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 735.1 | 108.95 | - | 0.5 | 0 | 0 |
| 11 Oct | 51172.30 | 626.15 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 626.15 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 626.15 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 626.15 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 626.15 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 626.15 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 626.15 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 626.15 | 626.15 | - | 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 50700 expiring on 24DEC2024
Delta for 50700 PE is -0.41
Historical price for 50700 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 293.7, which was 169.95 higher than the previous day. The implied volatity was 18.59, the open interest changed by 11331 which increased total open position to 23850
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 123.75, which was 60.40 higher than the previous day. The implied volatity was 19.09, the open interest changed by 1928 which increased total open position to 12519
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 63.35, which was 17.40 higher than the previous day. The implied volatity was 19.21, the open interest changed by -9075 which decreased total open position to 10591
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 45.95, which was 22.55 higher than the previous day. The implied volatity was 20.69, the open interest changed by 8659 which increased total open position to 19666
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 23.4, which was -8.60 lower than the previous day. The implied volatity was 20.99, the open interest changed by 3439 which increased total open position to 11007
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 32, which was -21.90 lower than the previous day. The implied volatity was 19.90, the open interest changed by -2427 which decreased total open position to 7568
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 53.9, which was -1.90 lower than the previous day. The implied volatity was 19.19, the open interest changed by 1648 which increased total open position to 9995
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 55.8, which was -12.15 lower than the previous day. The implied volatity was 19.51, the open interest changed by -803 which decreased total open position to 8347
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 67.95, which was -12.05 lower than the previous day. The implied volatity was 20.85, the open interest changed by -430 which decreased total open position to 9150
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 80, which was -25.80 lower than the previous day. The implied volatity was 20.07, the open interest changed by 1927 which increased total open position to 9580
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 105.8, which was -9.30 lower than the previous day. The implied volatity was 20.25, the open interest changed by 881 which increased total open position to 7653
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 115.1, which was -24.90 lower than the previous day. The implied volatity was 20.75, the open interest changed by -345 which decreased total open position to 6772
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 140, which was -58.00 lower than the previous day. The implied volatity was 19.68, the open interest changed by -44 which decreased total open position to 7117
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 198, which was -91.00 lower than the previous day. The implied volatity was 18.60, the open interest changed by 1267 which increased total open position to 7161
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 289, which was -15.50 lower than the previous day. The implied volatity was 17.94, the open interest changed by 1453 which increased total open position to 5894
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 304.5, which was -23.15 lower than the previous day. The implied volatity was 16.93, the open interest changed by 241 which increased total open position to 4441
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 327.65, which was 78.90 higher than the previous day. The implied volatity was 17.01, the open interest changed by 433 which increased total open position to 4200
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 248.75, which was -66.55 lower than the previous day. The implied volatity was 16.45, the open interest changed by 1822 which increased total open position to 3767
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 315.3, which was -29.45 lower than the previous day. The implied volatity was 17.27, the open interest changed by 421 which increased total open position to 1945
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 344.75, which was -316.65 lower than the previous day. The implied volatity was 17.78, the open interest changed by 208 which increased total open position to 1524
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 661.4, which was -245.30 lower than the previous day. The implied volatity was 17.17, the open interest changed by 496 which increased total open position to 1316
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 906.7, which was -7.30 lower than the previous day. The implied volatity was 16.65, the open interest changed by -330 which decreased total open position to 820
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 914, which was -44.95 lower than the previous day. The implied volatity was 16.73, the open interest changed by 526 which increased total open position to 1150
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 958.95, which was -62.10 lower than the previous day. The implied volatity was 16.51, the open interest changed by 215 which increased total open position to 624
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1021.05, which was 96.75 higher than the previous day. The implied volatity was 15.92, the open interest changed by 33 which increased total open position to 409
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 924.3, which was 273.50 higher than the previous day. The implied volatity was 14.91, the open interest changed by 333 which increased total open position to 376
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 650.8, which was 165.85 higher than the previous day. The implied volatity was 15.74, the open interest changed by 3 which increased total open position to 43
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 484.95, which was -68.55 lower than the previous day. The implied volatity was 16.35, the open interest changed by 0 which decreased total open position to 40
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 553.5, which was 53.50 higher than the previous day. The implied volatity was 15.80, the open interest changed by -1 which decreased total open position to 40
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 500, which was 55.80 higher than the previous day. The implied volatity was 16.48, the open interest changed by 3 which increased total open position to 41
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 444.2, which was -105.20 lower than the previous day. The implied volatity was 17.46, the open interest changed by 10 which increased total open position to 38
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 549.4, which was -236.95 lower than the previous day. The implied volatity was 17.96, the open interest changed by 4 which increased total open position to 28
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 786.35, which was 120.55 higher than the previous day. The implied volatity was 17.49, the open interest changed by 24 which increased total open position to 24
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 665.8, 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 665.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 665.8, 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 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 665.8, which was -34.20 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 700, which was -110.75 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 810.75, 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 810.75, 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 810.75, which was 10.75 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 800, 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 800, 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 800, 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 800, which was 64.90 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 735.1, 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 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 735.1, 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 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 735.1, which was 108.95 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 626.15, 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 626.15, 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 626.15, 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 626.15, 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 626.15, 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 626.15, 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 626.15, 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 626.15, which was 626.15 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
