BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
21 Nov 2024 02:20 PM IST
| BANKNIFTY 27NOV2024 51000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.31
Vega: 22.92
Theta: -33.78
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 50403.55 | 200.05 | -53.95 | 15.59 | 17,17,055 | 28,686 | 1,58,468 | |||
| 19 Nov | 50626.50 | 254 | -1.15 | 14.29 | 19,20,747 | 25,143 | 1,34,151 | |||
| 18 Nov | 50363.80 | 255.15 | -26.85 | 14.65 | 7,69,495 | 14,697 | 1,10,780 | |||
| 14 Nov | 50179.55 | 282 | -87.20 | 13.93 | 11,19,648 | 35,902 | 99,622 | |||
| 13 Nov | 50088.35 | 369.2 | -455.15 | 14.97 | 4,00,117 | 44,935 | 66,249 | |||
| 12 Nov | 51157.80 | 824.35 | -495.65 | 15.68 | 50,737 | 9,021 | 21,287 | |||
| 11 Nov | 51876.75 | 1320 | 148.45 | 15.89 | 16,437 | -747 | 12,270 | |||
| 8 Nov | 51561.20 | 1171.55 | -339.65 | 15.09 | 15,407 | 1,353 | 13,010 | |||
| 7 Nov | 51916.50 | 1511.2 | -408.70 | 16.55 | 7,151 | 121 | 11,661 | |||
| 6 Nov | 52317.40 | 1919.9 | 177.25 | 16.65 | 8,048 | -1,327 | 11,875 | |||
| 5 Nov | 52207.25 | 1742.65 | 507.15 | 17.04 | 28,836 | 1,968 | 13,232 | |||
| 4 Nov | 51215.25 | 1235.5 | -269.80 | 18.35 | 14,337 | 1,802 | 11,257 | |||
| 1 Nov | 51673.90 | 1505.3 | -89.65 | 16.49 | 976 | 26 | 9,453 | |||
| 31 Oct | 51475.35 | 1594.95 | -158.75 | - | 7,941 | 850 | 9,452 | |||
| 30 Oct | 51807.50 | 1753.7 | -261.30 | - | 6,934 | 169 | 8,622 | |||
| 29 Oct | 52320.70 | 2015 | 649.10 | - | 13,439 | -1,460 | 8,479 | |||
| 28 Oct | 51259.30 | 1365.9 | 271.90 | - | 15,382 | -730 | 9,958 | |||
| 25 Oct | 50787.45 | 1094 | -487.15 | - | 28,788 | 6,326 | 10,688 | |||
| 24 Oct | 51531.15 | 1581.15 | 146.15 | - | 4,717 | -289 | 4,369 | |||
| 23 Oct | 51239.00 | 1435 | 3.95 | - | 11,329 | 626 | 4,644 | |||
| 22 Oct | 51257.15 | 1431.05 | -363.10 | - | 3,405 | 140 | 4,012 | |||
| 21 Oct | 51962.70 | 1794.15 | -230.85 | - | 2,806 | 206 | 3,882 | |||
| 18 Oct | 52094.20 | 2025 | 520.40 | - | 3,574 | -645 | 3,680 | |||
| 17 Oct | 51288.80 | 1504.6 | -330.15 | - | 3,246 | 726 | 4,326 | |||
| 16 Oct | 51801.05 | 1834.75 | -58.25 | - | 660 | -115 | 3,594 | |||
| 15 Oct | 51906.00 | 1893 | -2.00 | - | 724 | -112 | 3,712 | |||
| 14 Oct | 51816.90 | 1895 | 395.00 | - | 1,826 | -674 | 3,830 | |||
| 11 Oct | 51172.30 | 1500 | -291.00 | - | 1,892 | 50 | 4,495 | |||
| 10 Oct | 51530.90 | 1791 | 211.00 | - | 1,763 | -121 | 4,446 | |||
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| 9 Oct | 51007.00 | 1580 | -65.00 | - | 2,924 | 437 | 4,581 | |||
| 8 Oct | 51021.00 | 1645 | 205.00 | - | 3,923 | 1,027 | 4,205 | |||
| 7 Oct | 50478.90 | 1440 | -492.00 | - | 6,885 | 2,134 | 3,164 | |||
| 4 Oct | 51462.05 | 1932 | -278.00 | - | 1,107 | 280 | 1,032 | |||
| 3 Oct | 51845.20 | 2210 | -799.75 | - | 989 | -213 | 751 | |||
| 1 Oct | 52922.60 | 3009.75 | -39.00 | - | 98 | -2 | 963 | |||
| 30 Sept | 52978.10 | 3048.75 | -581.25 | - | 453 | -58 | 971 | |||
| 27 Sept | 53834.30 | 3630 | -186.55 | - | 61 | 21 | 1,035 | |||
| 26 Sept | 54375.35 | 3816.55 | 125.85 | - | 297 | 0 | 1,014 | |||
| 25 Sept | 54101.65 | 3690.7 | -65.10 | - | 104 | -50 | 1,017 | |||
| 24 Sept | 53968.60 | 3755.8 | 55.80 | - | 67 | 5 | 1,067 | |||
| 23 Sept | 54105.80 | 3700 | 368.25 | - | 385 | -70 | 1,062 | |||
| 20 Sept | 53793.20 | 3331.75 | 275.25 | - | 104 | -1 | 1,132 | |||
| 19 Sept | 53037.60 | 3056.5 | 320.50 | - | 148 | -77 | 1,139 | |||
| 18 Sept | 52750.40 | 2736 | 413.00 | - | 468 | -59 | 1,221 | |||
| 17 Sept | 52188.65 | 2323 | -82.05 | - | 640 | -338 | 1,280 | |||
| 16 Sept | 52153.15 | 2405.05 | 177.45 | - | 1,750 | -672 | 1,710 | |||
| 13 Sept | 51938.05 | 2227.6 | 67.65 | - | 363 | -28 | 2,530 | |||
| 12 Sept | 51772.40 | 2159.95 | 314.95 | - | 934 | 204 | 2,583 | |||
| 11 Sept | 51010.00 | 1845 | -70.75 | - | 2,077 | 1,558 | 2,367 | |||
| 10 Sept | 51272.30 | 1915.75 | 9.75 | - | 178 | 35 | 809 | |||
| 9 Sept | 51117.80 | 1906 | 221.45 | - | 349 | 113 | 767 | |||
| 6 Sept | 50576.85 | 1684.55 | -500.45 | - | 873 | 469 | 653 | |||
| 5 Sept | 51473.05 | 2185 | 55.00 | - | 61 | -5 | 186 | |||
| 4 Sept | 51400.25 | 2130 | -110.00 | - | 38 | 14 | 197 | |||
| 3 Sept | 51689.10 | 2240 | 120.05 | - | 91 | 80 | 182 | |||
| 2 Sept | 51439.55 | 2119.95 | 4.95 | - | 35 | 30 | 106 | |||
| 30 Aug | 51351.00 | 2115 | 81.55 | - | 24 | 20 | 83 | |||
| 29 Aug | 51165.25 | 2033.45 | - | 128 | 62 | 62 | ||||
For Nifty Bank - strike price 51000 expiring on 27NOV2024
Delta for 51000 CE is 0.31
Historical price for 51000 CE is as follows
On 21 Nov BANKNIFTY was trading at 50403.55. The strike last trading price was 200.05, which was -53.95 lower than the previous day. The implied volatity was 15.59, the open interest changed by 28686 which increased total open position to 158468
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 254, which was -1.15 lower than the previous day. The implied volatity was 14.29, the open interest changed by 25143 which increased total open position to 134151
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 255.15, which was -26.85 lower than the previous day. The implied volatity was 14.65, the open interest changed by 14697 which increased total open position to 110780
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 282, which was -87.20 lower than the previous day. The implied volatity was 13.93, the open interest changed by 35902 which increased total open position to 99622
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 369.2, which was -455.15 lower than the previous day. The implied volatity was 14.97, the open interest changed by 44935 which increased total open position to 66249
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 824.35, which was -495.65 lower than the previous day. The implied volatity was 15.68, the open interest changed by 9021 which increased total open position to 21287
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1320, which was 148.45 higher than the previous day. The implied volatity was 15.89, the open interest changed by -747 which decreased total open position to 12270
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1171.55, which was -339.65 lower than the previous day. The implied volatity was 15.09, the open interest changed by 1353 which increased total open position to 13010
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1511.2, which was -408.70 lower than the previous day. The implied volatity was 16.55, the open interest changed by 121 which increased total open position to 11661
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1919.9, which was 177.25 higher than the previous day. The implied volatity was 16.65, the open interest changed by -1327 which decreased total open position to 11875
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1742.65, which was 507.15 higher than the previous day. The implied volatity was 17.04, the open interest changed by 1968 which increased total open position to 13232
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1235.5, which was -269.80 lower than the previous day. The implied volatity was 18.35, the open interest changed by 1802 which increased total open position to 11257
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1505.3, which was -89.65 lower than the previous day. The implied volatity was 16.49, the open interest changed by 26 which increased total open position to 9453
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1594.95, which was -158.75 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 1753.7, which was -261.30 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 2015, which was 649.10 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 1365.9, which was 271.90 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 1094, which was -487.15 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 1581.15, which was 146.15 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 1435, which was 3.95 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 1431.05, which was -363.10 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 1794.15, which was -230.85 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 2025, which was 520.40 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 1504.6, which was -330.15 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 1834.75, which was -58.25 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 1893, which was -2.00 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 1895, which was 395.00 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 1500, which was -291.00 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 1791, which was 211.00 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 1580, which was -65.00 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 1645, which was 205.00 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 1440, which was -492.00 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 1932, which was -278.00 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 2210, which was -799.75 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 3009.75, which was -39.00 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 3048.75, which was -581.25 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 3630, which was -186.55 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 3816.55, which was 125.85 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 54101.65. The strike last trading price was 3690.7, which was -65.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept BANKNIFTY was trading at 53968.60. The strike last trading price was 3755.8, which was 55.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept BANKNIFTY was trading at 54105.80. The strike last trading price was 3700, which was 368.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept BANKNIFTY was trading at 53793.20. The strike last trading price was 3331.75, which was 275.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept BANKNIFTY was trading at 53037.60. The strike last trading price was 3056.5, which was 320.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept BANKNIFTY was trading at 52750.40. The strike last trading price was 2736, which was 413.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept BANKNIFTY was trading at 52188.65. The strike last trading price was 2323, which was -82.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept BANKNIFTY was trading at 52153.15. The strike last trading price was 2405.05, which was 177.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 13 Sept BANKNIFTY was trading at 51938.05. The strike last trading price was 2227.6, which was 67.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 12 Sept BANKNIFTY was trading at 51772.40. The strike last trading price was 2159.95, which was 314.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept BANKNIFTY was trading at 51010.00. The strike last trading price was 1845, which was -70.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept BANKNIFTY was trading at 51272.30. The strike last trading price was 1915.75, which was 9.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept BANKNIFTY was trading at 51117.80. The strike last trading price was 1906, which was 221.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept BANKNIFTY was trading at 50576.85. The strike last trading price was 1684.55, which was -500.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept BANKNIFTY was trading at 51473.05. The strike last trading price was 2185, 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 4 Sept BANKNIFTY was trading at 51400.25. The strike last trading price was 2130, which was -110.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept BANKNIFTY was trading at 51689.10. The strike last trading price was 2240, which was 120.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept BANKNIFTY was trading at 51439.55. The strike last trading price was 2119.95, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Aug BANKNIFTY was trading at 51351.00. The strike last trading price was 2115, which was 81.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Aug BANKNIFTY was trading at 51165.25. The strike last trading price was 2033.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 27NOV2024 51000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.67
Vega: 23.52
Theta: -24.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 50403.55 | 756 | -27.80 | 17.49 | 2,27,460 | -8,763 | 84,977 |
| 19 Nov | 50626.50 | 783.8 | -59.05 | 18.57 | 10,16,506 | 33,964 | 94,125 |
| 18 Nov | 50363.80 | 842.85 | -107.15 | 17.47 | 88,025 | -5,388 | 60,149 |
| 14 Nov | 50179.55 | 950 | 100.00 | 15.81 | 1,57,742 | 7,537 | 66,327 |
| 13 Nov | 50088.35 | 850 | 382.80 | 14.06 | 3,77,667 | 4,307 | 61,083 |
| 12 Nov | 51157.80 | 467.2 | 206.50 | 15.00 | 1,51,892 | 11,899 | 56,834 |
| 11 Nov | 51876.75 | 260.7 | -144.30 | 15.21 | 84,520 | 3,917 | 45,062 |
| 8 Nov | 51561.20 | 405 | 70.55 | 15.74 | 63,526 | -369 | 41,235 |
| 7 Nov | 51916.50 | 334.45 | 84.45 | 16.37 | 60,846 | 1,868 | 41,985 |
| 6 Nov | 52317.40 | 250 | -141.00 | 16.91 | 59,261 | 3,088 | 40,440 |
| 5 Nov | 52207.25 | 391 | -305.50 | 18.50 | 73,093 | 5,274 | 37,727 |
| 4 Nov | 51215.25 | 696.5 | 107.55 | 18.55 | 45,268 | 1,788 | 32,445 |
| 1 Nov | 51673.90 | 588.95 | 19.10 | 18.85 | 5,027 | 1,382 | 30,773 |
| 31 Oct | 51475.35 | 569.85 | 87.85 | - | 34,690 | 1,063 | 29,466 |
| 30 Oct | 51807.50 | 482 | 104.00 | - | 34,814 | 3,442 | 28,523 |
| 29 Oct | 52320.70 | 378 | -269.95 | - | 40,965 | 5,909 | 25,079 |
| 28 Oct | 51259.30 | 647.95 | -227.05 | - | 37,168 | 3,214 | 19,277 |
| 25 Oct | 50787.45 | 875 | 276.10 | - | 36,264 | -835 | 16,063 |
| 24 Oct | 51531.15 | 598.9 | -134.10 | - | 15,350 | 2,062 | 16,923 |
| 23 Oct | 51239.00 | 733 | 12.00 | - | 19,002 | 2,694 | 14,833 |
| 22 Oct | 51257.15 | 721 | 185.70 | - | 22,943 | 391 | 12,140 |
| 21 Oct | 51962.70 | 535.3 | 115.65 | - | 18,235 | 986 | 11,749 |
| 18 Oct | 52094.20 | 419.65 | -280.35 | - | 17,268 | 100 | 10,773 |
| 17 Oct | 51288.80 | 700 | 172.60 | - | 10,872 | 1,097 | 10,667 |
| 16 Oct | 51801.05 | 527.4 | 39.40 | - | 4,094 | 400 | 9,569 |
| 15 Oct | 51906.00 | 488 | -28.00 | - | 3,397 | -247 | 9,181 |
| 14 Oct | 51816.90 | 516 | -274.00 | - | 5,012 | 335 | 9,433 |
| 11 Oct | 51172.30 | 790 | 105.00 | - | 4,528 | 637 | 9,056 |
| 10 Oct | 51530.90 | 685 | -180.00 | - | 3,194 | 393 | 8,439 |
| 9 Oct | 51007.00 | 865 | -20.75 | - | 6,545 | -130 | 8,135 |
| 8 Oct | 51021.00 | 885.75 | -164.20 | - | 5,654 | 1,108 | 8,277 |
| 7 Oct | 50478.90 | 1049.95 | 364.95 | - | 11,348 | 1,222 | 7,176 |
| 4 Oct | 51462.05 | 685 | 149.80 | - | 7,472 | 85 | 5,979 |
| 3 Oct | 51845.20 | 535.2 | 194.05 | - | 6,761 | 28 | 5,877 |
| 1 Oct | 52922.60 | 341.15 | -5.85 | - | 1,939 | 469 | 6,019 |
| 30 Sept | 52978.10 | 347 | 115.95 | - | 4,944 | 1,756 | 5,577 |
| 27 Sept | 53834.30 | 231.05 | 6.50 | - | 2,694 | 169 | 3,799 |
| 26 Sept | 54375.35 | 224.55 | -38.45 | - | 1,837 | 30 | 3,675 |
| 25 Sept | 54101.65 | 263 | -23.10 | - | 1,703 | 465 | 3,636 |
| 24 Sept | 53968.60 | 286.1 | -24.65 | - | 1,264 | -93 | 3,182 |
| 23 Sept | 54105.80 | 310.75 | -60.25 | - | 2,263 | -82 | 3,350 |
| 20 Sept | 53793.20 | 371 | -39.00 | - | 1,455 | 5 | 3,412 |
| 19 Sept | 53037.60 | 410 | -93.10 | - | 1,234 | -20 | 3,413 |
| 18 Sept | 52750.40 | 503.1 | -81.00 | - | 2,126 | -305 | 3,449 |
| 17 Sept | 52188.65 | 584.1 | -28.45 | - | 750 | 128 | 3,753 |
| 16 Sept | 52153.15 | 612.55 | -138.45 | - | 1,497 | -299 | 3,728 |
| 13 Sept | 51938.05 | 751 | -86.90 | - | 1,740 | 158 | 4,033 |
| 12 Sept | 51772.40 | 837.9 | -222.10 | - | 1,923 | 317 | 3,944 |
| 11 Sept | 51010.00 | 1060 | 143.65 | - | 2,612 | 1,584 | 3,611 |
| 10 Sept | 51272.30 | 916.35 | -83.65 | - | 717 | 221 | 2,028 |
| 9 Sept | 51117.80 | 1000 | -227.70 | - | 854 | 162 | 1,814 |
| 6 Sept | 50576.85 | 1227.7 | 374.05 | - | 1,744 | 874 | 1,649 |
| 5 Sept | 51473.05 | 853.65 | -61.35 | - | 194 | 5 | 777 |
| 4 Sept | 51400.25 | 915 | 95.80 | - | 640 | 349 | 772 |
| 3 Sept | 51689.10 | 819.2 | -40.80 | - | 348 | 36 | 441 |
| 2 Sept | 51439.55 | 860 | -10.00 | - | 135 | 70 | 406 |
| 30 Aug | 51351.00 | 870 | -80.00 | - | 169 | 84 | 335 |
| 29 Aug | 51165.25 | 950.00 | - | 351 | 249 | 249 | |
For Nifty Bank - strike price 51000 expiring on 27NOV2024
Delta for 51000 PE is -0.67
Historical price for 51000 PE is as follows
On 21 Nov BANKNIFTY was trading at 50403.55. The strike last trading price was 756, which was -27.80 lower than the previous day. The implied volatity was 17.49, the open interest changed by -8763 which decreased total open position to 84977
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 783.8, which was -59.05 lower than the previous day. The implied volatity was 18.57, the open interest changed by 33964 which increased total open position to 94125
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 842.85, which was -107.15 lower than the previous day. The implied volatity was 17.47, the open interest changed by -5388 which decreased total open position to 60149
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 950, which was 100.00 higher than the previous day. The implied volatity was 15.81, the open interest changed by 7537 which increased total open position to 66327
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 850, which was 382.80 higher than the previous day. The implied volatity was 14.06, the open interest changed by 4307 which increased total open position to 61083
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 467.2, which was 206.50 higher than the previous day. The implied volatity was 15.00, the open interest changed by 11899 which increased total open position to 56834
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 260.7, which was -144.30 lower than the previous day. The implied volatity was 15.21, the open interest changed by 3917 which increased total open position to 45062
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 405, which was 70.55 higher than the previous day. The implied volatity was 15.74, the open interest changed by -369 which decreased total open position to 41235
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 334.45, which was 84.45 higher than the previous day. The implied volatity was 16.37, the open interest changed by 1868 which increased total open position to 41985
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 250, which was -141.00 lower than the previous day. The implied volatity was 16.91, the open interest changed by 3088 which increased total open position to 40440
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 391, which was -305.50 lower than the previous day. The implied volatity was 18.50, the open interest changed by 5274 which increased total open position to 37727
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 696.5, which was 107.55 higher than the previous day. The implied volatity was 18.55, the open interest changed by 1788 which increased total open position to 32445
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 588.95, which was 19.10 higher than the previous day. The implied volatity was 18.85, the open interest changed by 1382 which increased total open position to 30773
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 569.85, which was 87.85 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 482, which was 104.00 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 378, which was -269.95 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 647.95, which was -227.05 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 875, which was 276.10 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 598.9, which was -134.10 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 733, which was 12.00 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 721, which was 185.70 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 535.3, which was 115.65 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 419.65, which was -280.35 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 700, which was 172.60 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 527.4, which was 39.40 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 488, which was -28.00 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 516, which was -274.00 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 790, which was 105.00 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 685, which was -180.00 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 865, which was -20.75 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 885.75, which was -164.20 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 1049.95, which was 364.95 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 685, which was 149.80 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 535.2, which was 194.05 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 341.15, which was -5.85 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 347, which was 115.95 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 231.05, which was 6.50 higher 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 224.55, which was -38.45 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 54101.65. The strike last trading price was 263, which was -23.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept BANKNIFTY was trading at 53968.60. The strike last trading price was 286.1, which was -24.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept BANKNIFTY was trading at 54105.80. The strike last trading price was 310.75, which was -60.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept BANKNIFTY was trading at 53793.20. The strike last trading price was 371, which was -39.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept BANKNIFTY was trading at 53037.60. The strike last trading price was 410, which was -93.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept BANKNIFTY was trading at 52750.40. The strike last trading price was 503.1, which was -81.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept BANKNIFTY was trading at 52188.65. The strike last trading price was 584.1, which was -28.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept BANKNIFTY was trading at 52153.15. The strike last trading price was 612.55, which was -138.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 13 Sept BANKNIFTY was trading at 51938.05. The strike last trading price was 751, which was -86.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 12 Sept BANKNIFTY was trading at 51772.40. The strike last trading price was 837.9, which was -222.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept BANKNIFTY was trading at 51010.00. The strike last trading price was 1060, which was 143.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept BANKNIFTY was trading at 51272.30. The strike last trading price was 916.35, which was -83.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept BANKNIFTY was trading at 51117.80. The strike last trading price was 1000, which was -227.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept BANKNIFTY was trading at 50576.85. The strike last trading price was 1227.7, which was 374.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept BANKNIFTY was trading at 51473.05. The strike last trading price was 853.65, which was -61.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept BANKNIFTY was trading at 51400.25. The strike last trading price was 915, which was 95.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept BANKNIFTY was trading at 51689.10. The strike last trading price was 819.2, which was -40.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept BANKNIFTY was trading at 51439.55. The strike last trading price was 860, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Aug BANKNIFTY was trading at 51351.00. The strike last trading price was 870, which was -80.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Aug BANKNIFTY was trading at 51165.25. The strike last trading price was 950.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
