BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
05 Jul 2024 04:13 PM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 52660.35 | 1625 | -523.50 | - | 1,61,205 | -1,620 | 1,22,970 | |||
| 4 Jul | 53103.70 | 2148.5 | - | 76,965 | -2,025 | 1,24,590 | ||||
| 3 Jul | 53089.25 | 2049 | - | 1,18,320 | 60,600 | 1,26,615 | ||||
| 2 Jul | 52168.10 | 1390 | - | 1,43,790 | 47,625 | 65,970 | ||||
| 1 Jul | 52574.75 | 1710.8 | - | 13,845 | 1,335 | 18,345 | ||||
| 28 Jun | 52342.25 | 1600 | - | 6,630 | 1,830 | 17,010 | ||||
| 27 Jun | 52811.30 | 1987.15 | - | 3,465 | 195 | 15,180 | ||||
| 26 Jun | 52870.50 | 1810.95 | - | 11,895 | 5,025 | 14,940 | ||||
| 25 Jun | 52606.00 | 1740.9 | - | 17,190 | -1,575 | 9,915 | ||||
| 24 Jun | 51703.95 | 1177.45 | - | 30,585 | 1,035 | 11,550 | ||||
| 21 Jun | 51661.45 | 1079.75 | - | 10,515 | 1,560 | 10,515 | ||||
| 20 Jun | 51783.25 | 1208.95 | - | 21,225 | -2,475 | 9,480 | ||||
|
|
||||||||||
| 19 Jun | 51398.05 | 1098.00 | - | 31,665 | 8,790 | 11,955 | ||||
| 18 Jun | 50440.90 | 508.50 | - | 6,375 | 960 | 3,045 | ||||
| 14 Jun | 50002.00 | 392.00 | - | 5,460 | 1,440 | 2,085 | ||||
| 13 Jun | 49846.70 | 454.00 | - | 915 | 240 | 675 | ||||
| 12 Jun | 49895.10 | 527.45 | - | 195 | 150 | 420 | ||||
| 11 Jun | 49705.75 | 501.45 | - | 270 | 30 | 270 | ||||
| 10 Jun | 49780.90 | 679.00 | - | 270 | 225 | 240 | ||||
| 7 Jun | 49803.20 | 725.00 | - | 0 | 0 | 0 | ||||
For NIFTY BANK - strike price 51000 expiring on 10JUL2024
Delta for 51000 CE is -
Historical price for 51000 CE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 1625, which was -523.50 lower than the previous day. The implied volatity was -, the open interest changed by -1620 which decreased total open position to 122970
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 2148.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -2025 which decreased total open position to 124590
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 2049, which was lower than the previous day. The implied volatity was -, the open interest changed by 60600 which increased total open position to 126615
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 1390, which was lower than the previous day. The implied volatity was -, the open interest changed by 47625 which increased total open position to 65970
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 1710.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 1335 which increased total open position to 18345
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 1600, which was lower than the previous day. The implied volatity was -, the open interest changed by 1830 which increased total open position to 17010
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 1987.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 195 which increased total open position to 15180
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 1810.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 5025 which increased total open position to 14940
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 1740.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -1575 which decreased total open position to 9915
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 1177.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1035 which increased total open position to 11550
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 1079.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1560 which increased total open position to 10515
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 1208.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -2475 which decreased total open position to 9480
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 1098.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 8790 which increased total open position to 11955
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 508.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 960 which increased total open position to 3045
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 392.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1440 which increased total open position to 2085
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 454.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 240 which increased total open position to 675
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 527.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 420
On 11 Jun BANKNIFTY was trading at 49705.75. The strike last trading price was 501.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 270
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 679.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 240
On 7 Jun BANKNIFTY was trading at 49803.20. The strike last trading price was 725.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 52660.35 | 15.85 | -3.20 | - | 2,32,62,525 | 10,185 | 16,93,890 |
| 4 Jul | 53103.70 | 19.05 | - | 1,84,14,120 | 7,71,135 | 16,83,705 | |
| 3 Jul | 53089.25 | 31.65 | - | 46,36,980 | 5,20,305 | 9,12,570 | |
| 2 Jul | 52168.10 | 125.15 | - | 16,61,490 | 1,14,420 | 3,93,450 | |
| 1 Jul | 52574.75 | 100.25 | - | 6,46,545 | 1,01,040 | 2,79,030 | |
| 28 Jun | 52342.25 | 145 | - | 7,50,720 | 57,915 | 1,77,990 | |
| 27 Jun | 52811.30 | 126.95 | - | 5,82,840 | 50,340 | 1,20,075 | |
| 26 Jun | 52870.50 | 155.55 | - | 2,79,705 | -3,300 | 70,110 | |
| 25 Jun | 52606.00 | 218.35 | - | 1,49,385 | 21,645 | 73,410 | |
| 24 Jun | 51703.95 | 371.45 | - | 1,93,230 | 16,485 | 51,990 | |
| 21 Jun | 51661.45 | 428.85 | - | 75,540 | 3,000 | 35,520 | |
| 20 Jun | 51783.25 | 415.35 | - | 79,830 | 21,630 | 37,845 | |
| 19 Jun | 51398.05 | 585.00 | - | 42,000 | 16,215 | 16,215 | |
| 18 Jun | 50440.90 | 2297.45 | - | 0 | 0 | 0 | |
| 14 Jun | 50002.00 | 2297.45 | - | 0 | 0 | 0 | |
| 13 Jun | 49846.70 | 2297.45 | - | 0 | 0 | 0 | |
| 12 Jun | 49895.10 | 2297.45 | - | 0 | 0 | 0 | |
| 11 Jun | 49705.75 | 2297.45 | - | 0 | 0 | 0 | |
| 10 Jun | 49780.90 | 2297.45 | - | 0 | 0 | 0 | |
| 7 Jun | 49803.20 | 2297.45 | - | 0 | 0 | 0 | |
For NIFTY BANK - strike price 51000 expiring on 10JUL2024
Delta for 51000 PE is -
Historical price for 51000 PE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 15.85, which was -3.20 lower than the previous day. The implied volatity was -, the open interest changed by 10185 which increased total open position to 1693890
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 19.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 771135 which increased total open position to 1683705
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 31.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 520305 which increased total open position to 912570
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 125.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 114420 which increased total open position to 393450
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 100.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 101040 which increased total open position to 279030
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 145, which was lower than the previous day. The implied volatity was -, the open interest changed by 57915 which increased total open position to 177990
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 126.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 50340 which increased total open position to 120075
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 155.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -3300 which decreased total open position to 70110
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 218.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 21645 which increased total open position to 73410
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 371.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 16485 which increased total open position to 51990
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 428.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 35520
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 415.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 21630 which increased total open position to 37845
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 585.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 16215 which increased total open position to 16215
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 2297.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 2297.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 2297.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 2297.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun BANKNIFTY was trading at 49705.75. The strike last trading price was 2297.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 2297.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun BANKNIFTY was trading at 49803.20. The strike last trading price was 2297.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0