BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
05 Jul 2024 04:13 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 52660.35 | 1813.35 | -565.80 | - | 21,435 | 14,415 | 16,905 | |||
| 4 Jul | 53103.70 | 2379.15 | - | 1,170 | 15 | 2,490 | ||||
| 3 Jul | 53089.25 | 2234.75 | - | 2,100 | 1,830 | 2,475 | ||||
| 2 Jul | 52168.10 | 1579.25 | - | 225 | 120 | 660 | ||||
| 1 Jul | 52574.75 | 1840 | - | 195 | 540 | 540 | ||||
| 28 Jun | 52342.25 | 2240 | - | 0 | 90 | 0 | ||||
| 27 Jun | 52811.30 | 2240 | - | 195 | 90 | 390 | ||||
| 26 Jun | 52870.50 | 2122.8 | - | 105 | 0 | 285 | ||||
| 25 Jun | 52606.00 | 1985.8 | - | 255 | 75 | 285 | ||||
| 24 Jun | 51703.95 | 1320.05 | - | 240 | 30 | 225 | ||||
| 21 Jun | 51661.45 | 1177.05 | - | 60 | 30 | 165 | ||||
| 20 Jun | 51783.25 | 1279.60 | - | 90 | 75 | 135 | ||||
| 19 Jun | 51398.05 | 1452.05 | - | 285 | 30 | 60 | ||||
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| 18 Jun | 50440.90 | 1018.00 | - | 0 | 0 | 0 | ||||
| 14 Jun | 50002.00 | 1018.00 | - | 0 | 0 | 0 | ||||
| 13 Jun | 49846.70 | 1018.00 | - | 0 | 0 | 0 | ||||
| 12 Jun | 49895.10 | 1018.00 | - | 0 | 30 | 0 | ||||
| 11 Jun | 49705.75 | 1018.00 | - | 30 | 0 | 0 | ||||
| 10 Jun | 49780.90 | 770.55 | - | 0 | 0 | 0 | ||||
| 7 Jun | 49803.20 | 770.55 | - | 0 | 0 | 0 | ||||
For NIFTY BANK - strike price 50800 expiring on 10JUL2024
Delta for 50800 CE is -
Historical price for 50800 CE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 1813.35, which was -565.80 lower than the previous day. The implied volatity was -, the open interest changed by 14415 which increased total open position to 16905
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 2379.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 2490
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 2234.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1830 which increased total open position to 2475
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 1579.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 120 which increased total open position to 660
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 1840, which was lower than the previous day. The implied volatity was -, the open interest changed by 540 which increased total open position to 540
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 2240, which was lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 0
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 2240, which was lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 390
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 2122.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 285
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 1985.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 285
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 1320.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 225
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 1177.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 165
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 1279.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 135
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 1452.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 60
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 1018.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 1018.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 1018.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 1018.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 0
On 11 Jun BANKNIFTY was trading at 49705.75. The strike last trading price was 1018.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 770.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun BANKNIFTY was trading at 49803.20. The strike last trading price was 770.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 52660.35 | 11.5 | -0.50 | - | 65,71,575 | 1,79,295 | 4,54,905 |
| 4 Jul | 53103.70 | 12 | - | 35,83,305 | 1,44,345 | 2,75,610 | |
| 3 Jul | 53089.25 | 26.5 | - | 8,42,670 | 81,930 | 1,31,265 | |
| 2 Jul | 52168.10 | 99 | - | 2,84,295 | 15,375 | 49,395 | |
| 1 Jul | 52574.75 | 80.15 | - | 93,525 | 18,105 | 34,020 | |
| 28 Jun | 52342.25 | 121.6 | - | 69,015 | 3,180 | 15,915 | |
| 27 Jun | 52811.30 | 104 | - | 53,520 | 6,240 | 12,735 | |
| 26 Jun | 52870.50 | 134 | - | 6,825 | 1,245 | 6,570 | |
| 25 Jun | 52606.00 | 186.85 | - | 15,270 | 2,040 | 5,325 | |
| 24 Jun | 51703.95 | 355.95 | - | 7,395 | 1,290 | 3,270 | |
| 21 Jun | 51661.45 | 365.25 | - | 1,365 | 255 | 2,160 | |
| 20 Jun | 51783.25 | 376.30 | - | 2,400 | 660 | 1,950 | |
| 19 Jun | 51398.05 | 547.95 | - | 1,965 | 1,290 | 1,290 | |
| 18 Jun | 50440.90 | 2162.05 | - | 0 | 0 | 0 | |
| 14 Jun | 50002.00 | 2162.05 | - | 0 | 0 | 0 | |
| 13 Jun | 49846.70 | 2162.05 | - | 0 | 0 | 0 | |
| 12 Jun | 49895.10 | 2162.05 | - | 0 | 0 | 0 | |
| 11 Jun | 49705.75 | 2162.05 | - | 0 | 0 | 0 | |
| 10 Jun | 49780.90 | 0.00 | - | 0 | 0 | 0 | |
| 7 Jun | 49803.20 | 0.00 | - | 0 | 0 | 0 | |
For NIFTY BANK - strike price 50800 expiring on 10JUL2024
Delta for 50800 PE is -
Historical price for 50800 PE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 11.5, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 179295 which increased total open position to 454905
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 12, which was lower than the previous day. The implied volatity was -, the open interest changed by 144345 which increased total open position to 275610
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 26.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 81930 which increased total open position to 131265
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 99, which was lower than the previous day. The implied volatity was -, the open interest changed by 15375 which increased total open position to 49395
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 80.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 18105 which increased total open position to 34020
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 121.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 3180 which increased total open position to 15915
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 104, which was lower than the previous day. The implied volatity was -, the open interest changed by 6240 which increased total open position to 12735
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 134, which was lower than the previous day. The implied volatity was -, the open interest changed by 1245 which increased total open position to 6570
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 186.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2040 which increased total open position to 5325
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 355.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1290 which increased total open position to 3270
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 365.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 255 which increased total open position to 2160
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 376.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 660 which increased total open position to 1950
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 547.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1290 which increased total open position to 1290
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 2162.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 2162.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 2162.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 2162.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun BANKNIFTY was trading at 49705.75. The strike last trading price was 2162.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun BANKNIFTY was trading at 49803.20. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0