BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
05 Jul 2024 04:13 PM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 52660.35 | 1244.65 | -510.25 | - | 30,240 | 1,365 | 10,470 | |||
| 4 Jul | 53103.70 | 1754.9 | - | 2,220 | 915 | 9,105 | ||||
|
|
||||||||||
| 3 Jul | 53089.25 | 1664.3 | - | 13,065 | 3,885 | 8,190 | ||||
| 2 Jul | 52168.10 | 1070 | - | 4,590 | 1,995 | 4,305 | ||||
| 1 Jul | 52574.75 | 1367.55 | - | 5,115 | 810 | 2,310 | ||||
| 28 Jun | 52342.25 | 1282.95 | - | 555 | 135 | 1,500 | ||||
| 27 Jun | 52811.30 | 1617 | - | 1,470 | -105 | 1,365 | ||||
| 26 Jun | 52870.50 | 1660 | - | 1,950 | 75 | 1,470 | ||||
| 25 Jun | 52606.00 | 1492.65 | - | 4,050 | -600 | 1,395 | ||||
| 24 Jun | 51703.95 | 910.4 | - | 35,595 | 45 | 2,010 | ||||
| 21 Jun | 51661.45 | 825.70 | - | 15,300 | 1,170 | 1,995 | ||||
| 20 Jun | 51783.25 | 981.70 | - | 4,905 | 465 | 720 | ||||
| 19 Jun | 51398.05 | 879.90 | - | 315 | 255 | 255 | ||||
| 18 Jun | 50440.90 | 592.85 | - | 0 | 0 | 0 | ||||
| 14 Jun | 50002.00 | 592.85 | - | 0 | 0 | 0 | ||||
| 13 Jun | 49846.70 | 592.85 | - | 0 | 0 | 0 | ||||
| 12 Jun | 49895.10 | 592.85 | - | 0 | 0 | 0 | ||||
| 11 Jun | 49705.75 | 592.85 | - | 0 | 0 | 0 | ||||
| 10 Jun | 49780.90 | 0.00 | - | 0 | 0 | 0 | ||||
| 7 Jun | 49803.20 | 0.00 | - | 0 | 0 | 0 | ||||
For NIFTY BANK - strike price 51400 expiring on 10JUL2024
Delta for 51400 CE is -
Historical price for 51400 CE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 1244.65, which was -510.25 lower than the previous day. The implied volatity was -, the open interest changed by 1365 which increased total open position to 10470
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 1754.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 915 which increased total open position to 9105
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 1664.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 3885 which increased total open position to 8190
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 1070, which was lower than the previous day. The implied volatity was -, the open interest changed by 1995 which increased total open position to 4305
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 1367.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 810 which increased total open position to 2310
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 1282.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 135 which increased total open position to 1500
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 1617, which was lower than the previous day. The implied volatity was -, the open interest changed by -105 which decreased total open position to 1365
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 1660, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1470
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 1492.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 1395
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 910.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 2010
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 825.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 1170 which increased total open position to 1995
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 981.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 465 which increased total open position to 720
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 879.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 255 which increased total open position to 255
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 592.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 592.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 592.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 592.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun BANKNIFTY was trading at 49705.75. The strike last trading price was 592.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun BANKNIFTY was trading at 49803.20. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 52660.35 | 34.1 | 2.50 | - | 94,86,810 | 2,70,015 | 5,79,750 |
| 4 Jul | 53103.70 | 31.6 | - | 59,48,115 | 89,865 | 3,09,735 | |
| 3 Jul | 53089.25 | 54.9 | - | 8,33,220 | 1,73,010 | 2,19,870 | |
| 2 Jul | 52168.10 | 200.15 | - | 2,19,600 | 10,545 | 47,025 | |
| 1 Jul | 52574.75 | 159.85 | - | 92,865 | 24,885 | 36,480 | |
| 28 Jun | 52342.25 | 214 | - | 38,595 | 3,795 | 11,595 | |
| 27 Jun | 52811.30 | 185.4 | - | 34,635 | 1,185 | 7,800 | |
| 26 Jun | 52870.50 | 264.95 | - | 11,760 | 2,970 | 6,615 | |
| 25 Jun | 52606.00 | 305 | - | 9,705 | 780 | 3,645 | |
| 24 Jun | 51703.95 | 501.85 | - | 24,615 | 1,320 | 2,910 | |
| 21 Jun | 51661.45 | 558.00 | - | 5,250 | 1,065 | 1,620 | |
| 20 Jun | 51783.25 | 571.05 | - | 1,125 | 525 | 540 | |
| 19 Jun | 51398.05 | 1596.05 | - | 30 | 15 | 15 | |
| 18 Jun | 50440.90 | 2580.20 | - | 0 | 0 | 0 | |
| 14 Jun | 50002.00 | 2580.20 | - | 0 | 0 | 0 | |
| 13 Jun | 49846.70 | 2580.20 | - | 0 | 0 | 0 | |
| 12 Jun | 49895.10 | 2580.20 | - | 0 | 0 | 0 | |
| 11 Jun | 49705.75 | 2580.20 | - | 0 | 0 | 0 | |
| 10 Jun | 49780.90 | 0.00 | - | 0 | 0 | 0 | |
| 7 Jun | 49803.20 | 0.00 | - | 0 | 0 | 0 | |
For NIFTY BANK - strike price 51400 expiring on 10JUL2024
Delta for 51400 PE is -
Historical price for 51400 PE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 34.1, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by 270015 which increased total open position to 579750
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 31.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 89865 which increased total open position to 309735
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 54.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 173010 which increased total open position to 219870
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 200.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 10545 which increased total open position to 47025
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 159.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 24885 which increased total open position to 36480
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 214, which was lower than the previous day. The implied volatity was -, the open interest changed by 3795 which increased total open position to 11595
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 185.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 1185 which increased total open position to 7800
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 264.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 2970 which increased total open position to 6615
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 305, which was lower than the previous day. The implied volatity was -, the open interest changed by 780 which increased total open position to 3645
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 501.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1320 which increased total open position to 2910
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 558.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1065 which increased total open position to 1620
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 571.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 540
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 1596.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 15
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 2580.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 2580.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 2580.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 2580.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun BANKNIFTY was trading at 49705.75. The strike last trading price was 2580.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun BANKNIFTY was trading at 49803.20. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0