BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 50900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.51
Vega: 21.23
Theta: -45.25
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 315.95 | -669.40 | 14.39 | 1,51,476.5 | 6,131 | 7,857 | |||
| 19 Dec | 51575.70 | 985.35 | -511.70 | 20.96 | 8,312.5 | 1,394.5 | 1,726 | |||
| 18 Dec | 52139.55 | 1497.05 | -620.95 | 20.54 | 183 | -4 | 331.5 | |||
| 17 Dec | 52834.80 | 2118 | -738.00 | 25.75 | 40.5 | 2.5 | 335.5 | |||
| 16 Dec | 53581.35 | 2856 | 74.85 | 30.93 | 3 | 0 | 333 | |||
| 13 Dec | 53583.80 | 2781.15 | 216.90 | - | 48 | -13.5 | 333 | |||
| 12 Dec | 53216.45 | 2564.25 | -104.10 | 19.37 | 44 | -14 | 346.5 | |||
| 11 Dec | 53391.35 | 2668.35 | -178.15 | - | 43.5 | -1.5 | 360.5 | |||
| 10 Dec | 53577.70 | 2846.5 | -40.50 | - | 3.5 | 362 | 362 | |||
| 9 Dec | 53407.75 | 2887 | 0.00 | 0.00 | 0 | -8 | 0 | |||
| 6 Dec | 53509.50 | 2887 | -36.95 | 15.54 | 21.5 | -8 | 363.5 | |||
| 5 Dec | 53603.55 | 2923.95 | 286.70 | - | 53 | -10 | 371.5 | |||
| 4 Dec | 53266.90 | 2637.25 | 471.50 | 12.27 | 105.5 | 3.5 | 381.5 | |||
| 3 Dec | 52695.75 | 2165.75 | 376.95 | 14.28 | 169.5 | -9.5 | 378 | |||
| 2 Dec | 52109.00 | 1788.8 | 13.25 | 16.03 | 680 | 14 | 387.5 | |||
| 29 Nov | 52055.60 | 1775.55 | -23.85 | 15.76 | 518 | 7 | 373.5 | |||
| 28 Nov | 51906.85 | 1799.4 | -165.45 | 16.62 | 495.5 | 30.5 | 366.5 | |||
| 27 Nov | 52301.80 | 1964.85 | 15.85 | 13.81 | 60.5 | -4 | 336 | |||
| 26 Nov | 52191.50 | 1949 | -13.30 | 15.40 | 74.5 | -11 | 340 | |||
| 25 Nov | 52207.50 | 1962.3 | 694.75 | 14.97 | 238 | -76.5 | 351 | |||
| 22 Nov | 51135.40 | 1267.55 | 355.90 | 15.18 | 2,702 | 39.5 | 427.5 | |||
| 21 Nov | 50372.90 | 911.65 | 8.20 | 15.01 | 1,337.5 | 8.5 | 388 | |||
| 19 Nov | 50626.50 | 903.45 | 21.00 | 13.97 | 1,262 | 263.5 | 379.5 | |||
| 18 Nov | 50363.80 | 882.45 | -17.50 | 14.23 | 185.5 | 9 | 116 | |||
| 14 Nov | 50179.55 | 899.95 | -92.20 | 14.51 | 265 | 6 | 107 | |||
| 13 Nov | 50088.35 | 992.15 | -497.85 | 15.06 | 280 | 83.5 | 101 | |||
| 12 Nov | 51157.80 | 1490 | -437.65 | 15.15 | 19 | 9.5 | 17.5 | |||
| 11 Nov | 51876.75 | 1927.65 | 2.85 | 14.26 | 8 | 2.5 | 8 | |||
| 8 Nov | 51561.20 | 1924.8 | -145.40 | 16.52 | 1.5 | 0.5 | 5.5 | |||
| 7 Nov | 51916.50 | 2070.2 | -404.70 | 14.38 | 7 | 0 | 5 | |||
| 6 Nov | 52317.40 | 2474.9 | 148.50 | 14.46 | 1 | 5 | 5 | |||
| 5 Nov | 52207.25 | 2326.4 | -18.60 | 15.36 | 5 | 0 | 0 | |||
| 4 Nov | 51215.25 | 2345 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 1 Nov | 51673.90 | 2345 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 31 Oct | 51475.35 | 2345 | 0.00 | - | 0 | 0.5 | 0 | |||
| 30 Oct | 51807.50 | 2345 | 0.00 | - | 0 | 0.5 | 0 | |||
| 29 Oct | 52320.70 | 2345 | 0.00 | - | 0 | 0.5 | 0 | |||
| 28 Oct | 51259.30 | 2345 | 0.00 | - | 0 | 0.5 | 0 | |||
| 25 Oct | 50787.45 | 2345 | 0.00 | - | 0 | 0.5 | 0 | |||
| 24 Oct | 51531.15 | 2345 | 0.00 | - | 0 | 0.5 | 0 | |||
| 23 Oct | 51239.00 | 2345 | 0.00 | - | 0 | 0.5 | 0 | |||
| 22 Oct | 51257.15 | 2345 | 0.00 | - | 0 | 0.5 | 0 | |||
| 21 Oct | 51962.70 | 2345 | 0.00 | - | 0 | 0.5 | 0 | |||
| 18 Oct | 52094.20 | 2345 | 0.00 | - | 0 | 0.5 | 0 | |||
| 17 Oct | 51288.80 | 2345 | 0.00 | - | 0 | 0.5 | 0 | |||
| 16 Oct | 51801.05 | 2345 | 0.00 | - | 0 | 0.5 | 0 | |||
| 15 Oct | 51906.00 | 2345 | 0.00 | - | 0 | 0.5 | 0 | |||
| 14 Oct | 51816.90 | 2345 | 0.00 | - | 0 | 0.5 | 0 | |||
| 11 Oct | 51172.30 | 2345 | 0.00 | - | 0 | 0.5 | 0 | |||
| 10 Oct | 51530.90 | 2345 | 0.00 | - | 0 | 0.5 | 0 | |||
| 9 Oct | 51007.00 | 2345 | 187.15 | - | 0.5 | 0.5 | 0.5 | |||
| 8 Oct | 51021.00 | 2157.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 2157.85 | -2623.00 | - | 0.5 | 0 | 0 | |||
| 4 Oct | 51462.05 | 4780.85 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 4780.85 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 4780.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 4780.85 | 4780.85 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 50900 expiring on 24DEC2024
Delta for 50900 CE is 0.51
Historical price for 50900 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 315.95, which was -669.40 lower than the previous day. The implied volatity was 14.39, the open interest changed by 12262 which increased total open position to 15714
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 985.35, which was -511.70 lower than the previous day. The implied volatity was 20.96, the open interest changed by 2789 which increased total open position to 3452
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1497.05, which was -620.95 lower than the previous day. The implied volatity was 20.54, the open interest changed by -8 which decreased total open position to 663
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2118, which was -738.00 lower than the previous day. The implied volatity was 25.75, the open interest changed by 5 which increased total open position to 671
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 2856, which was 74.85 higher than the previous day. The implied volatity was 30.93, the open interest changed by 0 which decreased total open position to 666
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 2781.15, which was 216.90 higher than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 666
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 2564.25, which was -104.10 lower than the previous day. The implied volatity was 19.37, the open interest changed by -28 which decreased total open position to 693
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 2668.35, which was -178.15 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 721
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 2846.5, which was -40.50 lower than the previous day. The implied volatity was -, the open interest changed by 724 which increased total open position to 724
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 2887, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -16 which decreased total open position to 0
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 2887, which was -36.95 lower than the previous day. The implied volatity was 15.54, the open interest changed by -16 which decreased total open position to 727
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2923.95, which was 286.70 higher than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 743
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2637.25, which was 471.50 higher than the previous day. The implied volatity was 12.27, the open interest changed by 7 which increased total open position to 763
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2165.75, which was 376.95 higher than the previous day. The implied volatity was 14.28, the open interest changed by -19 which decreased total open position to 756
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1788.8, which was 13.25 higher than the previous day. The implied volatity was 16.03, the open interest changed by 28 which increased total open position to 775
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1775.55, which was -23.85 lower than the previous day. The implied volatity was 15.76, the open interest changed by 14 which increased total open position to 747
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1799.4, which was -165.45 lower than the previous day. The implied volatity was 16.62, the open interest changed by 61 which increased total open position to 733
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1964.85, which was 15.85 higher than the previous day. The implied volatity was 13.81, the open interest changed by -8 which decreased total open position to 672
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1949, which was -13.30 lower than the previous day. The implied volatity was 15.40, the open interest changed by -22 which decreased total open position to 680
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1962.3, which was 694.75 higher than the previous day. The implied volatity was 14.97, the open interest changed by -153 which decreased total open position to 702
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1267.55, which was 355.90 higher than the previous day. The implied volatity was 15.18, the open interest changed by 79 which increased total open position to 855
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 911.65, which was 8.20 higher than the previous day. The implied volatity was 15.01, the open interest changed by 17 which increased total open position to 776
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 903.45, which was 21.00 higher than the previous day. The implied volatity was 13.97, the open interest changed by 527 which increased total open position to 759
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 882.45, which was -17.50 lower than the previous day. The implied volatity was 14.23, the open interest changed by 18 which increased total open position to 232
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 899.95, which was -92.20 lower than the previous day. The implied volatity was 14.51, the open interest changed by 12 which increased total open position to 214
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 992.15, which was -497.85 lower than the previous day. The implied volatity was 15.06, the open interest changed by 167 which increased total open position to 202
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1490, which was -437.65 lower than the previous day. The implied volatity was 15.15, the open interest changed by 19 which increased total open position to 35
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1927.65, which was 2.85 higher than the previous day. The implied volatity was 14.26, 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 1924.8, which was -145.40 lower than the previous day. The implied volatity was 16.52, the open interest changed by 1 which increased total open position to 11
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 2070.2, which was -404.70 lower than the previous day. The implied volatity was 14.38, the open interest changed by 0 which decreased total open position to 10
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 2474.9, which was 148.50 higher than the previous day. The implied volatity was 14.46, the open interest changed by 10 which increased total open position to 10
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 2326.4, which was -18.60 lower than the previous day. The implied volatity was 15.36, 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 2345, 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 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 2345, 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 2345, 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 2345, 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 2345, 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 2345, 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 2345, 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 2345, 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 2345, 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 2345, 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 2345, 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 2345, 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 2345, 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 2345, 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 2345, 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 2345, 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 2345, 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 2345, 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 2345, which was 187.15 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 2157.85, 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 2157.85, which was -2623.00 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 4780.85, 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 4780.85, 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 4780.85, 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 4780.85, which was 4780.85 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 50900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 21.23
Theta: -43.02
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 389.35 | 225.35 | 18.81 | 4,05,849 | -1,081.5 | 8,606.5 |
| 19 Dec | 51575.70 | 164 | 84.00 | 18.85 | 1,24,213.5 | 4,836 | 9,688 |
| 18 Dec | 52139.55 | 80 | 25.95 | 18.65 | 80,409.5 | 191 | 4,852 |
| 17 Dec | 52834.80 | 54.05 | 22.10 | 19.96 | 38,151.5 | -607 | 4,661 |
| 16 Dec | 53581.35 | 31.95 | -4.20 | 20.98 | 24,428 | 1,100.5 | 5,268 |
| 13 Dec | 53583.80 | 36.15 | -25.85 | 19.28 | 37,709.5 | -43.5 | 4,167.5 |
| 12 Dec | 53216.45 | 62 | -1.20 | 18.66 | 12,417 | -343.5 | 4,211 |
| 11 Dec | 53391.35 | 63.2 | -15.40 | 18.97 | 15,997.5 | -1,108 | 4,554.5 |
| 10 Dec | 53577.70 | 78.6 | -24.80 | 20.49 | 18,791 | 1,148.5 | 5,662.5 |
| 9 Dec | 53407.75 | 103.4 | -14.95 | 20.33 | 19,215.5 | 519.5 | 4,514 |
| 6 Dec | 53509.50 | 118.35 | -13.35 | 19.83 | 17,802.5 | -171 | 3,994.5 |
| 5 Dec | 53603.55 | 131.7 | -28.40 | 20.50 | 16,962 | -140.5 | 4,165.5 |
| 4 Dec | 53266.90 | 160.1 | -68.45 | 19.44 | 15,735.5 | -242 | 4,306 |
| 3 Dec | 52695.75 | 228.55 | -99.45 | 18.41 | 20,017.5 | 321.5 | 4,548 |
| 2 Dec | 52109.00 | 328 | -12.00 | 17.71 | 70,796 | 2,367.5 | 4,226.5 |
| 29 Nov | 52055.60 | 340 | -27.00 | 16.60 | 34,402 | 112 | 1,859 |
| 28 Nov | 51906.85 | 367 | 86.45 | 16.68 | 28,945.5 | 486 | 1,747 |
| 27 Nov | 52301.80 | 280.55 | -73.65 | 16.19 | 2,561.5 | 666 | 1,261 |
| 26 Nov | 52191.50 | 354.2 | -30.05 | 17.07 | 981.5 | -5 | 595 |
| 25 Nov | 52207.50 | 384.25 | -336.95 | 17.56 | 1,233.5 | 82.5 | 600 |
| 22 Nov | 51135.40 | 721.2 | -275.45 | 16.84 | 3,658 | 133.5 | 517.5 |
| 21 Nov | 50372.90 | 996.65 | -13.35 | 16.52 | 1,155.5 | -84 | 384 |
| 19 Nov | 50626.50 | 1010 | -45.20 | 16.73 | 1,891.5 | 317 | 468 |
| 18 Nov | 50363.80 | 1055.2 | -55.45 | 16.47 | 94.5 | 41 | 151 |
| 14 Nov | 50179.55 | 1110.65 | 26.90 | 15.74 | 124.5 | 13.5 | 110 |
| 13 Nov | 50088.35 | 1083.75 | 426.65 | 15.80 | 580.5 | 54.5 | 96.5 |
| 12 Nov | 51157.80 | 657.1 | 182.00 | 14.69 | 9 | 2 | 42 |
| 11 Nov | 51876.75 | 475.1 | -156.35 | 15.21 | 5 | 0.5 | 40 |
| 8 Nov | 51561.20 | 631.45 | 82.45 | 16.01 | 143 | 12.5 | 39.5 |
| 7 Nov | 51916.50 | 549 | 68.80 | 16.35 | 5.5 | -1 | 27 |
| 6 Nov | 52317.40 | 480.2 | -121.85 | 17.22 | 3.5 | -1 | 28 |
| 5 Nov | 52207.25 | 602.05 | -235.40 | 17.89 | 5 | 1.5 | 29 |
| 4 Nov | 51215.25 | 837.45 | -213.05 | 17.16 | 95 | 27.5 | 27.5 |
| 1 Nov | 51673.90 | 1050.5 | 0.00 | 0.00 | 0 | 2 | 0 |
| 31 Oct | 51475.35 | 1050.5 | 0.00 | - | 0 | 2 | 0 |
| 30 Oct | 51807.50 | 1050.5 | 0.00 | - | 0 | 2 | 0 |
| 29 Oct | 52320.70 | 1050.5 | 0.00 | - | 0 | 2 | 0 |
| 28 Oct | 51259.30 | 1050.5 | 0.00 | - | 0 | 2 | 0 |
| 25 Oct | 50787.45 | 1050.5 | 315.45 | - | 9 | 2 | 2 |
| 24 Oct | 51531.15 | 735.05 | 63.85 | - | 1.5 | 0 | 0 |
| 23 Oct | 51239.00 | 671.2 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 671.2 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 671.2 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 671.2 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 671.2 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 671.2 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 671.2 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 671.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 671.2 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 671.2 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 671.2 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 671.2 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 671.2 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 671.2 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 671.2 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 671.2 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 671.2 | 671.20 | - | 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 50900 expiring on 24DEC2024
Delta for 50900 PE is -0.49
Historical price for 50900 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 389.35, which was 225.35 higher than the previous day. The implied volatity was 18.81, the open interest changed by -2163 which decreased total open position to 17213
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 164, which was 84.00 higher than the previous day. The implied volatity was 18.85, the open interest changed by 9672 which increased total open position to 19376
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 80, which was 25.95 higher than the previous day. The implied volatity was 18.65, the open interest changed by 382 which increased total open position to 9704
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 54.05, which was 22.10 higher than the previous day. The implied volatity was 19.96, the open interest changed by -1214 which decreased total open position to 9322
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 31.95, which was -4.20 lower than the previous day. The implied volatity was 20.98, the open interest changed by 2201 which increased total open position to 10536
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 36.15, which was -25.85 lower than the previous day. The implied volatity was 19.28, the open interest changed by -87 which decreased total open position to 8335
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 62, which was -1.20 lower than the previous day. The implied volatity was 18.66, the open interest changed by -687 which decreased total open position to 8422
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 63.2, which was -15.40 lower than the previous day. The implied volatity was 18.97, the open interest changed by -2216 which decreased total open position to 9109
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 78.6, which was -24.80 lower than the previous day. The implied volatity was 20.49, the open interest changed by 2297 which increased total open position to 11325
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 103.4, which was -14.95 lower than the previous day. The implied volatity was 20.33, the open interest changed by 1039 which increased total open position to 9028
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 118.35, which was -13.35 lower than the previous day. The implied volatity was 19.83, the open interest changed by -342 which decreased total open position to 7989
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 131.7, which was -28.40 lower than the previous day. The implied volatity was 20.50, the open interest changed by -281 which decreased total open position to 8331
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 160.1, which was -68.45 lower than the previous day. The implied volatity was 19.44, the open interest changed by -484 which decreased total open position to 8612
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 228.55, which was -99.45 lower than the previous day. The implied volatity was 18.41, the open interest changed by 643 which increased total open position to 9096
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 328, which was -12.00 lower than the previous day. The implied volatity was 17.71, the open interest changed by 4735 which increased total open position to 8453
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 340, which was -27.00 lower than the previous day. The implied volatity was 16.60, the open interest changed by 224 which increased total open position to 3718
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 367, which was 86.45 higher than the previous day. The implied volatity was 16.68, the open interest changed by 972 which increased total open position to 3494
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 280.55, which was -73.65 lower than the previous day. The implied volatity was 16.19, the open interest changed by 1332 which increased total open position to 2522
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 354.2, which was -30.05 lower than the previous day. The implied volatity was 17.07, the open interest changed by -10 which decreased total open position to 1190
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 384.25, which was -336.95 lower than the previous day. The implied volatity was 17.56, the open interest changed by 165 which increased total open position to 1200
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 721.2, which was -275.45 lower than the previous day. The implied volatity was 16.84, the open interest changed by 267 which increased total open position to 1035
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 996.65, which was -13.35 lower than the previous day. The implied volatity was 16.52, the open interest changed by -168 which decreased total open position to 768
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1010, which was -45.20 lower than the previous day. The implied volatity was 16.73, the open interest changed by 634 which increased total open position to 936
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1055.2, which was -55.45 lower than the previous day. The implied volatity was 16.47, the open interest changed by 82 which increased total open position to 302
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1110.65, which was 26.90 higher than the previous day. The implied volatity was 15.74, the open interest changed by 27 which increased total open position to 220
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1083.75, which was 426.65 higher than the previous day. The implied volatity was 15.80, the open interest changed by 109 which increased total open position to 193
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 657.1, which was 182.00 higher than the previous day. The implied volatity was 14.69, the open interest changed by 4 which increased total open position to 84
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 475.1, which was -156.35 lower than the previous day. The implied volatity was 15.21, the open interest changed by 1 which increased total open position to 80
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 631.45, which was 82.45 higher than the previous day. The implied volatity was 16.01, the open interest changed by 25 which increased total open position to 79
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 549, which was 68.80 higher than the previous day. The implied volatity was 16.35, the open interest changed by -2 which decreased total open position to 54
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 480.2, which was -121.85 lower than the previous day. The implied volatity was 17.22, the open interest changed by -2 which decreased total open position to 56
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 602.05, which was -235.40 lower than the previous day. The implied volatity was 17.89, the open interest changed by 3 which increased total open position to 58
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 837.45, which was -213.05 lower than the previous day. The implied volatity was 17.16, the open interest changed by 55 which increased total open position to 55
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1050.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1050.5, 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 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 1050.5, 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 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 1050.5, 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 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 1050.5, 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 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 1050.5, which was 315.45 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 735.05, which was 63.85 higher 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 671.2, 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 671.2, 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 671.2, 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 671.2, 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 671.2, 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 671.2, 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 671.2, 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 671.2, 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 671.2, 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 671.2, 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 671.2, 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 671.2, 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 671.2, 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 671.2, 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 671.2, 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 671.2, 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 671.2, which was 671.20 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
