BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 51400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.28
Vega: 17.92
Theta: -37.75
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 138.45 | -496.55 | 15.13 | 5,57,669 | 12,631 | 21,368.5 | |||
| 19 Dec | 51575.70 | 635 | -434.70 | 20.03 | 2,93,296.5 | 7,709.5 | 8,737.5 | |||
| 18 Dec | 52139.55 | 1069.7 | -580.30 | 19.07 | 1,611.5 | 95.5 | 1,028 | |||
| 17 Dec | 52834.80 | 1650 | -630.25 | 22.83 | 109 | -4 | 932.5 | |||
| 16 Dec | 53581.35 | 2280.25 | -6.80 | 21.91 | 34.5 | -22 | 936.5 | |||
| 13 Dec | 53583.80 | 2287.05 | 177.05 | - | 292.5 | -11.5 | 958.5 | |||
| 12 Dec | 53216.45 | 2110 | -103.25 | 18.74 | 20 | -6 | 970 | |||
| 11 Dec | 53391.35 | 2213.25 | -149.00 | 14.59 | 7.5 | 0.5 | 976 | |||
| 10 Dec | 53577.70 | 2362.25 | 101.00 | - | 43 | -5 | 975.5 | |||
| 9 Dec | 53407.75 | 2261.25 | -177.85 | 12.94 | 15.5 | -1 | 980.5 | |||
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| 6 Dec | 53509.50 | 2439.1 | -24.35 | 16.07 | 66.5 | -4 | 981.5 | |||
| 5 Dec | 53603.55 | 2463.45 | 263.45 | - | 79 | -6.5 | 985.5 | |||
| 4 Dec | 53266.90 | 2200 | 437.25 | 13.79 | 800.5 | -11.5 | 992 | |||
| 3 Dec | 52695.75 | 1762.75 | 339.75 | 14.73 | 574 | -96.5 | 1,003.5 | |||
| 2 Dec | 52109.00 | 1423 | 13.85 | 15.95 | 4,672 | 204 | 1,100 | |||
| 29 Nov | 52055.60 | 1409.15 | -13.05 | 15.48 | 2,467.5 | 333 | 896 | |||
| 28 Nov | 51906.85 | 1422.2 | -167.00 | 15.94 | 1,545.5 | 126 | 563 | |||
| 27 Nov | 52301.80 | 1589.2 | 50.50 | 14.18 | 417.5 | 156 | 437 | |||
| 26 Nov | 52191.50 | 1538.7 | -52.40 | 14.45 | 223 | -11.5 | 281 | |||
| 25 Nov | 52207.50 | 1591.1 | 622.80 | 14.76 | 1,073 | -284 | 292.5 | |||
| 22 Nov | 51135.40 | 968.3 | 303.30 | 14.82 | 4,227.5 | 64 | 576.5 | |||
| 21 Nov | 50372.90 | 665 | -14.85 | 14.61 | 1,147 | 170 | 512.5 | |||
| 19 Nov | 50626.50 | 679.85 | 24.85 | 14.02 | 663 | -45 | 342.5 | |||
| 18 Nov | 50363.80 | 655 | 25.80 | 14.09 | 200.5 | 61 | 387.5 | |||
| 14 Nov | 50179.55 | 629.2 | -141.55 | 13.60 | 353.5 | 153.5 | 326.5 | |||
| 13 Nov | 50088.35 | 770.75 | -405.20 | 15.03 | 410 | 57 | 173 | |||
| 12 Nov | 51157.80 | 1175.95 | -405.65 | 14.71 | 477 | -123 | 116 | |||
| 11 Nov | 51876.75 | 1581.6 | 69.45 | 14.14 | 367 | 185 | 239 | |||
| 8 Nov | 51561.20 | 1512.15 | -289.15 | 15.00 | 4 | -0.5 | 54 | |||
| 7 Nov | 51916.50 | 1801.3 | -298.70 | 15.46 | 4 | 1 | 54.5 | |||
| 6 Nov | 52317.40 | 2100 | 120.00 | 14.39 | 47.5 | -28.5 | 53.5 | |||
| 5 Nov | 52207.25 | 1980 | 446.90 | 15.38 | 62.5 | 26 | 82 | |||
| 4 Nov | 51215.25 | 1533.1 | -175.85 | 16.61 | 15 | 1 | 56 | |||
| 1 Nov | 51673.90 | 1708.95 | -62.05 | 14.57 | 1.5 | -1 | 55 | |||
| 31 Oct | 51475.35 | 1771 | -421.95 | - | 35 | 56 | 56 | |||
| 30 Oct | 51807.50 | 2192.95 | 0.00 | - | 0 | 20 | 0 | |||
| 29 Oct | 52320.70 | 2192.95 | 588.90 | - | 44 | 20 | 41 | |||
| 28 Oct | 51259.30 | 1604.05 | 156.10 | - | 6.5 | 0.5 | 21 | |||
| 25 Oct | 50787.45 | 1447.95 | -342.05 | - | 34 | 18 | 20.5 | |||
| 24 Oct | 51531.15 | 1790 | -63.40 | - | 7.5 | 0.5 | 2.5 | |||
| 23 Oct | 51239.00 | 1853.4 | -341.90 | - | 2 | 2 | 2 | |||
| 22 Oct | 51257.15 | 2195.3 | 0.00 | - | 0 | -0.5 | 0 | |||
| 21 Oct | 51962.70 | 2195.3 | 50.80 | - | 0.5 | -0.5 | 2 | |||
| 18 Oct | 52094.20 | 2144.5 | 336.00 | - | 4.5 | 0 | 2.5 | |||
| 17 Oct | 51288.80 | 1808.5 | -273.50 | - | 4 | 2.5 | 2.5 | |||
| 16 Oct | 51801.05 | 2082 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 2082 | -0.30 | - | 0.5 | 0 | 2.5 | |||
| 14 Oct | 51816.90 | 2082.3 | 69.40 | - | 4 | 2.5 | 2.5 | |||
| 11 Oct | 51172.30 | 2012.9 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 2012.9 | 129.70 | - | 1.5 | 0 | 2 | |||
| 9 Oct | 51007.00 | 1883.2 | 81.20 | - | 1 | 2 | 2 | |||
| 8 Oct | 51021.00 | 1802 | 0.00 | - | 0 | 1 | 0 | |||
| 7 Oct | 50478.90 | 1802 | -2612.40 | - | 2 | 1 | 1 | |||
| 4 Oct | 51462.05 | 4414.4 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 4414.4 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 4414.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 4414.4 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 4414.4 | 4414.40 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 51400 expiring on 24DEC2024
Delta for 51400 CE is 0.28
Historical price for 51400 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 138.45, which was -496.55 lower than the previous day. The implied volatity was 15.13, the open interest changed by 25262 which increased total open position to 42737
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 635, which was -434.70 lower than the previous day. The implied volatity was 20.03, the open interest changed by 15419 which increased total open position to 17475
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1069.7, which was -580.30 lower than the previous day. The implied volatity was 19.07, the open interest changed by 191 which increased total open position to 2056
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1650, which was -630.25 lower than the previous day. The implied volatity was 22.83, the open interest changed by -8 which decreased total open position to 1865
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 2280.25, which was -6.80 lower than the previous day. The implied volatity was 21.91, the open interest changed by -44 which decreased total open position to 1873
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 2287.05, which was 177.05 higher than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 1917
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 2110, which was -103.25 lower than the previous day. The implied volatity was 18.74, the open interest changed by -12 which decreased total open position to 1940
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 2213.25, which was -149.00 lower than the previous day. The implied volatity was 14.59, the open interest changed by 1 which increased total open position to 1952
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 2362.25, which was 101.00 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 1951
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 2261.25, which was -177.85 lower than the previous day. The implied volatity was 12.94, the open interest changed by -2 which decreased total open position to 1961
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 2439.1, which was -24.35 lower than the previous day. The implied volatity was 16.07, the open interest changed by -8 which decreased total open position to 1963
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2463.45, which was 263.45 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 1971
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2200, which was 437.25 higher than the previous day. The implied volatity was 13.79, the open interest changed by -23 which decreased total open position to 1984
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1762.75, which was 339.75 higher than the previous day. The implied volatity was 14.73, the open interest changed by -193 which decreased total open position to 2007
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1423, which was 13.85 higher than the previous day. The implied volatity was 15.95, the open interest changed by 408 which increased total open position to 2200
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1409.15, which was -13.05 lower than the previous day. The implied volatity was 15.48, the open interest changed by 666 which increased total open position to 1792
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1422.2, which was -167.00 lower than the previous day. The implied volatity was 15.94, the open interest changed by 252 which increased total open position to 1126
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1589.2, which was 50.50 higher than the previous day. The implied volatity was 14.18, the open interest changed by 312 which increased total open position to 874
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1538.7, which was -52.40 lower than the previous day. The implied volatity was 14.45, the open interest changed by -23 which decreased total open position to 562
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1591.1, which was 622.80 higher than the previous day. The implied volatity was 14.76, the open interest changed by -568 which decreased total open position to 585
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 968.3, which was 303.30 higher than the previous day. The implied volatity was 14.82, the open interest changed by 128 which increased total open position to 1153
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 665, which was -14.85 lower than the previous day. The implied volatity was 14.61, the open interest changed by 340 which increased total open position to 1025
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 679.85, which was 24.85 higher than the previous day. The implied volatity was 14.02, the open interest changed by -90 which decreased total open position to 685
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 655, which was 25.80 higher than the previous day. The implied volatity was 14.09, the open interest changed by 122 which increased total open position to 775
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 629.2, which was -141.55 lower than the previous day. The implied volatity was 13.60, the open interest changed by 307 which increased total open position to 653
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 770.75, which was -405.20 lower than the previous day. The implied volatity was 15.03, the open interest changed by 114 which increased total open position to 346
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1175.95, which was -405.65 lower than the previous day. The implied volatity was 14.71, the open interest changed by -246 which decreased total open position to 232
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1581.6, which was 69.45 higher than the previous day. The implied volatity was 14.14, the open interest changed by 370 which increased total open position to 478
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1512.15, which was -289.15 lower than the previous day. The implied volatity was 15.00, the open interest changed by -1 which decreased total open position to 108
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1801.3, which was -298.70 lower than the previous day. The implied volatity was 15.46, the open interest changed by 2 which increased total open position to 109
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 2100, which was 120.00 higher than the previous day. The implied volatity was 14.39, the open interest changed by -57 which decreased total open position to 107
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1980, which was 446.90 higher than the previous day. The implied volatity was 15.38, the open interest changed by 52 which increased total open position to 164
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1533.1, which was -175.85 lower than the previous day. The implied volatity was 16.61, the open interest changed by 2 which increased total open position to 112
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1708.95, which was -62.05 lower than the previous day. The implied volatity was 14.57, the open interest changed by -2 which decreased total open position to 110
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1771, which was -421.95 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 2192.95, 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 2192.95, which was 588.90 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 1604.05, which was 156.10 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 1447.95, which was -342.05 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 1790, which was -63.40 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 1853.4, which was -341.90 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 2195.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 2195.3, 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 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 2144.5, which was 336.00 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 1808.5, which was -273.50 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 2082, 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 2082, which was -0.30 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 2082.3, which was 69.40 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 2012.9, 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 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 2012.9, which was 129.70 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 1883.2, which was 81.20 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 1802, 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 1802, which was -2612.40 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 4414.4, 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 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 4414.4, 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 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 4414.4, 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 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 4414.4, 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 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 4414.4, which was 4414.40 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 51400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.67
Vega: 19.18
Theta: -36.78
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 695.8 | 401.80 | 19.35 | 5,70,822.5 | -8,798 | 9,327 |
| 19 Dec | 51575.70 | 294 | 133.50 | 17.47 | 4,52,865.5 | 10,780 | 18,125 |
| 18 Dec | 52139.55 | 160.5 | 65.90 | 18.12 | 1,00,326.5 | 695.5 | 7,345 |
| 17 Dec | 52834.80 | 94.6 | 49.55 | 18.86 | 79,180.5 | -1,039.5 | 6,649.5 |
| 16 Dec | 53581.35 | 45.05 | -11.40 | 19.13 | 40,091 | 213 | 7,689 |
| 13 Dec | 53583.80 | 56.45 | -35.65 | 18.24 | 55,017 | 347 | 7,476 |
| 12 Dec | 53216.45 | 92.1 | -2.00 | 17.49 | 18,577 | 477 | 7,129 |
| 11 Dec | 53391.35 | 94.1 | -19.40 | 17.96 | 24,009 | -525.5 | 6,652 |
| 10 Dec | 53577.70 | 113.5 | -36.05 | 19.57 | 18,754 | 176 | 7,177.5 |
| 9 Dec | 53407.75 | 149.55 | -8.40 | 19.58 | 16,885 | -352.5 | 7,001.5 |
| 6 Dec | 53509.50 | 157.95 | -17.00 | 18.81 | 22,558.5 | -691 | 7,354 |
| 5 Dec | 53603.55 | 174.95 | -40.05 | 19.59 | 26,327.5 | 938.5 | 8,045 |
| 4 Dec | 53266.90 | 215 | -90.05 | 18.59 | 27,571.5 | -145 | 7,106.5 |
| 3 Dec | 52695.75 | 305.05 | -138.75 | 17.58 | 33,855 | 3,008.5 | 7,251.5 |
| 2 Dec | 52109.00 | 443.8 | -15.70 | 17.06 | 50,822.5 | 1,451 | 4,243 |
| 29 Nov | 52055.60 | 459.5 | -32.50 | 15.99 | 49,446.5 | -79 | 2,792 |
| 28 Nov | 51906.85 | 492 | 107.00 | 16.17 | 46,585 | 1,735.5 | 2,871 |
| 27 Nov | 52301.80 | 385 | -81.00 | 15.69 | 3,935.5 | 570.5 | 1,135.5 |
| 26 Nov | 52191.50 | 466 | -34.55 | 16.45 | 1,771.5 | -90 | 565 |
| 25 Nov | 52207.50 | 500.55 | -417.80 | 16.99 | 1,610 | 19.5 | 655 |
| 22 Nov | 51135.40 | 918.35 | -333.40 | 16.43 | 4,823 | 392 | 635.5 |
| 21 Nov | 50372.90 | 1251.75 | -14.50 | 16.25 | 496 | -25 | 243.5 |
| 19 Nov | 50626.50 | 1266.25 | -49.90 | 16.56 | 603 | 36.5 | 268.5 |
| 18 Nov | 50363.80 | 1316.15 | -36.55 | 16.20 | 138 | 108 | 232 |
| 14 Nov | 50179.55 | 1352.7 | 51.70 | 15.14 | 201 | 10 | 124 |
| 13 Nov | 50088.35 | 1301 | 418.00 | 14.95 | 280.5 | -34.5 | 114 |
| 12 Nov | 51157.80 | 883 | 249.05 | 14.94 | 318.5 | 41 | 148.5 |
| 11 Nov | 51876.75 | 633.95 | -155.85 | 15.16 | 135 | 46.5 | 107.5 |
| 8 Nov | 51561.20 | 789.8 | 95.30 | 15.63 | 30 | 2 | 61 |
| 7 Nov | 51916.50 | 694.5 | 102.25 | 16.08 | 29.5 | 11 | 59 |
| 6 Nov | 52317.40 | 592.25 | -147.05 | 16.77 | 18.5 | 6 | 48 |
| 5 Nov | 52207.25 | 739.3 | -281.45 | 17.56 | 23 | 1.5 | 42 |
| 4 Nov | 51215.25 | 1020.75 | 184.20 | 16.86 | 90.5 | 40.5 | 40.5 |
| 1 Nov | 51673.90 | 836.55 | 0.00 | 0.00 | 0 | 3.5 | 0 |
| 31 Oct | 51475.35 | 836.55 | 78.20 | - | 29.5 | 3.5 | 30 |
| 30 Oct | 51807.50 | 758.35 | 58.35 | - | 3.5 | -6 | 26.5 |
| 29 Oct | 52320.70 | 700 | -340.00 | - | 22.5 | 3 | 32.5 |
| 28 Oct | 51259.30 | 1040 | -410.60 | - | 31 | 20.5 | 29.5 |
| 25 Oct | 50787.45 | 1450.6 | 452.50 | - | 23 | 4 | 9 |
| 24 Oct | 51531.15 | 998.1 | 198.10 | - | 2.5 | 5 | 5 |
| 23 Oct | 51239.00 | 800 | 0.00 | - | 0 | 1 | 0 |
| 22 Oct | 51257.15 | 800 | 0.00 | - | 0 | 1 | 0 |
| 21 Oct | 51962.70 | 800 | -201.75 | - | 1.5 | 1 | 3.5 |
| 18 Oct | 52094.20 | 1001.75 | 20.75 | - | 1.5 | 0.5 | 2.5 |
| 17 Oct | 51288.80 | 981 | 49.35 | - | 1.5 | 2 | 2 |
| 16 Oct | 51801.05 | 931.65 | 0.00 | - | 0 | 0.5 | 0 |
| 15 Oct | 51906.00 | 931.65 | 0.00 | - | 0 | 0.5 | 0 |
| 14 Oct | 51816.90 | 931.65 | -128.35 | - | 1.5 | 0.5 | 1.5 |
| 11 Oct | 51172.30 | 1060 | 60.00 | - | 1 | 0.5 | 1 |
| 10 Oct | 51530.90 | 1000 | 204.15 | - | 3.5 | 0.5 | 0.5 |
| 9 Oct | 51007.00 | 795.85 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 795.85 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 795.85 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 795.85 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 795.85 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 795.85 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 795.85 | 795.85 | - | 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 51400 expiring on 24DEC2024
Delta for 51400 PE is -0.67
Historical price for 51400 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 695.8, which was 401.80 higher than the previous day. The implied volatity was 19.35, the open interest changed by -17596 which decreased total open position to 18654
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 294, which was 133.50 higher than the previous day. The implied volatity was 17.47, the open interest changed by 21560 which increased total open position to 36250
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 160.5, which was 65.90 higher than the previous day. The implied volatity was 18.12, the open interest changed by 1391 which increased total open position to 14690
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 94.6, which was 49.55 higher than the previous day. The implied volatity was 18.86, the open interest changed by -2079 which decreased total open position to 13299
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 45.05, which was -11.40 lower than the previous day. The implied volatity was 19.13, the open interest changed by 426 which increased total open position to 15378
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 56.45, which was -35.65 lower than the previous day. The implied volatity was 18.24, the open interest changed by 694 which increased total open position to 14952
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 92.1, which was -2.00 lower than the previous day. The implied volatity was 17.49, the open interest changed by 954 which increased total open position to 14258
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 94.1, which was -19.40 lower than the previous day. The implied volatity was 17.96, the open interest changed by -1051 which decreased total open position to 13304
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 113.5, which was -36.05 lower than the previous day. The implied volatity was 19.57, the open interest changed by 352 which increased total open position to 14355
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 149.55, which was -8.40 lower than the previous day. The implied volatity was 19.58, the open interest changed by -705 which decreased total open position to 14003
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 157.95, which was -17.00 lower than the previous day. The implied volatity was 18.81, the open interest changed by -1382 which decreased total open position to 14708
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 174.95, which was -40.05 lower than the previous day. The implied volatity was 19.59, the open interest changed by 1877 which increased total open position to 16090
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 215, which was -90.05 lower than the previous day. The implied volatity was 18.59, the open interest changed by -290 which decreased total open position to 14213
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 305.05, which was -138.75 lower than the previous day. The implied volatity was 17.58, the open interest changed by 6017 which increased total open position to 14503
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 443.8, which was -15.70 lower than the previous day. The implied volatity was 17.06, the open interest changed by 2902 which increased total open position to 8486
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 459.5, which was -32.50 lower than the previous day. The implied volatity was 15.99, the open interest changed by -158 which decreased total open position to 5584
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 492, which was 107.00 higher than the previous day. The implied volatity was 16.17, the open interest changed by 3471 which increased total open position to 5742
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 385, which was -81.00 lower than the previous day. The implied volatity was 15.69, the open interest changed by 1141 which increased total open position to 2271
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 466, which was -34.55 lower than the previous day. The implied volatity was 16.45, the open interest changed by -180 which decreased total open position to 1130
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 500.55, which was -417.80 lower than the previous day. The implied volatity was 16.99, the open interest changed by 39 which increased total open position to 1310
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 918.35, which was -333.40 lower than the previous day. The implied volatity was 16.43, the open interest changed by 784 which increased total open position to 1271
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1251.75, which was -14.50 lower than the previous day. The implied volatity was 16.25, the open interest changed by -50 which decreased total open position to 487
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1266.25, which was -49.90 lower than the previous day. The implied volatity was 16.56, the open interest changed by 73 which increased total open position to 537
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1316.15, which was -36.55 lower than the previous day. The implied volatity was 16.20, the open interest changed by 216 which increased total open position to 464
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1352.7, which was 51.70 higher than the previous day. The implied volatity was 15.14, the open interest changed by 20 which increased total open position to 248
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1301, which was 418.00 higher than the previous day. The implied volatity was 14.95, the open interest changed by -69 which decreased total open position to 228
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 883, which was 249.05 higher than the previous day. The implied volatity was 14.94, the open interest changed by 82 which increased total open position to 297
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 633.95, which was -155.85 lower than the previous day. The implied volatity was 15.16, the open interest changed by 93 which increased total open position to 215
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 789.8, which was 95.30 higher than the previous day. The implied volatity was 15.63, the open interest changed by 4 which increased total open position to 122
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 694.5, which was 102.25 higher than the previous day. The implied volatity was 16.08, the open interest changed by 22 which increased total open position to 118
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 592.25, which was -147.05 lower than the previous day. The implied volatity was 16.77, the open interest changed by 12 which increased total open position to 96
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 739.3, which was -281.45 lower than the previous day. The implied volatity was 17.56, the open interest changed by 3 which increased total open position to 84
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1020.75, which was 184.20 higher than the previous day. The implied volatity was 16.86, 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 836.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 836.55, which was 78.20 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 758.35, which was 58.35 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 700, which was -340.00 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 1040, which was -410.60 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 1450.6, which was 452.50 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 998.1, which was 198.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 800, 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 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 800, 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 800, which was -201.75 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 1001.75, which was 20.75 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 981, which was 49.35 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 931.65, 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 931.65, 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 931.65, which was -128.35 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 1060, which was 60.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 1000, which was 204.15 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 795.85, 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 795.85, 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 795.85, 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 795.85, 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 795.85, 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 795.85, 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 795.85, which was 795.85 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
