BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 51200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.37
Vega: 20.03
Theta: -42.40
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 197.55 | -580.95 | 14.92 | 4,17,468 | 14,236 | 17,759.5 | |||
| 19 Dec | 51575.70 | 778.5 | -459.00 | 20.92 | 56,035.5 | 2,480 | 3,523.5 | |||
| 18 Dec | 52139.55 | 1237.5 | -603.80 | 19.73 | 527 | -63.5 | 1,043.5 | |||
| 17 Dec | 52834.80 | 1841.3 | -657.70 | 24.31 | 80 | 17 | 1,107 | |||
| 16 Dec | 53581.35 | 2499 | -1.00 | 24.83 | 44.5 | -30 | 1,090 | |||
| 13 Dec | 53583.80 | 2500 | 196.60 | - | 83 | -22.5 | 1,120 | |||
| 12 Dec | 53216.45 | 2303.4 | -95.85 | 19.76 | 73 | -11 | 1,142.5 | |||
| 11 Dec | 53391.35 | 2399.25 | -180.40 | 14.12 | 11.5 | 1 | 1,153.5 | |||
| 10 Dec | 53577.70 | 2579.65 | 77.65 | - | 17.5 | -5 | 1,152.5 | |||
| 9 Dec | 53407.75 | 2502 | -122.00 | 16.89 | 202 | -76 | 1,157.5 | |||
| 6 Dec | 53509.50 | 2624 | -20.50 | 16.36 | 112.5 | -33.5 | 1,233.5 | |||
| 5 Dec | 53603.55 | 2644.5 | 270.80 | - | 561 | 140 | 1,267 | |||
| 4 Dec | 53266.90 | 2373.7 | 457.00 | 13.46 | 169 | -36.5 | 1,127 | |||
| 3 Dec | 52695.75 | 1916.7 | 347.70 | 14.48 | 328 | -13.5 | 1,163.5 | |||
| 2 Dec | 52109.00 | 1569 | 20.70 | 16.09 | 5,033 | 304 | 1,177 | |||
| 29 Nov | 52055.60 | 1548.3 | -23.70 | 15.52 | 1,702.5 | 167 | 873 | |||
| 28 Nov | 51906.85 | 1572 | -164.30 | 16.27 | 1,249.5 | 162.5 | 706 | |||
| 27 Nov | 52301.80 | 1736.3 | 37.75 | 14.01 | 300 | -29 | 543.5 | |||
| 26 Nov | 52191.50 | 1698.55 | -31.35 | 14.80 | 131.5 | -54 | 572.5 | |||
| 25 Nov | 52207.50 | 1729.9 | 642.75 | 14.67 | 1,228.5 | -340.5 | 626.5 | |||
| 22 Nov | 51135.40 | 1087.15 | 330.55 | 15.03 | 4,062.5 | 250.5 | 967 | |||
| 21 Nov | 50372.90 | 756.6 | -6.60 | 14.74 | 1,166 | 151 | 716.5 | |||
| 19 Nov | 50626.50 | 763.2 | 22.20 | 13.99 | 953.5 | 230.5 | 565.5 | |||
| 18 Nov | 50363.80 | 741 | -1.35 | 14.15 | 421 | 66 | 335 | |||
| 14 Nov | 50179.55 | 742.35 | -129.90 | 14.12 | 401.5 | 84 | 269 | |||
| 13 Nov | 50088.35 | 872.25 | -423.75 | 15.30 | 801 | -25.5 | 185 | |||
| 12 Nov | 51157.80 | 1296 | -404.00 | 14.86 | 309 | 172 | 210.5 | |||
| 11 Nov | 51876.75 | 1700 | 31.45 | 13.93 | 42.5 | -19 | 38.5 | |||
| 8 Nov | 51561.20 | 1668.55 | -304.70 | 15.51 | 3 | 0 | 57.5 | |||
| 7 Nov | 51916.50 | 1973.25 | -257.65 | 16.10 | 5 | 1 | 57.5 | |||
| 6 Nov | 52317.40 | 2230.9 | 140.15 | 14.15 | 3.5 | -1.5 | 56.5 | |||
| 5 Nov | 52207.25 | 2090.75 | 431.95 | 14.99 | 101.5 | 17.5 | 58 | |||
| 4 Nov | 51215.25 | 1658.8 | -186.80 | 16.80 | 63.5 | 40.5 | 40.5 | |||
| 1 Nov | 51673.90 | 1845.6 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 31 Oct | 51475.35 | 1845.6 | 37.05 | - | 0.5 | 2 | 2 | |||
| 30 Oct | 51807.50 | 1808.55 | 0.00 | - | 0 | 1.5 | 0 | |||
| 29 Oct | 52320.70 | 1808.55 | 0.00 | - | 0 | 1.5 | 0 | |||
|
|
||||||||||
| 28 Oct | 51259.30 | 1808.55 | 0.00 | - | 0 | 1.5 | 0 | |||
| 25 Oct | 50787.45 | 1808.55 | 0.00 | - | 0 | 1.5 | 0 | |||
| 24 Oct | 51531.15 | 1808.55 | 0.00 | - | 0 | 1.5 | 0 | |||
| 23 Oct | 51239.00 | 1808.55 | -468.10 | - | 6 | 1.5 | 1.5 | |||
| 22 Oct | 51257.15 | 2276.65 | 0.00 | - | 0 | 0.5 | 0 | |||
| 21 Oct | 51962.70 | 2276.65 | 0.00 | - | 0 | 0.5 | 0 | |||
| 18 Oct | 52094.20 | 2276.65 | 0.00 | - | 0 | 0.5 | 0 | |||
| 17 Oct | 51288.80 | 2276.65 | 0.00 | - | 0 | 0.5 | 0 | |||
| 16 Oct | 51801.05 | 2276.65 | 0.00 | - | 0 | 0.5 | 0 | |||
| 15 Oct | 51906.00 | 2276.65 | 0.00 | - | 0 | 0.5 | 0 | |||
| 14 Oct | 51816.90 | 2276.65 | 0.00 | - | 0 | 0.5 | 0 | |||
| 11 Oct | 51172.30 | 2276.65 | 391.65 | - | 0.5 | 0.5 | 0.5 | |||
| 10 Oct | 51530.90 | 1885 | 0.00 | - | 0 | 1.5 | 0 | |||
| 9 Oct | 51007.00 | 1885 | 50.80 | - | 2 | 1.5 | 1.5 | |||
| 8 Oct | 51021.00 | 1834.2 | -2723.90 | - | 0.5 | 0 | 0 | |||
| 7 Oct | 50478.90 | 4558.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 4558.1 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 4558.1 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 4558.1 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 4558.1 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 4558.1 | 4558.10 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 51200 expiring on 24DEC2024
Delta for 51200 CE is 0.37
Historical price for 51200 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 197.55, which was -580.95 lower than the previous day. The implied volatity was 14.92, the open interest changed by 28472 which increased total open position to 35519
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 778.5, which was -459.00 lower than the previous day. The implied volatity was 20.92, the open interest changed by 4960 which increased total open position to 7047
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1237.5, which was -603.80 lower than the previous day. The implied volatity was 19.73, the open interest changed by -127 which decreased total open position to 2087
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1841.3, which was -657.70 lower than the previous day. The implied volatity was 24.31, the open interest changed by 34 which increased total open position to 2214
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 2499, which was -1.00 lower than the previous day. The implied volatity was 24.83, the open interest changed by -60 which decreased total open position to 2180
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 2500, which was 196.60 higher than the previous day. The implied volatity was -, the open interest changed by -45 which decreased total open position to 2240
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 2303.4, which was -95.85 lower than the previous day. The implied volatity was 19.76, the open interest changed by -22 which decreased total open position to 2285
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 2399.25, which was -180.40 lower than the previous day. The implied volatity was 14.12, the open interest changed by 2 which increased total open position to 2307
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 2579.65, which was 77.65 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 2305
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 2502, which was -122.00 lower than the previous day. The implied volatity was 16.89, the open interest changed by -152 which decreased total open position to 2315
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 2624, which was -20.50 lower than the previous day. The implied volatity was 16.36, the open interest changed by -67 which decreased total open position to 2467
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2644.5, which was 270.80 higher than the previous day. The implied volatity was -, the open interest changed by 280 which increased total open position to 2534
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2373.7, which was 457.00 higher than the previous day. The implied volatity was 13.46, the open interest changed by -73 which decreased total open position to 2254
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1916.7, which was 347.70 higher than the previous day. The implied volatity was 14.48, the open interest changed by -27 which decreased total open position to 2327
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1569, which was 20.70 higher than the previous day. The implied volatity was 16.09, the open interest changed by 608 which increased total open position to 2354
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1548.3, which was -23.70 lower than the previous day. The implied volatity was 15.52, the open interest changed by 334 which increased total open position to 1746
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1572, which was -164.30 lower than the previous day. The implied volatity was 16.27, the open interest changed by 325 which increased total open position to 1412
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1736.3, which was 37.75 higher than the previous day. The implied volatity was 14.01, the open interest changed by -58 which decreased total open position to 1087
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1698.55, which was -31.35 lower than the previous day. The implied volatity was 14.80, the open interest changed by -108 which decreased total open position to 1145
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1729.9, which was 642.75 higher than the previous day. The implied volatity was 14.67, the open interest changed by -681 which decreased total open position to 1253
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1087.15, which was 330.55 higher than the previous day. The implied volatity was 15.03, the open interest changed by 501 which increased total open position to 1934
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 756.6, which was -6.60 lower than the previous day. The implied volatity was 14.74, the open interest changed by 302 which increased total open position to 1433
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 763.2, which was 22.20 higher than the previous day. The implied volatity was 13.99, the open interest changed by 461 which increased total open position to 1131
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 741, which was -1.35 lower than the previous day. The implied volatity was 14.15, the open interest changed by 132 which increased total open position to 670
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 742.35, which was -129.90 lower than the previous day. The implied volatity was 14.12, the open interest changed by 168 which increased total open position to 538
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 872.25, which was -423.75 lower than the previous day. The implied volatity was 15.30, the open interest changed by -51 which decreased total open position to 370
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1296, which was -404.00 lower than the previous day. The implied volatity was 14.86, the open interest changed by 344 which increased total open position to 421
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1700, which was 31.45 higher than the previous day. The implied volatity was 13.93, the open interest changed by -38 which decreased total open position to 77
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1668.55, which was -304.70 lower than the previous day. The implied volatity was 15.51, the open interest changed by 0 which decreased total open position to 115
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1973.25, which was -257.65 lower than the previous day. The implied volatity was 16.10, the open interest changed by 2 which increased total open position to 115
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 2230.9, which was 140.15 higher than the previous day. The implied volatity was 14.15, the open interest changed by -3 which decreased total open position to 113
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 2090.75, which was 431.95 higher than the previous day. The implied volatity was 14.99, the open interest changed by 35 which increased total open position to 116
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1658.8, which was -186.80 lower than the previous day. The implied volatity was 16.80, the open interest changed by 81 which increased total open position to 81
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1845.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1845.6, which was 37.05 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 1808.55, 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 1808.55, 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 1808.55, 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 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 1808.55, 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 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 1808.55, 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 1808.55, which was -468.10 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 2276.65, 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 2276.65, 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 2276.65, 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 2276.65, 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 2276.65, 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 2276.65, 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 2276.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 2276.65, which was 391.65 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 1885, 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 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 1885, which was 50.80 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 1834.2, which was -2723.90 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 4558.1, 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 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 4558.1, 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 4558.1, 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 4558.1, 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 4558.1, 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 4558.1, which was 4558.10 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 51200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.60
Vega: 20.53
Theta: -41.06
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 566.25 | 332.30 | 19.33 | 6,14,110.5 | -6,090.5 | 9,170 |
| 19 Dec | 51575.70 | 233.95 | 112.85 | 18.04 | 2,39,291.5 | 5,800 | 15,260.5 |
| 18 Dec | 52139.55 | 121.1 | 45.10 | 18.25 | 1,24,936 | 1,807.5 | 9,460.5 |
| 17 Dec | 52834.80 | 76 | 37.40 | 19.32 | 76,224.5 | 161.5 | 7,653 |
| 16 Dec | 53581.35 | 38.6 | -7.40 | 19.82 | 41,752.5 | 1,068 | 7,491.5 |
| 13 Dec | 53583.80 | 46 | -32.65 | 18.58 | 54,691.5 | -1,581.5 | 6,423.5 |
| 12 Dec | 53216.45 | 78.65 | -1.25 | 17.97 | 17,536 | 342.5 | 8,005 |
| 11 Dec | 53391.35 | 79.9 | -18.10 | 18.35 | 25,279.5 | 264.5 | 7,662.5 |
| 10 Dec | 53577.70 | 98 | -32.25 | 19.92 | 28,544.5 | 1,363.5 | 7,398 |
| 9 Dec | 53407.75 | 130.25 | -10.35 | 19.93 | 19,548 | 181 | 6,034.5 |
| 6 Dec | 53509.50 | 140.6 | -15.40 | 19.19 | 27,495.5 | 907.5 | 5,853.5 |
| 5 Dec | 53603.55 | 156 | -37.00 | 19.95 | 23,969 | -97 | 4,946 |
| 4 Dec | 53266.90 | 193 | -77.75 | 19.00 | 26,966.5 | 424 | 5,043 |
| 3 Dec | 52695.75 | 270.75 | -123.25 | 17.89 | 27,545.5 | 1,368.5 | 4,619 |
| 2 Dec | 52109.00 | 394 | -15.60 | 17.33 | 52,290 | 542 | 3,250.5 |
| 29 Nov | 52055.60 | 409.6 | -33.40 | 16.27 | 48,066 | 403 | 2,708.5 |
| 28 Nov | 51906.85 | 443 | 102.50 | 16.50 | 43,020 | 579 | 2,305.5 |
| 27 Nov | 52301.80 | 340.5 | -76.20 | 15.91 | 4,845.5 | 855 | 1,726.5 |
| 26 Nov | 52191.50 | 416.7 | -32.50 | 16.67 | 1,828 | 128.5 | 871.5 |
| 25 Nov | 52207.50 | 449.2 | -377.40 | 17.19 | 3,240 | 27.5 | 743 |
| 22 Nov | 51135.40 | 826.6 | -318.50 | 16.45 | 5,026.5 | 346 | 715.5 |
| 21 Nov | 50372.90 | 1145.1 | -9.55 | 16.36 | 626.5 | 18 | 369.5 |
| 19 Nov | 50626.50 | 1154.65 | -62.00 | 16.44 | 740 | 100 | 351.5 |
| 18 Nov | 50363.80 | 1216.65 | -73.35 | 16.50 | 93 | 27 | 251.5 |
| 14 Nov | 50179.55 | 1290 | 88.95 | 15.97 | 260 | 100 | 224.5 |
| 13 Nov | 50088.35 | 1201.05 | 391.85 | 15.17 | 706 | -55.5 | 124.5 |
| 12 Nov | 51157.80 | 809.2 | 240.80 | 15.15 | 503 | 79.5 | 180 |
| 11 Nov | 51876.75 | 568.4 | -167.10 | 15.21 | 101.5 | 17.5 | 100.5 |
| 8 Nov | 51561.20 | 735.5 | 101.60 | 15.97 | 13.5 | 1 | 83 |
| 7 Nov | 51916.50 | 633.9 | 119.40 | 16.20 | 22 | 9 | 82 |
| 6 Nov | 52317.40 | 514.5 | -166.30 | 16.46 | 18 | 4.5 | 73 |
| 5 Nov | 52207.25 | 680.8 | -276.80 | 17.68 | 85.5 | 20 | 68.5 |
| 4 Nov | 51215.25 | 957.6 | 57.60 | 17.16 | 51 | 48.5 | 48.5 |
| 1 Nov | 51673.90 | 900 | 0.00 | 0.00 | 0 | 39 | 0 |
| 31 Oct | 51475.35 | 900 | 143.45 | - | 10.5 | 39 | 39 |
| 30 Oct | 51807.50 | 756.55 | 0.00 | - | 0 | 0.5 | 0 |
| 29 Oct | 52320.70 | 756.55 | -85.05 | - | 3.5 | 0.5 | 32.5 |
| 28 Oct | 51259.30 | 841.6 | -406.90 | - | 4.5 | 0 | 32 |
| 25 Oct | 50787.45 | 1248.5 | 399.45 | - | 43.5 | 16 | 32 |
| 24 Oct | 51531.15 | 849.05 | -143.25 | - | 18.5 | 7.5 | 16 |
| 23 Oct | 51239.00 | 992.3 | 53.10 | - | 13.5 | 8.5 | 8.5 |
| 22 Oct | 51257.15 | 939.2 | 0.00 | - | 0 | 0.5 | 0 |
| 21 Oct | 51962.70 | 939.2 | 0.00 | - | 0 | 0.5 | 0 |
| 18 Oct | 52094.20 | 939.2 | 3.50 | - | 1 | 0.5 | 2.5 |
| 17 Oct | 51288.80 | 935.7 | 113.70 | - | 1.5 | 2 | 2 |
| 16 Oct | 51801.05 | 822 | 0.00 | - | 0 | -0.5 | 0 |
| 15 Oct | 51906.00 | 822 | 0.00 | - | 0 | -0.5 | 0 |
| 14 Oct | 51816.90 | 822 | -165.60 | - | 2 | -0.5 | 2 |
| 11 Oct | 51172.30 | 987.6 | 88.60 | - | 0.5 | 0 | 2.5 |
| 10 Oct | 51530.90 | 899 | -151.00 | - | 4 | 2.5 | 2.5 |
| 9 Oct | 51007.00 | 1050 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 1050 | 306.90 | - | 0.5 | 0 | 0 |
| 7 Oct | 50478.90 | 743.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 743.1 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 743.1 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 743.1 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 743.1 | 743.10 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 51200 expiring on 24DEC2024
Delta for 51200 PE is -0.60
Historical price for 51200 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 566.25, which was 332.30 higher than the previous day. The implied volatity was 19.33, the open interest changed by -12181 which decreased total open position to 18340
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 233.95, which was 112.85 higher than the previous day. The implied volatity was 18.04, the open interest changed by 11600 which increased total open position to 30521
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 121.1, which was 45.10 higher than the previous day. The implied volatity was 18.25, the open interest changed by 3615 which increased total open position to 18921
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 76, which was 37.40 higher than the previous day. The implied volatity was 19.32, the open interest changed by 323 which increased total open position to 15306
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 38.6, which was -7.40 lower than the previous day. The implied volatity was 19.82, the open interest changed by 2136 which increased total open position to 14983
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 46, which was -32.65 lower than the previous day. The implied volatity was 18.58, the open interest changed by -3163 which decreased total open position to 12847
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 78.65, which was -1.25 lower than the previous day. The implied volatity was 17.97, the open interest changed by 685 which increased total open position to 16010
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 79.9, which was -18.10 lower than the previous day. The implied volatity was 18.35, the open interest changed by 529 which increased total open position to 15325
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 98, which was -32.25 lower than the previous day. The implied volatity was 19.92, the open interest changed by 2727 which increased total open position to 14796
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 130.25, which was -10.35 lower than the previous day. The implied volatity was 19.93, the open interest changed by 362 which increased total open position to 12069
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 140.6, which was -15.40 lower than the previous day. The implied volatity was 19.19, the open interest changed by 1815 which increased total open position to 11707
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 156, which was -37.00 lower than the previous day. The implied volatity was 19.95, the open interest changed by -194 which decreased total open position to 9892
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 193, which was -77.75 lower than the previous day. The implied volatity was 19.00, the open interest changed by 848 which increased total open position to 10086
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 270.75, which was -123.25 lower than the previous day. The implied volatity was 17.89, the open interest changed by 2737 which increased total open position to 9238
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 394, which was -15.60 lower than the previous day. The implied volatity was 17.33, the open interest changed by 1084 which increased total open position to 6501
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 409.6, which was -33.40 lower than the previous day. The implied volatity was 16.27, the open interest changed by 806 which increased total open position to 5417
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 443, which was 102.50 higher than the previous day. The implied volatity was 16.50, the open interest changed by 1158 which increased total open position to 4611
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 340.5, which was -76.20 lower than the previous day. The implied volatity was 15.91, the open interest changed by 1710 which increased total open position to 3453
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 416.7, which was -32.50 lower than the previous day. The implied volatity was 16.67, the open interest changed by 257 which increased total open position to 1743
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 449.2, which was -377.40 lower than the previous day. The implied volatity was 17.19, the open interest changed by 55 which increased total open position to 1486
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 826.6, which was -318.50 lower than the previous day. The implied volatity was 16.45, the open interest changed by 692 which increased total open position to 1431
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1145.1, which was -9.55 lower than the previous day. The implied volatity was 16.36, the open interest changed by 36 which increased total open position to 739
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1154.65, which was -62.00 lower than the previous day. The implied volatity was 16.44, the open interest changed by 200 which increased total open position to 703
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1216.65, which was -73.35 lower than the previous day. The implied volatity was 16.50, the open interest changed by 54 which increased total open position to 503
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1290, which was 88.95 higher than the previous day. The implied volatity was 15.97, the open interest changed by 200 which increased total open position to 449
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1201.05, which was 391.85 higher than the previous day. The implied volatity was 15.17, the open interest changed by -111 which decreased total open position to 249
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 809.2, which was 240.80 higher than the previous day. The implied volatity was 15.15, the open interest changed by 159 which increased total open position to 360
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 568.4, which was -167.10 lower than the previous day. The implied volatity was 15.21, the open interest changed by 35 which increased total open position to 201
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 735.5, which was 101.60 higher than the previous day. The implied volatity was 15.97, the open interest changed by 2 which increased total open position to 166
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 633.9, which was 119.40 higher than the previous day. The implied volatity was 16.20, the open interest changed by 18 which increased total open position to 164
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 514.5, which was -166.30 lower than the previous day. The implied volatity was 16.46, the open interest changed by 9 which increased total open position to 146
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 680.8, which was -276.80 lower than the previous day. The implied volatity was 17.68, the open interest changed by 40 which increased total open position to 137
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 957.6, which was 57.60 higher than the previous day. The implied volatity was 17.16, the open interest changed by 97 which increased total open position to 97
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 900, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 78 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 900, which was 143.45 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 756.55, 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 756.55, which was -85.05 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 841.6, which was -406.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 1248.5, which was 399.45 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 849.05, which was -143.25 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 992.3, which was 53.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 939.2, 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 939.2, 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 939.2, which was 3.50 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 935.7, which was 113.70 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 822, 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 822, 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 822, which was -165.60 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 987.6, which was 88.60 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 899, which was -151.00 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 1050, 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 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 1050, which was 306.90 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 743.1, 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 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 743.1, 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 743.1, 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 743.1, 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 743.1, which was 743.10 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 0, 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 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
