BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 51600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.21
Vega: 15.34
Theta: -32.69
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 97.5 | -408.75 | 15.54 | 3,93,604 | 6,939 | 22,776.5 | |||
| 19 Dec | 51575.70 | 506.25 | -404.75 | 19.28 | 4,69,416 | 13,338.5 | 15,837.5 | |||
| 18 Dec | 52139.55 | 911 | -555.50 | 18.49 | 7,410.5 | 774 | 2,499 | |||
| 17 Dec | 52834.80 | 1466.5 | -662.75 | 21.64 | 452.5 | 2 | 1,725 | |||
| 16 Dec | 53581.35 | 2129.25 | 16.95 | 23.53 | 29 | -1.5 | 1,723 | |||
| 13 Dec | 53583.80 | 2112.3 | 201.60 | - | 1,420 | 270.5 | 1,724.5 | |||
| 12 Dec | 53216.45 | 1910.7 | -125.90 | 17.40 | 87 | -23.5 | 1,454 | |||
| 11 Dec | 53391.35 | 2036.6 | -166.45 | 14.87 | 135 | -19.5 | 1,477.5 | |||
| 10 Dec | 53577.70 | 2203.05 | 118.65 | - | 91.5 | -7 | 1,497 | |||
| 9 Dec | 53407.75 | 2084.4 | -177.00 | 13.60 | 32 | -2 | 1,504 | |||
| 6 Dec | 53509.50 | 2261.4 | -27.75 | 15.98 | 192.5 | -31.5 | 1,506 | |||
| 5 Dec | 53603.55 | 2289.15 | 262.70 | 10.45 | 251.5 | -62.5 | 1,537.5 | |||
| 4 Dec | 53266.90 | 2026.45 | 425.30 | 13.85 | 893 | -15 | 1,600 | |||
| 3 Dec | 52695.75 | 1601.15 | 321.15 | 14.57 | 3,219 | -394 | 1,615 | |||
| 2 Dec | 52109.00 | 1280 | 6.75 | 15.74 | 15,729.5 | 219.5 | 2,009 | |||
| 29 Nov | 52055.60 | 1273.25 | -18.15 | 15.36 | 9,746 | 820.5 | 1,789.5 | |||
| 28 Nov | 51906.85 | 1291.4 | -147.85 | 15.87 | 3,435 | 498.5 | 969 | |||
| 27 Nov | 52301.80 | 1439.25 | 28.10 | 14.02 | 1,199.5 | 43.5 | 470.5 | |||
| 26 Nov | 52191.50 | 1411.15 | -37.65 | 14.64 | 465 | 16.5 | 427 | |||
| 25 Nov | 52207.50 | 1448.8 | 580.35 | 14.65 | 957 | -190 | 410.5 | |||
| 22 Nov | 51135.40 | 868.45 | 284.60 | 14.80 | 1,735 | 52.5 | 600.5 | |||
| 21 Nov | 50372.90 | 583.85 | -6.55 | 14.53 | 730 | 111 | 548 | |||
| 19 Nov | 50626.50 | 590.4 | 11.65 | 13.84 | 614.5 | 71 | 437 | |||
| 18 Nov | 50363.80 | 578.75 | -2.55 | 14.08 | 291 | 26 | 366 | |||
| 14 Nov | 50179.55 | 581.3 | -107.45 | 13.99 | 407.5 | 173 | 340 | |||
| 13 Nov | 50088.35 | 688.75 | -375.65 | 14.97 | 403.5 | 19 | 167 | |||
| 12 Nov | 51157.80 | 1064.4 | -382.05 | 14.59 | 72.5 | 23 | 148 | |||
| 11 Nov | 51876.75 | 1446.45 | 57.30 | 13.99 | 129.5 | 58.5 | 125 | |||
| 8 Nov | 51561.20 | 1389.15 | -252.25 | 14.90 | 243 | 53.5 | 66.5 | |||
| 7 Nov | 51916.50 | 1641.4 | -191.70 | 14.96 | 3 | 13 | 13 | |||
| 6 Nov | 52317.40 | 1833.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 52207.25 | 1833.1 | 410.90 | 15.14 | 9.5 | 0 | 13 | |||
| 4 Nov | 51215.25 | 1422.2 | -184.25 | 16.56 | 3.5 | 1 | 13 | |||
| 1 Nov | 51673.90 | 1606.45 | -36.30 | 14.84 | 3 | -0.5 | 12 | |||
| 31 Oct | 51475.35 | 1642.75 | -166.75 | - | 11.5 | 1.5 | 12.5 | |||
| 30 Oct | 51807.50 | 1809.5 | -140.50 | - | 3 | 0 | 11 | |||
| 29 Oct | 52320.70 | 1950 | 353.05 | - | 8 | 3.5 | 11 | |||
| 28 Oct | 51259.30 | 1596.95 | 371.20 | - | 14 | 7 | 7.5 | |||
| 25 Oct | 50787.45 | 1225.75 | -3045.35 | - | 1 | 0.5 | 0.5 | |||
| 24 Oct | 51531.15 | 4271.1 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 4271.1 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 4271.1 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 4271.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 4271.1 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 4271.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 4271.1 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 4271.1 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 4271.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Oct | 51172.30 | 4271.1 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 4271.1 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 4271.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 4271.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 4271.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 4271.1 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 4271.1 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 4271.1 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 4271.1 | 4271.10 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 51600 expiring on 24DEC2024
Delta for 51600 CE is 0.21
Historical price for 51600 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 97.5, which was -408.75 lower than the previous day. The implied volatity was 15.54, the open interest changed by 13878 which increased total open position to 45553
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 506.25, which was -404.75 lower than the previous day. The implied volatity was 19.28, the open interest changed by 26677 which increased total open position to 31675
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 911, which was -555.50 lower than the previous day. The implied volatity was 18.49, the open interest changed by 1548 which increased total open position to 4998
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1466.5, which was -662.75 lower than the previous day. The implied volatity was 21.64, the open interest changed by 4 which increased total open position to 3450
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 2129.25, which was 16.95 higher than the previous day. The implied volatity was 23.53, the open interest changed by -3 which decreased total open position to 3446
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 2112.3, which was 201.60 higher than the previous day. The implied volatity was -, the open interest changed by 541 which increased total open position to 3449
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1910.7, which was -125.90 lower than the previous day. The implied volatity was 17.40, the open interest changed by -47 which decreased total open position to 2908
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 2036.6, which was -166.45 lower than the previous day. The implied volatity was 14.87, the open interest changed by -39 which decreased total open position to 2955
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 2203.05, which was 118.65 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 2994
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 2084.4, which was -177.00 lower than the previous day. The implied volatity was 13.60, the open interest changed by -4 which decreased total open position to 3008
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 2261.4, which was -27.75 lower than the previous day. The implied volatity was 15.98, the open interest changed by -63 which decreased total open position to 3012
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2289.15, which was 262.70 higher than the previous day. The implied volatity was 10.45, the open interest changed by -125 which decreased total open position to 3075
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2026.45, which was 425.30 higher than the previous day. The implied volatity was 13.85, the open interest changed by -30 which decreased total open position to 3200
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1601.15, which was 321.15 higher than the previous day. The implied volatity was 14.57, the open interest changed by -788 which decreased total open position to 3230
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1280, which was 6.75 higher than the previous day. The implied volatity was 15.74, the open interest changed by 439 which increased total open position to 4018
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1273.25, which was -18.15 lower than the previous day. The implied volatity was 15.36, the open interest changed by 1641 which increased total open position to 3579
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1291.4, which was -147.85 lower than the previous day. The implied volatity was 15.87, the open interest changed by 997 which increased total open position to 1938
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1439.25, which was 28.10 higher than the previous day. The implied volatity was 14.02, the open interest changed by 87 which increased total open position to 941
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1411.15, which was -37.65 lower than the previous day. The implied volatity was 14.64, the open interest changed by 33 which increased total open position to 854
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1448.8, which was 580.35 higher than the previous day. The implied volatity was 14.65, the open interest changed by -380 which decreased total open position to 821
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 868.45, which was 284.60 higher than the previous day. The implied volatity was 14.80, the open interest changed by 105 which increased total open position to 1201
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 583.85, which was -6.55 lower than the previous day. The implied volatity was 14.53, the open interest changed by 222 which increased total open position to 1096
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 590.4, which was 11.65 higher than the previous day. The implied volatity was 13.84, the open interest changed by 142 which increased total open position to 874
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 578.75, which was -2.55 lower than the previous day. The implied volatity was 14.08, the open interest changed by 52 which increased total open position to 732
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 581.3, which was -107.45 lower than the previous day. The implied volatity was 13.99, the open interest changed by 346 which increased total open position to 680
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 688.75, which was -375.65 lower than the previous day. The implied volatity was 14.97, the open interest changed by 38 which increased total open position to 334
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1064.4, which was -382.05 lower than the previous day. The implied volatity was 14.59, the open interest changed by 46 which increased total open position to 296
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1446.45, which was 57.30 higher than the previous day. The implied volatity was 13.99, the open interest changed by 117 which increased total open position to 250
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1389.15, which was -252.25 lower than the previous day. The implied volatity was 14.90, the open interest changed by 107 which increased total open position to 133
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1641.4, which was -191.70 lower than the previous day. The implied volatity was 14.96, the open interest changed by 26 which increased total open position to 26
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1833.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1833.1, which was 410.90 higher than the previous day. The implied volatity was 15.14, the open interest changed by 0 which decreased total open position to 26
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1422.2, which was -184.25 lower than the previous day. The implied volatity was 16.56, the open interest changed by 2 which increased total open position to 26
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1606.45, which was -36.30 lower than the previous day. The implied volatity was 14.84, the open interest changed by -1 which decreased total open position to 24
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1642.75, which was -166.75 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 1809.5, which was -140.50 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 1950, which was 353.05 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 1596.95, which was 371.20 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 1225.75, which was -3045.35 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 4271.1, 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 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 4271.1, 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 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 4271.1, 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 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 4271.1, 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 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 4271.1, 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 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 4271.1, 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 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 4271.1, 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 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 4271.1, 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 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 4271.1, 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 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 4271.1, 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 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 4271.1, 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 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 4271.1, 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 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 4271.1, 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 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 4271.1, 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 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 4271.1, 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 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 4271.1, 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 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 4271.1, 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 4271.1, which was 4271.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 24DEC2024 51600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.72
Vega: 17.78
Theta: -36.02
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 865 | 496.10 | 20.85 | 2,37,841 | -5,512.5 | 8,416 |
| 19 Dec | 51575.70 | 368.9 | 163.90 | 16.96 | 4,83,867 | 7,337 | 13,928.5 |
| 18 Dec | 52139.55 | 205 | 88.20 | 17.80 | 1,05,914 | 1,702 | 6,591.5 |
| 17 Dec | 52834.80 | 116.8 | 57.85 | 18.38 | 71,556 | -1,001.5 | 4,889.5 |
| 16 Dec | 53581.35 | 58.95 | -5.35 | 18.95 | 36,315 | 926.5 | 5,891 |
| 13 Dec | 53583.80 | 64.3 | -43.95 | 17.60 | 57,111.5 | -985 | 4,964.5 |
| 12 Dec | 53216.45 | 108.25 | -4.10 | 17.02 | 27,478 | 94 | 5,949.5 |
| 11 Dec | 53391.35 | 112.35 | -19.40 | 17.65 | 25,482.5 | -760 | 5,855.5 |
| 10 Dec | 53577.70 | 131.75 | -38.25 | 19.26 | 22,301.5 | 8.5 | 6,615.5 |
| 9 Dec | 53407.75 | 170 | -8.30 | 19.16 | 21,479.5 | -37.5 | 6,607 |
| 6 Dec | 53509.50 | 178.3 | -21.45 | 18.43 | 27,018.5 | 373.5 | 6,644.5 |
| 5 Dec | 53603.55 | 199.75 | -42.90 | 19.34 | 39,418.5 | -2,286.5 | 6,271 |
| 4 Dec | 53266.90 | 242.65 | -105.35 | 18.28 | 41,538.5 | 2,973.5 | 8,557.5 |
| 3 Dec | 52695.75 | 348 | -155.00 | 17.33 | 38,012 | 1,199 | 5,584 |
| 2 Dec | 52109.00 | 503 | -18.50 | 16.87 | 92,367.5 | 622.5 | 4,385 |
| 29 Nov | 52055.60 | 521.5 | -28.50 | 15.84 | 63,567 | 986 | 3,762.5 |
| 28 Nov | 51906.85 | 550 | 114.15 | 15.91 | 59,216.5 | 521.5 | 2,776.5 |
| 27 Nov | 52301.80 | 435.85 | -94.00 | 15.49 | 7,390 | 1,507.5 | 2,255 |
| 26 Nov | 52191.50 | 529.85 | -24.65 | 16.41 | 2,370 | 182.5 | 747.5 |
| 25 Nov | 52207.50 | 554.5 | -446.65 | 16.75 | 1,801.5 | 308.5 | 565 |
| 22 Nov | 51135.40 | 1001.15 | -361.45 | 16.15 | 1,068.5 | 81 | 256.5 |
| 21 Nov | 50372.90 | 1362.6 | -12.70 | 16.10 | 392.5 | 45 | 175.5 |
| 19 Nov | 50626.50 | 1375.3 | -73.10 | 16.43 | 312 | 25.5 | 130.5 |
| 18 Nov | 50363.80 | 1448.4 | -84.90 | 16.47 | 68 | 2.5 | 105 |
| 14 Nov | 50179.55 | 1533.3 | 140.65 | 16.05 | 127 | 1 | 102.5 |
| 13 Nov | 50088.35 | 1392.65 | 429.80 | 14.51 | 480 | 13 | 101.5 |
| 12 Nov | 51157.80 | 962.85 | 264.40 | 14.72 | 192.5 | 1.5 | 88.5 |
| 11 Nov | 51876.75 | 698.45 | -147.50 | 15.02 | 322.5 | 24 | 87 |
| 8 Nov | 51561.20 | 845.95 | 75.55 | 15.26 | 96 | 13 | 63 |
| 7 Nov | 51916.50 | 770.4 | 133.00 | 16.12 | 21 | 5.5 | 50 |
| 6 Nov | 52317.40 | 637.4 | -151.60 | 16.50 | 12.5 | 2.5 | 44.5 |
| 5 Nov | 52207.25 | 789 | -321.00 | 17.25 | 7.5 | 1 | 42 |
| 4 Nov | 51215.25 | 1110 | 133.50 | 16.84 | 8.5 | 0.5 | 41 |
| 1 Nov | 51673.90 | 976.5 | 28.20 | 17.28 | 1.5 | 1 | 40.5 |
| 31 Oct | 51475.35 | 948.3 | 27.45 | - | 3.5 | 39.5 | 39.5 |
| 30 Oct | 51807.50 | 920.85 | 0.00 | - | 0 | 39 | 0 |
| 29 Oct | 52320.70 | 920.85 | -448.05 | - | 1.5 | 39 | 39 |
| 28 Oct | 51259.30 | 1368.9 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 1368.9 | 368.90 | - | 2.5 | 0 | 38 |
| 24 Oct | 51531.15 | 1000 | -86.50 | - | 35.5 | 15 | 38 |
| 23 Oct | 51239.00 | 1086.5 | -37.05 | - | 1.5 | -0.5 | 23 |
| 22 Oct | 51257.15 | 1123.55 | 333.40 | - | 10.5 | -0.5 | 23.5 |
| 21 Oct | 51962.70 | 790.15 | 17.30 | - | 0.5 | -0.5 | 24 |
| 18 Oct | 52094.20 | 772.85 | -321.15 | - | 15 | 11 | 24.5 |
| 17 Oct | 51288.80 | 1094 | 181.05 | - | 13 | 13.5 | 13.5 |
| 16 Oct | 51801.05 | 912.95 | 0.00 | - | 0 | 11 | 0 |
| 15 Oct | 51906.00 | 912.95 | 0.00 | - | 0 | 11 | 0 |
| 14 Oct | 51816.90 | 912.95 | -571.35 | - | 23.5 | 11 | 11 |
| 11 Oct | 51172.30 | 1484.3 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 1484.3 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 1484.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 1484.3 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 1484.3 | 635.35 | - | 0.5 | 0 | 0 |
| 4 Oct | 51462.05 | 848.95 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 848.95 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 848.95 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 848.95 | 848.95 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 51600 expiring on 24DEC2024
Delta for 51600 PE is -0.72
Historical price for 51600 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 865, which was 496.10 higher than the previous day. The implied volatity was 20.85, the open interest changed by -11025 which decreased total open position to 16832
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 368.9, which was 163.90 higher than the previous day. The implied volatity was 16.96, the open interest changed by 14674 which increased total open position to 27857
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 205, which was 88.20 higher than the previous day. The implied volatity was 17.80, the open interest changed by 3404 which increased total open position to 13183
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 116.8, which was 57.85 higher than the previous day. The implied volatity was 18.38, the open interest changed by -2003 which decreased total open position to 9779
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 58.95, which was -5.35 lower than the previous day. The implied volatity was 18.95, the open interest changed by 1853 which increased total open position to 11782
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 64.3, which was -43.95 lower than the previous day. The implied volatity was 17.60, the open interest changed by -1970 which decreased total open position to 9929
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 108.25, which was -4.10 lower than the previous day. The implied volatity was 17.02, the open interest changed by 188 which increased total open position to 11899
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 112.35, which was -19.40 lower than the previous day. The implied volatity was 17.65, the open interest changed by -1520 which decreased total open position to 11711
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 131.75, which was -38.25 lower than the previous day. The implied volatity was 19.26, the open interest changed by 17 which increased total open position to 13231
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 170, which was -8.30 lower than the previous day. The implied volatity was 19.16, the open interest changed by -75 which decreased total open position to 13214
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 178.3, which was -21.45 lower than the previous day. The implied volatity was 18.43, the open interest changed by 747 which increased total open position to 13289
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 199.75, which was -42.90 lower than the previous day. The implied volatity was 19.34, the open interest changed by -4573 which decreased total open position to 12542
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 242.65, which was -105.35 lower than the previous day. The implied volatity was 18.28, the open interest changed by 5947 which increased total open position to 17115
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 348, which was -155.00 lower than the previous day. The implied volatity was 17.33, the open interest changed by 2398 which increased total open position to 11168
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 503, which was -18.50 lower than the previous day. The implied volatity was 16.87, the open interest changed by 1245 which increased total open position to 8770
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 521.5, which was -28.50 lower than the previous day. The implied volatity was 15.84, the open interest changed by 1972 which increased total open position to 7525
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 550, which was 114.15 higher than the previous day. The implied volatity was 15.91, the open interest changed by 1043 which increased total open position to 5553
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 435.85, which was -94.00 lower than the previous day. The implied volatity was 15.49, the open interest changed by 3015 which increased total open position to 4510
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 529.85, which was -24.65 lower than the previous day. The implied volatity was 16.41, the open interest changed by 365 which increased total open position to 1495
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 554.5, which was -446.65 lower than the previous day. The implied volatity was 16.75, the open interest changed by 617 which increased total open position to 1130
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1001.15, which was -361.45 lower than the previous day. The implied volatity was 16.15, the open interest changed by 162 which increased total open position to 513
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1362.6, which was -12.70 lower than the previous day. The implied volatity was 16.10, the open interest changed by 90 which increased total open position to 351
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1375.3, which was -73.10 lower than the previous day. The implied volatity was 16.43, the open interest changed by 51 which increased total open position to 261
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1448.4, which was -84.90 lower than the previous day. The implied volatity was 16.47, the open interest changed by 5 which increased total open position to 210
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1533.3, which was 140.65 higher than the previous day. The implied volatity was 16.05, the open interest changed by 2 which increased total open position to 205
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1392.65, which was 429.80 higher than the previous day. The implied volatity was 14.51, the open interest changed by 26 which increased total open position to 203
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 962.85, which was 264.40 higher than the previous day. The implied volatity was 14.72, the open interest changed by 3 which increased total open position to 177
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 698.45, which was -147.50 lower than the previous day. The implied volatity was 15.02, the open interest changed by 48 which increased total open position to 174
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 845.95, which was 75.55 higher than the previous day. The implied volatity was 15.26, the open interest changed by 26 which increased total open position to 126
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 770.4, which was 133.00 higher than the previous day. The implied volatity was 16.12, the open interest changed by 11 which increased total open position to 100
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 637.4, which was -151.60 lower than the previous day. The implied volatity was 16.50, the open interest changed by 5 which increased total open position to 89
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 789, which was -321.00 lower than the previous day. The implied volatity was 17.25, the open interest changed by 2 which increased total open position to 84
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1110, which was 133.50 higher than the previous day. The implied volatity was 16.84, the open interest changed by 1 which increased total open position to 82
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 976.5, which was 28.20 higher than the previous day. The implied volatity was 17.28, the open interest changed by 2 which increased total open position to 81
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 948.3, which was 27.45 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 920.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 920.85, which was -448.05 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 1368.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 1368.9, which was 368.90 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 1000, which was -86.50 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 1086.5, which was -37.05 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 1123.55, which was 333.40 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 790.15, which was 17.30 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 772.85, which was -321.15 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 1094, which was 181.05 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 912.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 912.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 912.95, which was -571.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 1484.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 1484.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 1484.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 1484.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 1484.3, which was 635.35 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 848.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 848.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 848.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 848.95, which was 848.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
