BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
21 Mar 2025 01:17 PM IST
| BANKNIFTY 27MAR2025 51800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 7.52
Theta: -8.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Mar | 50406.50 | 20 | 8.35 | 12.53 | 88,427 | 5,802 | 12,161 | |||
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| 20 Mar | 50062.85 | 10.75 | -0.35 | 12.93 | 43,392 | 2,302 | 6,620 | |||
| 19 Mar | 49702.60 | 10.7 | 2.75 | 13.59 | 38,466 | 1,639 | 4,320 | |||
| 18 Mar | 49314.50 | 8.95 | 4.45 | 14.29 | 14,893 | 952 | 2,654 | |||
| 17 Mar | 48354.15 | 5.15 | -2.7 | 17.34 | 8,585 | -1,900 | 1,728 | |||
| 13 Mar | 48060.40 | 6.05 | -3.25 | 16.10 | 13,918 | 1,325 | 3,634 | |||
| 12 Mar | 48056.65 | 9 | -2.6 | 16.21 | 5,389 | 212 | 2,341 | |||
| 11 Mar | 47853.95 | 12.05 | -1.6 | 17.04 | 9,063 | -1,385 | 2,178 | |||
| 10 Mar | 48216.80 | 14.25 | -11.6 | 15.69 | 15,982 | 414 | 3,570 | |||
| 7 Mar | 48497.50 | 24.45 | -12.55 | 14.59 | 33,796 | -1,769 | 3,156 | |||
| 6 Mar | 48627.70 | 37.85 | 1.35 | 14.67 | 11,703 | 1,949 | 4,924 | |||
| 5 Mar | 48489.95 | 33.2 | 0.35 | 14.39 | 10,902 | 967 | 2,981 | |||
| 4 Mar | 48245.20 | 33.9 | 1.4 | 14.91 | 6,985 | 315 | 2,046 | |||
| 3 Mar | 48114.30 | 30.55 | -15.6 | 14.79 | 8,746 | -174 | 1,733 | |||
| 28 Feb | 48344.70 | 43.2 | -19.8 | 14.38 | 12,927 | 549 | 1,840 | |||
| 27 Feb | 48743.80 | 61.2 | -16.15 | 13.69 | 2,217 | 781 | 1,291 | |||
| 25 Feb | 48608.35 | 76.3 | -36.05 | 14.06 | 851 | 74 | 513 | |||
| 24 Feb | 48651.95 | 113.1 | -57.4 | 14.99 | 1,113 | 100 | 481 | |||
| 21 Feb | 48981.20 | 164.05 | -84.85 | 14.76 | 549 | 118 | 383 | |||
| 20 Feb | 49334.55 | 244.55 | -54.9 | 14.85 | 347 | 41 | 268 | |||
| 19 Feb | 49570.10 | 298.9 | 47 | 14.62 | 221 | -22 | 228 | |||
| 18 Feb | 49087.30 | 250.8 | -70.25 | 15.48 | 157 | -51 | 249 | |||
| 17 Feb | 49258.90 | 329 | 25.2 | 15.86 | 410 | 4 | 301 | |||
| 14 Feb | 49099.45 | 300 | -54.85 | 15.58 | 304 | 98 | 298 | |||
| 13 Feb | 49359.85 | 354.35 | -49.3 | 15.13 | 338 | -94 | 201 | |||
| 12 Feb | 49479.45 | 406.5 | 0.8 | 14.98 | 453 | 48 | 295 | |||
| 11 Feb | 49403.40 | 393 | -172.65 | 15.28 | 389 | 77 | 247 | |||
| 10 Feb | 49981.00 | 570.25 | -28.7 | 14.99 | 56 | -7 | 170 | |||
| 7 Feb | 50158.85 | 606.4 | -133.6 | 13.62 | 86 | 2 | 177 | |||
| 6 Feb | 50382.10 | 740 | 55.6 | 14.10 | 26 | -1 | 175 | |||
| 5 Feb | 50343.05 | 684.3 | 52.8 | 13.81 | 63 | -34 | 179 | |||
| 4 Feb | 50157.95 | 631.5 | 210.5 | 13.87 | 40 | -4 | 213 | |||
| 3 Feb | 49210.55 | 421 | -71.7 | 14.65 | 46 | 26 | 217 | |||
| 1 Feb | 49506.95 | 491.5 | -110.2 | 14.09 | 105 | 78 | 191 | |||
| 31 Jan | 49587.20 | 621.6 | 42.35 | 15.36 | 79 | 53 | 113 | |||
| 30 Jan | 49311.95 | 625 | 81.45 | 16.22 | 6 | 4 | 60 | |||
| 29 Jan | 49165.95 | 543.55 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Jan | 48866.85 | 543.55 | 133.55 | 16.92 | 2 | 0 | 56 | |||
| 27 Jan | 48064.65 | 410 | -51 | 17.92 | 17 | 0 | 56 | |||
| 24 Jan | 48367.80 | 461 | -212.9 | 16.95 | 1 | 0 | 55 | |||
| 23 Jan | 48589.00 | 673.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Jan | 48724.40 | 673.9 | -26.10 | 18.11 | 3 | 0 | 55 | |||
| 21 Jan | 48570.90 | 700 | -211.00 | 18.88 | 1 | 0 | 54 | |||
| 20 Jan | 49350.80 | 911 | 324.70 | 18.35 | 1 | 0 | 55 | |||
| 17 Jan | 48540.60 | 586.3 | -93.50 | 16.80 | 18 | -15 | 54 | |||
| 16 Jan | 49278.70 | 679.8 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 15 Jan | 48751.70 | 679.8 | 44.55 | 16.85 | 3 | 0 | 72 | |||
| 14 Jan | 48729.15 | 635.25 | 108.25 | 15.70 | 36 | -1 | 73 | |||
| 13 Jan | 48041.25 | 527 | -223.00 | 17.19 | 67 | 0 | 7 | |||
| 10 Jan | 48734.15 | 750 | -450.00 | 16.96 | 6 | 0 | 7 | |||
| 9 Jan | 49503.50 | 1200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Jan | 49835.05 | 1200 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 7 Jan | 50202.15 | 1200 | 59.45 | 15.41 | 1 | 0 | 6 | |||
| 6 Jan | 49922.00 | 1140.55 | -415.15 | 15.66 | 8 | 1 | 6 | |||
| 3 Jan | 50988.80 | 1555.7 | -380.85 | 14.28 | 2 | 0 | 3 | |||
| 2 Jan | 51605.55 | 1936.55 | 14.20 | 3 | 2 | 2 | ||||
For Nifty Bank - strike price 51800 expiring on 27MAR2025
Delta for 51800 CE is 0.06
Historical price for 51800 CE is as follows
On 21 Mar BANKNIFTY was trading at 50406.50. The strike last trading price was 20, which was 8.35 higher than the previous day. The implied volatity was 12.53, the open interest changed by 5802 which increased total open position to 12161
On 20 Mar BANKNIFTY was trading at 50062.85. The strike last trading price was 10.75, which was -0.35 lower than the previous day. The implied volatity was 12.93, the open interest changed by 2302 which increased total open position to 6620
On 19 Mar BANKNIFTY was trading at 49702.60. The strike last trading price was 10.7, which was 2.75 higher than the previous day. The implied volatity was 13.59, the open interest changed by 1639 which increased total open position to 4320
On 18 Mar BANKNIFTY was trading at 49314.50. The strike last trading price was 8.95, which was 4.45 higher than the previous day. The implied volatity was 14.29, the open interest changed by 952 which increased total open position to 2654
On 17 Mar BANKNIFTY was trading at 48354.15. The strike last trading price was 5.15, which was -2.7 lower than the previous day. The implied volatity was 17.34, the open interest changed by -1900 which decreased total open position to 1728
On 13 Mar BANKNIFTY was trading at 48060.40. The strike last trading price was 6.05, which was -3.25 lower than the previous day. The implied volatity was 16.10, the open interest changed by 1325 which increased total open position to 3634
On 12 Mar BANKNIFTY was trading at 48056.65. The strike last trading price was 9, which was -2.6 lower than the previous day. The implied volatity was 16.21, the open interest changed by 212 which increased total open position to 2341
On 11 Mar BANKNIFTY was trading at 47853.95. The strike last trading price was 12.05, which was -1.6 lower than the previous day. The implied volatity was 17.04, the open interest changed by -1385 which decreased total open position to 2178
On 10 Mar BANKNIFTY was trading at 48216.80. The strike last trading price was 14.25, which was -11.6 lower than the previous day. The implied volatity was 15.69, the open interest changed by 414 which increased total open position to 3570
On 7 Mar BANKNIFTY was trading at 48497.50. The strike last trading price was 24.45, which was -12.55 lower than the previous day. The implied volatity was 14.59, the open interest changed by -1769 which decreased total open position to 3156
On 6 Mar BANKNIFTY was trading at 48627.70. The strike last trading price was 37.85, which was 1.35 higher than the previous day. The implied volatity was 14.67, the open interest changed by 1949 which increased total open position to 4924
On 5 Mar BANKNIFTY was trading at 48489.95. The strike last trading price was 33.2, which was 0.35 higher than the previous day. The implied volatity was 14.39, the open interest changed by 967 which increased total open position to 2981
On 4 Mar BANKNIFTY was trading at 48245.20. The strike last trading price was 33.9, which was 1.4 higher than the previous day. The implied volatity was 14.91, the open interest changed by 315 which increased total open position to 2046
On 3 Mar BANKNIFTY was trading at 48114.30. The strike last trading price was 30.55, which was -15.6 lower than the previous day. The implied volatity was 14.79, the open interest changed by -174 which decreased total open position to 1733
On 28 Feb BANKNIFTY was trading at 48344.70. The strike last trading price was 43.2, which was -19.8 lower than the previous day. The implied volatity was 14.38, the open interest changed by 549 which increased total open position to 1840
On 27 Feb BANKNIFTY was trading at 48743.80. The strike last trading price was 61.2, which was -16.15 lower than the previous day. The implied volatity was 13.69, the open interest changed by 781 which increased total open position to 1291
On 25 Feb BANKNIFTY was trading at 48608.35. The strike last trading price was 76.3, which was -36.05 lower than the previous day. The implied volatity was 14.06, the open interest changed by 74 which increased total open position to 513
On 24 Feb BANKNIFTY was trading at 48651.95. The strike last trading price was 113.1, which was -57.4 lower than the previous day. The implied volatity was 14.99, the open interest changed by 100 which increased total open position to 481
On 21 Feb BANKNIFTY was trading at 48981.20. The strike last trading price was 164.05, which was -84.85 lower than the previous day. The implied volatity was 14.76, the open interest changed by 118 which increased total open position to 383
On 20 Feb BANKNIFTY was trading at 49334.55. The strike last trading price was 244.55, which was -54.9 lower than the previous day. The implied volatity was 14.85, the open interest changed by 41 which increased total open position to 268
On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 298.9, which was 47 higher than the previous day. The implied volatity was 14.62, the open interest changed by -22 which decreased total open position to 228
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 250.8, which was -70.25 lower than the previous day. The implied volatity was 15.48, the open interest changed by -51 which decreased total open position to 249
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 329, which was 25.2 higher than the previous day. The implied volatity was 15.86, the open interest changed by 4 which increased total open position to 301
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 300, which was -54.85 lower than the previous day. The implied volatity was 15.58, the open interest changed by 98 which increased total open position to 298
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 354.35, which was -49.3 lower than the previous day. The implied volatity was 15.13, the open interest changed by -94 which decreased total open position to 201
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 406.5, which was 0.8 higher than the previous day. The implied volatity was 14.98, the open interest changed by 48 which increased total open position to 295
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 393, which was -172.65 lower than the previous day. The implied volatity was 15.28, the open interest changed by 77 which increased total open position to 247
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 570.25, which was -28.7 lower than the previous day. The implied volatity was 14.99, the open interest changed by -7 which decreased total open position to 170
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 606.4, which was -133.6 lower than the previous day. The implied volatity was 13.62, the open interest changed by 2 which increased total open position to 177
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 740, which was 55.6 higher than the previous day. The implied volatity was 14.10, the open interest changed by -1 which decreased total open position to 175
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 684.3, which was 52.8 higher than the previous day. The implied volatity was 13.81, the open interest changed by -34 which decreased total open position to 179
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 631.5, which was 210.5 higher than the previous day. The implied volatity was 13.87, the open interest changed by -4 which decreased total open position to 213
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 421, which was -71.7 lower than the previous day. The implied volatity was 14.65, the open interest changed by 26 which increased total open position to 217
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 491.5, which was -110.2 lower than the previous day. The implied volatity was 14.09, the open interest changed by 78 which increased total open position to 191
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 621.6, which was 42.35 higher than the previous day. The implied volatity was 15.36, the open interest changed by 53 which increased total open position to 113
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 625, which was 81.45 higher than the previous day. The implied volatity was 16.22, the open interest changed by 4 which increased total open position to 60
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 543.55, which was 0 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 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 543.55, which was 133.55 higher than the previous day. The implied volatity was 16.92, the open interest changed by 0 which decreased total open position to 56
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 410, which was -51 lower than the previous day. The implied volatity was 17.92, the open interest changed by 0 which decreased total open position to 56
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 461, which was -212.9 lower than the previous day. The implied volatity was 16.95, the open interest changed by 0 which decreased total open position to 55
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 673.9, 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 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 673.9, which was -26.10 lower than the previous day. The implied volatity was 18.11, the open interest changed by 0 which decreased total open position to 55
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 700, which was -211.00 lower than the previous day. The implied volatity was 18.88, the open interest changed by 0 which decreased total open position to 54
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 911, which was 324.70 higher than the previous day. The implied volatity was 18.35, the open interest changed by 0 which decreased total open position to 55
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 586.3, which was -93.50 lower than the previous day. The implied volatity was 16.80, the open interest changed by -15 which decreased total open position to 54
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 679.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 679.8, which was 44.55 higher than the previous day. The implied volatity was 16.85, the open interest changed by 0 which decreased total open position to 72
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 635.25, which was 108.25 higher than the previous day. The implied volatity was 15.70, the open interest changed by -1 which decreased total open position to 73
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 527, which was -223.00 lower than the previous day. The implied volatity was 17.19, the open interest changed by 0 which decreased total open position to 7
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 750, which was -450.00 lower than the previous day. The implied volatity was 16.96, the open interest changed by 0 which decreased total open position to 7
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 1200, 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 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 1200, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 1200, which was 59.45 higher than the previous day. The implied volatity was 15.41, the open interest changed by 0 which decreased total open position to 6
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1140.55, which was -415.15 lower than the previous day. The implied volatity was 15.66, the open interest changed by 1 which increased total open position to 6
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 1555.7, which was -380.85 lower than the previous day. The implied volatity was 14.28, the open interest changed by 0 which decreased total open position to 3
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 1936.55, which was lower than the previous day. The implied volatity was 14.20, the open interest changed by 2 which increased total open position to 2
| BANKNIFTY 27MAR2025 51800 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Mar | 50406.50 | 1280 | -414.7 | - | 14 | -2 | 102 |
| 20 Mar | 50062.85 | 1694.7 | -297.55 | - | 27 | -1 | 104 |
| 19 Mar | 49702.60 | 1992.25 | -357.75 | 16.81 | 17 | -8 | 104 |
| 18 Mar | 49314.50 | 2350 | -1283.8 | 20.60 | 19 | -9 | 111 |
| 17 Mar | 48354.15 | 3633.8 | 0 | 0.00 | 0 | -4 | 0 |
| 13 Mar | 48060.40 | 3633.8 | 494.9 | 23.31 | 5 | -1 | 123 |
| 12 Mar | 48056.65 | 3138.9 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 47853.95 | 3138.9 | 0 | 0.00 | 0 | 1 | 0 |
| 10 Mar | 48216.80 | 3138.9 | -111.1 | - | 1 | -1 | 123 |
| 7 Mar | 48497.50 | 3250 | 211.5 | 23.67 | 4 | 3 | 124 |
| 6 Mar | 48627.70 | 3038.5 | -70.85 | 21.14 | 7 | 0 | 122 |
| 5 Mar | 48489.95 | 3109.35 | -320.65 | 19.71 | 15 | 3 | 122 |
| 4 Mar | 48245.20 | 3430 | 284.1 | 24.93 | 2 | 0 | 120 |
| 3 Mar | 48114.30 | 3145.9 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 48344.70 | 3145.9 | 465.9 | - | 2 | 0 | 120 |
| 27 Feb | 48743.80 | 2680 | -152 | - | 39 | 6 | 120 |
| 25 Feb | 48608.35 | 2832 | 23.25 | 12.24 | 16 | 0 | 114 |
| 24 Feb | 48651.95 | 2808.75 | 508.75 | 14.60 | 6 | 1 | 111 |
| 21 Feb | 48981.20 | 2300 | 0 | 0.00 | 0 | 1 | 0 |
| 20 Feb | 49334.55 | 2300 | 301 | 15.79 | 1 | 0 | 109 |
| 19 Feb | 49570.10 | 1999 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Feb | 49087.30 | 1999 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Feb | 49258.90 | 1999 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Feb | 49099.45 | 1999 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Feb | 49359.85 | 1999 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Feb | 49479.45 | 1999 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Feb | 49403.40 | 1999 | 493.4 | 11.05 | 1 | 0 | 109 |
| 10 Feb | 49981.00 | 1505.6 | 0 | 0.00 | 0 | 2 | 0 |
| 7 Feb | 50158.85 | 1505.6 | 5.95 | 13.23 | 4 | 0 | 107 |
| 6 Feb | 50382.10 | 1499.65 | 0 | 0.00 | 0 | 1 | 0 |
| 5 Feb | 50343.05 | 1499.65 | -307.15 | 14.09 | 3 | 0 | 106 |
| 4 Feb | 50157.95 | 1806.8 | -352.9 | 16.65 | 65 | 64 | 105 |
| 3 Feb | 49210.55 | 2159.7 | 0 | 0.00 | 0 | 23 | 0 |
| 1 Feb | 49506.95 | 2159.7 | -363.2 | 16.30 | 23 | 22 | 40 |
| 31 Jan | 49587.20 | 2522.9 | 134.9 | 22.17 | 7 | 4 | 15 |
| 30 Jan | 49311.95 | 2388 | -186.45 | 18.36 | 7 | 3 | 7 |
| 29 Jan | 49165.95 | 2574.45 | 690.9 | 18.73 | 4 | 0 | 0 |
| 28 Jan | 48866.85 | 1883.55 | 0 | - | 0 | 0 | 0 |
| 27 Jan | 48064.65 | 1883.55 | 0 | - | 0 | 0 | 0 |
| 24 Jan | 48367.80 | 1883.55 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 48589.00 | 1883.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Jan | 48724.40 | 1883.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Jan | 48570.90 | 1883.55 | 0.00 | - | 0 | 0 | 0 |
| 20 Jan | 49350.80 | 1883.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Jan | 48540.60 | 1883.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Jan | 49278.70 | 1883.55 | 0.00 | - | 0 | 0 | 0 |
| 15 Jan | 48751.70 | 1883.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Jan | 48729.15 | 1883.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Jan | 48041.25 | 1883.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Jan | 48734.15 | 1883.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Jan | 49503.50 | 1883.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Jan | 49835.05 | 1883.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Jan | 50202.15 | 1883.55 | 0.00 | - | 0 | 0 | 0 |
| 6 Jan | 49922.00 | 1883.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Jan | 50988.80 | 1883.55 | 0.00 | 0.35 | 0 | 0 | 0 |
| 2 Jan | 51605.55 | 1883.55 | 0.96 | 0 | 0 | 0 | |
For Nifty Bank - strike price 51800 expiring on 27MAR2025
Delta for 51800 PE is -
Historical price for 51800 PE is as follows
On 21 Mar BANKNIFTY was trading at 50406.50. The strike last trading price was 1280, which was -414.7 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 102
On 20 Mar BANKNIFTY was trading at 50062.85. The strike last trading price was 1694.7, which was -297.55 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 104
On 19 Mar BANKNIFTY was trading at 49702.60. The strike last trading price was 1992.25, which was -357.75 lower than the previous day. The implied volatity was 16.81, the open interest changed by -8 which decreased total open position to 104
On 18 Mar BANKNIFTY was trading at 49314.50. The strike last trading price was 2350, which was -1283.8 lower than the previous day. The implied volatity was 20.60, the open interest changed by -9 which decreased total open position to 111
On 17 Mar BANKNIFTY was trading at 48354.15. The strike last trading price was 3633.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 13 Mar BANKNIFTY was trading at 48060.40. The strike last trading price was 3633.8, which was 494.9 higher than the previous day. The implied volatity was 23.31, the open interest changed by -1 which decreased total open position to 123
On 12 Mar BANKNIFTY was trading at 48056.65. The strike last trading price was 3138.9, which was 0 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 11 Mar BANKNIFTY was trading at 47853.95. The strike last trading price was 3138.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 10 Mar BANKNIFTY was trading at 48216.80. The strike last trading price was 3138.9, which was -111.1 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 123
On 7 Mar BANKNIFTY was trading at 48497.50. The strike last trading price was 3250, which was 211.5 higher than the previous day. The implied volatity was 23.67, the open interest changed by 3 which increased total open position to 124
On 6 Mar BANKNIFTY was trading at 48627.70. The strike last trading price was 3038.5, which was -70.85 lower than the previous day. The implied volatity was 21.14, the open interest changed by 0 which decreased total open position to 122
On 5 Mar BANKNIFTY was trading at 48489.95. The strike last trading price was 3109.35, which was -320.65 lower than the previous day. The implied volatity was 19.71, the open interest changed by 3 which increased total open position to 122
On 4 Mar BANKNIFTY was trading at 48245.20. The strike last trading price was 3430, which was 284.1 higher than the previous day. The implied volatity was 24.93, the open interest changed by 0 which decreased total open position to 120
On 3 Mar BANKNIFTY was trading at 48114.30. The strike last trading price was 3145.9, which was 0 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 28 Feb BANKNIFTY was trading at 48344.70. The strike last trading price was 3145.9, which was 465.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 120
On 27 Feb BANKNIFTY was trading at 48743.80. The strike last trading price was 2680, which was -152 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 120
On 25 Feb BANKNIFTY was trading at 48608.35. The strike last trading price was 2832, which was 23.25 higher than the previous day. The implied volatity was 12.24, the open interest changed by 0 which decreased total open position to 114
On 24 Feb BANKNIFTY was trading at 48651.95. The strike last trading price was 2808.75, which was 508.75 higher than the previous day. The implied volatity was 14.60, the open interest changed by 1 which increased total open position to 111
On 21 Feb BANKNIFTY was trading at 48981.20. The strike last trading price was 2300, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 20 Feb BANKNIFTY was trading at 49334.55. The strike last trading price was 2300, which was 301 higher than the previous day. The implied volatity was 15.79, the open interest changed by 0 which decreased total open position to 109
On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 1999, which was 0 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 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 1999, which was 0 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 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 1999, which was 0 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 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 1999, which was 0 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 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 1999, which was 0 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 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 1999, which was 0 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 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 1999, which was 493.4 higher than the previous day. The implied volatity was 11.05, the open interest changed by 0 which decreased total open position to 109
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 1505.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 1505.6, which was 5.95 higher than the previous day. The implied volatity was 13.23, the open interest changed by 0 which decreased total open position to 107
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 1499.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 1499.65, which was -307.15 lower than the previous day. The implied volatity was 14.09, the open interest changed by 0 which decreased total open position to 106
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 1806.8, which was -352.9 lower than the previous day. The implied volatity was 16.65, the open interest changed by 64 which increased total open position to 105
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 2159.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 23 which increased total open position to 0
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 2159.7, which was -363.2 lower than the previous day. The implied volatity was 16.30, the open interest changed by 22 which increased total open position to 40
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 2522.9, which was 134.9 higher than the previous day. The implied volatity was 22.17, the open interest changed by 4 which increased total open position to 15
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 2388, which was -186.45 lower than the previous day. The implied volatity was 18.36, the open interest changed by 3 which increased total open position to 7
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 2574.45, which was 690.9 higher than the previous day. The implied volatity was 18.73, the open interest changed by 0 which decreased total open position to 0
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 1883.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 1883.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 1883.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 1883.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 1883.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 1883.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 1883.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 1883.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 1883.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 1883.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 1883.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 1883.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 1883.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 1883.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 1883.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 1883.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1883.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 1883.55, which was 0.00 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 1883.55, which was lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0
