BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 50800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.56
Vega: 20.97
Theta: -46.24
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 375.4 | -700.60 | 14.68 | 1,72,933.5 | 11,220 | 12,966.5 | |||
| 19 Dec | 51575.70 | 1076 | -466.95 | 21.84 | 6,250 | 1,292.5 | 1,746.5 | |||
| 18 Dec | 52139.55 | 1542.95 | -692.05 | 17.52 | 113 | -8 | 454 | |||
| 17 Dec | 52834.80 | 2235 | -673.25 | 27.72 | 75 | -11.5 | 462 | |||
| 16 Dec | 53581.35 | 2908.25 | 40.35 | 28.63 | 32.5 | -2.5 | 473.5 | |||
| 13 Dec | 53583.80 | 2867.9 | -32.95 | - | 124 | 476 | 476 | |||
| 12 Dec | 53216.45 | 2900.85 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
| 11 Dec | 53391.35 | 2900.85 | -29.70 | 23.71 | 4.5 | -0.5 | 521 | |||
| 10 Dec | 53577.70 | 2930.55 | 41.80 | - | 1.5 | 0 | 521.5 | |||
| 9 Dec | 53407.75 | 2888.75 | -147.20 | 18.22 | 17 | -4.5 | 521.5 | |||
| 6 Dec | 53509.50 | 3035.95 | 34.75 | 19.07 | 99 | -17.5 | 526 | |||
| 5 Dec | 53603.55 | 3001.2 | 273.90 | - | 68.5 | -5.5 | 543.5 | |||
| 4 Dec | 53266.90 | 2727.3 | 476.85 | 11.50 | 102 | -5 | 549 | |||
| 3 Dec | 52695.75 | 2250.45 | 375.35 | 14.16 | 43.5 | 3 | 554 | |||
| 2 Dec | 52109.00 | 1875.1 | 17.20 | 16.28 | 922.5 | 63 | 551 | |||
| 29 Nov | 52055.60 | 1857.9 | -17.45 | 15.93 | 173.5 | 5.5 | 488 | |||
| 28 Nov | 51906.85 | 1875.35 | -183.40 | 16.69 | 774 | 8.5 | 482.5 | |||
| 27 Nov | 52301.80 | 2058.75 | 28.75 | 14.33 | 101 | 9 | 474 | |||
| 26 Nov | 52191.50 | 2030 | -10.00 | 15.49 | 47 | 17 | 465 | |||
| 25 Nov | 52207.50 | 2040 | 697.65 | 14.97 | 375 | -146.5 | 448 | |||
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| 22 Nov | 51135.40 | 1342.35 | 382.35 | 15.43 | 4,098 | -150.5 | 594.5 | |||
| 21 Nov | 50372.90 | 960 | -5.75 | 14.99 | 2,344 | 151.5 | 745 | |||
| 19 Nov | 50626.50 | 965.75 | 31.10 | 14.15 | 1,706.5 | 333 | 593.5 | |||
| 18 Nov | 50363.80 | 934.65 | 13.85 | 14.28 | 387.5 | 29.5 | 260.5 | |||
| 14 Nov | 50179.55 | 920.8 | -122.80 | 14.11 | 808.5 | 24 | 231 | |||
| 13 Nov | 50088.35 | 1043.6 | -527.10 | 15.10 | 598.5 | 193.5 | 207 | |||
| 12 Nov | 51157.80 | 1570.7 | -616.85 | 15.45 | 28 | 5.5 | 13.5 | |||
| 11 Nov | 51876.75 | 2187.55 | 270.05 | 17.40 | 9 | 2.5 | 8 | |||
| 8 Nov | 51561.20 | 1917.5 | -484.95 | 15.39 | 1 | 5.5 | 5.5 | |||
| 7 Nov | 51916.50 | 2402.45 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 6 Nov | 52317.40 | 2402.45 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 5 Nov | 52207.25 | 2402.45 | 512.50 | 15.41 | 9.5 | 0.5 | 2.5 | |||
| 4 Nov | 51215.25 | 1889.95 | -46.05 | 16.70 | 1 | 2 | 2 | |||
| 1 Nov | 51673.90 | 1936 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 1936 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 51807.50 | 1936 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 52320.70 | 1936 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 51259.30 | 1936 | 152.00 | - | 1 | 0 | 2 | |||
| 25 Oct | 50787.45 | 1784 | -617.70 | - | 3.5 | 2 | 2 | |||
| 24 Oct | 51531.15 | 2401.7 | 0.00 | - | 0 | 0.5 | 0 | |||
| 23 Oct | 51239.00 | 2401.7 | 0.00 | - | 0 | 0.5 | 0 | |||
| 22 Oct | 51257.15 | 2401.7 | 0.00 | - | 0 | 0.5 | 0 | |||
| 21 Oct | 51962.70 | 2401.7 | 0.00 | - | 0 | 0.5 | 0 | |||
| 18 Oct | 52094.20 | 2401.7 | 0.00 | - | 0 | 0.5 | 0 | |||
| 17 Oct | 51288.80 | 2401.7 | 0.00 | - | 0 | 0.5 | 0 | |||
| 16 Oct | 51801.05 | 2401.7 | 0.00 | - | 0 | 0.5 | 0 | |||
| 15 Oct | 51906.00 | 2401.7 | 0.00 | - | 0 | 0.5 | 0 | |||
| 14 Oct | 51816.90 | 2401.7 | 257.20 | - | 4.5 | 0.5 | 0.5 | |||
| 11 Oct | 51172.30 | 2144.5 | 0.00 | - | 0 | 3.5 | 0 | |||
| 10 Oct | 51530.90 | 2144.5 | 0.00 | - | 0 | 3.5 | 0 | |||
| 9 Oct | 51007.00 | 2144.5 | 73.20 | - | 4 | 3.5 | 3.5 | |||
| 8 Oct | 51021.00 | 2071.3 | 0.00 | - | 0 | 1 | 0 | |||
| 7 Oct | 50478.90 | 2071.3 | -2784.95 | - | 2 | 1 | 1 | |||
| 4 Oct | 51462.05 | 4856.25 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 4856.25 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 4856.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 4856.25 | 4856.25 | - | 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 50800 expiring on 24DEC2024
Delta for 50800 CE is 0.56
Historical price for 50800 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 375.4, which was -700.60 lower than the previous day. The implied volatity was 14.68, the open interest changed by 22440 which increased total open position to 25933
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1076, which was -466.95 lower than the previous day. The implied volatity was 21.84, the open interest changed by 2585 which increased total open position to 3493
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1542.95, which was -692.05 lower than the previous day. The implied volatity was 17.52, the open interest changed by -16 which decreased total open position to 908
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2235, which was -673.25 lower than the previous day. The implied volatity was 27.72, the open interest changed by -23 which decreased total open position to 924
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 2908.25, which was 40.35 higher than the previous day. The implied volatity was 28.63, the open interest changed by -5 which decreased total open position to 947
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 2867.9, which was -32.95 lower than the previous day. The implied volatity was -, the open interest changed by 952 which increased total open position to 952
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 2900.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 2900.85, which was -29.70 lower than the previous day. The implied volatity was 23.71, the open interest changed by -1 which decreased total open position to 1042
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 2930.55, which was 41.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1043
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 2888.75, which was -147.20 lower than the previous day. The implied volatity was 18.22, the open interest changed by -9 which decreased total open position to 1043
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 3035.95, which was 34.75 higher than the previous day. The implied volatity was 19.07, the open interest changed by -35 which decreased total open position to 1052
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 3001.2, which was 273.90 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 1087
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2727.3, which was 476.85 higher than the previous day. The implied volatity was 11.50, the open interest changed by -10 which decreased total open position to 1098
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2250.45, which was 375.35 higher than the previous day. The implied volatity was 14.16, the open interest changed by 6 which increased total open position to 1108
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1875.1, which was 17.20 higher than the previous day. The implied volatity was 16.28, the open interest changed by 126 which increased total open position to 1102
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1857.9, which was -17.45 lower than the previous day. The implied volatity was 15.93, the open interest changed by 11 which increased total open position to 976
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1875.35, which was -183.40 lower than the previous day. The implied volatity was 16.69, the open interest changed by 17 which increased total open position to 965
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2058.75, which was 28.75 higher than the previous day. The implied volatity was 14.33, the open interest changed by 18 which increased total open position to 948
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2030, which was -10.00 lower than the previous day. The implied volatity was 15.49, the open interest changed by 34 which increased total open position to 930
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2040, which was 697.65 higher than the previous day. The implied volatity was 14.97, the open interest changed by -293 which decreased total open position to 896
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1342.35, which was 382.35 higher than the previous day. The implied volatity was 15.43, the open interest changed by -301 which decreased total open position to 1189
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 960, which was -5.75 lower than the previous day. The implied volatity was 14.99, the open interest changed by 303 which increased total open position to 1490
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 965.75, which was 31.10 higher than the previous day. The implied volatity was 14.15, the open interest changed by 666 which increased total open position to 1187
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 934.65, which was 13.85 higher than the previous day. The implied volatity was 14.28, the open interest changed by 59 which increased total open position to 521
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 920.8, which was -122.80 lower than the previous day. The implied volatity was 14.11, the open interest changed by 48 which increased total open position to 462
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1043.6, which was -527.10 lower than the previous day. The implied volatity was 15.10, the open interest changed by 387 which increased total open position to 414
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1570.7, which was -616.85 lower than the previous day. The implied volatity was 15.45, the open interest changed by 11 which increased total open position to 27
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 2187.55, which was 270.05 higher than the previous day. The implied volatity was 17.40, the open interest changed by 5 which increased total open position to 16
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1917.5, which was -484.95 lower than the previous day. The implied volatity was 15.39, the open interest changed by 11 which increased total open position to 11
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 2402.45, 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 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 2402.45, 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 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 2402.45, which was 512.50 higher than the previous day. The implied volatity was 15.41, the open interest changed by 1 which increased total open position to 5
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1889.95, which was -46.05 lower than the previous day. The implied volatity was 16.70, the open interest changed by 4 which increased total open position to 4
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1936, 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 1936, 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 1936, 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 1936, 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 1936, which was 152.00 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 1784, which was -617.70 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 2401.7, 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 2401.7, 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 2401.7, 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 2401.7, 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 2401.7, 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 2401.7, 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 2401.7, 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 2401.7, 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 2401.7, which was 257.20 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 2144.5, 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 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 2144.5, 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 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 2144.5, which was 73.20 higher 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 2071.3, 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 2071.3, which was -2784.95 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 4856.25, 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 4856.25, 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 4856.25, 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 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 4856.25, which was 4856.25 higher 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 50800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 21.06
Theta: -42.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 339 | 198.00 | 18.68 | 4,80,406 | 10,153 | 17,538 |
| 19 Dec | 51575.70 | 141 | 67.75 | 18.88 | 1,32,288.5 | -861.5 | 7,385 |
| 18 Dec | 52139.55 | 73.25 | 24.70 | 19.09 | 80,401.5 | 2,093 | 8,246.5 |
| 17 Dec | 52834.80 | 48.55 | 21.05 | 20.20 | 47,469.5 | -201 | 6,153.5 |
| 16 Dec | 53581.35 | 27.5 | -7.65 | 21.00 | 27,948 | 127 | 6,354.5 |
| 13 Dec | 53583.80 | 35.15 | -25.10 | 19.72 | 55,828 | -11 | 6,227.5 |
| 12 Dec | 53216.45 | 60.25 | -0.90 | 19.11 | 13,944 | 220 | 6,238.5 |
| 11 Dec | 53391.35 | 61.15 | -11.85 | 19.37 | 14,553.5 | -144.5 | 6,018.5 |
| 10 Dec | 53577.70 | 73 | -24.10 | 20.66 | 16,811.5 | -536.5 | 6,163 |
| 9 Dec | 53407.75 | 97.1 | -11.80 | 20.54 | 21,597 | 655.5 | 6,699.5 |
| 6 Dec | 53509.50 | 108.9 | -14.25 | 19.89 | 20,473 | 581 | 6,044 |
| 5 Dec | 53603.55 | 123.15 | -27.90 | 20.62 | 23,128 | -136 | 5,463 |
| 4 Dec | 53266.90 | 151.05 | -61.45 | 19.61 | 20,976 | 230 | 5,599 |
| 3 Dec | 52695.75 | 212.5 | -95.50 | 18.48 | 21,910 | 877 | 5,369 |
| 2 Dec | 52109.00 | 308 | -20.00 | 17.83 | 54,308 | 1,913 | 4,492 |
| 29 Nov | 52055.60 | 328 | -19.00 | 16.91 | 36,218 | 390 | 2,579 |
| 28 Nov | 51906.85 | 347 | 83.45 | 16.88 | 34,320 | 992 | 2,189 |
| 27 Nov | 52301.80 | 263.55 | -67.75 | 16.34 | 3,080 | 436.5 | 1,197 |
| 26 Nov | 52191.50 | 331.3 | -33.65 | 17.12 | 937.5 | 73.5 | 760.5 |
| 25 Nov | 52207.50 | 364.95 | -316.05 | 17.74 | 1,338.5 | -49.5 | 687 |
| 22 Nov | 51135.40 | 681 | -268.50 | 16.79 | 3,784.5 | 323 | 736.5 |
| 21 Nov | 50372.90 | 949.5 | -9.55 | 16.57 | 1,617.5 | -55.5 | 413.5 |
| 19 Nov | 50626.50 | 959.05 | -50.60 | 16.69 | 2,265.5 | 260.5 | 469 |
| 18 Nov | 50363.80 | 1009.65 | -50.35 | 16.54 | 210.5 | 38.5 | 208.5 |
| 14 Nov | 50179.55 | 1060 | 74.85 | 15.75 | 649.5 | -52 | 170 |
| 13 Nov | 50088.35 | 985.15 | 319.90 | 15.09 | 774.5 | 181.5 | 222 |
| 12 Nov | 51157.80 | 665.25 | 197.75 | 15.39 | 32.5 | -1.5 | 40.5 |
| 11 Nov | 51876.75 | 467.5 | -124.50 | 15.57 | 15.5 | 0.5 | 42 |
| 8 Nov | 51561.20 | 592 | 80.80 | 15.91 | 91.5 | -23 | 41.5 |
| 7 Nov | 51916.50 | 511.2 | -1.05 | 16.21 | 8.5 | 2 | 64.5 |
| 6 Nov | 52317.40 | 512.25 | -65.25 | 18.20 | 2.5 | -1 | 62.5 |
| 5 Nov | 52207.25 | 577.5 | -224.75 | 17.96 | 77 | 59.5 | 63.5 |
| 4 Nov | 51215.25 | 802.25 | 1.25 | 17.19 | 7 | 4 | 4 |
| 1 Nov | 51673.90 | 801 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 31 Oct | 51475.35 | 801 | 0.00 | - | 0 | 0.5 | 0 |
| 30 Oct | 51807.50 | 801 | 0.00 | - | 0 | 0.5 | 0 |
| 29 Oct | 52320.70 | 801 | 0.00 | - | 0 | 0.5 | 0 |
| 28 Oct | 51259.30 | 801 | -296.90 | - | 0.5 | 0.5 | 2 |
| 25 Oct | 50787.45 | 1097.9 | -86.75 | - | 1 | 1.5 | 1.5 |
| 24 Oct | 51531.15 | 1184.65 | 0.00 | - | 0 | 0.5 | 0 |
| 23 Oct | 51239.00 | 1184.65 | 0.00 | - | 0 | 0.5 | 0 |
| 22 Oct | 51257.15 | 1184.65 | 0.00 | - | 0 | 0.5 | 0 |
| 21 Oct | 51962.70 | 1184.65 | 0.00 | - | 0 | 0.5 | 0 |
| 18 Oct | 52094.20 | 1184.65 | 0.00 | - | 0 | 0.5 | 0 |
| 17 Oct | 51288.80 | 1184.65 | 0.00 | - | 0 | 0.5 | 0 |
| 16 Oct | 51801.05 | 1184.65 | 0.00 | - | 0 | 0.5 | 0 |
| 15 Oct | 51906.00 | 1184.65 | 0.00 | - | 0 | 0.5 | 0 |
| 14 Oct | 51816.90 | 1184.65 | 0.00 | - | 0 | 0.5 | 0 |
| 11 Oct | 51172.30 | 1184.65 | 0.00 | - | 0 | 0.5 | 0 |
| 10 Oct | 51530.90 | 1184.65 | 0.00 | - | 0 | 0.5 | 0 |
| 9 Oct | 51007.00 | 1184.65 | 0.00 | - | 0 | 0.5 | 0 |
| 8 Oct | 51021.00 | 1184.65 | 63.70 | - | 0.5 | 0.5 | 0.5 |
| 7 Oct | 50478.90 | 1120.95 | 472.55 | - | 0.5 | 0 | 0 |
| 4 Oct | 51462.05 | 648.4 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 648.4 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 648.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 648.4 | 648.40 | - | 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 50800 expiring on 24DEC2024
Delta for 50800 PE is -0.45
Historical price for 50800 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 339, which was 198.00 higher than the previous day. The implied volatity was 18.68, the open interest changed by 20306 which increased total open position to 35076
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 141, which was 67.75 higher than the previous day. The implied volatity was 18.88, the open interest changed by -1723 which decreased total open position to 14770
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 73.25, which was 24.70 higher than the previous day. The implied volatity was 19.09, the open interest changed by 4186 which increased total open position to 16493
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 48.55, which was 21.05 higher than the previous day. The implied volatity was 20.20, the open interest changed by -402 which decreased total open position to 12307
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 27.5, which was -7.65 lower than the previous day. The implied volatity was 21.00, the open interest changed by 254 which increased total open position to 12709
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 35.15, which was -25.10 lower than the previous day. The implied volatity was 19.72, the open interest changed by -22 which decreased total open position to 12455
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 60.25, which was -0.90 lower than the previous day. The implied volatity was 19.11, the open interest changed by 440 which increased total open position to 12477
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 61.15, which was -11.85 lower than the previous day. The implied volatity was 19.37, the open interest changed by -289 which decreased total open position to 12037
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 73, which was -24.10 lower than the previous day. The implied volatity was 20.66, the open interest changed by -1073 which decreased total open position to 12326
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 97.1, which was -11.80 lower than the previous day. The implied volatity was 20.54, the open interest changed by 1311 which increased total open position to 13399
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 108.9, which was -14.25 lower than the previous day. The implied volatity was 19.89, the open interest changed by 1162 which increased total open position to 12088
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 123.15, which was -27.90 lower than the previous day. The implied volatity was 20.62, the open interest changed by -272 which decreased total open position to 10926
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 151.05, which was -61.45 lower than the previous day. The implied volatity was 19.61, the open interest changed by 460 which increased total open position to 11198
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 212.5, which was -95.50 lower than the previous day. The implied volatity was 18.48, the open interest changed by 1754 which increased total open position to 10738
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 308, which was -20.00 lower than the previous day. The implied volatity was 17.83, the open interest changed by 3826 which increased total open position to 8984
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 328, which was -19.00 lower than the previous day. The implied volatity was 16.91, the open interest changed by 780 which increased total open position to 5158
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 347, which was 83.45 higher than the previous day. The implied volatity was 16.88, the open interest changed by 1984 which increased total open position to 4378
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 263.55, which was -67.75 lower than the previous day. The implied volatity was 16.34, the open interest changed by 873 which increased total open position to 2394
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 331.3, which was -33.65 lower than the previous day. The implied volatity was 17.12, the open interest changed by 147 which increased total open position to 1521
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 364.95, which was -316.05 lower than the previous day. The implied volatity was 17.74, the open interest changed by -99 which decreased total open position to 1374
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 681, which was -268.50 lower than the previous day. The implied volatity was 16.79, the open interest changed by 646 which increased total open position to 1473
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 949.5, which was -9.55 lower than the previous day. The implied volatity was 16.57, the open interest changed by -111 which decreased total open position to 827
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 959.05, which was -50.60 lower than the previous day. The implied volatity was 16.69, the open interest changed by 521 which increased total open position to 938
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1009.65, which was -50.35 lower than the previous day. The implied volatity was 16.54, the open interest changed by 77 which increased total open position to 417
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1060, which was 74.85 higher than the previous day. The implied volatity was 15.75, the open interest changed by -104 which decreased total open position to 340
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 985.15, which was 319.90 higher than the previous day. The implied volatity was 15.09, the open interest changed by 363 which increased total open position to 444
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 665.25, which was 197.75 higher than the previous day. The implied volatity was 15.39, the open interest changed by -3 which decreased total open position to 81
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 467.5, which was -124.50 lower than the previous day. The implied volatity was 15.57, the open interest changed by 1 which increased total open position to 84
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 592, which was 80.80 higher than the previous day. The implied volatity was 15.91, the open interest changed by -46 which decreased total open position to 83
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 511.2, which was -1.05 lower than the previous day. The implied volatity was 16.21, the open interest changed by 4 which increased total open position to 129
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 512.25, which was -65.25 lower than the previous day. The implied volatity was 18.20, the open interest changed by -2 which decreased total open position to 125
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 577.5, which was -224.75 lower than the previous day. The implied volatity was 17.96, the open interest changed by 119 which increased total open position to 127
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 802.25, which was 1.25 higher than the previous day. The implied volatity was 17.19, the open interest changed by 8 which increased total open position to 8
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 801, 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 801, 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 801, 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 801, 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 801, which was -296.90 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 1097.9, which was -86.75 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 1184.65, 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 1184.65, 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 1184.65, 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 1184.65, 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 1184.65, 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 1184.65, 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 1184.65, 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 1184.65, 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 1184.65, 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 1184.65, 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 1184.65, 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 1184.65, 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 1184.65, which was 63.70 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 1120.95, which was 472.55 higher 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 648.4, 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 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 648.4, 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 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 648.4, 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 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 648.4, which was 648.40 higher 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
