BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 51000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.46
Vega: 21.15
Theta: -44.67
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 270 | -648.00 | 14.49 | 4,90,247 | 25,302 | 39,636 | |||
| 19 Dec | 51575.70 | 918 | -496.95 | 21.16 | 81,514.5 | 8,455 | 14,334 | |||
| 18 Dec | 52139.55 | 1414.95 | -598.65 | 20.61 | 7,977.5 | -768 | 5,879 | |||
| 17 Dec | 52834.80 | 2013.6 | -657.90 | 24.42 | 4,590 | 480.5 | 6,647 | |||
| 16 Dec | 53581.35 | 2671.5 | -12.40 | 24.23 | 1,074 | -310 | 6,166.5 | |||
| 13 Dec | 53583.80 | 2683.9 | 224.85 | - | 5,188 | -585 | 6,476.5 | |||
| 12 Dec | 53216.45 | 2459.05 | -125.95 | 18.39 | 791 | -389 | 7,061.5 | |||
| 11 Dec | 53391.35 | 2585 | -170.00 | 13.18 | 766 | -110 | 7,450.5 | |||
| 10 Dec | 53577.70 | 2755 | 153.75 | - | 1,106 | -275 | 7,560.5 | |||
| 9 Dec | 53407.75 | 2601.25 | -201.75 | - | 687.5 | -202.5 | 7,835.5 | |||
| 6 Dec | 53509.50 | 2803 | -10.00 | 16.15 | 1,361.5 | -54 | 8,038 | |||
| 5 Dec | 53603.55 | 2813 | 262.90 | - | 2,040.5 | -145 | 8,092 | |||
| 4 Dec | 53266.90 | 2550.1 | 463.60 | 12.90 | 4,851 | -1,494 | 8,237 | |||
| 3 Dec | 52695.75 | 2086.5 | 366.50 | 14.73 | 6,971 | -332 | 9,731 | |||
| 2 Dec | 52109.00 | 1720 | 20.20 | 16.21 | 11,606 | -337.5 | 10,063 | |||
| 29 Nov | 52055.60 | 1699.8 | -20.80 | 15.71 | 12,952.5 | 1,081 | 10,400.5 | |||
| 28 Nov | 51906.85 | 1720.6 | -179.40 | 16.31 | 10,058 | -621.5 | 9,319.5 | |||
| 27 Nov | 52301.80 | 1900 | 45.45 | 14.37 | 5,461 | 334 | 9,941 | |||
| 26 Nov | 52191.50 | 1854.55 | -35.45 | 14.96 | 2,659 | -203.5 | 9,607 | |||
| 25 Nov | 52207.50 | 1890 | 681.55 | 15.06 | 14,399.5 | -5,354 | 9,810.5 | |||
| 22 Nov | 51135.40 | 1208.45 | 343.45 | 15.18 | 40,175 | 1,778.5 | 15,164.5 | |||
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| 21 Nov | 50372.90 | 865 | 7.50 | 15.04 | 27,226 | 6,410.5 | 13,386 | |||
| 19 Nov | 50626.50 | 857.5 | 23.50 | 14.01 | 14,490.5 | 1,391 | 6,975.5 | |||
| 18 Nov | 50363.80 | 834 | 4.00 | 14.26 | 5,715.5 | 357 | 5,584.5 | |||
| 14 Nov | 50179.55 | 830 | -117.35 | 14.14 | 10,794.5 | 1,403.5 | 5,227.5 | |||
| 13 Nov | 50088.35 | 947.35 | -467.65 | 15.09 | 10,236 | 1,767.5 | 3,824 | |||
| 12 Nov | 51157.80 | 1415 | -435.40 | 14.92 | 2,165 | 273.5 | 2,056.5 | |||
| 11 Nov | 51876.75 | 1850.4 | 100.40 | 14.15 | 1,120.5 | 12 | 1,783 | |||
| 8 Nov | 51561.20 | 1750 | -310.00 | 14.84 | 1,003.5 | -6 | 1,771 | |||
| 7 Nov | 51916.50 | 2060 | -380.00 | 15.35 | 643 | 151.5 | 1,777 | |||
| 6 Nov | 52317.40 | 2440 | 195.00 | 15.20 | 310.5 | -16 | 1,625.5 | |||
| 5 Nov | 52207.25 | 2245 | 473.00 | 15.21 | 1,119 | 16 | 1,641.5 | |||
| 4 Nov | 51215.25 | 1772 | -246.00 | 16.75 | 665.5 | 190 | 1,625.5 | |||
| 1 Nov | 51673.90 | 2018 | -34.80 | 15.31 | 40 | 17.5 | 1,435.5 | |||
| 31 Oct | 51475.35 | 2052.8 | -256.95 | - | 192.5 | 48 | 1,418 | |||
| 30 Oct | 51807.50 | 2309.75 | -191.00 | - | 295.5 | 2.5 | 1,370 | |||
| 29 Oct | 52320.70 | 2500.75 | 614.70 | - | 597 | -143 | 1,367.5 | |||
| 28 Oct | 51259.30 | 1886.05 | 281.70 | - | 469 | -42 | 1,510.5 | |||
| 25 Oct | 50787.45 | 1604.35 | -491.65 | - | 1,940 | 185 | 1,552.5 | |||
| 24 Oct | 51531.15 | 2096 | 163.00 | - | 325.5 | -18 | 1,367.5 | |||
| 23 Oct | 51239.00 | 1933 | -53.45 | - | 418.5 | 34 | 1,385.5 | |||
| 22 Oct | 51257.15 | 1986.45 | -334.55 | - | 250 | 30 | 1,351.5 | |||
| 21 Oct | 51962.70 | 2321 | -207.05 | - | 236.5 | 4 | 1,321.5 | |||
| 18 Oct | 52094.20 | 2528.05 | 492.30 | - | 357.5 | 19.5 | 1,317.5 | |||
| 17 Oct | 51288.80 | 2035.75 | -323.85 | - | 334 | 44 | 1,298 | |||
| 16 Oct | 51801.05 | 2359.6 | -51.35 | - | 164.5 | -8 | 1,254 | |||
| 15 Oct | 51906.00 | 2410.95 | 43.30 | - | 50.5 | -7.5 | 1,262 | |||
| 14 Oct | 51816.90 | 2367.65 | 392.65 | - | 275.5 | -108.5 | 1,269.5 | |||
| 11 Oct | 51172.30 | 1975 | -260.00 | - | 343 | 116.5 | 1,378 | |||
| 10 Oct | 51530.90 | 2235 | 220.00 | - | 187.5 | -28 | 1,261.5 | |||
| 9 Oct | 51007.00 | 2015 | -33.35 | - | 399 | -10 | 1,289.5 | |||
| 8 Oct | 51021.00 | 2048.35 | 198.35 | - | 351.5 | 117 | 1,299.5 | |||
| 7 Oct | 50478.90 | 1850 | -486.10 | - | 923 | 115.5 | 1,182.5 | |||
| 4 Oct | 51462.05 | 2336.1 | -263.95 | - | 297.5 | 33 | 1,067 | |||
| 3 Oct | 51845.20 | 2600.05 | -735.40 | - | 820 | -275 | 1,034 | |||
| 1 Oct | 52922.60 | 3335.45 | 14.90 | - | 31 | 11 | 1,309 | |||
| 30 Sept | 52978.10 | 3320.55 | -540.85 | - | 138.5 | -33.5 | 1,298 | |||
| 27 Sept | 53834.30 | 3861.4 | -234.00 | - | 352 | -32.5 | 1,331.5 | |||
| 26 Sept | 54375.35 | 4095.4 | 176.80 | - | 76.5 | 16 | 1,364 | |||
| 25 Sept | 54114.80 | 3918.60 | - | 220 | -59.5 | 1,348 | ||||
For Nifty Bank - strike price 51000 expiring on 24DEC2024
Delta for 51000 CE is 0.46
Historical price for 51000 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 270, which was -648.00 lower than the previous day. The implied volatity was 14.49, the open interest changed by 50604 which increased total open position to 79272
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 918, which was -496.95 lower than the previous day. The implied volatity was 21.16, the open interest changed by 16910 which increased total open position to 28668
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1414.95, which was -598.65 lower than the previous day. The implied volatity was 20.61, the open interest changed by -1536 which decreased total open position to 11758
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2013.6, which was -657.90 lower than the previous day. The implied volatity was 24.42, the open interest changed by 961 which increased total open position to 13294
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 2671.5, which was -12.40 lower than the previous day. The implied volatity was 24.23, the open interest changed by -620 which decreased total open position to 12333
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 2683.9, which was 224.85 higher than the previous day. The implied volatity was -, the open interest changed by -1170 which decreased total open position to 12953
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 2459.05, which was -125.95 lower than the previous day. The implied volatity was 18.39, the open interest changed by -778 which decreased total open position to 14123
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 2585, which was -170.00 lower than the previous day. The implied volatity was 13.18, the open interest changed by -220 which decreased total open position to 14901
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 2755, which was 153.75 higher than the previous day. The implied volatity was -, the open interest changed by -550 which decreased total open position to 15121
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 2601.25, which was -201.75 lower than the previous day. The implied volatity was -, the open interest changed by -405 which decreased total open position to 15671
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 2803, which was -10.00 lower than the previous day. The implied volatity was 16.15, the open interest changed by -108 which decreased total open position to 16076
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2813, which was 262.90 higher than the previous day. The implied volatity was -, the open interest changed by -290 which decreased total open position to 16184
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2550.1, which was 463.60 higher than the previous day. The implied volatity was 12.90, the open interest changed by -2988 which decreased total open position to 16474
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2086.5, which was 366.50 higher than the previous day. The implied volatity was 14.73, the open interest changed by -664 which decreased total open position to 19462
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1720, which was 20.20 higher than the previous day. The implied volatity was 16.21, the open interest changed by -675 which decreased total open position to 20126
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1699.8, which was -20.80 lower than the previous day. The implied volatity was 15.71, the open interest changed by 2162 which increased total open position to 20801
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1720.6, which was -179.40 lower than the previous day. The implied volatity was 16.31, the open interest changed by -1243 which decreased total open position to 18639
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1900, which was 45.45 higher than the previous day. The implied volatity was 14.37, the open interest changed by 668 which increased total open position to 19882
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1854.55, which was -35.45 lower than the previous day. The implied volatity was 14.96, the open interest changed by -407 which decreased total open position to 19214
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1890, which was 681.55 higher than the previous day. The implied volatity was 15.06, the open interest changed by -10708 which decreased total open position to 19621
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1208.45, which was 343.45 higher than the previous day. The implied volatity was 15.18, the open interest changed by 3557 which increased total open position to 30329
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 865, which was 7.50 higher than the previous day. The implied volatity was 15.04, the open interest changed by 12821 which increased total open position to 26772
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 857.5, which was 23.50 higher than the previous day. The implied volatity was 14.01, the open interest changed by 2782 which increased total open position to 13951
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 834, which was 4.00 higher than the previous day. The implied volatity was 14.26, the open interest changed by 714 which increased total open position to 11169
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 830, which was -117.35 lower than the previous day. The implied volatity was 14.14, the open interest changed by 2807 which increased total open position to 10455
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 947.35, which was -467.65 lower than the previous day. The implied volatity was 15.09, the open interest changed by 3535 which increased total open position to 7648
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1415, which was -435.40 lower than the previous day. The implied volatity was 14.92, the open interest changed by 547 which increased total open position to 4113
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1850.4, which was 100.40 higher than the previous day. The implied volatity was 14.15, the open interest changed by 24 which increased total open position to 3566
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1750, which was -310.00 lower than the previous day. The implied volatity was 14.84, the open interest changed by -12 which decreased total open position to 3542
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 2060, which was -380.00 lower than the previous day. The implied volatity was 15.35, the open interest changed by 303 which increased total open position to 3554
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 2440, which was 195.00 higher than the previous day. The implied volatity was 15.20, the open interest changed by -32 which decreased total open position to 3251
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 2245, which was 473.00 higher than the previous day. The implied volatity was 15.21, the open interest changed by 32 which increased total open position to 3283
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1772, which was -246.00 lower than the previous day. The implied volatity was 16.75, the open interest changed by 380 which increased total open position to 3251
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 2018, which was -34.80 lower than the previous day. The implied volatity was 15.31, the open interest changed by 35 which increased total open position to 2871
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 2052.8, which was -256.95 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 2309.75, which was -191.00 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 2500.75, which was 614.70 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 1886.05, which was 281.70 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 1604.35, which was -491.65 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 2096, which was 163.00 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 1933, which was -53.45 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 1986.45, which was -334.55 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 2321, which was -207.05 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 2528.05, which was 492.30 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 2035.75, which was -323.85 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 2359.6, which was -51.35 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 2410.95, which was 43.30 higher 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 2367.65, which was 392.65 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 1975, which was -260.00 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 2235, which was 220.00 higher 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 2015, which was -33.35 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 2048.35, which was 198.35 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 1850, which was -486.10 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 2336.1, which was -263.95 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 2600.05, which was -735.40 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 3335.45, which was 14.90 higher 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 3320.55, which was -540.85 lower 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 3861.4, which was -234.00 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 4095.4, which was 176.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept BANKNIFTY was trading at 54114.80. The strike last trading price was 3918.60, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 24DEC2024 51000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.53
Vega: 21.19
Theta: -42.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 441.1 | 258.10 | 18.82 | 10,67,447 | -11,994 | 36,528 |
| 19 Dec | 51575.70 | 183 | 87.00 | 18.49 | 5,88,064.5 | -2,159 | 48,522 |
| 18 Dec | 52139.55 | 96 | 34.00 | 18.78 | 4,41,821.5 | 91.5 | 50,681 |
| 17 Dec | 52834.80 | 62 | 28.75 | 19.87 | 3,46,324.5 | -6,614.5 | 50,589.5 |
| 16 Dec | 53581.35 | 33.25 | -7.75 | 20.50 | 1,96,741.5 | 9,601.5 | 57,204 |
| 13 Dec | 53583.80 | 41 | -26.55 | 19.22 | 3,25,258 | -1,429.5 | 47,602.5 |
| 12 Dec | 53216.45 | 67.55 | 1.20 | 18.46 | 90,343 | 4,914.5 | 49,032 |
| 11 Dec | 53391.35 | 66.35 | -17.75 | 18.63 | 1,08,019.5 | -4,603.5 | 44,117.5 |
| 10 Dec | 53577.70 | 84.1 | -28.15 | 20.28 | 1,31,282 | 2,531.5 | 48,721 |
| 9 Dec | 53407.75 | 112.25 | -12.05 | 20.22 | 1,26,670.5 | -4,141.5 | 46,189.5 |
| 6 Dec | 53509.50 | 124.3 | -16.55 | 19.58 | 1,66,510.5 | 740 | 50,331 |
| 5 Dec | 53603.55 | 140.85 | -28.15 | 20.39 | 1,68,978 | 3,954.5 | 49,591 |
| 4 Dec | 53266.90 | 169 | -71.50 | 19.24 | 1,45,992 | 5,915 | 45,636.5 |
| 3 Dec | 52695.75 | 240.5 | -107.50 | 18.19 | 1,35,792.5 | 7,333 | 39,721.5 |
| 2 Dec | 52109.00 | 348 | -17.00 | 17.56 | 1,92,267 | 1,845 | 32,388.5 |
| 29 Nov | 52055.60 | 365 | -26.00 | 16.56 | 1,92,290 | 4,089 | 30,543.5 |
| 28 Nov | 51906.85 | 391 | 92.15 | 16.66 | 2,14,409.5 | 671 | 26,454.5 |
| 27 Nov | 52301.80 | 298.85 | -74.15 | 16.08 | 48,272 | 5,881.5 | 25,783.5 |
| 26 Nov | 52191.50 | 373 | -33.35 | 16.91 | 23,673.5 | 4,214 | 19,902 |
| 25 Nov | 52207.50 | 406.35 | -343.75 | 17.47 | 33,827 | 2,073 | 15,688 |
| 22 Nov | 51135.40 | 750.1 | -289.80 | 16.63 | 38,985 | 4,051.5 | 13,615 |
| 21 Nov | 50372.90 | 1039.9 | -20.70 | 16.39 | 12,494.5 | 1,338 | 9,563.5 |
| 19 Nov | 50626.50 | 1060.6 | -51.40 | 16.73 | 13,523.5 | 819.5 | 8,225.5 |
| 18 Nov | 50363.80 | 1112 | -46.00 | 16.55 | 4,181.5 | 369.5 | 7,406 |
| 14 Nov | 50179.55 | 1158 | 71.05 | 15.65 | 6,640 | 779.5 | 7,036.5 |
| 13 Nov | 50088.35 | 1086.95 | 363.40 | 15.08 | 11,577.5 | 520 | 6,257 |
| 12 Nov | 51157.80 | 723.55 | 219.90 | 15.11 | 5,029.5 | 936 | 5,737 |
| 11 Nov | 51876.75 | 503.65 | -154.90 | 15.19 | 5,162 | 615 | 4,801 |
| 8 Nov | 51561.20 | 658.55 | 83.40 | 15.90 | 2,795 | 183 | 4,186 |
| 7 Nov | 51916.50 | 575.15 | 77.20 | 16.28 | 2,547 | -342.5 | 4,003 |
| 6 Nov | 52317.40 | 497.95 | -132.05 | 17.08 | 3,038 | -21 | 4,345.5 |
| 5 Nov | 52207.25 | 630 | -243.05 | 17.86 | 3,671 | 688.5 | 4,366.5 |
| 4 Nov | 51215.25 | 873.05 | 108.05 | 17.12 | 2,602 | 386 | 3,678 |
| 1 Nov | 51673.90 | 765 | 40.00 | 17.49 | 114.5 | -20.5 | 3,292 |
| 31 Oct | 51475.35 | 725 | 55.00 | - | 2,196 | 115 | 3,312.5 |
| 30 Oct | 51807.50 | 670 | 93.10 | - | 1,586 | -73.5 | 3,197.5 |
| 29 Oct | 52320.70 | 576.9 | -253.10 | - | 2,226 | 67.5 | 3,271 |
| 28 Oct | 51259.30 | 830 | -210.10 | - | 2,266.5 | 549.5 | 3,203.5 |
| 25 Oct | 50787.45 | 1040.1 | 249.10 | - | 3,033.5 | -567.5 | 2,654 |
| 24 Oct | 51531.15 | 791 | -117.00 | - | 1,024.5 | 132 | 3,221.5 |
| 23 Oct | 51239.00 | 908 | 34.90 | - | 1,088 | 218.5 | 3,089.5 |
| 22 Oct | 51257.15 | 873.1 | 159.50 | - | 1,323.5 | 494 | 2,871 |
| 21 Oct | 51962.70 | 713.6 | 111.60 | - | 473 | -13 | 2,377 |
| 18 Oct | 52094.20 | 602 | -272.55 | - | 1,118 | -112 | 2,390 |
| 17 Oct | 51288.80 | 874.55 | 184.55 | - | 807 | 150 | 2,502 |
| 16 Oct | 51801.05 | 690 | 30.50 | - | 316.5 | 55.5 | 2,352 |
| 15 Oct | 51906.00 | 659.5 | -5.50 | - | 345 | -27 | 2,296.5 |
| 14 Oct | 51816.90 | 665 | -251.95 | - | 437 | -21 | 2,323.5 |
| 11 Oct | 51172.30 | 916.95 | 103.95 | - | 512 | 9 | 2,344.5 |
| 10 Oct | 51530.90 | 813 | -129.45 | - | 613 | -147.5 | 2,335.5 |
| 9 Oct | 51007.00 | 942.45 | -27.55 | - | 1,128.5 | 58.5 | 2,483 |
| 8 Oct | 51021.00 | 970 | -148.95 | - | 664 | 2.5 | 2,424.5 |
| 7 Oct | 50478.90 | 1118.95 | 318.95 | - | 1,992.5 | -79.5 | 2,422 |
| 4 Oct | 51462.05 | 800 | 178.00 | - | 1,442 | 102.5 | 2,501.5 |
| 3 Oct | 51845.20 | 622 | 215.10 | - | 1,651 | -33.5 | 2,399 |
| 1 Oct | 52922.60 | 406.9 | -25.55 | - | 586.5 | 166.5 | 2,432.5 |
| 30 Sept | 52978.10 | 432.45 | 107.45 | - | 971.5 | 226.5 | 2,266 |
| 27 Sept | 53834.30 | 325 | -20.00 | - | 941.5 | 297.5 | 2,039.5 |
| 26 Sept | 54375.35 | 345 | -48.20 | - | 839.5 | -253 | 1,742 |
| 25 Sept | 54114.80 | 393.20 | - | 818 | -5.5 | 1,995 | |
For Nifty Bank - strike price 51000 expiring on 24DEC2024
Delta for 51000 PE is -0.53
Historical price for 51000 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 441.1, which was 258.10 higher than the previous day. The implied volatity was 18.82, the open interest changed by -23988 which decreased total open position to 73056
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 183, which was 87.00 higher than the previous day. The implied volatity was 18.49, the open interest changed by -4318 which decreased total open position to 97044
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 96, which was 34.00 higher than the previous day. The implied volatity was 18.78, the open interest changed by 183 which increased total open position to 101362
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 62, which was 28.75 higher than the previous day. The implied volatity was 19.87, the open interest changed by -13229 which decreased total open position to 101179
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 33.25, which was -7.75 lower than the previous day. The implied volatity was 20.50, the open interest changed by 19203 which increased total open position to 114408
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 41, which was -26.55 lower than the previous day. The implied volatity was 19.22, the open interest changed by -2859 which decreased total open position to 95205
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 67.55, which was 1.20 higher than the previous day. The implied volatity was 18.46, the open interest changed by 9829 which increased total open position to 98064
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 66.35, which was -17.75 lower than the previous day. The implied volatity was 18.63, the open interest changed by -9207 which decreased total open position to 88235
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 84.1, which was -28.15 lower than the previous day. The implied volatity was 20.28, the open interest changed by 5063 which increased total open position to 97442
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 112.25, which was -12.05 lower than the previous day. The implied volatity was 20.22, the open interest changed by -8283 which decreased total open position to 92379
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 124.3, which was -16.55 lower than the previous day. The implied volatity was 19.58, the open interest changed by 1480 which increased total open position to 100662
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 140.85, which was -28.15 lower than the previous day. The implied volatity was 20.39, the open interest changed by 7909 which increased total open position to 99182
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 169, which was -71.50 lower than the previous day. The implied volatity was 19.24, the open interest changed by 11830 which increased total open position to 91273
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 240.5, which was -107.50 lower than the previous day. The implied volatity was 18.19, the open interest changed by 14666 which increased total open position to 79443
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 348, which was -17.00 lower than the previous day. The implied volatity was 17.56, the open interest changed by 3690 which increased total open position to 64777
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 365, which was -26.00 lower than the previous day. The implied volatity was 16.56, the open interest changed by 8178 which increased total open position to 61087
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 391, which was 92.15 higher than the previous day. The implied volatity was 16.66, the open interest changed by 1342 which increased total open position to 52909
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 298.85, which was -74.15 lower than the previous day. The implied volatity was 16.08, the open interest changed by 11763 which increased total open position to 51567
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 373, which was -33.35 lower than the previous day. The implied volatity was 16.91, the open interest changed by 8428 which increased total open position to 39804
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 406.35, which was -343.75 lower than the previous day. The implied volatity was 17.47, the open interest changed by 4146 which increased total open position to 31376
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 750.1, which was -289.80 lower than the previous day. The implied volatity was 16.63, the open interest changed by 8103 which increased total open position to 27230
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1039.9, which was -20.70 lower than the previous day. The implied volatity was 16.39, the open interest changed by 2676 which increased total open position to 19127
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1060.6, which was -51.40 lower than the previous day. The implied volatity was 16.73, the open interest changed by 1639 which increased total open position to 16451
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1112, which was -46.00 lower than the previous day. The implied volatity was 16.55, the open interest changed by 739 which increased total open position to 14812
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1158, which was 71.05 higher than the previous day. The implied volatity was 15.65, the open interest changed by 1559 which increased total open position to 14073
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1086.95, which was 363.40 higher than the previous day. The implied volatity was 15.08, the open interest changed by 1040 which increased total open position to 12514
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 723.55, which was 219.90 higher than the previous day. The implied volatity was 15.11, the open interest changed by 1872 which increased total open position to 11474
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 503.65, which was -154.90 lower than the previous day. The implied volatity was 15.19, the open interest changed by 1230 which increased total open position to 9602
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 658.55, which was 83.40 higher than the previous day. The implied volatity was 15.90, the open interest changed by 366 which increased total open position to 8372
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 575.15, which was 77.20 higher than the previous day. The implied volatity was 16.28, the open interest changed by -685 which decreased total open position to 8006
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 497.95, which was -132.05 lower than the previous day. The implied volatity was 17.08, the open interest changed by -42 which decreased total open position to 8691
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 630, which was -243.05 lower than the previous day. The implied volatity was 17.86, the open interest changed by 1377 which increased total open position to 8733
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 873.05, which was 108.05 higher than the previous day. The implied volatity was 17.12, the open interest changed by 772 which increased total open position to 7356
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 765, which was 40.00 higher than the previous day. The implied volatity was 17.49, the open interest changed by -41 which decreased total open position to 6584
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 725, which was 55.00 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 670, which was 93.10 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 576.9, which was -253.10 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 830, which was -210.10 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 1040.1, which was 249.10 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 791, which was -117.00 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 908, which was 34.90 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 873.1, which was 159.50 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 713.6, which was 111.60 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 602, which was -272.55 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 874.55, which was 184.55 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 690, which was 30.50 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 659.5, which was -5.50 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 665, which was -251.95 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 916.95, which was 103.95 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 813, which was -129.45 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 942.45, which was -27.55 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 970, which was -148.95 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 1118.95, which was 318.95 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 800, which was 178.00 higher 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 622, which was 215.10 higher 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 406.9, which was -25.55 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 432.45, which was 107.45 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 325, which was -20.00 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 345, which was -48.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept BANKNIFTY was trading at 54114.80. The strike last trading price was 393.20, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
