BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
08 Nov 2024 04:13 PM IST
BANKNIFTY 13NOV2024 51000 CE | ||||||||||
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Delta: 0.78
Vega: 17.92
Theta: -34.11
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
8 Nov | 51561.20 | 693 | -399.00 | 13.00 | 1,14,725 | 4,189 | 12,531 | |||
7 Nov | 51916.50 | 1092 | -466.00 | 16.91 | 28,491 | 1,836 | 8,263 | |||
6 Nov | 52317.40 | 1558 | 208.00 | 17.60 | 12,935 | -1,361 | 6,428 | |||
5 Nov | 52207.25 | 1350 | 492.15 | 17.58 | 51,933 | 1,425 | 7,773 | |||
4 Nov | 51215.25 | 857.85 | -244.20 | 20.85 | 18,896 | 5,265 | 6,332 | |||
1 Nov | 51673.90 | 1102.05 | -118.35 | 16.07 | 787 | 202 | 1,121 | |||
31 Oct | 51475.35 | 1220.4 | -176.70 | - | 2,053 | 468 | 910 | |||
30 Oct | 51807.50 | 1397.1 | -238.85 | - | 937 | -329 | 471 | |||
29 Oct | 52320.70 | 1635.95 | 588.95 | - | 1,321 | 122 | 810 | |||
28 Oct | 51259.30 | 1047 | 217.05 | - | 2,714 | -523 | 690 | |||
25 Oct | 50787.45 | 829.95 | -443.75 | - | 4,404 | 1,099 | 1,213 | |||
24 Oct | 51531.15 | 1273.7 | 118.85 | - | 167 | 11 | 126 | |||
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23 Oct | 51239.00 | 1154.85 | -75.15 | - | 152 | 78 | 115 | |||
22 Oct | 51257.15 | 1230 | -375.60 | - | 54 | 25 | 36 | |||
21 Oct | 51962.70 | 1605.6 | -217.00 | - | 2 | 0 | 11 | |||
18 Oct | 52094.20 | 1822.6 | 579.45 | - | 234 | 11 | 17 | |||
17 Oct | 51288.80 | 1243.15 | -213.65 | - | 10 | 4 | 7 | |||
16 Oct | 51801.05 | 1456.8 | 0.00 | - | 0 | 0 | 0 | |||
15 Oct | 51906.00 | 1456.8 | 0.00 | - | 0 | 0 | 0 | |||
14 Oct | 51816.90 | 1456.8 | 0.00 | - | 0 | 3 | 0 | |||
11 Oct | 51172.30 | 1456.8 | 37.80 | - | 3 | 2 | 2 | |||
10 Oct | 51530.90 | 1419 | - | 2 | 1 | 1 |
For Nifty Bank - strike price 51000 expiring on 13NOV2024
Delta for 51000 CE is 0.78
Historical price for 51000 CE is as follows
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 693, which was -399.00 lower than the previous day. The implied volatity was 13.00, the open interest changed by 4189 which increased total open position to 12531
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1092, which was -466.00 lower than the previous day. The implied volatity was 16.91, the open interest changed by 1836 which increased total open position to 8263
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1558, which was 208.00 higher than the previous day. The implied volatity was 17.60, the open interest changed by -1361 which decreased total open position to 6428
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1350, which was 492.15 higher than the previous day. The implied volatity was 17.58, the open interest changed by 1425 which increased total open position to 7773
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 857.85, which was -244.20 lower than the previous day. The implied volatity was 20.85, the open interest changed by 5265 which increased total open position to 6332
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1102.05, which was -118.35 lower than the previous day. The implied volatity was 16.07, the open interest changed by 202 which increased total open position to 1121
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1220.4, which was -176.70 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 1397.1, which was -238.85 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 1635.95, which was 588.95 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 1047, which was 217.05 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 829.95, which was -443.75 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 1273.7, which was 118.85 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 1154.85, which was -75.15 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 1230, which was -375.60 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 1605.6, which was -217.00 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 1822.6, which was 579.45 higher 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 1243.15, which was -213.65 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 1456.8, 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 1456.8, 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 1456.8, 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 1456.8, which was 37.80 higher 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 1419, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
BANKNIFTY 13NOV2024 51000 PE | |||||||
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Delta: -0.25
Vega: 19.26
Theta: -25.33
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
8 Nov | 51561.20 | 138.05 | 12.90 | 15.02 | 17,33,598 | 55,804 | 1,09,729 |
7 Nov | 51916.50 | 125.15 | 31.15 | 17.35 | 10,10,596 | 17,287 | 55,220 |
6 Nov | 52317.40 | 94 | -122.00 | 18.96 | 1,69,964 | 19,392 | 38,419 |
5 Nov | 52207.25 | 216 | -303.90 | 21.43 | 1,34,974 | 8,653 | 19,190 |
4 Nov | 51215.25 | 519.9 | 100.50 | 21.37 | 42,869 | 4,876 | 10,676 |
1 Nov | 51673.90 | 419.4 | 14.70 | 20.81 | 3,903 | 279 | 5,894 |
31 Oct | 51475.35 | 404.7 | 71.70 | - | 17,109 | 360 | 5,549 |
30 Oct | 51807.50 | 333 | 83.00 | - | 8,768 | 1,862 | 5,336 |
29 Oct | 52320.70 | 250 | -230.00 | - | 7,434 | 1,831 | 3,484 |
28 Oct | 51259.30 | 480 | -254.90 | - | 4,004 | 1,125 | 1,662 |
25 Oct | 50787.45 | 734.9 | 271.25 | - | 1,831 | -7 | 537 |
24 Oct | 51531.15 | 463.65 | -153.40 | - | 822 | 291 | 550 |
23 Oct | 51239.00 | 617.05 | 9.10 | - | 639 | 60 | 266 |
22 Oct | 51257.15 | 607.95 | 190.25 | - | 340 | -145 | 206 |
21 Oct | 51962.70 | 417.7 | 107.70 | - | 312 | 44 | 336 |
18 Oct | 52094.20 | 310 | -254.00 | - | 426 | 256 | 312 |
17 Oct | 51288.80 | 564 | 159.60 | - | 62 | 23 | 56 |
16 Oct | 51801.05 | 404.4 | 24.40 | - | 22 | 16 | 32 |
15 Oct | 51906.00 | 380 | -25.00 | - | 6 | 2 | 12 |
14 Oct | 51816.90 | 405 | -95.00 | - | 8 | 5 | 8 |
11 Oct | 51172.30 | 500 | -628.65 | - | 30 | 14 | 14 |
10 Oct | 51530.90 | 1128.65 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 51000 expiring on 13NOV2024
Delta for 51000 PE is -0.25
Historical price for 51000 PE is as follows
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 138.05, which was 12.90 higher than the previous day. The implied volatity was 15.02, the open interest changed by 55804 which increased total open position to 109729
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 125.15, which was 31.15 higher than the previous day. The implied volatity was 17.35, the open interest changed by 17287 which increased total open position to 55220
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 94, which was -122.00 lower than the previous day. The implied volatity was 18.96, the open interest changed by 19392 which increased total open position to 38419
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 216, which was -303.90 lower than the previous day. The implied volatity was 21.43, the open interest changed by 8653 which increased total open position to 19190
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 519.9, which was 100.50 higher than the previous day. The implied volatity was 21.37, the open interest changed by 4876 which increased total open position to 10676
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 419.4, which was 14.70 higher than the previous day. The implied volatity was 20.81, the open interest changed by 279 which increased total open position to 5894
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 404.7, which was 71.70 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 333, which was 83.00 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 250, which was -230.00 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 480, which was -254.90 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 734.9, which was 271.25 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 463.65, which was -153.40 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 617.05, which was 9.10 higher 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 607.95, which was 190.25 higher 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 417.7, which was 107.70 higher 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 310, which was -254.00 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 564, which was 159.60 higher 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 404.4, which was 24.40 higher 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 380, which was -25.00 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 405, which was -95.00 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 500, which was -628.65 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 1128.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to