BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 51100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.41
Vega: 20.73
Theta: -43.74
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 231.05 | -601.20 | 14.69 | 2,52,479 | 9,569.5 | 12,775 | |||
| 19 Dec | 51575.70 | 832.25 | -490.65 | 20.36 | 21,635 | 2,856 | 3,205.5 | |||
| 18 Dec | 52139.55 | 1322.9 | -635.00 | 20.01 | 303.5 | -71.5 | 349.5 | |||
| 17 Dec | 52834.80 | 1957.9 | -647.10 | 26.19 | 85.5 | -3 | 421 | |||
| 16 Dec | 53581.35 | 2605 | 17.05 | 26.04 | 57 | -11.5 | 424 | |||
| 13 Dec | 53583.80 | 2587.95 | 349.05 | - | 121 | -21.5 | 435.5 | |||
| 12 Dec | 53216.45 | 2238.9 | -273.80 | - | 15.5 | -5 | 457 | |||
| 11 Dec | 53391.35 | 2512.7 | 28.55 | 15.97 | 11 | 0.5 | 462 | |||
| 10 Dec | 53577.70 | 2484.15 | -41.45 | - | 5.5 | 1 | 461.5 | |||
| 9 Dec | 53407.75 | 2525.6 | -185.25 | - | 44.5 | -10.5 | 460.5 | |||
| 6 Dec | 53509.50 | 2710.85 | -28.80 | 16.13 | 30.5 | -14 | 471 | |||
| 5 Dec | 53603.55 | 2739.65 | 288.45 | - | 104 | -38.5 | 485 | |||
| 4 Dec | 53266.90 | 2451.2 | 458.40 | 12.47 | 311 | -3.5 | 523.5 | |||
| 3 Dec | 52695.75 | 1992.8 | 352.15 | 14.23 | 194.5 | 1 | 527 | |||
| 2 Dec | 52109.00 | 1640.65 | 37.10 | 16.07 | 1,485.5 | 84 | 526 | |||
| 29 Nov | 52055.60 | 1603.55 | -43.65 | 15.17 | 671.5 | 40 | 442 | |||
| 28 Nov | 51906.85 | 1647.2 | -169.40 | 16.40 | 498.5 | 25.5 | 402 | |||
| 27 Nov | 52301.80 | 1816.6 | 25.45 | 14.23 | 112.5 | 10 | 376.5 | |||
| 26 Nov | 52191.50 | 1791.15 | -15.00 | 15.23 | 121.5 | -36 | 366.5 | |||
| 25 Nov | 52207.50 | 1806.15 | 661.55 | 14.71 | 633.5 | -150.5 | 402.5 | |||
| 22 Nov | 51135.40 | 1144.6 | 339.40 | 15.06 | 3,681 | 73.5 | 553 | |||
| 21 Nov | 50372.90 | 805.2 | -11.65 | 14.81 | 876.5 | 54 | 479.5 | |||
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| 19 Nov | 50626.50 | 816.85 | 30.20 | 14.23 | 838.5 | 246.5 | 425.5 | |||
| 18 Nov | 50363.80 | 786.65 | 6.55 | 14.18 | 133.5 | 39.5 | 179 | |||
| 14 Nov | 50179.55 | 780.1 | -125.60 | 14.05 | 236 | 21 | 139.5 | |||
| 13 Nov | 50088.35 | 905.7 | -449.30 | 15.15 | 358 | 40 | 118.5 | |||
| 12 Nov | 51157.80 | 1355 | -677.35 | 14.89 | 123 | 61 | 78.5 | |||
| 11 Nov | 51876.75 | 2032.35 | 309.45 | 18.15 | 7 | -0.5 | 17.5 | |||
| 8 Nov | 51561.20 | 1722.9 | -246.90 | 15.40 | 5 | -0.5 | 18 | |||
| 7 Nov | 51916.50 | 1969.8 | -354.20 | 15.02 | 5 | 0.5 | 18.5 | |||
| 6 Nov | 52317.40 | 2324 | 160.00 | 14.47 | 1.5 | 0 | 18 | |||
| 5 Nov | 52207.25 | 2164 | 464.50 | 15.05 | 22 | 12.5 | 18 | |||
| 4 Nov | 51215.25 | 1699.5 | -245.20 | 16.57 | 16.5 | 5.5 | 5.5 | |||
| 1 Nov | 51673.90 | 1944.7 | 0.00 | 0.00 | 0 | 1.5 | 0 | |||
| 31 Oct | 51475.35 | 1944.7 | 212.70 | - | 0.5 | 1.5 | 1.5 | |||
| 30 Oct | 51807.50 | 1732 | 0.00 | - | 0 | -1 | 0 | |||
| 29 Oct | 52320.70 | 1732 | 0.00 | - | 0 | -1 | 0 | |||
| 28 Oct | 51259.30 | 1732 | 218.15 | - | 1 | -1 | 1 | |||
| 25 Oct | 50787.45 | 1513.85 | -427.45 | - | 1 | 2 | 2 | |||
| 24 Oct | 51531.15 | 1941.3 | 0.00 | - | 0 | 1 | 0 | |||
| 23 Oct | 51239.00 | 1941.3 | -289.70 | - | 0.5 | 1 | 1 | |||
| 22 Oct | 51257.15 | 2231 | 0.00 | - | 0 | 0.5 | 0 | |||
| 21 Oct | 51962.70 | 2231 | 0.00 | - | 0 | 0.5 | 0 | |||
| 18 Oct | 52094.20 | 2231 | 0.00 | - | 0 | 0.5 | 0 | |||
| 17 Oct | 51288.80 | 2231 | 0.00 | - | 0 | 0.5 | 0 | |||
| 16 Oct | 51801.05 | 2231 | 0.00 | - | 0 | 0.5 | 0 | |||
| 15 Oct | 51906.00 | 2231 | 0.00 | - | 0.5 | 0.5 | 1 | |||
| 14 Oct | 51816.90 | 2231 | 85.85 | - | 0.5 | 0.5 | 0.5 | |||
| 11 Oct | 51172.30 | 2145.15 | 0.00 | - | 0 | -1 | 0 | |||
| 10 Oct | 51530.90 | 2145.15 | 244.45 | - | 1 | -1 | 0 | |||
| 9 Oct | 51007.00 | 1900.7 | 46.50 | - | 2.5 | 0 | 1 | |||
| 8 Oct | 51021.00 | 1854.2 | -40.10 | - | 2.5 | 1 | 1 | |||
| 7 Oct | 50478.90 | 1894.3 | -2737.50 | - | 0.5 | 0 | 0 | |||
| 4 Oct | 51462.05 | 4631.8 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 4631.8 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 4631.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 4631.8 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 4631.8 | 4631.80 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 51100 expiring on 24DEC2024
Delta for 51100 CE is 0.41
Historical price for 51100 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 231.05, which was -601.20 lower than the previous day. The implied volatity was 14.69, the open interest changed by 19139 which increased total open position to 25550
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 832.25, which was -490.65 lower than the previous day. The implied volatity was 20.36, the open interest changed by 5712 which increased total open position to 6411
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1322.9, which was -635.00 lower than the previous day. The implied volatity was 20.01, the open interest changed by -143 which decreased total open position to 699
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1957.9, which was -647.10 lower than the previous day. The implied volatity was 26.19, the open interest changed by -6 which decreased total open position to 842
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 2605, which was 17.05 higher than the previous day. The implied volatity was 26.04, the open interest changed by -23 which decreased total open position to 848
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 2587.95, which was 349.05 higher than the previous day. The implied volatity was -, the open interest changed by -43 which decreased total open position to 871
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 2238.9, which was -273.80 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 914
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 2512.7, which was 28.55 higher than the previous day. The implied volatity was 15.97, the open interest changed by 1 which increased total open position to 924
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 2484.15, which was -41.45 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 923
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 2525.6, which was -185.25 lower than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 921
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 2710.85, which was -28.80 lower than the previous day. The implied volatity was 16.13, the open interest changed by -28 which decreased total open position to 942
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2739.65, which was 288.45 higher than the previous day. The implied volatity was -, the open interest changed by -77 which decreased total open position to 970
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2451.2, which was 458.40 higher than the previous day. The implied volatity was 12.47, the open interest changed by -7 which decreased total open position to 1047
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1992.8, which was 352.15 higher than the previous day. The implied volatity was 14.23, the open interest changed by 2 which increased total open position to 1054
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1640.65, which was 37.10 higher than the previous day. The implied volatity was 16.07, the open interest changed by 168 which increased total open position to 1052
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1603.55, which was -43.65 lower than the previous day. The implied volatity was 15.17, the open interest changed by 80 which increased total open position to 884
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1647.2, which was -169.40 lower than the previous day. The implied volatity was 16.40, the open interest changed by 51 which increased total open position to 804
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1816.6, which was 25.45 higher than the previous day. The implied volatity was 14.23, the open interest changed by 20 which increased total open position to 753
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1791.15, which was -15.00 lower than the previous day. The implied volatity was 15.23, the open interest changed by -72 which decreased total open position to 733
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1806.15, which was 661.55 higher than the previous day. The implied volatity was 14.71, the open interest changed by -301 which decreased total open position to 805
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1144.6, which was 339.40 higher than the previous day. The implied volatity was 15.06, the open interest changed by 147 which increased total open position to 1106
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 805.2, which was -11.65 lower than the previous day. The implied volatity was 14.81, the open interest changed by 108 which increased total open position to 959
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 816.85, which was 30.20 higher than the previous day. The implied volatity was 14.23, the open interest changed by 493 which increased total open position to 851
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 786.65, which was 6.55 higher than the previous day. The implied volatity was 14.18, the open interest changed by 79 which increased total open position to 358
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 780.1, which was -125.60 lower than the previous day. The implied volatity was 14.05, the open interest changed by 42 which increased total open position to 279
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 905.7, which was -449.30 lower than the previous day. The implied volatity was 15.15, the open interest changed by 80 which increased total open position to 237
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1355, which was -677.35 lower than the previous day. The implied volatity was 14.89, the open interest changed by 122 which increased total open position to 157
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 2032.35, which was 309.45 higher than the previous day. The implied volatity was 18.15, the open interest changed by -1 which decreased total open position to 35
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1722.9, which was -246.90 lower than the previous day. The implied volatity was 15.40, the open interest changed by -1 which decreased total open position to 36
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1969.8, which was -354.20 lower than the previous day. The implied volatity was 15.02, the open interest changed by 1 which increased total open position to 37
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 2324, which was 160.00 higher than the previous day. The implied volatity was 14.47, the open interest changed by 0 which decreased total open position to 36
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 2164, which was 464.50 higher than the previous day. The implied volatity was 15.05, the open interest changed by 25 which increased total open position to 36
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1699.5, which was -245.20 lower than the previous day. The implied volatity was 16.57, the open interest changed by 11 which increased total open position to 11
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1944.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1944.7, which was 212.70 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 1732, 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 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 1732, 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 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 1732, which was 218.15 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 1513.85, which was -427.45 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 1941.3, 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 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 1941.3, which was -289.70 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 2231, 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 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 2231, 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 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 2231, 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 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 2231, 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 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 2231, 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 2231, 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 2231, which was 85.85 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 2145.15, 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 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 2145.15, which was 244.45 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 1900.7, which was 46.50 higher 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 1854.2, which was -40.10 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 1894.3, which was -2737.50 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 4631.8, 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 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 4631.8, 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 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 4631.8, 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 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 4631.8, 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 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 4631.8, which was 4631.80 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 24DEC2024 51100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 20.95
Theta: -41.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 498.4 | 291.55 | 18.91 | 4,20,226 | -1,636.5 | 6,716.5 |
| 19 Dec | 51575.70 | 206.85 | 99.95 | 18.25 | 1,65,793.5 | 2,899.5 | 8,353 |
| 18 Dec | 52139.55 | 106.9 | 39.90 | 18.46 | 1,01,343.5 | 1,184 | 5,453.5 |
| 17 Dec | 52834.80 | 67 | 28.75 | 19.47 | 51,050 | -1,247 | 4,269.5 |
| 16 Dec | 53581.35 | 38.25 | -3.95 | 20.45 | 30,993 | 1,324 | 5,516.5 |
| 13 Dec | 53583.80 | 42.2 | -31.90 | 18.77 | 39,304.5 | 840.5 | 4,192.5 |
| 12 Dec | 53216.45 | 74.1 | -1.50 | 18.29 | 11,522 | -269 | 3,352 |
| 11 Dec | 53391.35 | 75.6 | -14.55 | 18.66 | 16,831 | -545 | 3,621 |
| 10 Dec | 53577.70 | 90.15 | -28.80 | 20.05 | 19,545 | 444 | 4,166 |
| 9 Dec | 53407.75 | 118.95 | -11.95 | 19.98 | 15,482.5 | -5 | 3,722 |
| 6 Dec | 53509.50 | 130.9 | -17.65 | 19.35 | 18,660 | -61.5 | 3,727 |
| 5 Dec | 53603.55 | 148.55 | -29.45 | 20.19 | 19,478 | 315.5 | 3,788.5 |
| 4 Dec | 53266.90 | 178 | -76.00 | 19.03 | 19,504.5 | 257 | 3,473 |
| 3 Dec | 52695.75 | 254 | -116.05 | 18.02 | 21,154.5 | 675.5 | 3,216 |
| 2 Dec | 52109.00 | 370.05 | -14.35 | 17.44 | 39,213.5 | 488 | 2,540.5 |
| 29 Nov | 52055.60 | 384.4 | -33.60 | 16.36 | 38,368 | 47 | 2,052.5 |
| 28 Nov | 51906.85 | 418 | 100.05 | 16.61 | 35,917.5 | 694.5 | 2,005.5 |
| 27 Nov | 52301.80 | 317.95 | -70.40 | 15.97 | 3,713 | 502.5 | 1,311 |
| 26 Nov | 52191.50 | 388.35 | -38.00 | 16.66 | 1,465 | 99 | 808.5 |
| 25 Nov | 52207.50 | 426.35 | -362.75 | 17.36 | 2,522 | 24.5 | 709.5 |
| 22 Nov | 51135.40 | 789.1 | -306.45 | 16.57 | 2,675.5 | 302 | 685 |
| 21 Nov | 50372.90 | 1095.55 | -6.20 | 16.44 | 843.5 | 5 | 383 |
| 19 Nov | 50626.50 | 1101.75 | -62.00 | 16.45 | 704 | 241 | 378 |
| 18 Nov | 50363.80 | 1163.75 | -76.25 | 16.53 | 43 | 16.5 | 137 |
| 14 Nov | 50179.55 | 1240 | 99.45 | 16.06 | 218.5 | -3.5 | 120.5 |
| 13 Nov | 50088.35 | 1140.55 | 362.00 | 15.08 | 505.5 | 9 | 124 |
| 12 Nov | 51157.80 | 778.55 | 233.00 | 15.32 | 232.5 | 23.5 | 115 |
| 11 Nov | 51876.75 | 545.55 | -124.20 | 15.37 | 51.5 | 3 | 91.5 |
| 8 Nov | 51561.20 | 669.75 | 93.25 | 15.54 | 29 | -4 | 88.5 |
| 7 Nov | 51916.50 | 576.5 | 71.40 | 15.82 | 43 | 13.5 | 92.5 |
| 6 Nov | 52317.40 | 505.1 | -149.40 | 16.76 | 11.5 | -0.5 | 79 |
| 5 Nov | 52207.25 | 654.5 | -317.50 | 17.76 | 116 | 58 | 79.5 |
| 4 Nov | 51215.25 | 972 | 186.00 | 17.93 | 15 | 4.5 | 21.5 |
| 1 Nov | 51673.90 | 786 | 0.00 | 17.30 | 0.5 | 0 | 17 |
| 31 Oct | 51475.35 | 786 | 90.95 | - | 15.5 | 6.5 | 17 |
| 30 Oct | 51807.50 | 695.05 | 110.05 | - | 0.5 | 0 | 10.5 |
| 29 Oct | 52320.70 | 585 | -315.00 | - | 3 | 0.5 | 10.5 |
| 28 Oct | 51259.30 | 900 | -360.00 | - | 3 | -0.5 | 10 |
| 25 Oct | 50787.45 | 1260 | 497.05 | - | 4.5 | 0.5 | 10.5 |
| 24 Oct | 51531.15 | 762.95 | -217.05 | - | 2 | 1.5 | 10 |
| 23 Oct | 51239.00 | 980 | -4.85 | - | 3 | -1.5 | 8.5 |
| 22 Oct | 51257.15 | 984.85 | 84.85 | - | 2.5 | 10 | 10 |
| 21 Oct | 51962.70 | 900 | 0.00 | - | 0 | -0.5 | 0 |
| 18 Oct | 52094.20 | 900 | 0.00 | - | 0.5 | -0.5 | 9 |
| 17 Oct | 51288.80 | 900 | 236.25 | - | 0.5 | 9.5 | 9.5 |
| 16 Oct | 51801.05 | 663.75 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 663.75 | -73.70 | - | 0.5 | 0 | 10 |
| 14 Oct | 51816.90 | 737.45 | -176.70 | - | 1 | 0.5 | 10 |
| 11 Oct | 51172.30 | 914.15 | -78.00 | - | 2.5 | 1 | 9.5 |
| 10 Oct | 51530.90 | 992.15 | -27.85 | - | 0.5 | 0 | 8.5 |
| 9 Oct | 51007.00 | 1020 | -25.00 | - | 1 | 8.5 | 8.5 |
| 8 Oct | 51021.00 | 1045 | 0.00 | - | 0 | -26.5 | 0 |
| 7 Oct | 50478.90 | 1045 | 165.00 | - | 43 | -26.5 | 9.5 |
| 4 Oct | 51462.05 | 880 | -130.10 | - | 3.5 | 2.5 | 36 |
| 3 Oct | 51845.20 | 1010.1 | 672.75 | - | 0.5 | 33.5 | 33.5 |
| 1 Oct | 52922.60 | 337.35 | 0.00 | - | 0 | 36 | 0 |
| 30 Sept | 52978.10 | 337.35 | 0.00 | - | 0 | 36 | 0 |
| 27 Sept | 53834.30 | 337.35 | 337.35 | - | 39.5 | 36 | 36 |
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 51100 expiring on 24DEC2024
Delta for 51100 PE is -0.57
Historical price for 51100 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 498.4, which was 291.55 higher than the previous day. The implied volatity was 18.91, the open interest changed by -3273 which decreased total open position to 13433
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 206.85, which was 99.95 higher than the previous day. The implied volatity was 18.25, the open interest changed by 5799 which increased total open position to 16706
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 106.9, which was 39.90 higher than the previous day. The implied volatity was 18.46, the open interest changed by 2368 which increased total open position to 10907
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 67, which was 28.75 higher than the previous day. The implied volatity was 19.47, the open interest changed by -2494 which decreased total open position to 8539
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 38.25, which was -3.95 lower than the previous day. The implied volatity was 20.45, the open interest changed by 2648 which increased total open position to 11033
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 42.2, which was -31.90 lower than the previous day. The implied volatity was 18.77, the open interest changed by 1681 which increased total open position to 8385
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 74.1, which was -1.50 lower than the previous day. The implied volatity was 18.29, the open interest changed by -538 which decreased total open position to 6704
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 75.6, which was -14.55 lower than the previous day. The implied volatity was 18.66, the open interest changed by -1090 which decreased total open position to 7242
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 90.15, which was -28.80 lower than the previous day. The implied volatity was 20.05, the open interest changed by 888 which increased total open position to 8332
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 118.95, which was -11.95 lower than the previous day. The implied volatity was 19.98, the open interest changed by -10 which decreased total open position to 7444
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 130.9, which was -17.65 lower than the previous day. The implied volatity was 19.35, the open interest changed by -123 which decreased total open position to 7454
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 148.55, which was -29.45 lower than the previous day. The implied volatity was 20.19, the open interest changed by 631 which increased total open position to 7577
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 178, which was -76.00 lower than the previous day. The implied volatity was 19.03, the open interest changed by 514 which increased total open position to 6946
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 254, which was -116.05 lower than the previous day. The implied volatity was 18.02, the open interest changed by 1351 which increased total open position to 6432
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 370.05, which was -14.35 lower than the previous day. The implied volatity was 17.44, the open interest changed by 976 which increased total open position to 5081
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 384.4, which was -33.60 lower than the previous day. The implied volatity was 16.36, the open interest changed by 94 which increased total open position to 4105
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 418, which was 100.05 higher than the previous day. The implied volatity was 16.61, the open interest changed by 1389 which increased total open position to 4011
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 317.95, which was -70.40 lower than the previous day. The implied volatity was 15.97, the open interest changed by 1005 which increased total open position to 2622
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 388.35, which was -38.00 lower than the previous day. The implied volatity was 16.66, the open interest changed by 198 which increased total open position to 1617
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 426.35, which was -362.75 lower than the previous day. The implied volatity was 17.36, the open interest changed by 49 which increased total open position to 1419
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 789.1, which was -306.45 lower than the previous day. The implied volatity was 16.57, the open interest changed by 604 which increased total open position to 1370
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1095.55, which was -6.20 lower than the previous day. The implied volatity was 16.44, the open interest changed by 10 which increased total open position to 766
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1101.75, which was -62.00 lower than the previous day. The implied volatity was 16.45, the open interest changed by 482 which increased total open position to 756
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1163.75, which was -76.25 lower than the previous day. The implied volatity was 16.53, the open interest changed by 33 which increased total open position to 274
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1240, which was 99.45 higher than the previous day. The implied volatity was 16.06, the open interest changed by -7 which decreased total open position to 241
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1140.55, which was 362.00 higher than the previous day. The implied volatity was 15.08, the open interest changed by 18 which increased total open position to 248
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 778.55, which was 233.00 higher than the previous day. The implied volatity was 15.32, the open interest changed by 47 which increased total open position to 230
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 545.55, which was -124.20 lower than the previous day. The implied volatity was 15.37, the open interest changed by 6 which increased total open position to 183
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 669.75, which was 93.25 higher than the previous day. The implied volatity was 15.54, the open interest changed by -8 which decreased total open position to 177
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 576.5, which was 71.40 higher than the previous day. The implied volatity was 15.82, the open interest changed by 27 which increased total open position to 185
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 505.1, which was -149.40 lower than the previous day. The implied volatity was 16.76, the open interest changed by -1 which decreased total open position to 158
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 654.5, which was -317.50 lower than the previous day. The implied volatity was 17.76, the open interest changed by 116 which increased total open position to 159
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 972, which was 186.00 higher than the previous day. The implied volatity was 17.93, the open interest changed by 9 which increased total open position to 43
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 786, which was 0.00 lower than the previous day. The implied volatity was 17.30, the open interest changed by 0 which decreased total open position to 34
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 786, which was 90.95 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 695.05, which was 110.05 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 585, which was -315.00 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 900, which was -360.00 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 1260, which was 497.05 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 762.95, which was -217.05 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 980, which was -4.85 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 984.85, which was 84.85 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 900, 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 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 900, 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 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 900, which was 236.25 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 663.75, 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 663.75, which was -73.70 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 737.45, 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 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 914.15, which was -78.00 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 992.15, which was -27.85 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 1020, 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 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 1045, 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 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 1045, which was 165.00 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 880, which was -130.10 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 1010.1, which was 672.75 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 337.35, 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 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 337.35, 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 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 337.35, which was 337.35 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
