BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 51700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.18
Vega: 14.04
Theta: -30.23
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 82.3 | -377.50 | 15.80 | 2,99,965 | 5,938 | 19,172 | |||
| 19 Dec | 51575.70 | 459.8 | -380.20 | 19.45 | 3,33,608 | 9,935.5 | 13,234 | |||
| 18 Dec | 52139.55 | 840 | -539.40 | 18.42 | 10,201.5 | 1,868 | 3,298.5 | |||
| 17 Dec | 52834.80 | 1379.4 | -626.90 | 21.22 | 377 | -127.5 | 1,430.5 | |||
| 16 Dec | 53581.35 | 2006.3 | -11.45 | 21.32 | 113.5 | -14.5 | 1,558 | |||
| 13 Dec | 53583.80 | 2017.75 | 197.75 | - | 2,189 | 552 | 1,572.5 | |||
| 12 Dec | 53216.45 | 1820 | -126.30 | 17.14 | 122 | -57.5 | 1,020.5 | |||
| 11 Dec | 53391.35 | 1946.3 | -173.40 | 14.84 | 92.5 | -13.5 | 1,078 | |||
| 10 Dec | 53577.70 | 2119.7 | 124.65 | 10.54 | 73.5 | -12.5 | 1,091.5 | |||
| 9 Dec | 53407.75 | 1995.05 | -184.65 | 13.69 | 64.5 | -27.5 | 1,104 | |||
| 6 Dec | 53509.50 | 2179.7 | -21.15 | 16.15 | 146.5 | -66 | 1,131.5 | |||
| 5 Dec | 53603.55 | 2200.85 | 252.85 | 11.08 | 702 | -22.5 | 1,197.5 | |||
| 4 Dec | 53266.90 | 1948 | 420.00 | 14.11 | 857.5 | -205.5 | 1,220 | |||
| 3 Dec | 52695.75 | 1528 | 316.70 | 14.63 | 3,194.5 | -505 | 1,425.5 | |||
| 2 Dec | 52109.00 | 1211.3 | 23.30 | 15.64 | 53,153.5 | 148 | 1,930.5 | |||
| 29 Nov | 52055.60 | 1188 | -38.85 | 14.91 | 23,418.5 | 877 | 1,782.5 | |||
| 28 Nov | 51906.85 | 1226.85 | -143.15 | 15.69 | 5,537 | 323 | 905.5 | |||
| 27 Nov | 52301.80 | 1370 | 29.50 | 14.00 | 1,693 | 207 | 582.5 | |||
| 26 Nov | 52191.50 | 1340.5 | -30.50 | 14.54 | 926 | -58.5 | 375.5 | |||
| 25 Nov | 52207.50 | 1371 | 564.15 | 14.43 | 871.5 | -136.5 | 434 | |||
| 22 Nov | 51135.40 | 806.85 | 264.45 | 14.56 | 1,308 | -6.5 | 570.5 | |||
| 21 Nov | 50372.90 | 542.4 | -8.75 | 14.44 | 713.5 | 13.5 | 577 | |||
| 19 Nov | 50626.50 | 551.15 | 12.60 | 13.80 | 664 | 95 | 563.5 | |||
| 18 Nov | 50363.80 | 538.55 | -13.40 | 14.04 | 361.5 | 21.5 | 468.5 | |||
| 14 Nov | 50179.55 | 551.95 | -58.05 | 14.07 | 796 | 155 | 447 | |||
| 13 Nov | 50088.35 | 610 | -400.15 | 14.31 | 1,082.5 | 125 | 292 | |||
| 12 Nov | 51157.80 | 1010.15 | -374.35 | 14.52 | 148.5 | 38 | 167 | |||
| 11 Nov | 51876.75 | 1384.5 | 74.50 | 13.97 | 74 | 46 | 129 | |||
| 8 Nov | 51561.20 | 1310 | -278.70 | 14.57 | 77 | 0.5 | 83 | |||
| 7 Nov | 51916.50 | 1588.7 | -260.30 | 15.08 | 53 | 15 | 82.5 | |||
| 6 Nov | 52317.40 | 1849 | 77.05 | 13.74 | 4 | -1.5 | 67.5 | |||
| 5 Nov | 52207.25 | 1771.95 | 415.90 | 15.18 | 39 | 24 | 69 | |||
| 4 Nov | 51215.25 | 1356.05 | -237.75 | 16.37 | 23.5 | 12 | 45 | |||
| 1 Nov | 51673.90 | 1593.8 | 6.25 | 15.43 | 3 | -0.5 | 33 | |||
| 31 Oct | 51475.35 | 1587.55 | -217.45 | - | 13.5 | -1 | 33.5 | |||
| 30 Oct | 51807.50 | 1805 | -95.00 | - | 3.5 | 0.5 | 34.5 | |||
| 29 Oct | 52320.70 | 1900 | 505.95 | - | 10.5 | 3 | 34 | |||
| 28 Oct | 51259.30 | 1394.05 | -93.50 | - | 53.5 | 23 | 31 | |||
| 25 Oct | 50787.45 | 1487.55 | -179.20 | - | 4.5 | 2 | 8 | |||
| 24 Oct | 51531.15 | 1666.75 | 191.75 | - | 3 | 0 | 6 | |||
| 23 Oct | 51239.00 | 1475 | -425.55 | - | 2 | 0.5 | 6 | |||
| 22 Oct | 51257.15 | 1900.55 | 144.40 | - | 1 | 5.5 | 5.5 | |||
| 21 Oct | 51962.70 | 1756.15 | 0.00 | - | 0 | 1 | 0 | |||
| 18 Oct | 52094.20 | 1756.15 | -126.80 | - | 5.5 | 1 | 1 | |||
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| 17 Oct | 51288.80 | 1882.95 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 1882.95 | -15.85 | - | 1.5 | 0 | 0.5 | |||
| 15 Oct | 51906.00 | 1898.8 | -2301.55 | - | 1 | 0.5 | 0.5 | |||
| 14 Oct | 51816.90 | 4200.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 4200.35 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 4200.35 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 4200.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 4200.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 4200.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 4200.35 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 4200.35 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 4200.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 4200.35 | 4200.35 | - | 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 51700 expiring on 24DEC2024
Delta for 51700 CE is 0.18
Historical price for 51700 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 82.3, which was -377.50 lower than the previous day. The implied volatity was 15.80, the open interest changed by 11876 which increased total open position to 38344
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 459.8, which was -380.20 lower than the previous day. The implied volatity was 19.45, the open interest changed by 19871 which increased total open position to 26468
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 840, which was -539.40 lower than the previous day. The implied volatity was 18.42, the open interest changed by 3736 which increased total open position to 6597
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1379.4, which was -626.90 lower than the previous day. The implied volatity was 21.22, the open interest changed by -255 which decreased total open position to 2861
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 2006.3, which was -11.45 lower than the previous day. The implied volatity was 21.32, the open interest changed by -29 which decreased total open position to 3116
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 2017.75, which was 197.75 higher than the previous day. The implied volatity was -, the open interest changed by 1104 which increased total open position to 3145
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1820, which was -126.30 lower than the previous day. The implied volatity was 17.14, the open interest changed by -115 which decreased total open position to 2041
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1946.3, which was -173.40 lower than the previous day. The implied volatity was 14.84, the open interest changed by -27 which decreased total open position to 2156
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 2119.7, which was 124.65 higher than the previous day. The implied volatity was 10.54, the open interest changed by -25 which decreased total open position to 2183
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1995.05, which was -184.65 lower than the previous day. The implied volatity was 13.69, the open interest changed by -55 which decreased total open position to 2208
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 2179.7, which was -21.15 lower than the previous day. The implied volatity was 16.15, the open interest changed by -132 which decreased total open position to 2263
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2200.85, which was 252.85 higher than the previous day. The implied volatity was 11.08, the open interest changed by -45 which decreased total open position to 2395
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1948, which was 420.00 higher than the previous day. The implied volatity was 14.11, the open interest changed by -411 which decreased total open position to 2440
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1528, which was 316.70 higher than the previous day. The implied volatity was 14.63, the open interest changed by -1010 which decreased total open position to 2851
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1211.3, which was 23.30 higher than the previous day. The implied volatity was 15.64, the open interest changed by 296 which increased total open position to 3861
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1188, which was -38.85 lower than the previous day. The implied volatity was 14.91, the open interest changed by 1754 which increased total open position to 3565
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1226.85, which was -143.15 lower than the previous day. The implied volatity was 15.69, the open interest changed by 646 which increased total open position to 1811
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1370, which was 29.50 higher than the previous day. The implied volatity was 14.00, the open interest changed by 414 which increased total open position to 1165
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1340.5, which was -30.50 lower than the previous day. The implied volatity was 14.54, the open interest changed by -117 which decreased total open position to 751
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1371, which was 564.15 higher than the previous day. The implied volatity was 14.43, the open interest changed by -273 which decreased total open position to 868
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 806.85, which was 264.45 higher than the previous day. The implied volatity was 14.56, the open interest changed by -13 which decreased total open position to 1141
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 542.4, which was -8.75 lower than the previous day. The implied volatity was 14.44, the open interest changed by 27 which increased total open position to 1154
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 551.15, which was 12.60 higher than the previous day. The implied volatity was 13.80, the open interest changed by 190 which increased total open position to 1127
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 538.55, which was -13.40 lower than the previous day. The implied volatity was 14.04, the open interest changed by 43 which increased total open position to 937
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 551.95, which was -58.05 lower than the previous day. The implied volatity was 14.07, the open interest changed by 310 which increased total open position to 894
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 610, which was -400.15 lower than the previous day. The implied volatity was 14.31, the open interest changed by 250 which increased total open position to 584
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1010.15, which was -374.35 lower than the previous day. The implied volatity was 14.52, the open interest changed by 76 which increased total open position to 334
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1384.5, which was 74.50 higher than the previous day. The implied volatity was 13.97, the open interest changed by 92 which increased total open position to 258
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1310, which was -278.70 lower than the previous day. The implied volatity was 14.57, the open interest changed by 1 which increased total open position to 166
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1588.7, which was -260.30 lower than the previous day. The implied volatity was 15.08, the open interest changed by 30 which increased total open position to 165
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1849, which was 77.05 higher than the previous day. The implied volatity was 13.74, the open interest changed by -3 which decreased total open position to 135
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1771.95, which was 415.90 higher than the previous day. The implied volatity was 15.18, the open interest changed by 48 which increased total open position to 138
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1356.05, which was -237.75 lower than the previous day. The implied volatity was 16.37, the open interest changed by 24 which increased total open position to 90
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1593.8, which was 6.25 higher than the previous day. The implied volatity was 15.43, the open interest changed by -1 which decreased total open position to 66
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1587.55, which was -217.45 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 1805, which was -95.00 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 1900, which was 505.95 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 1394.05, which was -93.50 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 1487.55, which was -179.20 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 1666.75, which was 191.75 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 1475, which was -425.55 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 1900.55, which was 144.40 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 1756.15, 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 1756.15, which was -126.80 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 1882.95, 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 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 1882.95, which was -15.85 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 1898.8, which was -2301.55 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 4200.35, 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 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 4200.35, 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 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 4200.35, 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 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 4200.35, 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 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 4200.35, 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 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 4200.35, 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 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 4200.35, 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 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 4200.35, 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 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 4200.35, 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 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 4200.35, which was 4200.35 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 51700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.75
Vega: 16.81
Theta: -33.13
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 940 | 535.00 | 20.88 | 1,24,940.5 | -5,411.5 | 6,301 |
| 19 Dec | 51575.70 | 405 | 175.95 | 16.42 | 3,09,760.5 | 3,336.5 | 11,712.5 |
| 18 Dec | 52139.55 | 229.05 | 92.40 | 17.55 | 1,37,870 | 495.5 | 8,376 |
| 17 Dec | 52834.80 | 136.65 | 76.85 | 18.46 | 82,414 | -1,584 | 7,880.5 |
| 16 Dec | 53581.35 | 59.8 | -10.10 | 18.30 | 42,695 | 2,238.5 | 9,464.5 |
| 13 Dec | 53583.80 | 69.9 | -50.10 | 17.35 | 69,675.5 | 55.5 | 7,226 |
| 12 Dec | 53216.45 | 120 | -0.95 | 16.90 | 21,598.5 | -227.5 | 7,170.5 |
| 11 Dec | 53391.35 | 120.95 | -19.30 | 17.41 | 21,421 | -730 | 7,398 |
| 10 Dec | 53577.70 | 140.25 | -42.15 | 19.02 | 19,453 | -10 | 8,128 |
| 9 Dec | 53407.75 | 182.4 | -11.10 | 18.99 | 22,212.5 | 119.5 | 8,138 |
| 6 Dec | 53509.50 | 193.5 | -18.55 | 18.37 | 29,432.5 | 721 | 8,018.5 |
| 5 Dec | 53603.55 | 212.05 | -44.20 | 19.19 | 34,480 | -658 | 7,297.5 |
| 4 Dec | 53266.90 | 256.25 | -119.55 | 18.07 | 31,289.5 | 752.5 | 7,955.5 |
| 3 Dec | 52695.75 | 375.8 | -159.20 | 17.37 | 36,616.5 | 564.5 | 7,203 |
| 2 Dec | 52109.00 | 535 | -21.00 | 16.79 | 1,84,561 | 1,370 | 6,638.5 |
| 29 Nov | 52055.60 | 556 | -26.85 | 15.79 | 95,374.5 | 2,968.5 | 5,268.5 |
| 28 Nov | 51906.85 | 582.85 | 120.15 | 15.81 | 68,335.5 | 1,020 | 2,300 |
| 27 Nov | 52301.80 | 462.7 | -80.45 | 15.38 | 6,222 | 672 | 1,280 |
| 26 Nov | 52191.50 | 543.15 | -36.25 | 16.02 | 2,286.5 | 137 | 608 |
| 25 Nov | 52207.50 | 579.4 | -475.60 | 16.55 | 1,953.5 | 192.5 | 471 |
| 22 Nov | 51135.40 | 1055 | -367.25 | 16.18 | 885.5 | -32.5 | 278.5 |
| 21 Nov | 50372.90 | 1422.25 | -12.20 | 16.06 | 324 | 124 | 311 |
| 19 Nov | 50626.50 | 1434.45 | -60.30 | 16.27 | 298.5 | -2 | 187 |
| 18 Nov | 50363.80 | 1494.75 | -140.25 | 16.13 | 92.5 | 5 | 189 |
| 14 Nov | 50179.55 | 1635 | 184.00 | 16.66 | 30.5 | -19.5 | 184 |
| 13 Nov | 50088.35 | 1451 | 448.40 | 14.45 | 439.5 | 86 | 203.5 |
| 12 Nov | 51157.80 | 1002.6 | 250.80 | 14.58 | 449 | 21.5 | 117.5 |
| 11 Nov | 51876.75 | 751.8 | -135.25 | 15.23 | 378 | 3.5 | 96 |
| 8 Nov | 51561.20 | 887.05 | 87.90 | 15.23 | 185.5 | 15 | 92.5 |
| 7 Nov | 51916.50 | 799.15 | 142.80 | 15.97 | 79.5 | -20 | 77.5 |
| 6 Nov | 52317.40 | 656.35 | -171.25 | 16.29 | 58.5 | 27.5 | 97.5 |
| 5 Nov | 52207.25 | 827.6 | -326.85 | 17.27 | 14 | 22 | 70 |
| 4 Nov | 51215.25 | 1154.45 | 109.45 | 16.81 | 56 | 48 | 48 |
| 1 Nov | 51673.90 | 1045 | 0.00 | 0.00 | 0 | 36.5 | 0 |
| 31 Oct | 51475.35 | 1045 | 295.00 | - | 12 | 36.5 | 36.5 |
| 30 Oct | 51807.50 | 750 | 0.00 | - | 0 | 18 | 0 |
| 29 Oct | 52320.70 | 750 | -356.55 | - | 21.5 | 18 | 34 |
| 28 Oct | 51259.30 | 1106.55 | -250.85 | - | 13.5 | 2.5 | 16 |
| 25 Oct | 50787.45 | 1357.4 | 313.60 | - | 3 | 0 | 13.5 |
| 24 Oct | 51531.15 | 1043.8 | 49.70 | - | 1.5 | 13.5 | 13.5 |
| 23 Oct | 51239.00 | 994.1 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 994.1 | 125.55 | - | 1.5 | 0 | 13 |
| 21 Oct | 51962.70 | 868.55 | -383.55 | - | 1 | 0 | 13 |
| 18 Oct | 52094.20 | 1252.1 | 132.50 | - | 0.5 | 0 | 13 |
| 17 Oct | 51288.80 | 1119.6 | 264.00 | - | 5.5 | 13 | 13 |
| 16 Oct | 51801.05 | 855.6 | 0.00 | - | 0 | 9.5 | 0 |
| 15 Oct | 51906.00 | 855.6 | -27.70 | - | 16.5 | 9.5 | 13.5 |
| 14 Oct | 51816.90 | 883.3 | -280.10 | - | 10 | 4 | 4 |
| 11 Oct | 51172.30 | 1163.4 | 0.00 | - | 0 | 2.5 | 0 |
| 10 Oct | 51530.90 | 1163.4 | 0.00 | - | 0 | 2.5 | 0 |
| 9 Oct | 51007.00 | 1163.4 | -240.00 | - | 2 | 2.5 | 2.5 |
| 8 Oct | 51021.00 | 1403.4 | 0.00 | - | 0 | 1 | 0 |
| 7 Oct | 50478.90 | 1403.4 | 526.95 | - | 2 | 1 | 1 |
| 4 Oct | 51462.05 | 876.45 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 876.45 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 876.45 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 876.45 | 876.45 | - | 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 51700 expiring on 24DEC2024
Delta for 51700 PE is -0.75
Historical price for 51700 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 940, which was 535.00 higher than the previous day. The implied volatity was 20.88, the open interest changed by -10823 which decreased total open position to 12602
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 405, which was 175.95 higher than the previous day. The implied volatity was 16.42, the open interest changed by 6673 which increased total open position to 23425
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 229.05, which was 92.40 higher than the previous day. The implied volatity was 17.55, the open interest changed by 991 which increased total open position to 16752
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 136.65, which was 76.85 higher than the previous day. The implied volatity was 18.46, the open interest changed by -3168 which decreased total open position to 15761
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 59.8, which was -10.10 lower than the previous day. The implied volatity was 18.30, the open interest changed by 4477 which increased total open position to 18929
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 69.9, which was -50.10 lower than the previous day. The implied volatity was 17.35, the open interest changed by 111 which increased total open position to 14452
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 120, which was -0.95 lower than the previous day. The implied volatity was 16.90, the open interest changed by -455 which decreased total open position to 14341
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 120.95, which was -19.30 lower than the previous day. The implied volatity was 17.41, the open interest changed by -1460 which decreased total open position to 14796
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 140.25, which was -42.15 lower than the previous day. The implied volatity was 19.02, the open interest changed by -20 which decreased total open position to 16256
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 182.4, which was -11.10 lower than the previous day. The implied volatity was 18.99, the open interest changed by 239 which increased total open position to 16276
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 193.5, which was -18.55 lower than the previous day. The implied volatity was 18.37, the open interest changed by 1442 which increased total open position to 16037
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 212.05, which was -44.20 lower than the previous day. The implied volatity was 19.19, the open interest changed by -1316 which decreased total open position to 14595
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 256.25, which was -119.55 lower than the previous day. The implied volatity was 18.07, the open interest changed by 1505 which increased total open position to 15911
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 375.8, which was -159.20 lower than the previous day. The implied volatity was 17.37, the open interest changed by 1129 which increased total open position to 14406
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 535, which was -21.00 lower than the previous day. The implied volatity was 16.79, the open interest changed by 2740 which increased total open position to 13277
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 556, which was -26.85 lower than the previous day. The implied volatity was 15.79, the open interest changed by 5937 which increased total open position to 10537
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 582.85, which was 120.15 higher than the previous day. The implied volatity was 15.81, the open interest changed by 2040 which increased total open position to 4600
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 462.7, which was -80.45 lower than the previous day. The implied volatity was 15.38, the open interest changed by 1344 which increased total open position to 2560
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 543.15, which was -36.25 lower than the previous day. The implied volatity was 16.02, the open interest changed by 274 which increased total open position to 1216
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 579.4, which was -475.60 lower than the previous day. The implied volatity was 16.55, the open interest changed by 385 which increased total open position to 942
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1055, which was -367.25 lower than the previous day. The implied volatity was 16.18, the open interest changed by -65 which decreased total open position to 557
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1422.25, which was -12.20 lower than the previous day. The implied volatity was 16.06, the open interest changed by 248 which increased total open position to 622
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1434.45, which was -60.30 lower than the previous day. The implied volatity was 16.27, the open interest changed by -4 which decreased total open position to 374
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1494.75, which was -140.25 lower than the previous day. The implied volatity was 16.13, the open interest changed by 10 which increased total open position to 378
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1635, which was 184.00 higher than the previous day. The implied volatity was 16.66, the open interest changed by -39 which decreased total open position to 368
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1451, which was 448.40 higher than the previous day. The implied volatity was 14.45, the open interest changed by 172 which increased total open position to 407
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1002.6, which was 250.80 higher than the previous day. The implied volatity was 14.58, the open interest changed by 43 which increased total open position to 235
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 751.8, which was -135.25 lower than the previous day. The implied volatity was 15.23, the open interest changed by 7 which increased total open position to 192
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 887.05, which was 87.90 higher than the previous day. The implied volatity was 15.23, the open interest changed by 30 which increased total open position to 185
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 799.15, which was 142.80 higher than the previous day. The implied volatity was 15.97, the open interest changed by -40 which decreased total open position to 155
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 656.35, which was -171.25 lower than the previous day. The implied volatity was 16.29, the open interest changed by 55 which increased total open position to 195
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 827.6, which was -326.85 lower than the previous day. The implied volatity was 17.27, the open interest changed by 44 which increased total open position to 140
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1154.45, which was 109.45 higher than the previous day. The implied volatity was 16.81, the open interest changed by 96 which increased total open position to 96
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1045, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 73 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1045, which was 295.00 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 750, 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 750, which was -356.55 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 1106.55, which was -250.85 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 1357.4, which was 313.60 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 1043.8, which was 49.70 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 994.1, 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 994.1, which was 125.55 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 868.55, which was -383.55 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 1252.1, which was 132.50 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 1119.6, which was 264.00 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 855.6, 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 855.6, which was -27.70 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 883.3, which was -280.10 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 1163.4, 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 1163.4, 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 1163.4, which was -240.00 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 1403.4, 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 1403.4, which was 526.95 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 876.45, 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 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 876.45, 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 876.45, 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 876.45, which was 876.45 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
