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

51561.2 -355.30 (-0.68%)

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Historical option data for BANKNIFTY

08 Nov 2024 04:13 PM IST
BANKNIFTY 13NOV2024 51000 CE
Delta: 0.78
Vega: 17.92
Theta: -34.11
Gamma: 0.00
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
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
Delta: -0.25
Vega: 19.26
Theta: -25.33
Gamma: 0.00
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