BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 51500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.24
Vega: 16.68
Theta: -35.40
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 116.9 | -448.30 | 15.37 | 9,75,691 | 20,694 | 58,880 | |||
| 19 Dec | 51575.70 | 565.2 | -422.80 | 19.49 | 7,13,980 | 28,925.5 | 38,186 | |||
| 18 Dec | 52139.55 | 988 | -562.00 | 18.72 | 24,906.5 | 3,560.5 | 9,260.5 | |||
| 17 Dec | 52834.80 | 1550 | -642.55 | 21.83 | 2,675.5 | 301 | 5,700 | |||
| 16 Dec | 53581.35 | 2192.55 | -16.60 | 21.94 | 622.5 | -41 | 5,399 | |||
| 13 Dec | 53583.80 | 2209.15 | 207.35 | - | 7,515.5 | 153 | 5,440 | |||
| 12 Dec | 53216.45 | 2001.8 | -128.70 | 17.65 | 875 | -307 | 5,287 | |||
| 11 Dec | 53391.35 | 2130.5 | -163.55 | 15.06 | 606.5 | 64 | 5,594 | |||
| 10 Dec | 53577.70 | 2294.05 | 132.25 | - | 804.5 | -126 | 5,530 | |||
| 9 Dec | 53407.75 | 2161.8 | -180.35 | 12.48 | 1,335.5 | -413.5 | 5,656 | |||
| 6 Dec | 53509.50 | 2342.15 | -46.55 | 15.68 | 952 | -408 | 6,069.5 | |||
| 5 Dec | 53603.55 | 2388.7 | 272.40 | 10.85 | 7,173 | -1,254.5 | 6,477.5 | |||
| 4 Dec | 53266.90 | 2116.3 | 424.25 | 13.95 | 8,213.5 | -809.5 | 7,732 | |||
| 3 Dec | 52695.75 | 1692.05 | 337.05 | 15.07 | 10,587 | 438 | 8,541.5 | |||
| 2 Dec | 52109.00 | 1355 | 20.00 | 15.94 | 28,384.5 | 1,131.5 | 8,103.5 | |||
| 29 Nov | 52055.60 | 1335 | -24.30 | 15.31 | 22,927.5 | 1,074.5 | 6,972 | |||
| 28 Nov | 51906.85 | 1359.3 | -151.65 | 15.97 | 16,155 | 538 | 5,897.5 | |||
| 27 Nov | 52301.80 | 1510.95 | 19.45 | 13.94 | 8,355.5 | -1,009 | 5,359.5 | |||
| 26 Nov | 52191.50 | 1491.5 | -17.60 | 14.90 | 4,742 | -569 | 6,368.5 | |||
| 25 Nov | 52207.50 | 1509.1 | 596.10 | 14.63 | 10,847 | -804 | 6,937.5 | |||
|
|
||||||||||
| 22 Nov | 51135.40 | 913 | 292.00 | 14.73 | 19,504.5 | 536 | 7,741.5 | |||
| 21 Nov | 50372.90 | 621 | -15.00 | 14.53 | 13,594 | 2,977 | 7,205.5 | |||
| 19 Nov | 50626.50 | 636 | 14.05 | 13.96 | 6,602.5 | 613 | 4,228.5 | |||
| 18 Nov | 50363.80 | 621.95 | -5.05 | 14.23 | 3,169.5 | 502.5 | 3,615.5 | |||
| 14 Nov | 50179.55 | 627 | -97.85 | 14.14 | 4,718.5 | 543 | 3,113 | |||
| 13 Nov | 50088.35 | 724.85 | -394.60 | 14.94 | 6,491 | 1,216.5 | 2,570 | |||
| 12 Nov | 51157.80 | 1119.45 | -394.85 | 14.65 | 2,307.5 | 281.5 | 1,353.5 | |||
| 11 Nov | 51876.75 | 1514.3 | 98.30 | 14.08 | 1,080 | 291 | 1,072 | |||
| 8 Nov | 51561.20 | 1416 | -302.95 | 14.47 | 677 | 9.5 | 781 | |||
| 7 Nov | 51916.50 | 1718.95 | -348.95 | 15.17 | 181 | -4 | 771.5 | |||
| 6 Nov | 52317.40 | 2067.9 | 144.15 | 15.00 | 523.5 | -43 | 775.5 | |||
| 5 Nov | 52207.25 | 1923.75 | 448.75 | 15.52 | 761.5 | -165.5 | 818.5 | |||
| 4 Nov | 51215.25 | 1475 | -209.55 | 16.56 | 493.5 | 93.5 | 984 | |||
| 1 Nov | 51673.90 | 1684.55 | -69.30 | 15.07 | 70.5 | 44.5 | 890.5 | |||
| 31 Oct | 51475.35 | 1753.85 | -206.10 | - | 366.5 | 82 | 846 | |||
| 30 Oct | 51807.50 | 1959.95 | -153.20 | - | 346.5 | 121 | 764 | |||
| 29 Oct | 52320.70 | 2113.15 | 563.15 | - | 535 | -4 | 643 | |||
| 28 Oct | 51259.30 | 1550 | 226.90 | - | 328 | 97 | 647 | |||
| 25 Oct | 50787.45 | 1323.1 | -436.90 | - | 432 | 98 | 550 | |||
| 24 Oct | 51531.15 | 1760 | 132.45 | - | 268.5 | 78.5 | 452 | |||
| 23 Oct | 51239.00 | 1627.55 | -43.30 | - | 155 | 46 | 373.5 | |||
| 22 Oct | 51257.15 | 1670.85 | -329.80 | - | 214.5 | 118 | 327.5 | |||
| 21 Oct | 51962.70 | 2000.65 | -185.20 | - | 38.5 | 11 | 209.5 | |||
| 18 Oct | 52094.20 | 2185.85 | 460.85 | - | 112 | 3 | 198.5 | |||
| 17 Oct | 51288.80 | 1725 | -309.90 | - | 103 | 45 | 195.5 | |||
| 16 Oct | 51801.05 | 2034.9 | -20.10 | - | 15 | -1 | 150.5 | |||
| 15 Oct | 51906.00 | 2055 | 33.45 | - | 29.5 | 0 | 151.5 | |||
| 14 Oct | 51816.90 | 2021.55 | 334.00 | - | 65.5 | 11 | 151.5 | |||
| 11 Oct | 51172.30 | 1687.55 | -242.05 | - | 28 | 10.5 | 140.5 | |||
| 10 Oct | 51530.90 | 1929.6 | 204.60 | - | 100 | -17.5 | 130 | |||
| 9 Oct | 51007.00 | 1725 | -8.50 | - | 123 | 18.5 | 147.5 | |||
| 8 Oct | 51021.00 | 1733.5 | 179.15 | - | 73.5 | -4 | 129 | |||
| 7 Oct | 50478.90 | 1554.35 | -455.65 | - | 319.5 | 83.5 | 133 | |||
| 4 Oct | 51462.05 | 2010 | -2332.45 | - | 101.5 | 49.5 | 49.5 | |||
| 3 Oct | 51845.20 | 4342.45 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 4342.45 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 4342.45 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 4342.45 | 4342.45 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 51500 expiring on 24DEC2024
Delta for 51500 CE is 0.24
Historical price for 51500 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 116.9, which was -448.30 lower than the previous day. The implied volatity was 15.37, the open interest changed by 41388 which increased total open position to 117760
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 565.2, which was -422.80 lower than the previous day. The implied volatity was 19.49, the open interest changed by 57851 which increased total open position to 76372
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 988, which was -562.00 lower than the previous day. The implied volatity was 18.72, the open interest changed by 7121 which increased total open position to 18521
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1550, which was -642.55 lower than the previous day. The implied volatity was 21.83, the open interest changed by 602 which increased total open position to 11400
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 2192.55, which was -16.60 lower than the previous day. The implied volatity was 21.94, the open interest changed by -82 which decreased total open position to 10798
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 2209.15, which was 207.35 higher than the previous day. The implied volatity was -, the open interest changed by 306 which increased total open position to 10880
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 2001.8, which was -128.70 lower than the previous day. The implied volatity was 17.65, the open interest changed by -614 which decreased total open position to 10574
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 2130.5, which was -163.55 lower than the previous day. The implied volatity was 15.06, the open interest changed by 128 which increased total open position to 11188
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 2294.05, which was 132.25 higher than the previous day. The implied volatity was -, the open interest changed by -252 which decreased total open position to 11060
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 2161.8, which was -180.35 lower than the previous day. The implied volatity was 12.48, the open interest changed by -827 which decreased total open position to 11312
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 2342.15, which was -46.55 lower than the previous day. The implied volatity was 15.68, the open interest changed by -816 which decreased total open position to 12139
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2388.7, which was 272.40 higher than the previous day. The implied volatity was 10.85, the open interest changed by -2509 which decreased total open position to 12955
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2116.3, which was 424.25 higher than the previous day. The implied volatity was 13.95, the open interest changed by -1619 which decreased total open position to 15464
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1692.05, which was 337.05 higher than the previous day. The implied volatity was 15.07, the open interest changed by 876 which increased total open position to 17083
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1355, which was 20.00 higher than the previous day. The implied volatity was 15.94, the open interest changed by 2263 which increased total open position to 16207
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1335, which was -24.30 lower than the previous day. The implied volatity was 15.31, the open interest changed by 2149 which increased total open position to 13944
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1359.3, which was -151.65 lower than the previous day. The implied volatity was 15.97, the open interest changed by 1076 which increased total open position to 11795
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1510.95, which was 19.45 higher than the previous day. The implied volatity was 13.94, the open interest changed by -2018 which decreased total open position to 10719
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1491.5, which was -17.60 lower than the previous day. The implied volatity was 14.90, the open interest changed by -1138 which decreased total open position to 12737
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1509.1, which was 596.10 higher than the previous day. The implied volatity was 14.63, the open interest changed by -1608 which decreased total open position to 13875
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 913, which was 292.00 higher than the previous day. The implied volatity was 14.73, the open interest changed by 1072 which increased total open position to 15483
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 621, which was -15.00 lower than the previous day. The implied volatity was 14.53, the open interest changed by 5954 which increased total open position to 14411
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 636, which was 14.05 higher than the previous day. The implied volatity was 13.96, the open interest changed by 1226 which increased total open position to 8457
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 621.95, which was -5.05 lower than the previous day. The implied volatity was 14.23, the open interest changed by 1005 which increased total open position to 7231
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 627, which was -97.85 lower than the previous day. The implied volatity was 14.14, the open interest changed by 1086 which increased total open position to 6226
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 724.85, which was -394.60 lower than the previous day. The implied volatity was 14.94, the open interest changed by 2433 which increased total open position to 5140
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1119.45, which was -394.85 lower than the previous day. The implied volatity was 14.65, the open interest changed by 563 which increased total open position to 2707
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1514.3, which was 98.30 higher than the previous day. The implied volatity was 14.08, the open interest changed by 582 which increased total open position to 2144
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1416, which was -302.95 lower than the previous day. The implied volatity was 14.47, the open interest changed by 19 which increased total open position to 1562
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1718.95, which was -348.95 lower than the previous day. The implied volatity was 15.17, the open interest changed by -8 which decreased total open position to 1543
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 2067.9, which was 144.15 higher than the previous day. The implied volatity was 15.00, the open interest changed by -86 which decreased total open position to 1551
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1923.75, which was 448.75 higher than the previous day. The implied volatity was 15.52, the open interest changed by -331 which decreased total open position to 1637
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1475, which was -209.55 lower than the previous day. The implied volatity was 16.56, the open interest changed by 187 which increased total open position to 1968
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1684.55, which was -69.30 lower than the previous day. The implied volatity was 15.07, the open interest changed by 89 which increased total open position to 1781
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1753.85, which was -206.10 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 1959.95, which was -153.20 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 2113.15, which was 563.15 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 1550, which was 226.90 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 1323.1, which was -436.90 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 1760, which was 132.45 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 1627.55, which was -43.30 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 1670.85, which was -329.80 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 2000.65, which was -185.20 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 2185.85, which was 460.85 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 1725, which was -309.90 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 2034.9, which was -20.10 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 2055, which was 33.45 higher 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 2021.55, which was 334.00 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 1687.55, which was -242.05 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 1929.6, which was 204.60 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 1725, which was -8.50 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 1733.5, which was 179.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 1554.35, which was -455.65 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 2010, which was -2332.45 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 4342.45, 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 4342.45, 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 4342.45, 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 4342.45, which was 4342.45 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 51500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.70
Vega: 18.51
Theta: -36.73
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 781 | 459.00 | 20.19 | 6,87,435.5 | -10,056.5 | 30,162 |
| 19 Dec | 51575.70 | 322 | 142.00 | 16.89 | 8,75,853.5 | 16,202 | 40,218.5 |
| 18 Dec | 52139.55 | 180 | 73.60 | 17.88 | 3,24,371.5 | -7,124.5 | 24,016.5 |
| 17 Dec | 52834.80 | 106.4 | 54.70 | 18.69 | 2,40,238.5 | 11 | 31,141 |
| 16 Dec | 53581.35 | 51.7 | -8.20 | 19.05 | 1,33,973.5 | 5,156 | 31,130 |
| 13 Dec | 53583.80 | 59.9 | -39.95 | 17.92 | 2,32,933 | -2,120 | 25,974 |
| 12 Dec | 53216.45 | 99.85 | -4.15 | 17.25 | 79,290.5 | -992 | 28,094 |
| 11 Dec | 53391.35 | 104 | -18.00 | 17.87 | 93,387.5 | -668.5 | 29,086 |
| 10 Dec | 53577.70 | 122 | -38.65 | 19.42 | 90,561 | 567 | 29,754.5 |
| 9 Dec | 53407.75 | 160.65 | -7.35 | 19.42 | 87,722.5 | 1,385.5 | 29,187.5 |
| 6 Dec | 53509.50 | 168 | -19.00 | 18.63 | 1,18,156 | -1,335.5 | 27,802 |
| 5 Dec | 53603.55 | 187 | -44.90 | 19.47 | 1,20,843.5 | 1,534 | 29,137.5 |
| 4 Dec | 53266.90 | 231.9 | -97.30 | 18.54 | 1,05,390 | 1,058.5 | 27,603.5 |
| 3 Dec | 52695.75 | 329.2 | -146.80 | 17.52 | 1,16,239.5 | 4,945 | 26,545 |
| 2 Dec | 52109.00 | 476 | -16.70 | 17.04 | 2,26,811.5 | 2,067 | 21,600 |
| 29 Nov | 52055.60 | 492.7 | -26.85 | 15.98 | 1,80,056.5 | 67 | 19,533 |
| 28 Nov | 51906.85 | 519.55 | 112.90 | 15.96 | 1,79,947.5 | 5,078.5 | 19,466 |
| 27 Nov | 52301.80 | 406.65 | -85.35 | 15.53 | 36,864 | 6,647 | 14,387.5 |
| 26 Nov | 52191.50 | 492 | -38.00 | 16.33 | 14,008 | 2,353 | 7,740.5 |
| 25 Nov | 52207.50 | 530 | -435.00 | 16.93 | 23,262 | 2,015 | 5,387.5 |
| 22 Nov | 51135.40 | 965 | -337.00 | 16.39 | 6,809 | 975.5 | 3,372.5 |
| 21 Nov | 50372.90 | 1302 | -26.10 | 16.10 | 1,959 | 482 | 2,397 |
| 19 Nov | 50626.50 | 1328.1 | -55.20 | 16.63 | 4,115 | -120.5 | 1,915 |
| 18 Nov | 50363.80 | 1383.3 | -67.15 | 16.39 | 784 | -90.5 | 2,035.5 |
| 14 Nov | 50179.55 | 1450.45 | 78.45 | 15.72 | 1,396.5 | 157.5 | 2,126 |
| 13 Nov | 50088.35 | 1372 | 445.00 | 15.13 | 4,800.5 | 39.5 | 1,968.5 |
| 12 Nov | 51157.80 | 927 | 273.15 | 14.90 | 3,462.5 | 521.5 | 1,929 |
| 11 Nov | 51876.75 | 653.85 | -176.15 | 14.91 | 2,595.5 | 452 | 1,407.5 |
| 8 Nov | 51561.20 | 830 | 105.95 | 15.63 | 1,218.5 | 166.5 | 955.5 |
| 7 Nov | 51916.50 | 724.05 | 112.70 | 15.99 | 444 | -3.5 | 789 |
| 6 Nov | 52317.40 | 611.35 | -149.65 | 16.58 | 1,159.5 | -184.5 | 792.5 |
| 5 Nov | 52207.25 | 761 | -311.00 | 17.36 | 694 | 37 | 977 |
| 4 Nov | 51215.25 | 1072 | 132.20 | 16.95 | 535.5 | 156 | 940 |
| 1 Nov | 51673.90 | 939.8 | 57.80 | 17.33 | 35.5 | 0.5 | 784 |
| 31 Oct | 51475.35 | 882 | 67.00 | - | 434 | 53 | 783.5 |
| 30 Oct | 51807.50 | 815 | 122.95 | - | 335.5 | 71 | 730.5 |
| 29 Oct | 52320.70 | 692.05 | -321.65 | - | 645.5 | 88 | 659.5 |
| 28 Oct | 51259.30 | 1013.7 | -249.45 | - | 358.5 | 30 | 571.5 |
| 25 Oct | 50787.45 | 1263.15 | 307.15 | - | 479.5 | -18 | 541.5 |
| 24 Oct | 51531.15 | 956 | -129.00 | - | 197.5 | -2.5 | 559.5 |
| 23 Oct | 51239.00 | 1085 | 7.55 | - | 140 | 33.5 | 562 |
| 22 Oct | 51257.15 | 1077.45 | 202.25 | - | 256.5 | 104 | 528.5 |
| 21 Oct | 51962.70 | 875.2 | 134.15 | - | 184.5 | 39 | 424.5 |
| 18 Oct | 52094.20 | 741.05 | -327.95 | - | 294 | 69 | 385.5 |
| 17 Oct | 51288.80 | 1069 | 228.60 | - | 187.5 | 17.5 | 316.5 |
| 16 Oct | 51801.05 | 840.4 | 38.40 | - | 103.5 | 30.5 | 299 |
| 15 Oct | 51906.00 | 802 | -33.00 | - | 28.5 | 8.5 | 268.5 |
| 14 Oct | 51816.90 | 835 | -265.00 | - | 154 | 26.5 | 260 |
| 11 Oct | 51172.30 | 1100 | 114.00 | - | 75.5 | -24.5 | 233.5 |
| 10 Oct | 51530.90 | 986 | -162.00 | - | 128.5 | 19 | 258 |
| 9 Oct | 51007.00 | 1148 | -19.55 | - | 68.5 | 11 | 239 |
| 8 Oct | 51021.00 | 1167.55 | -170.85 | - | 174.5 | 58.5 | 228 |
| 7 Oct | 50478.90 | 1338.4 | 358.45 | - | 293.5 | -17 | 169.5 |
| 4 Oct | 51462.05 | 979.95 | 222.25 | - | 260 | 90 | 186.5 |
| 3 Oct | 51845.20 | 757.7 | -64.40 | - | 114.5 | 96.5 | 96.5 |
| 1 Oct | 52922.60 | 822.1 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 822.1 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 822.1 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 822.1 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 51500 expiring on 24DEC2024
Delta for 51500 PE is -0.70
Historical price for 51500 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 781, which was 459.00 higher than the previous day. The implied volatity was 20.19, the open interest changed by -20113 which decreased total open position to 60324
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 322, which was 142.00 higher than the previous day. The implied volatity was 16.89, the open interest changed by 32404 which increased total open position to 80437
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 180, which was 73.60 higher than the previous day. The implied volatity was 17.88, the open interest changed by -14249 which decreased total open position to 48033
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 106.4, which was 54.70 higher than the previous day. The implied volatity was 18.69, the open interest changed by 22 which increased total open position to 62282
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 51.7, which was -8.20 lower than the previous day. The implied volatity was 19.05, the open interest changed by 10312 which increased total open position to 62260
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 59.9, which was -39.95 lower than the previous day. The implied volatity was 17.92, the open interest changed by -4240 which decreased total open position to 51948
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 99.85, which was -4.15 lower than the previous day. The implied volatity was 17.25, the open interest changed by -1984 which decreased total open position to 56188
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 104, which was -18.00 lower than the previous day. The implied volatity was 17.87, the open interest changed by -1337 which decreased total open position to 58172
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 122, which was -38.65 lower than the previous day. The implied volatity was 19.42, the open interest changed by 1134 which increased total open position to 59509
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 160.65, which was -7.35 lower than the previous day. The implied volatity was 19.42, the open interest changed by 2771 which increased total open position to 58375
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 168, which was -19.00 lower than the previous day. The implied volatity was 18.63, the open interest changed by -2671 which decreased total open position to 55604
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 187, which was -44.90 lower than the previous day. The implied volatity was 19.47, the open interest changed by 3068 which increased total open position to 58275
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 231.9, which was -97.30 lower than the previous day. The implied volatity was 18.54, the open interest changed by 2117 which increased total open position to 55207
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 329.2, which was -146.80 lower than the previous day. The implied volatity was 17.52, the open interest changed by 9890 which increased total open position to 53090
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 476, which was -16.70 lower than the previous day. The implied volatity was 17.04, the open interest changed by 4134 which increased total open position to 43200
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 492.7, which was -26.85 lower than the previous day. The implied volatity was 15.98, the open interest changed by 134 which increased total open position to 39066
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 519.55, which was 112.90 higher than the previous day. The implied volatity was 15.96, the open interest changed by 10157 which increased total open position to 38932
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 406.65, which was -85.35 lower than the previous day. The implied volatity was 15.53, the open interest changed by 13294 which increased total open position to 28775
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 492, which was -38.00 lower than the previous day. The implied volatity was 16.33, the open interest changed by 4706 which increased total open position to 15481
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 530, which was -435.00 lower than the previous day. The implied volatity was 16.93, the open interest changed by 4030 which increased total open position to 10775
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 965, which was -337.00 lower than the previous day. The implied volatity was 16.39, the open interest changed by 1951 which increased total open position to 6745
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1302, which was -26.10 lower than the previous day. The implied volatity was 16.10, the open interest changed by 964 which increased total open position to 4794
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1328.1, which was -55.20 lower than the previous day. The implied volatity was 16.63, the open interest changed by -241 which decreased total open position to 3830
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1383.3, which was -67.15 lower than the previous day. The implied volatity was 16.39, the open interest changed by -181 which decreased total open position to 4071
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1450.45, which was 78.45 higher than the previous day. The implied volatity was 15.72, the open interest changed by 315 which increased total open position to 4252
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1372, which was 445.00 higher than the previous day. The implied volatity was 15.13, the open interest changed by 79 which increased total open position to 3937
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 927, which was 273.15 higher than the previous day. The implied volatity was 14.90, the open interest changed by 1043 which increased total open position to 3858
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 653.85, which was -176.15 lower than the previous day. The implied volatity was 14.91, the open interest changed by 904 which increased total open position to 2815
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 830, which was 105.95 higher than the previous day. The implied volatity was 15.63, the open interest changed by 333 which increased total open position to 1911
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 724.05, which was 112.70 higher than the previous day. The implied volatity was 15.99, the open interest changed by -7 which decreased total open position to 1578
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 611.35, which was -149.65 lower than the previous day. The implied volatity was 16.58, the open interest changed by -369 which decreased total open position to 1585
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 761, which was -311.00 lower than the previous day. The implied volatity was 17.36, the open interest changed by 74 which increased total open position to 1954
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1072, which was 132.20 higher than the previous day. The implied volatity was 16.95, the open interest changed by 312 which increased total open position to 1880
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 939.8, which was 57.80 higher than the previous day. The implied volatity was 17.33, the open interest changed by 1 which increased total open position to 1568
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 882, which was 67.00 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 815, which was 122.95 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 692.05, which was -321.65 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 1013.7, which was -249.45 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 1263.15, which was 307.15 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 956, which was -129.00 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 1085, which was 7.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 1077.45, which was 202.25 higher 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 875.2, which was 134.15 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 741.05, which was -327.95 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 1069, which was 228.60 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 840.4, which was 38.40 higher 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 802, which was -33.00 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 835, which was -265.00 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 1100, which was 114.00 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 986, which was -162.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 1148, which was -19.55 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 1167.55, which was -170.85 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 1338.4, which was 358.45 higher 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 979.95, which was 222.25 higher 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 757.7, which was -64.40 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 822.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 822.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 822.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 822.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
