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[--[65.84.65.76]--]
BANKNIFTY
Nifty Bank

51876.75 315.55 (0.61%)

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Historical option data for BANKNIFTY

11 Nov 2024 04:13 PM IST
BANKNIFTY 13NOV2024 50800 CE
Delta: 0.87
Vega: 8.30
Theta: -63.81
Gamma: 0.00
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
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
Delta: -0.07
Vega: 5.30
Theta: -25.57
Gamma: 0.00
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