BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 51300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.32
Vega: 19.06
Theta: -40.10
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 164.9 | -544.30 | 14.97 | 4,94,191.5 | 13,890 | 18,742 | |||
| 19 Dec | 51575.70 | 709.2 | -445.05 | 20.64 | 1,39,072 | 3,955.5 | 4,852 | |||
| 18 Dec | 52139.55 | 1154.25 | -582.30 | 19.47 | 1,102 | -147.5 | 896.5 | |||
| 17 Dec | 52834.80 | 1736.55 | -756.55 | 23.08 | 69.5 | -2 | 1,044 | |||
| 16 Dec | 53581.35 | 2493.1 | 95.00 | 29.68 | 12 | -6 | 1,046 | |||
| 13 Dec | 53583.80 | 2398.1 | 176.00 | - | 154.5 | -16.5 | 1,052 | |||
|
|
||||||||||
| 12 Dec | 53216.45 | 2222.1 | -87.00 | 20.03 | 74 | -16.5 | 1,068.5 | |||
| 11 Dec | 53391.35 | 2309.1 | -147.10 | 14.55 | 77.5 | -47 | 1,085 | |||
| 10 Dec | 53577.70 | 2456.2 | 102.25 | - | 62.5 | -33 | 1,132 | |||
| 9 Dec | 53407.75 | 2353.95 | -173.85 | 12.73 | 106 | 24.5 | 1,165 | |||
| 6 Dec | 53509.50 | 2527.8 | -24.30 | 16.04 | 161.5 | -127 | 1,140.5 | |||
| 5 Dec | 53603.55 | 2552.1 | 267.10 | - | 310.5 | -173 | 1,267.5 | |||
| 4 Dec | 53266.90 | 2285 | 444.80 | 13.57 | 823 | -74.5 | 1,440.5 | |||
| 3 Dec | 52695.75 | 1840.2 | 346.80 | 14.65 | 1,014 | 289.5 | 1,515 | |||
| 2 Dec | 52109.00 | 1493.4 | 23.40 | 15.98 | 4,541 | 369.5 | 1,225.5 | |||
| 29 Nov | 52055.60 | 1470 | -32.95 | 15.33 | 2,214.5 | 274 | 856 | |||
| 28 Nov | 51906.85 | 1502.95 | -163.05 | 16.10 | 1,150 | 67 | 582 | |||
| 27 Nov | 52301.80 | 1666 | 33.15 | 14.13 | 278.5 | 35 | 515 | |||
| 26 Nov | 52191.50 | 1632.85 | -31.30 | 14.94 | 290.5 | -11 | 480 | |||
| 25 Nov | 52207.50 | 1664.15 | 633.15 | 14.94 | 1,518.5 | -364.5 | 491 | |||
| 22 Nov | 51135.40 | 1031 | 318.15 | 14.99 | 3,322 | 247 | 855.5 | |||
| 21 Nov | 50372.90 | 712.85 | -9.75 | 14.72 | 952 | 112.5 | 608.5 | |||
| 19 Nov | 50626.50 | 722.6 | 25.30 | 14.04 | 1,222 | 143 | 496 | |||
| 18 Nov | 50363.80 | 697.3 | -3.20 | 14.12 | 270 | 110.5 | 353 | |||
| 14 Nov | 50179.55 | 700.5 | -114.00 | 14.10 | 341.5 | 71 | 242.5 | |||
| 13 Nov | 50088.35 | 814.5 | -444.65 | 15.08 | 541 | 26.5 | 171.5 | |||
| 12 Nov | 51157.80 | 1259.15 | -386.45 | 15.13 | 265.5 | 54.5 | 145 | |||
| 11 Nov | 51876.75 | 1645.6 | 36.00 | 14.12 | 120.5 | 33 | 90.5 | |||
| 8 Nov | 51561.20 | 1609.6 | -289.80 | 15.46 | 9 | 0 | 57.5 | |||
| 7 Nov | 51916.50 | 1899.4 | -276.85 | 15.97 | 4.5 | 1.5 | 57.5 | |||
| 6 Nov | 52317.40 | 2176.25 | 118.55 | 14.46 | 3 | -2 | 56 | |||
| 5 Nov | 52207.25 | 2057.7 | 486.35 | 15.54 | 150 | 21.5 | 58 | |||
| 4 Nov | 51215.25 | 1571.35 | -216.30 | 16.41 | 26.5 | 36.5 | 36.5 | |||
| 1 Nov | 51673.90 | 1787.65 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 31 Oct | 51475.35 | 1787.65 | -305.25 | - | 13.5 | 3 | 35.5 | |||
| 30 Oct | 51807.50 | 2092.9 | -130.65 | - | 2.5 | 0 | 32.5 | |||
| 29 Oct | 52320.70 | 2223.55 | 534.50 | - | 10.5 | 0 | 32.5 | |||
| 28 Oct | 51259.30 | 1689.05 | 289.05 | - | 8 | 1.5 | 32.5 | |||
| 25 Oct | 50787.45 | 1400 | -288.00 | - | 32 | 31 | 31 | |||
| 24 Oct | 51531.15 | 1688 | 0.00 | - | 0 | 1.5 | 0 | |||
| 23 Oct | 51239.00 | 1688 | -444.90 | - | 3 | 1.5 | 1.5 | |||
| 22 Oct | 51257.15 | 2132.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 2132.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 2132.9 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 2132.9 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 2132.9 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 2132.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 2132.9 | 155.80 | - | 1 | 0 | 0 | |||
| 11 Oct | 51172.30 | 1977.1 | -9.50 | - | 0.5 | -0.5 | 0 | |||
| 10 Oct | 51530.90 | 1986.6 | 322.70 | - | 0.5 | 0.5 | 0.5 | |||
| 9 Oct | 51007.00 | 1663.9 | -2823.10 | - | 0.5 | 0 | 0 | |||
| 8 Oct | 51021.00 | 4487 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 4487 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 4487 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 4487 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 4487 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 4487 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 4487 | 4487.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 51300 expiring on 24DEC2024
Delta for 51300 CE is 0.32
Historical price for 51300 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 164.9, which was -544.30 lower than the previous day. The implied volatity was 14.97, the open interest changed by 27780 which increased total open position to 37484
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 709.2, which was -445.05 lower than the previous day. The implied volatity was 20.64, the open interest changed by 7911 which increased total open position to 9704
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1154.25, which was -582.30 lower than the previous day. The implied volatity was 19.47, the open interest changed by -295 which decreased total open position to 1793
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1736.55, which was -756.55 lower than the previous day. The implied volatity was 23.08, the open interest changed by -4 which decreased total open position to 2088
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 2493.1, which was 95.00 higher than the previous day. The implied volatity was 29.68, the open interest changed by -12 which decreased total open position to 2092
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 2398.1, which was 176.00 higher than the previous day. The implied volatity was -, the open interest changed by -33 which decreased total open position to 2104
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 2222.1, which was -87.00 lower than the previous day. The implied volatity was 20.03, the open interest changed by -33 which decreased total open position to 2137
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 2309.1, which was -147.10 lower than the previous day. The implied volatity was 14.55, the open interest changed by -94 which decreased total open position to 2170
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 2456.2, which was 102.25 higher than the previous day. The implied volatity was -, the open interest changed by -66 which decreased total open position to 2264
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 2353.95, which was -173.85 lower than the previous day. The implied volatity was 12.73, the open interest changed by 49 which increased total open position to 2330
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 2527.8, which was -24.30 lower than the previous day. The implied volatity was 16.04, the open interest changed by -254 which decreased total open position to 2281
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2552.1, which was 267.10 higher than the previous day. The implied volatity was -, the open interest changed by -346 which decreased total open position to 2535
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2285, which was 444.80 higher than the previous day. The implied volatity was 13.57, the open interest changed by -149 which decreased total open position to 2881
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1840.2, which was 346.80 higher than the previous day. The implied volatity was 14.65, the open interest changed by 579 which increased total open position to 3030
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1493.4, which was 23.40 higher than the previous day. The implied volatity was 15.98, the open interest changed by 739 which increased total open position to 2451
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1470, which was -32.95 lower than the previous day. The implied volatity was 15.33, the open interest changed by 548 which increased total open position to 1712
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1502.95, which was -163.05 lower than the previous day. The implied volatity was 16.10, the open interest changed by 134 which increased total open position to 1164
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1666, which was 33.15 higher than the previous day. The implied volatity was 14.13, the open interest changed by 70 which increased total open position to 1030
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1632.85, which was -31.30 lower than the previous day. The implied volatity was 14.94, the open interest changed by -22 which decreased total open position to 960
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1664.15, which was 633.15 higher than the previous day. The implied volatity was 14.94, the open interest changed by -729 which decreased total open position to 982
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1031, which was 318.15 higher than the previous day. The implied volatity was 14.99, the open interest changed by 494 which increased total open position to 1711
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 712.85, which was -9.75 lower than the previous day. The implied volatity was 14.72, the open interest changed by 225 which increased total open position to 1217
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 722.6, which was 25.30 higher than the previous day. The implied volatity was 14.04, the open interest changed by 286 which increased total open position to 992
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 697.3, which was -3.20 lower than the previous day. The implied volatity was 14.12, the open interest changed by 221 which increased total open position to 706
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 700.5, which was -114.00 lower than the previous day. The implied volatity was 14.10, the open interest changed by 142 which increased total open position to 485
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 814.5, which was -444.65 lower than the previous day. The implied volatity was 15.08, the open interest changed by 53 which increased total open position to 343
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1259.15, which was -386.45 lower than the previous day. The implied volatity was 15.13, the open interest changed by 109 which increased total open position to 290
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1645.6, which was 36.00 higher than the previous day. The implied volatity was 14.12, the open interest changed by 66 which increased total open position to 181
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1609.6, which was -289.80 lower than the previous day. The implied volatity was 15.46, 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 1899.4, which was -276.85 lower than the previous day. The implied volatity was 15.97, the open interest changed by 3 which increased total open position to 115
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 2176.25, which was 118.55 higher than the previous day. The implied volatity was 14.46, the open interest changed by -4 which decreased total open position to 112
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 2057.7, which was 486.35 higher than the previous day. The implied volatity was 15.54, the open interest changed by 43 which increased total open position to 116
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1571.35, which was -216.30 lower than the previous day. The implied volatity was 16.41, the open interest changed by 73 which increased total open position to 73
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1787.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1787.65, which was -305.25 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 2092.9, which was -130.65 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 2223.55, which was 534.50 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 1689.05, which was 289.05 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 1400, which was -288.00 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 1688, 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 1688, which was -444.90 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 2132.9, 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 2132.9, 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 2132.9, 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 2132.9, 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 2132.9, 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 2132.9, 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 2132.9, which was 155.80 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 1977.1, which was -9.50 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 1986.6, which was 322.70 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 1663.9, which was -2823.10 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 4487, 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 4487, 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 4487, 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 4487, 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 4487, 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 4487, 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 4487, which was 4487.00 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 51300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 19.89
Theta: -38.24
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 623.35 | 360.35 | 19.04 | 6,30,958.5 | -8,418.5 | 7,858.5 |
| 19 Dec | 51575.70 | 263 | 124.70 | 17.78 | 3,23,183 | 10,974 | 16,277 |
| 18 Dec | 52139.55 | 138.3 | 54.90 | 18.11 | 1,10,368.5 | -809 | 5,303 |
| 17 Dec | 52834.80 | 83.4 | 42.05 | 19.00 | 57,686.5 | 1,541.5 | 6,112 |
| 16 Dec | 53581.35 | 41.35 | -7.30 | 19.44 | 36,778.5 | 173 | 4,570.5 |
| 13 Dec | 53583.80 | 48.65 | -37.35 | 18.20 | 57,688.5 | -120.5 | 4,397.5 |
| 12 Dec | 53216.45 | 86 | -2.25 | 17.78 | 14,413.5 | -11.5 | 4,518 |
| 11 Dec | 53391.35 | 88.25 | -15.85 | 18.24 | 26,197.5 | -219 | 4,529.5 |
| 10 Dec | 53577.70 | 104.1 | -33.80 | 19.71 | 15,579.5 | 529.5 | 4,748.5 |
| 9 Dec | 53407.75 | 137.9 | -12.90 | 19.68 | 16,482 | -82 | 4,219 |
| 6 Dec | 53509.50 | 150.8 | -14.65 | 19.09 | 20,382 | -616 | 4,301 |
| 5 Dec | 53603.55 | 165.45 | -40.45 | 19.79 | 22,083.5 | 184 | 4,917 |
| 4 Dec | 53266.90 | 205.9 | -86.10 | 18.87 | 25,793.5 | -577 | 4,733 |
| 3 Dec | 52695.75 | 292 | -127.00 | 17.86 | 26,582 | 1,378.5 | 5,310 |
| 2 Dec | 52109.00 | 419 | -21.00 | 17.21 | 61,033 | 917 | 3,931.5 |
| 29 Nov | 52055.60 | 440 | -29.00 | 16.26 | 40,459.5 | 776 | 3,014.5 |
| 28 Nov | 51906.85 | 469 | 110.25 | 16.38 | 46,641 | 1,297.5 | 2,238.5 |
| 27 Nov | 52301.80 | 358.75 | -79.85 | 15.72 | 4,279.5 | 332.5 | 941 |
| 26 Nov | 52191.50 | 438.6 | -32.25 | 16.52 | 1,269 | 81 | 608.5 |
| 25 Nov | 52207.50 | 470.85 | -404.20 | 17.02 | 2,095 | -84 | 527.5 |
| 22 Nov | 51135.40 | 875.05 | -322.00 | 16.50 | 3,017.5 | 378 | 611.5 |
| 21 Nov | 50372.90 | 1197.05 | -15.65 | 16.29 | 578 | -54.5 | 233.5 |
| 19 Nov | 50626.50 | 1212.7 | -49.70 | 16.61 | 903.5 | 4.5 | 288 |
| 18 Nov | 50363.80 | 1262.4 | -91.55 | 16.33 | 96 | 53.5 | 283.5 |
| 14 Nov | 50179.55 | 1353.95 | -146.05 | 16.07 | 187.5 | 65.5 | 230 |
| 13 Nov | 50088.35 | 1500 | 650.05 | 18.80 | 667 | 32 | 164.5 |
| 12 Nov | 51157.80 | 849.95 | 247.50 | 15.11 | 185.5 | 5 | 132.5 |
| 11 Nov | 51876.75 | 602.45 | -119.65 | 15.22 | 102 | 30.5 | 127.5 |
| 8 Nov | 51561.20 | 722.1 | 84.50 | 15.22 | 10 | 0.5 | 97 |
| 7 Nov | 51916.50 | 637.6 | 77.60 | 15.75 | 11 | -0.5 | 96.5 |
| 6 Nov | 52317.40 | 560 | -193.40 | 16.73 | 61 | -7 | 97 |
| 5 Nov | 52207.25 | 753.4 | -234.75 | 18.26 | 86.5 | 9 | 104 |
| 4 Nov | 51215.25 | 988.15 | 117.10 | 17.00 | 142.5 | 27.5 | 95 |
| 1 Nov | 51673.90 | 871.05 | 60.80 | 17.46 | 0.5 | -0.5 | 67.5 |
| 31 Oct | 51475.35 | 810.25 | 85.75 | - | 18.5 | 7 | 68 |
| 30 Oct | 51807.50 | 724.5 | 54.50 | - | 1 | 3 | 61 |
| 29 Oct | 52320.70 | 670 | -345.95 | - | 29.5 | 11.5 | 58 |
| 28 Oct | 51259.30 | 1015.95 | -84.05 | - | 49 | 39 | 46.5 |
| 25 Oct | 50787.45 | 1100 | 129.60 | - | 0.5 | 0.5 | 7.5 |
| 24 Oct | 51531.15 | 970.4 | 0.00 | - | 0.5 | 0 | 7 |
| 23 Oct | 51239.00 | 970.4 | -34.60 | - | 10 | 5.5 | 7 |
| 22 Oct | 51257.15 | 1005 | -17.55 | - | 3.5 | 1.5 | 1.5 |
| 21 Oct | 51962.70 | 1022.55 | 0.00 | - | 0 | 1.5 | 0 |
| 18 Oct | 52094.20 | 1022.55 | 0.00 | - | 0 | 1.5 | 0 |
| 17 Oct | 51288.80 | 1022.55 | 0.00 | - | 1 | 1.5 | 1.5 |
| 16 Oct | 51801.05 | 1022.55 | 0.00 | - | 0 | 0.5 | 0 |
| 15 Oct | 51906.00 | 1022.55 | 0.00 | - | 0 | 0.5 | 0 |
| 14 Oct | 51816.90 | 1022.55 | 0.00 | - | 0 | 0.5 | 0 |
| 11 Oct | 51172.30 | 1022.55 | 131.65 | - | 0.5 | 0.5 | 2 |
| 10 Oct | 51530.90 | 890.9 | -161.95 | - | 1 | 0 | 1.5 |
| 9 Oct | 51007.00 | 1052.85 | 282.65 | - | 3 | 1.5 | 1.5 |
| 8 Oct | 51021.00 | 770.2 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 770.2 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 770.2 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 770.2 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 770.2 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 770.2 | 770.20 | - | 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 51300 expiring on 24DEC2024
Delta for 51300 PE is -0.64
Historical price for 51300 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 623.35, which was 360.35 higher than the previous day. The implied volatity was 19.04, the open interest changed by -16837 which decreased total open position to 15717
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 263, which was 124.70 higher than the previous day. The implied volatity was 17.78, the open interest changed by 21948 which increased total open position to 32554
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 138.3, which was 54.90 higher than the previous day. The implied volatity was 18.11, the open interest changed by -1618 which decreased total open position to 10606
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 83.4, which was 42.05 higher than the previous day. The implied volatity was 19.00, the open interest changed by 3083 which increased total open position to 12224
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 41.35, which was -7.30 lower than the previous day. The implied volatity was 19.44, the open interest changed by 346 which increased total open position to 9141
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 48.65, which was -37.35 lower than the previous day. The implied volatity was 18.20, the open interest changed by -241 which decreased total open position to 8795
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 86, which was -2.25 lower than the previous day. The implied volatity was 17.78, the open interest changed by -23 which decreased total open position to 9036
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 88.25, which was -15.85 lower than the previous day. The implied volatity was 18.24, the open interest changed by -438 which decreased total open position to 9059
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 104.1, which was -33.80 lower than the previous day. The implied volatity was 19.71, the open interest changed by 1059 which increased total open position to 9497
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 137.9, which was -12.90 lower than the previous day. The implied volatity was 19.68, the open interest changed by -164 which decreased total open position to 8438
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 150.8, which was -14.65 lower than the previous day. The implied volatity was 19.09, the open interest changed by -1232 which decreased total open position to 8602
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 165.45, which was -40.45 lower than the previous day. The implied volatity was 19.79, the open interest changed by 368 which increased total open position to 9834
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 205.9, which was -86.10 lower than the previous day. The implied volatity was 18.87, the open interest changed by -1154 which decreased total open position to 9466
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 292, which was -127.00 lower than the previous day. The implied volatity was 17.86, the open interest changed by 2757 which increased total open position to 10620
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 419, which was -21.00 lower than the previous day. The implied volatity was 17.21, the open interest changed by 1834 which increased total open position to 7863
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 440, which was -29.00 lower than the previous day. The implied volatity was 16.26, the open interest changed by 1552 which increased total open position to 6029
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 469, which was 110.25 higher than the previous day. The implied volatity was 16.38, the open interest changed by 2595 which increased total open position to 4477
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 358.75, which was -79.85 lower than the previous day. The implied volatity was 15.72, the open interest changed by 665 which increased total open position to 1882
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 438.6, which was -32.25 lower than the previous day. The implied volatity was 16.52, the open interest changed by 162 which increased total open position to 1217
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 470.85, which was -404.20 lower than the previous day. The implied volatity was 17.02, the open interest changed by -168 which decreased total open position to 1055
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 875.05, which was -322.00 lower than the previous day. The implied volatity was 16.50, the open interest changed by 756 which increased total open position to 1223
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1197.05, which was -15.65 lower than the previous day. The implied volatity was 16.29, the open interest changed by -109 which decreased total open position to 467
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1212.7, which was -49.70 lower than the previous day. The implied volatity was 16.61, the open interest changed by 9 which increased total open position to 576
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1262.4, which was -91.55 lower than the previous day. The implied volatity was 16.33, the open interest changed by 107 which increased total open position to 567
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1353.95, which was -146.05 lower than the previous day. The implied volatity was 16.07, the open interest changed by 131 which increased total open position to 460
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1500, which was 650.05 higher than the previous day. The implied volatity was 18.80, the open interest changed by 64 which increased total open position to 329
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 849.95, which was 247.50 higher than the previous day. The implied volatity was 15.11, the open interest changed by 10 which increased total open position to 265
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 602.45, which was -119.65 lower than the previous day. The implied volatity was 15.22, the open interest changed by 61 which increased total open position to 255
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 722.1, which was 84.50 higher than the previous day. The implied volatity was 15.22, the open interest changed by 1 which increased total open position to 194
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 637.6, which was 77.60 higher than the previous day. The implied volatity was 15.75, the open interest changed by -1 which decreased total open position to 193
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 560, which was -193.40 lower than the previous day. The implied volatity was 16.73, the open interest changed by -14 which decreased total open position to 194
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 753.4, which was -234.75 lower than the previous day. The implied volatity was 18.26, the open interest changed by 18 which increased total open position to 208
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 988.15, which was 117.10 higher than the previous day. The implied volatity was 17.00, the open interest changed by 55 which increased total open position to 190
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 871.05, which was 60.80 higher than the previous day. The implied volatity was 17.46, the open interest changed by -1 which decreased total open position to 135
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 810.25, which was 85.75 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 724.5, which was 54.50 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 670, which was -345.95 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 1015.95, which was -84.05 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 1100, which was 129.60 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 970.4, 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 970.4, which was -34.60 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 1005, which was -17.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 1022.55, 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 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 1022.55, 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 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 1022.55, 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 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 1022.55, 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 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 1022.55, 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 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 1022.55, 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 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 1022.55, which was 131.65 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 890.9, which was -161.95 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 1052.85, which was 282.65 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 770.2, 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 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 770.2, 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 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 770.2, 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 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 770.2, 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 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 770.2, 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 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 770.2, which was 770.20 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
