BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
11 Nov 2024 04:13 PM IST
BANKNIFTY 13NOV2024 50800 CE | ||||||||||
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Delta: 0.87
Vega: 8.30
Theta: -63.81
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
11 Nov | 51876.75 | 1105.65 | 261.95 | 24.98 | 10,023 | 21 | 1,225 | |||
8 Nov | 51561.20 | 843.7 | -420.35 | 12.19 | 5,392 | 464 | 1,207 | |||
7 Nov | 51916.50 | 1264.05 | -477.35 | 17.28 | 789 | 274 | 743 | |||
6 Nov | 52317.40 | 1741.4 | 234.05 | 18.02 | 370 | -48 | 444 | |||
5 Nov | 52207.25 | 1507.35 | 527.30 | 17.19 | 4,597 | 236 | 493 | |||
4 Nov | 51215.25 | 980.05 | -298.75 | 20.93 | 835 | 167 | 238 | |||
1 Nov | 51673.90 | 1278.8 | -63.70 | 17.09 | 9 | -5 | 71 | |||
31 Oct | 51475.35 | 1342.5 | -197.50 | - | 176 | 28 | 75 | |||
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30 Oct | 51807.50 | 1540 | -178.65 | - | 26 | 3 | 47 | |||
29 Oct | 52320.70 | 1718.65 | 512.25 | - | 32 | -2 | 44 | |||
28 Oct | 51259.30 | 1206.4 | 246.45 | - | 247 | -60 | 47 | |||
25 Oct | 50787.45 | 959.95 | -638.45 | - | 337 | 107 | 107 | |||
24 Oct | 51531.15 | 1598.4 | 0.00 | - | 0 | 0 | 0 | |||
23 Oct | 51239.00 | 1598.4 | 0.00 | - | 0 | 0 | 0 | |||
22 Oct | 51257.15 | 1598.4 | 0.00 | - | 0 | 0 | 0 | |||
21 Oct | 51962.70 | 1598.4 | 0.00 | - | 0 | 0 | 0 | |||
18 Oct | 52094.20 | 1598.4 | 0.00 | - | 0 | 0 | 0 | |||
17 Oct | 51288.80 | 1598.4 | 0.00 | - | 0 | 0 | 0 | |||
16 Oct | 51801.05 | 1598.4 | 0.00 | - | 0 | 0 | 0 | |||
11 Oct | 51172.30 | 1598.4 | 0.00 | - | 0 | 0 | 0 | |||
10 Oct | 51530.90 | 1598.4 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 50800 expiring on 13NOV2024
Delta for 50800 CE is 0.87
Historical price for 50800 CE is as follows
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1105.65, which was 261.95 higher than the previous day. The implied volatity was 24.98, the open interest changed by 21 which increased total open position to 1225
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 843.7, which was -420.35 lower than the previous day. The implied volatity was 12.19, the open interest changed by 464 which increased total open position to 1207
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1264.05, which was -477.35 lower than the previous day. The implied volatity was 17.28, the open interest changed by 274 which increased total open position to 743
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1741.4, which was 234.05 higher than the previous day. The implied volatity was 18.02, the open interest changed by -48 which decreased total open position to 444
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1507.35, which was 527.30 higher than the previous day. The implied volatity was 17.19, the open interest changed by 236 which increased total open position to 493
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 980.05, which was -298.75 lower than the previous day. The implied volatity was 20.93, the open interest changed by 167 which increased total open position to 238
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1278.8, which was -63.70 lower than the previous day. The implied volatity was 17.09, the open interest changed by -5 which decreased total open position to 71
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1342.5, which was -197.50 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 1540, which was -178.65 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 1718.65, which was 512.25 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 1206.4, which was 246.45 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 959.95, which was -638.45 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 1598.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 1598.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 1598.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 1598.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 1598.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 1598.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 1598.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 1598.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 1598.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
BANKNIFTY 13NOV2024 50800 PE | |||||||
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Delta: -0.07
Vega: 5.30
Theta: -25.57
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
11 Nov | 51876.75 | 25.05 | -73.10 | 20.07 | 9,97,477 | -29,396 | 48,240 |
8 Nov | 51561.20 | 98.15 | 0.80 | 15.31 | 9,53,961 | 67,859 | 81,533 |
7 Nov | 51916.50 | 97.35 | 21.65 | 17.82 | 3,57,862 | 5,973 | 13,906 |
6 Nov | 52317.40 | 75.7 | -108.30 | 19.44 | 32,598 | 4,260 | 7,685 |
5 Nov | 52207.25 | 184 | -262.75 | 22.02 | 26,217 | 1,961 | 3,400 |
4 Nov | 51215.25 | 446.75 | 46.95 | 21.60 | 7,948 | 592 | 1,459 |
1 Nov | 51673.90 | 399.8 | 56.65 | 22.19 | 96 | 58 | 868 |
31 Oct | 51475.35 | 343.15 | 55.30 | - | 1,871 | 443 | 826 |
30 Oct | 51807.50 | 287.85 | 65.95 | - | 559 | 134 | 373 |
29 Oct | 52320.70 | 221.9 | -205.40 | - | 351 | 52 | 237 |
28 Oct | 51259.30 | 427.3 | -209.90 | - | 594 | 222 | 270 |
25 Oct | 50787.45 | 637.2 | 229.80 | - | 277 | 7 | 48 |
24 Oct | 51531.15 | 407.4 | -158.35 | - | 54 | 5 | 17 |
23 Oct | 51239.00 | 565.75 | -62.30 | - | 6 | 0 | 18 |
22 Oct | 51257.15 | 628.05 | 0.00 | - | 0 | 0 | 0 |
21 Oct | 51962.70 | 628.05 | 0.00 | - | 0 | 0 | 0 |
18 Oct | 52094.20 | 628.05 | 0.00 | - | 0 | 0 | 0 |
17 Oct | 51288.80 | 628.05 | 0.00 | - | 0 | 0 | 0 |
16 Oct | 51801.05 | 628.05 | 0.00 | - | 0 | 0 | 0 |
11 Oct | 51172.30 | 628.05 | -409.95 | - | 18 | 6 | 6 |
10 Oct | 51530.90 | 1038 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 50800 expiring on 13NOV2024
Delta for 50800 PE is -0.07
Historical price for 50800 PE is as follows
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 25.05, which was -73.10 lower than the previous day. The implied volatity was 20.07, the open interest changed by -29396 which decreased total open position to 48240
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 98.15, which was 0.80 higher than the previous day. The implied volatity was 15.31, the open interest changed by 67859 which increased total open position to 81533
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 97.35, which was 21.65 higher than the previous day. The implied volatity was 17.82, the open interest changed by 5973 which increased total open position to 13906
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 75.7, which was -108.30 lower than the previous day. The implied volatity was 19.44, the open interest changed by 4260 which increased total open position to 7685
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 184, which was -262.75 lower than the previous day. The implied volatity was 22.02, the open interest changed by 1961 which increased total open position to 3400
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 446.75, which was 46.95 higher than the previous day. The implied volatity was 21.60, the open interest changed by 592 which increased total open position to 1459
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 399.8, which was 56.65 higher than the previous day. The implied volatity was 22.19, the open interest changed by 58 which increased total open position to 868
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 343.15, which was 55.30 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 287.85, which was 65.95 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 221.9, which was -205.40 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 427.3, which was -209.90 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 637.2, which was 229.80 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 407.4, which was -158.35 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 565.75, which was -62.30 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 628.05, 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 628.05, 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 628.05, 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 628.05, 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 628.05, 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 628.05, which was -409.95 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 1038, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to