BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
21 Mar 2025 12:02 PM IST
| BANKNIFTY 27MAR2025 51400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 13.54
Theta: -14.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Mar | 50416.60 | 48 | 22.75 | 11.78 | 78,098 | 1,020 | 9,345 | |||
| 20 Mar | 50062.85 | 23.1 | 0.9 | 12.15 | 59,026 | 1,897 | 8,386 | |||
| 19 Mar | 49702.60 | 21.1 | 6.75 | 12.85 | 64,443 | 1,668 | 6,575 | |||
| 18 Mar | 49314.50 | 15.55 | 9.8 | 13.42 | 28,420 | 1,630 | 4,909 | |||
| 17 Mar | 48354.15 | 5.55 | -3.75 | 15.73 | 7,582 | -1,054 | 3,320 | |||
| 13 Mar | 48060.40 | 9.55 | -2.7 | 15.56 | 10,065 | 1,824 | 4,372 | |||
| 12 Mar | 48056.65 | 12.1 | -3.35 | 15.35 | 7,250 | -1,239 | 2,563 | |||
| 11 Mar | 47853.95 | 15.4 | -4.75 | 16.14 | 10,473 | 179 | 3,839 | |||
| 10 Mar | 48216.80 | 18.9 | -21 | 14.85 | 35,761 | 802 | 3,700 | |||
| 7 Mar | 48497.50 | 37.95 | -16.75 | 14.24 | 34,370 | -8 | 2,898 | |||
| 6 Mar | 48627.70 | 54.7 | 0.5 | 14.21 | 18,347 | 905 | 3,041 | |||
| 5 Mar | 48489.95 | 54.6 | 6.75 | 14.35 | 13,565 | 464 | 2,162 | |||
| 4 Mar | 48245.20 | 49.5 | 1.45 | 14.57 | 8,363 | 279 | 1,714 | |||
| 3 Mar | 48114.30 | 48.5 | -22.95 | 14.71 | 10,543 | 176 | 1,465 | |||
| 28 Feb | 48344.70 | 70.05 | -29.9 | 14.49 | 10,526 | 570 | 1,317 | |||
| 27 Feb | 48743.80 | 93.4 | -22.8 | 13.62 | 1,641 | 183 | 747 | |||
| 25 Feb | 48608.35 | 113.15 | -50.65 | 14.02 | 767 | 95 | 564 | |||
| 24 Feb | 48651.95 | 161.1 | -74.35 | 14.99 | 748 | -6 | 468 | |||
| 21 Feb | 48981.20 | 230.6 | -111.85 | 14.84 | 1,320 | -497 | 475 | |||
| 20 Feb | 49334.55 | 337.75 | -68.35 | 15.05 | 255 | 21 | 971 | |||
| 19 Feb | 49570.10 | 400.55 | 59.9 | 14.81 | 416 | -36 | 950 | |||
| 18 Feb | 49087.30 | 337.85 | -86.15 | 15.65 | 415 | 75 | 986 | |||
| 17 Feb | 49258.90 | 434.3 | 27.3 | 16.07 | 1,007 | 507 | 911 | |||
| 14 Feb | 49099.45 | 398.5 | -74.1 | 15.81 | 569 | 98 | 405 | |||
| 13 Feb | 49359.85 | 465.85 | -54.25 | 15.33 | 101 | 7 | 307 | |||
| 12 Feb | 49479.45 | 527 | 13.35 | 15.17 | 428 | -37 | 300 | |||
| 11 Feb | 49403.40 | 514.25 | -190.8 | 15.57 | 97 | 37 | 336 | |||
| 10 Feb | 49981.00 | 708.15 | -59.3 | 15.04 | 375 | 160 | 259 | |||
| 7 Feb | 50158.85 | 769.2 | -138.8 | 13.83 | 41 | 19 | 99 | |||
| 6 Feb | 50382.10 | 908 | 44.25 | 14.15 | 11 | 0 | 79 | |||
| 5 Feb | 50343.05 | 869.15 | 83.85 | 14.18 | 94 | 24 | 79 | |||
| 4 Feb | 50157.95 | 779.35 | 261 | 13.86 | 49 | 21 | 64 | |||
| 3 Feb | 49210.55 | 518.35 | -107.6 | 14.54 | 2 | 0 | 43 | |||
| 1 Feb | 49506.95 | 623.6 | -161.9 | 14.27 | 39 | 30 | 38 | |||
| 31 Jan | 49587.20 | 785.5 | 167.75 | 15.79 | 2 | 1 | 8 | |||
| 30 Jan | 49311.95 | 617.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 29 Jan | 49165.95 | 617.75 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 28 Jan | 48866.85 | 617.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Jan | 48064.65 | 617.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Jan | 48367.80 | 617.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 23 Jan | 48589.00 | 617.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Jan | 48724.40 | 617.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Jan | 48570.90 | 617.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Jan | 49350.80 | 617.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Jan | 48540.60 | 617.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Jan | 49278.70 | 617.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 15 Jan | 48751.70 | 617.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Jan | 48729.15 | 617.75 | 0.00 | 0.00 | 0 | 0 | 7 | |||
| 13 Jan | 48041.25 | 617.75 | -549.50 | 17.15 | 5 | 0 | 2 | |||
| 10 Jan | 48734.15 | 1167.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Jan | 49503.50 | 1167.25 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 8 Jan | 49835.05 | 1167.25 | -1290.40 | 15.09 | 4 | 2 | 2 | |||
| 7 Jan | 50202.15 | 2457.65 | 0.00 | 0.14 | 0 | 0 | 0 | |||
| 6 Jan | 49922.00 | 2457.65 | 0.00 | 0.35 | 0 | 0 | 0 | |||
| 3 Jan | 50988.80 | 2457.65 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 51605.55 | 2457.65 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 51400 expiring on 27MAR2025
Delta for 51400 CE is 0.13
Historical price for 51400 CE is as follows
On 21 Mar BANKNIFTY was trading at 50416.60. The strike last trading price was 48, which was 22.75 higher than the previous day. The implied volatity was 11.78, the open interest changed by 1020 which increased total open position to 9345
On 20 Mar BANKNIFTY was trading at 50062.85. The strike last trading price was 23.1, which was 0.9 higher than the previous day. The implied volatity was 12.15, the open interest changed by 1897 which increased total open position to 8386
On 19 Mar BANKNIFTY was trading at 49702.60. The strike last trading price was 21.1, which was 6.75 higher than the previous day. The implied volatity was 12.85, the open interest changed by 1668 which increased total open position to 6575
On 18 Mar BANKNIFTY was trading at 49314.50. The strike last trading price was 15.55, which was 9.8 higher than the previous day. The implied volatity was 13.42, the open interest changed by 1630 which increased total open position to 4909
On 17 Mar BANKNIFTY was trading at 48354.15. The strike last trading price was 5.55, which was -3.75 lower than the previous day. The implied volatity was 15.73, the open interest changed by -1054 which decreased total open position to 3320
On 13 Mar BANKNIFTY was trading at 48060.40. The strike last trading price was 9.55, which was -2.7 lower than the previous day. The implied volatity was 15.56, the open interest changed by 1824 which increased total open position to 4372
On 12 Mar BANKNIFTY was trading at 48056.65. The strike last trading price was 12.1, which was -3.35 lower than the previous day. The implied volatity was 15.35, the open interest changed by -1239 which decreased total open position to 2563
On 11 Mar BANKNIFTY was trading at 47853.95. The strike last trading price was 15.4, which was -4.75 lower than the previous day. The implied volatity was 16.14, the open interest changed by 179 which increased total open position to 3839
On 10 Mar BANKNIFTY was trading at 48216.80. The strike last trading price was 18.9, which was -21 lower than the previous day. The implied volatity was 14.85, the open interest changed by 802 which increased total open position to 3700
On 7 Mar BANKNIFTY was trading at 48497.50. The strike last trading price was 37.95, which was -16.75 lower than the previous day. The implied volatity was 14.24, the open interest changed by -8 which decreased total open position to 2898
On 6 Mar BANKNIFTY was trading at 48627.70. The strike last trading price was 54.7, which was 0.5 higher than the previous day. The implied volatity was 14.21, the open interest changed by 905 which increased total open position to 3041
On 5 Mar BANKNIFTY was trading at 48489.95. The strike last trading price was 54.6, which was 6.75 higher than the previous day. The implied volatity was 14.35, the open interest changed by 464 which increased total open position to 2162
On 4 Mar BANKNIFTY was trading at 48245.20. The strike last trading price was 49.5, which was 1.45 higher than the previous day. The implied volatity was 14.57, the open interest changed by 279 which increased total open position to 1714
On 3 Mar BANKNIFTY was trading at 48114.30. The strike last trading price was 48.5, which was -22.95 lower than the previous day. The implied volatity was 14.71, the open interest changed by 176 which increased total open position to 1465
On 28 Feb BANKNIFTY was trading at 48344.70. The strike last trading price was 70.05, which was -29.9 lower than the previous day. The implied volatity was 14.49, the open interest changed by 570 which increased total open position to 1317
On 27 Feb BANKNIFTY was trading at 48743.80. The strike last trading price was 93.4, which was -22.8 lower than the previous day. The implied volatity was 13.62, the open interest changed by 183 which increased total open position to 747
On 25 Feb BANKNIFTY was trading at 48608.35. The strike last trading price was 113.15, which was -50.65 lower than the previous day. The implied volatity was 14.02, the open interest changed by 95 which increased total open position to 564
On 24 Feb BANKNIFTY was trading at 48651.95. The strike last trading price was 161.1, which was -74.35 lower than the previous day. The implied volatity was 14.99, the open interest changed by -6 which decreased total open position to 468
On 21 Feb BANKNIFTY was trading at 48981.20. The strike last trading price was 230.6, which was -111.85 lower than the previous day. The implied volatity was 14.84, the open interest changed by -497 which decreased total open position to 475
On 20 Feb BANKNIFTY was trading at 49334.55. The strike last trading price was 337.75, which was -68.35 lower than the previous day. The implied volatity was 15.05, the open interest changed by 21 which increased total open position to 971
On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 400.55, which was 59.9 higher than the previous day. The implied volatity was 14.81, the open interest changed by -36 which decreased total open position to 950
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 337.85, which was -86.15 lower than the previous day. The implied volatity was 15.65, the open interest changed by 75 which increased total open position to 986
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 434.3, which was 27.3 higher than the previous day. The implied volatity was 16.07, the open interest changed by 507 which increased total open position to 911
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 398.5, which was -74.1 lower than the previous day. The implied volatity was 15.81, the open interest changed by 98 which increased total open position to 405
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 465.85, which was -54.25 lower than the previous day. The implied volatity was 15.33, the open interest changed by 7 which increased total open position to 307
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 527, which was 13.35 higher than the previous day. The implied volatity was 15.17, the open interest changed by -37 which decreased total open position to 300
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 514.25, which was -190.8 lower than the previous day. The implied volatity was 15.57, the open interest changed by 37 which increased total open position to 336
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 708.15, which was -59.3 lower than the previous day. The implied volatity was 15.04, the open interest changed by 160 which increased total open position to 259
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 769.2, which was -138.8 lower than the previous day. The implied volatity was 13.83, the open interest changed by 19 which increased total open position to 99
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 908, which was 44.25 higher than the previous day. The implied volatity was 14.15, the open interest changed by 0 which decreased total open position to 79
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 869.15, which was 83.85 higher than the previous day. The implied volatity was 14.18, the open interest changed by 24 which increased total open position to 79
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 779.35, which was 261 higher than the previous day. The implied volatity was 13.86, the open interest changed by 21 which increased total open position to 64
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 518.35, which was -107.6 lower than the previous day. The implied volatity was 14.54, the open interest changed by 0 which decreased total open position to 43
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 623.6, which was -161.9 lower than the previous day. The implied volatity was 14.27, the open interest changed by 30 which increased total open position to 38
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 785.5, which was 167.75 higher than the previous day. The implied volatity was 15.79, the open interest changed by 1 which increased total open position to 8
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 617.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 617.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 617.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 617.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 617.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 617.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 617.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 617.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 617.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 617.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 617.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 617.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 617.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 7
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 617.75, which was -549.50 lower than the previous day. The implied volatity was 17.15, the open interest changed by 0 which decreased total open position to 2
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 1167.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 1167.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 1167.25, which was -1290.40 lower than the previous day. The implied volatity was 15.09, the open interest changed by 2 which increased total open position to 2
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 2457.65, which was 0.00 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 2457.65, which was 0.00 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 2457.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 2457.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 27MAR2025 51400 PE | |||||||
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Delta: -0.80
Vega: 18.12
Theta: -11.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Mar | 50416.60 | 1009 | -322.3 | 15.74 | 296 | 72 | 259 |
| 20 Mar | 50062.85 | 1350 | -257.65 | 14.05 | 129 | -4 | 183 |
| 19 Mar | 49702.60 | 1621.55 | -488.45 | 16.55 | 134 | -42 | 189 |
| 18 Mar | 49314.50 | 2110 | -823 | 27.17 | 54 | -9 | 240 |
| 17 Mar | 48354.15 | 2933 | -304.05 | 19.29 | 7 | 0 | 249 |
| 13 Mar | 48060.40 | 3237.05 | 47.05 | 20.98 | 9 | -4 | 249 |
| 12 Mar | 48056.65 | 3190 | 40 | 20.44 | 2 | -1 | 253 |
| 11 Mar | 47853.95 | 3150 | 0 | 0.00 | 0 | 1 | 0 |
| 10 Mar | 48216.80 | 3150 | 491.6 | 24.52 | 7 | 1 | 254 |
| 7 Mar | 48497.50 | 2658.4 | 8.4 | - | 21 | -1 | 253 |
| 6 Mar | 48627.70 | 2650 | -124.9 | 19.50 | 6 | -4 | 256 |
| 5 Mar | 48489.95 | 2774.9 | 113.3 | 20.27 | 15 | 5 | 257 |
| 4 Mar | 48245.20 | 2661.6 | 0 | 0.00 | 0 | -2 | 0 |
| 3 Mar | 48114.30 | 2661.6 | -126.85 | - | 2 | 0 | 254 |
| 28 Feb | 48344.70 | 2701.05 | 318.2 | - | 166 | 46 | 254 |
| 27 Feb | 48743.80 | 2417.7 | -63.85 | 11.74 | 11 | 1 | 208 |
| 25 Feb | 48608.35 | 2480.9 | 49.25 | 13.04 | 6 | 0 | 208 |
| 24 Feb | 48651.95 | 2475 | 81.9 | 15.13 | 12 | 4 | 208 |
| 21 Feb | 48981.20 | 2393.1 | 493.1 | 18.12 | 3 | -1 | 204 |
| 20 Feb | 49334.55 | 1900 | -95.35 | 13.86 | 4 | 0 | 205 |
| 19 Feb | 49570.10 | 1995.35 | -192.85 | 18.98 | 3 | -1 | 205 |
| 18 Feb | 49087.30 | 2188.2 | -162.75 | 16.32 | 6 | -1 | 206 |
| 17 Feb | 49258.90 | 2350.95 | 230.55 | 22.19 | 5 | -1 | 207 |
| 14 Feb | 49099.45 | 2120.4 | 182 | 14.93 | 3 | -1 | 208 |
| 13 Feb | 49359.85 | 1938.4 | 71.4 | 15.39 | 8 | -1 | 209 |
| 12 Feb | 49479.45 | 1867 | -50.3 | 16.28 | 2 | 1 | 209 |
| 11 Feb | 49403.40 | 1917.3 | 373.45 | 15.24 | 4 | 0 | 206 |
| 10 Feb | 49981.00 | 1543.85 | 127.5 | 15.55 | 1 | 0 | 205 |
| 7 Feb | 50158.85 | 1416.35 | 80.3 | 15.54 | 140 | 27 | 207 |
| 6 Feb | 50382.10 | 1330.45 | -29.25 | 15.97 | 4 | 0 | 180 |
| 5 Feb | 50343.05 | 1369.25 | -818.3 | 15.53 | 213 | 125 | 181 |
| 4 Feb | 50157.95 | 2187.55 | 0 | 0.00 | 0 | 43 | 0 |
| 3 Feb | 49210.55 | 2187.55 | 66.1 | 17.78 | 47 | 41 | 54 |
| 1 Feb | 49506.95 | 2121.45 | 0 | 0.00 | 0 | 0 | 0 |
| 31 Jan | 49587.20 | 2121.45 | 0 | 0.00 | 0 | 13 | 0 |
| 30 Jan | 49311.95 | 2121.45 | 425.1 | 18.30 | 13 | 9 | 9 |
| 29 Jan | 49165.95 | 1696.35 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 48866.85 | 1696.35 | 0 | - | 0 | 0 | 0 |
| 27 Jan | 48064.65 | 1696.35 | 0 | - | 0 | 0 | 0 |
| 24 Jan | 48367.80 | 1696.35 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 48589.00 | 1696.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Jan | 48724.40 | 1696.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Jan | 48570.90 | 1696.35 | 0.00 | - | 0 | 0 | 0 |
| 20 Jan | 49350.80 | 1696.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Jan | 48540.60 | 1696.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Jan | 49278.70 | 1696.35 | 0.00 | - | 0 | 0 | 0 |
| 15 Jan | 48751.70 | 1696.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Jan | 48729.15 | 1696.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Jan | 48041.25 | 1696.35 | 0.00 | - | 0 | 0 | 0 |
| 10 Jan | 48734.15 | 1696.35 | 0.00 | - | 0 | 0 | 0 |
| 9 Jan | 49503.50 | 1696.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Jan | 49835.05 | 1696.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Jan | 50202.15 | 1696.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Jan | 49922.00 | 1696.35 | 0.00 | - | 0 | 0 | 0 |
| 3 Jan | 50988.80 | 1696.35 | 0.00 | 0.72 | 0 | 0 | 0 |
| 2 Jan | 51605.55 | 1696.35 | 1.34 | 0 | 0 | 0 | |
For Nifty Bank - strike price 51400 expiring on 27MAR2025
Delta for 51400 PE is -0.80
Historical price for 51400 PE is as follows
On 21 Mar BANKNIFTY was trading at 50416.60. The strike last trading price was 1009, which was -322.3 lower than the previous day. The implied volatity was 15.74, the open interest changed by 72 which increased total open position to 259
On 20 Mar BANKNIFTY was trading at 50062.85. The strike last trading price was 1350, which was -257.65 lower than the previous day. The implied volatity was 14.05, the open interest changed by -4 which decreased total open position to 183
On 19 Mar BANKNIFTY was trading at 49702.60. The strike last trading price was 1621.55, which was -488.45 lower than the previous day. The implied volatity was 16.55, the open interest changed by -42 which decreased total open position to 189
On 18 Mar BANKNIFTY was trading at 49314.50. The strike last trading price was 2110, which was -823 lower than the previous day. The implied volatity was 27.17, the open interest changed by -9 which decreased total open position to 240
On 17 Mar BANKNIFTY was trading at 48354.15. The strike last trading price was 2933, which was -304.05 lower than the previous day. The implied volatity was 19.29, the open interest changed by 0 which decreased total open position to 249
On 13 Mar BANKNIFTY was trading at 48060.40. The strike last trading price was 3237.05, which was 47.05 higher than the previous day. The implied volatity was 20.98, the open interest changed by -4 which decreased total open position to 249
On 12 Mar BANKNIFTY was trading at 48056.65. The strike last trading price was 3190, which was 40 higher than the previous day. The implied volatity was 20.44, the open interest changed by -1 which decreased total open position to 253
On 11 Mar BANKNIFTY was trading at 47853.95. The strike last trading price was 3150, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 10 Mar BANKNIFTY was trading at 48216.80. The strike last trading price was 3150, which was 491.6 higher than the previous day. The implied volatity was 24.52, the open interest changed by 1 which increased total open position to 254
On 7 Mar BANKNIFTY was trading at 48497.50. The strike last trading price was 2658.4, which was 8.4 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 253
On 6 Mar BANKNIFTY was trading at 48627.70. The strike last trading price was 2650, which was -124.9 lower than the previous day. The implied volatity was 19.50, the open interest changed by -4 which decreased total open position to 256
On 5 Mar BANKNIFTY was trading at 48489.95. The strike last trading price was 2774.9, which was 113.3 higher than the previous day. The implied volatity was 20.27, the open interest changed by 5 which increased total open position to 257
On 4 Mar BANKNIFTY was trading at 48245.20. The strike last trading price was 2661.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 3 Mar BANKNIFTY was trading at 48114.30. The strike last trading price was 2661.6, which was -126.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 254
On 28 Feb BANKNIFTY was trading at 48344.70. The strike last trading price was 2701.05, which was 318.2 higher than the previous day. The implied volatity was -, the open interest changed by 46 which increased total open position to 254
On 27 Feb BANKNIFTY was trading at 48743.80. The strike last trading price was 2417.7, which was -63.85 lower than the previous day. The implied volatity was 11.74, the open interest changed by 1 which increased total open position to 208
On 25 Feb BANKNIFTY was trading at 48608.35. The strike last trading price was 2480.9, which was 49.25 higher than the previous day. The implied volatity was 13.04, the open interest changed by 0 which decreased total open position to 208
On 24 Feb BANKNIFTY was trading at 48651.95. The strike last trading price was 2475, which was 81.9 higher than the previous day. The implied volatity was 15.13, the open interest changed by 4 which increased total open position to 208
On 21 Feb BANKNIFTY was trading at 48981.20. The strike last trading price was 2393.1, which was 493.1 higher than the previous day. The implied volatity was 18.12, the open interest changed by -1 which decreased total open position to 204
On 20 Feb BANKNIFTY was trading at 49334.55. The strike last trading price was 1900, which was -95.35 lower than the previous day. The implied volatity was 13.86, the open interest changed by 0 which decreased total open position to 205
On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 1995.35, which was -192.85 lower than the previous day. The implied volatity was 18.98, the open interest changed by -1 which decreased total open position to 205
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 2188.2, which was -162.75 lower than the previous day. The implied volatity was 16.32, the open interest changed by -1 which decreased total open position to 206
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 2350.95, which was 230.55 higher than the previous day. The implied volatity was 22.19, the open interest changed by -1 which decreased total open position to 207
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 2120.4, which was 182 higher than the previous day. The implied volatity was 14.93, the open interest changed by -1 which decreased total open position to 208
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 1938.4, which was 71.4 higher than the previous day. The implied volatity was 15.39, the open interest changed by -1 which decreased total open position to 209
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 1867, which was -50.3 lower than the previous day. The implied volatity was 16.28, the open interest changed by 1 which increased total open position to 209
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 1917.3, which was 373.45 higher than the previous day. The implied volatity was 15.24, the open interest changed by 0 which decreased total open position to 206
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 1543.85, which was 127.5 higher than the previous day. The implied volatity was 15.55, the open interest changed by 0 which decreased total open position to 205
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 1416.35, which was 80.3 higher than the previous day. The implied volatity was 15.54, the open interest changed by 27 which increased total open position to 207
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 1330.45, which was -29.25 lower than the previous day. The implied volatity was 15.97, the open interest changed by 0 which decreased total open position to 180
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 1369.25, which was -818.3 lower than the previous day. The implied volatity was 15.53, the open interest changed by 125 which increased total open position to 181
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 2187.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 43 which increased total open position to 0
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 2187.55, which was 66.1 higher than the previous day. The implied volatity was 17.78, the open interest changed by 41 which increased total open position to 54
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 2121.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 2121.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 2121.45, which was 425.1 higher than the previous day. The implied volatity was 18.30, the open interest changed by 9 which increased total open position to 9
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 1696.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 1696.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 1696.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 1696.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 1696.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 1696.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 1696.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 1696.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 1696.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 1696.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 1696.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 1696.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 1696.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 1696.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 1696.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 1696.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 1696.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1696.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 1696.35, which was 0.00 lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 1696.35, which was lower than the previous day. The implied volatity was 1.34, the open interest changed by 0 which decreased total open position to 0
