BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
21 Nov 2024 02:10 PM IST
| BANKNIFTY 27NOV2024 51500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.17
Vega: 16.74
Theta: -24.57
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 50417.95 | 97.25 | -31.75 | 16.05 | 10,12,754 | 31,668 | 1,34,718 | |||
| 19 Nov | 50626.50 | 129 | -3.65 | 14.71 | 8,57,402 | 8,689 | 1,04,254 | |||
| 18 Nov | 50363.80 | 132.65 | -26.55 | 14.91 | 5,18,221 | 3,553 | 96,191 | |||
| 14 Nov | 50179.55 | 159.2 | -62.75 | 14.14 | 6,50,962 | 23,751 | 94,019 | |||
| 13 Nov | 50088.35 | 221.95 | -320.25 | 15.03 | 3,84,566 | 36,806 | 70,826 | |||
| 12 Nov | 51157.80 | 542.2 | -420.80 | 15.04 | 1,24,676 | 15,637 | 34,028 | |||
| 11 Nov | 51876.75 | 963 | 133.05 | 15.32 | 63,333 | 875 | 18,418 | |||
| 8 Nov | 51561.20 | 829.95 | -308.55 | 14.44 | 39,187 | 3,349 | 17,534 | |||
| 7 Nov | 51916.50 | 1138.5 | -409.20 | 15.69 | 16,797 | 3,159 | 14,284 | |||
| 6 Nov | 52317.40 | 1547.7 | 168.75 | 16.66 | 7,239 | -710 | 11,122 | |||
| 5 Nov | 52207.25 | 1378.95 | 436.95 | 16.68 | 48,685 | -3,840 | 11,865 | |||
| 4 Nov | 51215.25 | 942 | -235.00 | 17.84 | 26,504 | 3,468 | 15,435 | |||
| 1 Nov | 51673.90 | 1177 | -63.05 | 16.15 | 3,019 | 83 | 12,004 | |||
| 31 Oct | 51475.35 | 1240.05 | -171.95 | - | 14,871 | 2,253 | 12,022 | |||
| 30 Oct | 51807.50 | 1412 | -188.05 | - | 8,308 | 545 | 9,769 | |||
| 29 Oct | 52320.70 | 1600.05 | 554.80 | - | 25,501 | 1,349 | 13,042 | |||
| 28 Oct | 51259.30 | 1045.25 | 210.25 | - | 23,118 | 1,042 | 11,705 | |||
| 25 Oct | 50787.45 | 835 | -427.90 | - | 23,167 | 2,559 | 10,663 | |||
| 24 Oct | 51531.15 | 1262.9 | 138.20 | - | 7,794 | -136 | 8,140 | |||
| 23 Oct | 51239.00 | 1124.7 | -1.65 | - | 9,685 | 2,108 | 8,277 | |||
| 22 Oct | 51257.15 | 1126.35 | -359.50 | - | 7,644 | 1,087 | 6,153 | |||
| 21 Oct | 51962.70 | 1485.85 | -190.15 | - | 2,721 | 413 | 5,078 | |||
| 18 Oct | 52094.20 | 1676 | 481.00 | - | 5,873 | -1,007 | 4,684 | |||
| 17 Oct | 51288.80 | 1195 | -320.00 | - | 8,721 | 2,229 | 5,693 | |||
| 16 Oct | 51801.05 | 1515 | -78.15 | - | 1,007 | -128 | 3,465 | |||
| 15 Oct | 51906.00 | 1593.15 | 61.15 | - | 1,095 | -21 | 3,606 | |||
| 14 Oct | 51816.90 | 1532 | 331.20 | - | 3,192 | -938 | 3,674 | |||
| 11 Oct | 51172.30 | 1200.8 | -299.20 | - | 4,708 | 1,565 | 4,635 | |||
| 10 Oct | 51530.90 | 1500 | 210.00 | - | 3,326 | 1,290 | 3,069 | |||
| 9 Oct | 51007.00 | 1290 | -44.25 | - | 1,845 | 334 | 1,780 | |||
| 8 Oct | 51021.00 | 1334.25 | 169.25 | - | 1,299 | 271 | 1,458 | |||
| 7 Oct | 50478.90 | 1165 | -466.55 | - | 2,861 | 664 | 1,132 | |||
| 4 Oct | 51462.05 | 1631.55 | -272.35 | - | 955 | 168 | 486 | |||
| 3 Oct | 51845.20 | 1903.9 | -644.35 | - | 388 | 95 | 316 | |||
| 1 Oct | 52922.60 | 2548.25 | -114.75 | - | 105 | 1 | 221 | |||
| 30 Sept | 52978.10 | 2663 | -539.60 | - | 39 | 16 | 219 | |||
| 27 Sept | 53834.30 | 3202.6 | -220.30 | - | 18 | -14 | 202 | |||
| 26 Sept | 54375.35 | 3422.9 | 165.75 | - | 33 | -7 | 216 | |||
| 25 Sept | 54101.65 | 3257.15 | -119.45 | - | 133 | -94 | 223 | |||
| 24 Sept | 53968.60 | 3376.6 | -78.00 | - | 13 | -5 | 319 | |||
| 23 Sept | 54105.80 | 3454.6 | 493.95 | - | 39 | -13 | 324 | |||
| 20 Sept | 53793.20 | 2960.65 | 264.80 | - | 21 | -4 | 343 | |||
| 19 Sept | 53037.60 | 2695.85 | 395.85 | - | 113 | -28 | 347 | |||
| 18 Sept | 52750.40 | 2300 | 286.50 | - | 180 | -113 | 377 | |||
| 17 Sept | 52188.65 | 2013.5 | -18.20 | - | 28 | -8 | 491 | |||
| 16 Sept | 52153.15 | 2031.7 | 112.70 | - | 83 | 38 | 502 | |||
| 13 Sept | 51938.05 | 1919 | 81.40 | - | 86 | 28 | 466 | |||
| 12 Sept | 51772.40 | 1837.6 | 277.60 | - | 194 | -12 | 451 | |||
| 11 Sept | 51010.00 | 1560 | -47.75 | - | 202 | 112 | 437 | |||
| 10 Sept | 51272.30 | 1607.75 | -2.95 | - | 66 | 2 | 325 | |||
| 9 Sept | 51117.80 | 1610.7 | 156.25 | - | 92 | 38 | 323 | |||
| 6 Sept | 50576.85 | 1454.45 | -421.80 | - | 283 | 194 | 286 | |||
|
|
||||||||||
| 5 Sept | 51473.05 | 1876.25 | 23.60 | - | 60 | 42 | 91 | |||
| 4 Sept | 51400.25 | 1852.65 | -49.80 | - | 27 | 8 | 50 | |||
| 3 Sept | 51689.10 | 1902.45 | 82.45 | - | 30 | 18 | 41 | |||
| 2 Sept | 51439.55 | 1820 | -3.15 | - | 15 | 11 | 22 | |||
| 30 Aug | 51351.00 | 1823.15 | 144.45 | - | 2 | 1 | 11 | |||
| 29 Aug | 51165.25 | 1678.70 | - | 10 | 9 | 9 | ||||
For Nifty Bank - strike price 51500 expiring on 27NOV2024
Delta for 51500 CE is 0.17
Historical price for 51500 CE is as follows
On 21 Nov BANKNIFTY was trading at 50417.95. The strike last trading price was 97.25, which was -31.75 lower than the previous day. The implied volatity was 16.05, the open interest changed by 31668 which increased total open position to 134718
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 129, which was -3.65 lower than the previous day. The implied volatity was 14.71, the open interest changed by 8689 which increased total open position to 104254
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 132.65, which was -26.55 lower than the previous day. The implied volatity was 14.91, the open interest changed by 3553 which increased total open position to 96191
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 159.2, which was -62.75 lower than the previous day. The implied volatity was 14.14, the open interest changed by 23751 which increased total open position to 94019
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 221.95, which was -320.25 lower than the previous day. The implied volatity was 15.03, the open interest changed by 36806 which increased total open position to 70826
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 542.2, which was -420.80 lower than the previous day. The implied volatity was 15.04, the open interest changed by 15637 which increased total open position to 34028
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 963, which was 133.05 higher than the previous day. The implied volatity was 15.32, the open interest changed by 875 which increased total open position to 18418
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 829.95, which was -308.55 lower than the previous day. The implied volatity was 14.44, the open interest changed by 3349 which increased total open position to 17534
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1138.5, which was -409.20 lower than the previous day. The implied volatity was 15.69, the open interest changed by 3159 which increased total open position to 14284
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1547.7, which was 168.75 higher than the previous day. The implied volatity was 16.66, the open interest changed by -710 which decreased total open position to 11122
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1378.95, which was 436.95 higher than the previous day. The implied volatity was 16.68, the open interest changed by -3840 which decreased total open position to 11865
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 942, which was -235.00 lower than the previous day. The implied volatity was 17.84, the open interest changed by 3468 which increased total open position to 15435
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1177, which was -63.05 lower than the previous day. The implied volatity was 16.15, the open interest changed by 83 which increased total open position to 12004
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1240.05, which was -171.95 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 1412, which was -188.05 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 1600.05, which was 554.80 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 1045.25, which was 210.25 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 835, which was -427.90 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 1262.9, which was 138.20 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 1124.7, which was -1.65 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 1126.35, which was -359.50 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 1485.85, which was -190.15 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 1676, which was 481.00 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 1195, which was -320.00 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 1515, which was -78.15 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 1593.15, which was 61.15 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 1532, which was 331.20 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 1200.8, which was -299.20 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 1500, which was 210.00 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 1290, which was -44.25 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 1334.25, which was 169.25 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 1165, which was -466.55 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 1631.55, which was -272.35 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 1903.9, which was -644.35 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 2548.25, which was -114.75 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 2663, which was -539.60 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 3202.6, which was -220.30 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 3422.9, which was 165.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept BANKNIFTY was trading at 54101.65. The strike last trading price was 3257.15, which was -119.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept BANKNIFTY was trading at 53968.60. The strike last trading price was 3376.6, which was -78.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept BANKNIFTY was trading at 54105.80. The strike last trading price was 3454.6, which was 493.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept BANKNIFTY was trading at 53793.20. The strike last trading price was 2960.65, which was 264.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept BANKNIFTY was trading at 53037.60. The strike last trading price was 2695.85, which was 395.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept BANKNIFTY was trading at 52750.40. The strike last trading price was 2300, which was 286.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept BANKNIFTY was trading at 52188.65. The strike last trading price was 2013.5, which was -18.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept BANKNIFTY was trading at 52153.15. The strike last trading price was 2031.7, which was 112.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 13 Sept BANKNIFTY was trading at 51938.05. The strike last trading price was 1919, which was 81.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 12 Sept BANKNIFTY was trading at 51772.40. The strike last trading price was 1837.6, which was 277.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept BANKNIFTY was trading at 51010.00. The strike last trading price was 1560, which was -47.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept BANKNIFTY was trading at 51272.30. The strike last trading price was 1607.75, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept BANKNIFTY was trading at 51117.80. The strike last trading price was 1610.7, which was 156.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept BANKNIFTY was trading at 50576.85. The strike last trading price was 1454.45, which was -421.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept BANKNIFTY was trading at 51473.05. The strike last trading price was 1876.25, which was 23.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept BANKNIFTY was trading at 51400.25. The strike last trading price was 1852.65, which was -49.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept BANKNIFTY was trading at 51689.10. The strike last trading price was 1902.45, which was 82.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept BANKNIFTY was trading at 51439.55. The strike last trading price was 1820, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Aug BANKNIFTY was trading at 51351.00. The strike last trading price was 1823.15, which was 144.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Aug BANKNIFTY was trading at 51165.25. The strike last trading price was 1678.70, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 27NOV2024 51500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.80
Vega: 18.34
Theta: -15.93
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 50417.95 | 1126.5 | -25.45 | 18.00 | 18,332 | -717 | 30,692 |
| 19 Nov | 50626.50 | 1151.95 | -75.05 | 19.23 | 82,831 | -970 | 32,078 |
| 18 Nov | 50363.80 | 1227 | -112.70 | 18.68 | 13,152 | -845 | 33,059 |
| 14 Nov | 50179.55 | 1339.7 | 139.70 | 16.89 | 38,024 | -1,502 | 34,053 |
| 13 Nov | 50088.35 | 1200 | 500.00 | 13.91 | 1,31,920 | -4,411 | 35,926 |
| 12 Nov | 51157.80 | 700 | 315.00 | 14.78 | 1,65,785 | 3,044 | 41,435 |
| 11 Nov | 51876.75 | 385 | -189.90 | 14.33 | 95,339 | 6,408 | 38,397 |
| 8 Nov | 51561.20 | 574.9 | 107.25 | 15.19 | 73,516 | 2,632 | 32,444 |
| 7 Nov | 51916.50 | 467.65 | 119.50 | 15.73 | 44,614 | 5,318 | 29,841 |
| 6 Nov | 52317.40 | 348.15 | -172.85 | 16.24 | 33,052 | 2,227 | 25,001 |
| 5 Nov | 52207.25 | 521 | -359.55 | 17.89 | 54,125 | -54 | 22,711 |
| 4 Nov | 51215.25 | 880.55 | 130.95 | 17.70 | 31,197 | 360 | 22,713 |
| 1 Nov | 51673.90 | 749.6 | 47.10 | 18.25 | 4,082 | 420 | 22,420 |
| 31 Oct | 51475.35 | 702.5 | 95.95 | - | 32,015 | 3,690 | 22,203 |
| 30 Oct | 51807.50 | 606.55 | 111.55 | - | 21,474 | 114 | 18,513 |
| 29 Oct | 52320.70 | 495 | -334.75 | - | 39,957 | 5,696 | 18,373 |
| 28 Oct | 51259.30 | 829.75 | -280.25 | - | 22,003 | 2,603 | 12,731 |
| 25 Oct | 50787.45 | 1110 | 360.30 | - | 16,317 | 191 | 10,128 |
| 24 Oct | 51531.15 | 749.7 | -195.90 | - | 12,772 | 2,316 | 9,950 |
| 23 Oct | 51239.00 | 945.6 | 32.25 | - | 8,845 | 1,213 | 7,638 |
| 22 Oct | 51257.15 | 913.35 | 223.40 | - | 7,455 | 340 | 6,430 |
| 21 Oct | 51962.70 | 689.95 | 134.95 | - | 7,694 | -245 | 6,082 |
| 18 Oct | 52094.20 | 555 | -308.75 | - | 8,139 | 86 | 6,364 |
| 17 Oct | 51288.80 | 863.75 | 193.75 | - | 7,467 | 961 | 6,279 |
| 16 Oct | 51801.05 | 670 | 45.00 | - | 2,166 | 96 | 5,323 |
| 15 Oct | 51906.00 | 625 | -40.00 | - | 1,234 | 44 | 5,220 |
| 14 Oct | 51816.90 | 665 | -312.40 | - | 2,328 | -205 | 5,177 |
| 11 Oct | 51172.30 | 977.4 | 127.40 | - | 4,060 | 1,417 | 5,386 |
| 10 Oct | 51530.90 | 850 | -249.50 | - | 3,536 | 367 | 3,973 |
| 9 Oct | 51007.00 | 1099.5 | 17.55 | - | 1,859 | 624 | 3,614 |
| 8 Oct | 51021.00 | 1081.95 | -191.10 | - | 2,326 | 123 | 2,990 |
| 7 Oct | 50478.90 | 1273.05 | 410.10 | - | 3,055 | 281 | 2,965 |
| 4 Oct | 51462.05 | 862.95 | 191.80 | - | 4,785 | 579 | 2,884 |
| 3 Oct | 51845.20 | 671.15 | 245.15 | - | 3,463 | 652 | 2,300 |
| 1 Oct | 52922.60 | 426 | -3.95 | - | 428 | 58 | 1,670 |
| 30 Sept | 52978.10 | 429.95 | 133.20 | - | 888 | 167 | 1,618 |
| 27 Sept | 53834.30 | 296.75 | 13.40 | - | 1,258 | 583 | 1,451 |
| 26 Sept | 54375.35 | 283.35 | -57.30 | - | 488 | 187 | 877 |
| 25 Sept | 54101.65 | 340.65 | -17.10 | - | 503 | 55 | 690 |
| 24 Sept | 53968.60 | 357.75 | -2.75 | - | 139 | 17 | 646 |
| 23 Sept | 54105.80 | 360.5 | -107.75 | - | 1,204 | -707 | 646 |
| 20 Sept | 53793.20 | 468.25 | -34.55 | - | 1,190 | 641 | 1,354 |
| 19 Sept | 53037.60 | 502.8 | -123.20 | - | 554 | 34 | 722 |
| 18 Sept | 52750.40 | 626 | -113.95 | - | 716 | -65 | 700 |
| 17 Sept | 52188.65 | 739.95 | -20.05 | - | 502 | 156 | 762 |
| 16 Sept | 52153.15 | 760 | -157.00 | - | 517 | -62 | 617 |
| 13 Sept | 51938.05 | 917 | -104.95 | - | 567 | 250 | 672 |
| 12 Sept | 51772.40 | 1021.95 | -248.05 | - | 95 | 53 | 424 |
| 11 Sept | 51010.00 | 1270 | 170.00 | - | 120 | 49 | 365 |
| 10 Sept | 51272.30 | 1100 | -125.00 | - | 144 | 65 | 320 |
| 9 Sept | 51117.80 | 1225 | -84.95 | - | 67 | 29 | 255 |
| 6 Sept | 50576.85 | 1309.95 | 288.95 | - | 263 | 105 | 226 |
| 5 Sept | 51473.05 | 1021 | -41.95 | - | 90 | 75 | 121 |
| 4 Sept | 51400.25 | 1062.95 | 19.80 | - | 34 | 27 | 44 |
| 3 Sept | 51689.10 | 1043.15 | -823.20 | - | 19 | 16 | 16 |
| 2 Sept | 51439.55 | 1866.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Aug | 51351.00 | 1866.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Aug | 51165.25 | 1866.35 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 51500 expiring on 27NOV2024
Delta for 51500 PE is -0.80
Historical price for 51500 PE is as follows
On 21 Nov BANKNIFTY was trading at 50417.95. The strike last trading price was 1126.5, which was -25.45 lower than the previous day. The implied volatity was 18.00, the open interest changed by -717 which decreased total open position to 30692
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1151.95, which was -75.05 lower than the previous day. The implied volatity was 19.23, the open interest changed by -970 which decreased total open position to 32078
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1227, which was -112.70 lower than the previous day. The implied volatity was 18.68, the open interest changed by -845 which decreased total open position to 33059
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1339.7, which was 139.70 higher than the previous day. The implied volatity was 16.89, the open interest changed by -1502 which decreased total open position to 34053
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1200, which was 500.00 higher than the previous day. The implied volatity was 13.91, the open interest changed by -4411 which decreased total open position to 35926
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 700, which was 315.00 higher than the previous day. The implied volatity was 14.78, the open interest changed by 3044 which increased total open position to 41435
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 385, which was -189.90 lower than the previous day. The implied volatity was 14.33, the open interest changed by 6408 which increased total open position to 38397
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 574.9, which was 107.25 higher than the previous day. The implied volatity was 15.19, the open interest changed by 2632 which increased total open position to 32444
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 467.65, which was 119.50 higher than the previous day. The implied volatity was 15.73, the open interest changed by 5318 which increased total open position to 29841
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 348.15, which was -172.85 lower than the previous day. The implied volatity was 16.24, the open interest changed by 2227 which increased total open position to 25001
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 521, which was -359.55 lower than the previous day. The implied volatity was 17.89, the open interest changed by -54 which decreased total open position to 22711
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 880.55, which was 130.95 higher than the previous day. The implied volatity was 17.70, the open interest changed by 360 which increased total open position to 22713
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 749.6, which was 47.10 higher than the previous day. The implied volatity was 18.25, the open interest changed by 420 which increased total open position to 22420
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 702.5, which was 95.95 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 606.55, which was 111.55 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 495, which was -334.75 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 829.75, which was -280.25 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 1110, which was 360.30 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 749.7, which was -195.90 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 945.6, which was 32.25 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 913.35, which was 223.40 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 689.95, which was 134.95 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 555, which was -308.75 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 863.75, which was 193.75 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 670, which was 45.00 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 625, which was -40.00 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 665, which was -312.40 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 977.4, which was 127.40 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 850, which was -249.50 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 1099.5, which was 17.55 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 1081.95, which was -191.10 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 1273.05, which was 410.10 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 862.95, which was 191.80 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 671.15, which was 245.15 higher 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 426, which was -3.95 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 429.95, which was 133.20 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 296.75, which was 13.40 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 283.35, which was -57.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept BANKNIFTY was trading at 54101.65. The strike last trading price was 340.65, which was -17.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept BANKNIFTY was trading at 53968.60. The strike last trading price was 357.75, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept BANKNIFTY was trading at 54105.80. The strike last trading price was 360.5, which was -107.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept BANKNIFTY was trading at 53793.20. The strike last trading price was 468.25, which was -34.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept BANKNIFTY was trading at 53037.60. The strike last trading price was 502.8, which was -123.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept BANKNIFTY was trading at 52750.40. The strike last trading price was 626, which was -113.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept BANKNIFTY was trading at 52188.65. The strike last trading price was 739.95, which was -20.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept BANKNIFTY was trading at 52153.15. The strike last trading price was 760, which was -157.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 13 Sept BANKNIFTY was trading at 51938.05. The strike last trading price was 917, which was -104.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 12 Sept BANKNIFTY was trading at 51772.40. The strike last trading price was 1021.95, which was -248.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept BANKNIFTY was trading at 51010.00. The strike last trading price was 1270, which was 170.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept BANKNIFTY was trading at 51272.30. The strike last trading price was 1100, which was -125.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept BANKNIFTY was trading at 51117.80. The strike last trading price was 1225, which was -84.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept BANKNIFTY was trading at 50576.85. The strike last trading price was 1309.95, which was 288.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept BANKNIFTY was trading at 51473.05. The strike last trading price was 1021, which was -41.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept BANKNIFTY was trading at 51400.25. The strike last trading price was 1062.95, which was 19.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept BANKNIFTY was trading at 51689.10. The strike last trading price was 1043.15, which was -823.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept BANKNIFTY was trading at 51439.55. The strike last trading price was 1866.35, 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 Aug BANKNIFTY was trading at 51351.00. The strike last trading price was 1866.35, 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 Aug BANKNIFTY was trading at 51165.25. The strike last trading price was 1866.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
