BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
05 Jul 2024 04:13 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 52660.35 | 1149.65 | -518.45 | - | 4,14,105 | 3,090 | 1,17,420 | |||
| 4 Jul | 53103.70 | 1668.1 | - | 79,500 | 7,875 | 1,14,330 | ||||
| 3 Jul | 53089.25 | 1575.85 | - | 2,42,910 | 79,665 | 1,06,455 | ||||
| 2 Jul | 52168.10 | 986 | - | 88,170 | 12,885 | 26,835 | ||||
| 1 Jul | 52574.75 | 1284.25 | - | 39,570 | 630 | 13,950 | ||||
| 28 Jun | 52342.25 | 1193.7 | - | 18,810 | 1,785 | 13,320 | ||||
| 27 Jun | 52811.30 | 1543.65 | - | 5,970 | 255 | 11,535 | ||||
| 26 Jun | 52870.50 | 1450 | - | 14,895 | 0 | 11,310 | ||||
| 25 Jun | 52606.00 | 1402.25 | - | 29,145 | -1,485 | 11,310 | ||||
| 24 Jun | 51703.95 | 863.1 | - | 77,925 | -4,035 | 12,735 | ||||
| 21 Jun | 51661.45 | 760.00 | - | 54,735 | 3,255 | 17,070 | ||||
| 20 Jun | 51783.25 | 913.35 | - | 44,940 | 10,380 | 13,830 | ||||
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| 19 Jun | 51398.05 | 778.25 | - | 7,305 | 3,450 | 3,450 | ||||
| 18 Jun | 50440.90 | 566.60 | - | 0 | 0 | 0 | ||||
| 14 Jun | 50002.00 | 566.60 | - | 0 | 0 | 0 | ||||
| 13 Jun | 49846.70 | 566.60 | - | 0 | 0 | 0 | ||||
| 12 Jun | 49895.10 | 566.60 | - | 0 | 0 | 0 | ||||
| 11 Jun | 49705.75 | 566.60 | - | 0 | 0 | 0 | ||||
| 10 Jun | 49780.90 | 566.60 | - | 0 | 0 | 0 | ||||
| 7 Jun | 49803.20 | 566.60 | - | 0 | 0 | 0 | ||||
For NIFTY BANK - strike price 51500 expiring on 10JUL2024
Delta for 51500 CE is -
Historical price for 51500 CE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 1149.65, which was -518.45 lower than the previous day. The implied volatity was -, the open interest changed by 3090 which increased total open position to 117420
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 1668.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 7875 which increased total open position to 114330
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 1575.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 79665 which increased total open position to 106455
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 986, which was lower than the previous day. The implied volatity was -, the open interest changed by 12885 which increased total open position to 26835
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 1284.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 630 which increased total open position to 13950
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 1193.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 1785 which increased total open position to 13320
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 1543.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 255 which increased total open position to 11535
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 1450, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11310
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 1402.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -1485 which decreased total open position to 11310
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 863.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -4035 which decreased total open position to 12735
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 760.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3255 which increased total open position to 17070
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 913.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 10380 which increased total open position to 13830
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 778.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 3450 which increased total open position to 3450
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 566.60, 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 566.60, 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 566.60, 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 566.60, 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 566.60, 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 566.60, 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 566.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 52660.35 | 40.7 | 3.45 | - | 2,40,77,010 | 2,100 | 10,79,955 |
| 4 Jul | 53103.70 | 37.25 | - | 1,30,67,040 | 3,19,620 | 10,77,855 | |
| 3 Jul | 53089.25 | 62.95 | - | 40,49,115 | 4,36,695 | 7,58,235 | |
| 2 Jul | 52168.10 | 220.95 | - | 14,92,755 | 1,18,455 | 3,21,780 | |
| 1 Jul | 52574.75 | 175.45 | - | 5,86,050 | 67,110 | 2,03,325 | |
| 28 Jun | 52342.25 | 250 | - | 5,54,445 | 24,150 | 1,36,215 | |
| 27 Jun | 52811.30 | 199.65 | - | 4,14,540 | 36,720 | 1,12,065 | |
| 26 Jun | 52870.50 | 236.45 | - | 1,83,210 | 36,510 | 79,680 | |
| 25 Jun | 52606.00 | 320.9 | - | 1,10,400 | 14,835 | 43,170 | |
| 24 Jun | 51703.95 | 540.1 | - | 85,125 | 8,880 | 28,770 | |
| 21 Jun | 51661.45 | 624.45 | - | 40,260 | 2,160 | 20,115 | |
| 20 Jun | 51783.25 | 611.05 | - | 41,175 | 10,905 | 17,895 | |
| 19 Jun | 51398.05 | 778.30 | - | 11,805 | 6,990 | 6,990 | |
| 18 Jun | 50440.90 | 2653.25 | - | 0 | 0 | 0 | |
| 14 Jun | 50002.00 | 2653.25 | - | 0 | 0 | 0 | |
| 13 Jun | 49846.70 | 2653.25 | - | 0 | 0 | 0 | |
| 12 Jun | 49895.10 | 2653.25 | - | 0 | 0 | 0 | |
| 11 Jun | 49705.75 | 2653.25 | - | 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 51500 expiring on 10JUL2024
Delta for 51500 PE is -
Historical price for 51500 PE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 40.7, which was 3.45 higher than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 1079955
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 37.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 319620 which increased total open position to 1077855
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 62.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 436695 which increased total open position to 758235
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 220.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 118455 which increased total open position to 321780
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 175.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 67110 which increased total open position to 203325
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 250, which was lower than the previous day. The implied volatity was -, the open interest changed by 24150 which increased total open position to 136215
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 199.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 36720 which increased total open position to 112065
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 236.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 36510 which increased total open position to 79680
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 320.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 14835 which increased total open position to 43170
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 540.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 8880 which increased total open position to 28770
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 624.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 2160 which increased total open position to 20115
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 611.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 10905 which increased total open position to 17895
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 778.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 6990 which increased total open position to 6990
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 2653.25, 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 2653.25, 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 2653.25, 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 2653.25, 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 2653.25, 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