BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 51800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.16
Vega: 12.69
Theta: -27.50
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 68.4 | -333.60 | 15.98 | 3,00,276.5 | 5,022.5 | 17,977.5 | |||
| 19 Dec | 51575.70 | 402 | -368.05 | 19.01 | 2,77,439 | 9,284.5 | 12,955 | |||
| 18 Dec | 52139.55 | 770.05 | -517.95 | 18.28 | 22,210 | 1,886.5 | 3,670.5 | |||
| 17 Dec | 52834.80 | 1288 | -625.50 | 20.55 | 655.5 | 16.5 | 1,784 | |||
| 16 Dec | 53581.35 | 1913.5 | -22.30 | 20.93 | 179.5 | -52.5 | 1,767.5 | |||
| 13 Dec | 53583.80 | 1935.8 | 206.35 | - | 3,806 | 229 | 1,820 | |||
| 12 Dec | 53216.45 | 1729.45 | -149.45 | 16.85 | 148.5 | -63 | 1,591 | |||
| 11 Dec | 53391.35 | 1878.9 | -148.70 | 15.91 | 154.5 | -13 | 1,654 | |||
| 10 Dec | 53577.70 | 2027.6 | 113.30 | 11.05 | 150 | -22 | 1,667 | |||
| 9 Dec | 53407.75 | 1914.3 | -168.15 | 14.14 | 161 | -60 | 1,689 | |||
| 6 Dec | 53509.50 | 2082.45 | -21.55 | 15.69 | 272.5 | -103 | 1,749 | |||
| 5 Dec | 53603.55 | 2104 | 242.60 | 10.87 | 1,167.5 | -71 | 1,852 | |||
| 4 Dec | 53266.90 | 1861.4 | 410.05 | 14.02 | 3,595 | -491.5 | 1,923 | |||
| 3 Dec | 52695.75 | 1451.35 | 301.35 | 14.66 | 8,668.5 | -902.5 | 2,414.5 | |||
| 2 Dec | 52109.00 | 1150 | 16.75 | 15.67 | 1,61,705 | 769.5 | 3,317 | |||
| 29 Nov | 52055.60 | 1133.25 | -26.75 | 15.04 | 75,103.5 | 946 | 2,547.5 | |||
| 28 Nov | 51906.85 | 1160 | -139.00 | 15.67 | 22,113.5 | 862.5 | 1,601.5 | |||
| 27 Nov | 52301.80 | 1299 | 27.10 | 13.92 | 1,682 | 6.5 | 739 | |||
| 26 Nov | 52191.50 | 1271.9 | -34.10 | 14.46 | 737.5 | 22 | 732.5 | |||
| 25 Nov | 52207.50 | 1306 | 546.00 | 14.53 | 1,534 | -217.5 | 710.5 | |||
| 22 Nov | 51135.40 | 760 | 255.25 | 14.53 | 1,761.5 | -58.5 | 928 | |||
| 21 Nov | 50372.90 | 504.75 | -9.50 | 14.37 | 1,521 | 111 | 986.5 | |||
| 19 Nov | 50626.50 | 514.25 | 11.20 | 13.76 | 770.5 | 36 | 875.5 | |||
| 18 Nov | 50363.80 | 503.05 | -21.50 | 13.96 | 407.5 | 105 | 839.5 | |||
| 14 Nov | 50179.55 | 524.55 | -100.55 | 14.16 | 447 | 111 | 734.5 | |||
| 13 Nov | 50088.35 | 625.1 | -334.85 | 15.09 | 2,025.5 | 402 | 623.5 | |||
| 12 Nov | 51157.80 | 959.95 | -360.05 | 14.48 | 441 | -25 | 221.5 | |||
| 11 Nov | 51876.75 | 1320 | 68.85 | 13.89 | 445 | 111 | 246.5 | |||
| 8 Nov | 51561.20 | 1251.15 | -259.85 | 14.51 | 189.5 | -10.5 | 135.5 | |||
| 7 Nov | 51916.50 | 1511 | -309.85 | 14.82 | 139.5 | 54.5 | 146 | |||
| 6 Nov | 52317.40 | 1820.85 | 109.85 | 14.33 | 49 | -15 | 91.5 | |||
| 5 Nov | 52207.25 | 1711 | 417.85 | 15.20 | 191.5 | 2 | 106.5 | |||
| 4 Nov | 51215.25 | 1293.15 | -206.85 | 16.21 | 78 | 23.5 | 104.5 | |||
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| 1 Nov | 51673.90 | 1500 | -13.15 | 14.95 | 1 | -0.5 | 81 | |||
| 31 Oct | 51475.35 | 1513.15 | -216.85 | - | 13 | -5 | 81.5 | |||
| 30 Oct | 51807.50 | 1730 | -170.00 | - | 10.5 | 22 | 86.5 | |||
| 29 Oct | 52320.70 | 1900 | 558.80 | - | 37 | 2 | 64.5 | |||
| 28 Oct | 51259.30 | 1341.2 | 190.35 | - | 45 | 23 | 62.5 | |||
| 25 Oct | 50787.45 | 1150.85 | -406.50 | - | 18.5 | 5 | 39.5 | |||
| 24 Oct | 51531.15 | 1557.35 | 129.80 | - | 6.5 | -3 | 34.5 | |||
| 23 Oct | 51239.00 | 1427.55 | -72.50 | - | 8.5 | -5.5 | 37.5 | |||
| 22 Oct | 51257.15 | 1500.05 | -436.20 | - | 7 | 2.5 | 43 | |||
| 21 Oct | 51962.70 | 1936.25 | -7.50 | - | 0.5 | -1.5 | 40.5 | |||
| 18 Oct | 52094.20 | 1943.75 | 423.75 | - | 16.5 | -4 | 42 | |||
| 17 Oct | 51288.80 | 1520 | -330.00 | - | 12.5 | 7.5 | 46 | |||
| 16 Oct | 51801.05 | 1850 | 26.05 | - | 11 | 2.5 | 38.5 | |||
| 15 Oct | 51906.00 | 1823.95 | -87.05 | - | 11.5 | 3 | 36 | |||
| 14 Oct | 51816.90 | 1911 | 258.10 | - | 6 | 33 | 33 | |||
| 11 Oct | 51172.30 | 1652.9 | 0.00 | - | 0 | 0.5 | 0 | |||
| 10 Oct | 51530.90 | 1652.9 | 7.25 | - | 0.5 | 0.5 | 32.5 | |||
| 9 Oct | 51007.00 | 1645.65 | -10.95 | - | 1.5 | 1.5 | 32 | |||
| 8 Oct | 51021.00 | 1656.6 | 204.60 | - | 5 | 4 | 30.5 | |||
| 7 Oct | 50478.90 | 1452 | -414.95 | - | 10 | 9 | 26.5 | |||
| 4 Oct | 51462.05 | 1866.95 | -252.15 | - | 17 | 16.5 | 17.5 | |||
| 3 Oct | 51845.20 | 2119.1 | -2009.05 | - | 1.5 | 1 | 1 | |||
| 1 Oct | 52922.60 | 4128.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 4128.15 | 4128.15 | - | 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 51800 expiring on 24DEC2024
Delta for 51800 CE is 0.16
Historical price for 51800 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 68.4, which was -333.60 lower than the previous day. The implied volatity was 15.98, the open interest changed by 10045 which increased total open position to 35955
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 402, which was -368.05 lower than the previous day. The implied volatity was 19.01, the open interest changed by 18569 which increased total open position to 25910
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 770.05, which was -517.95 lower than the previous day. The implied volatity was 18.28, the open interest changed by 3773 which increased total open position to 7341
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1288, which was -625.50 lower than the previous day. The implied volatity was 20.55, the open interest changed by 33 which increased total open position to 3568
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1913.5, which was -22.30 lower than the previous day. The implied volatity was 20.93, the open interest changed by -105 which decreased total open position to 3535
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1935.8, which was 206.35 higher than the previous day. The implied volatity was -, the open interest changed by 458 which increased total open position to 3640
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1729.45, which was -149.45 lower than the previous day. The implied volatity was 16.85, the open interest changed by -126 which decreased total open position to 3182
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1878.9, which was -148.70 lower than the previous day. The implied volatity was 15.91, the open interest changed by -26 which decreased total open position to 3308
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 2027.6, which was 113.30 higher than the previous day. The implied volatity was 11.05, the open interest changed by -44 which decreased total open position to 3334
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1914.3, which was -168.15 lower than the previous day. The implied volatity was 14.14, the open interest changed by -120 which decreased total open position to 3378
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 2082.45, which was -21.55 lower than the previous day. The implied volatity was 15.69, the open interest changed by -206 which decreased total open position to 3498
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2104, which was 242.60 higher than the previous day. The implied volatity was 10.87, the open interest changed by -142 which decreased total open position to 3704
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1861.4, which was 410.05 higher than the previous day. The implied volatity was 14.02, the open interest changed by -983 which decreased total open position to 3846
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1451.35, which was 301.35 higher than the previous day. The implied volatity was 14.66, the open interest changed by -1805 which decreased total open position to 4829
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1150, which was 16.75 higher than the previous day. The implied volatity was 15.67, the open interest changed by 1539 which increased total open position to 6634
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1133.25, which was -26.75 lower than the previous day. The implied volatity was 15.04, the open interest changed by 1892 which increased total open position to 5095
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1160, which was -139.00 lower than the previous day. The implied volatity was 15.67, the open interest changed by 1725 which increased total open position to 3203
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1299, which was 27.10 higher than the previous day. The implied volatity was 13.92, the open interest changed by 13 which increased total open position to 1478
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1271.9, which was -34.10 lower than the previous day. The implied volatity was 14.46, the open interest changed by 44 which increased total open position to 1465
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1306, which was 546.00 higher than the previous day. The implied volatity was 14.53, the open interest changed by -435 which decreased total open position to 1421
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 760, which was 255.25 higher than the previous day. The implied volatity was 14.53, the open interest changed by -117 which decreased total open position to 1856
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 504.75, which was -9.50 lower than the previous day. The implied volatity was 14.37, the open interest changed by 222 which increased total open position to 1973
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 514.25, which was 11.20 higher than the previous day. The implied volatity was 13.76, the open interest changed by 72 which increased total open position to 1751
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 503.05, which was -21.50 lower than the previous day. The implied volatity was 13.96, the open interest changed by 210 which increased total open position to 1679
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 524.55, which was -100.55 lower than the previous day. The implied volatity was 14.16, the open interest changed by 222 which increased total open position to 1469
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 625.1, which was -334.85 lower than the previous day. The implied volatity was 15.09, the open interest changed by 804 which increased total open position to 1247
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 959.95, which was -360.05 lower than the previous day. The implied volatity was 14.48, the open interest changed by -50 which decreased total open position to 443
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1320, which was 68.85 higher than the previous day. The implied volatity was 13.89, the open interest changed by 222 which increased total open position to 493
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1251.15, which was -259.85 lower than the previous day. The implied volatity was 14.51, the open interest changed by -21 which decreased total open position to 271
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1511, which was -309.85 lower than the previous day. The implied volatity was 14.82, the open interest changed by 109 which increased total open position to 292
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1820.85, which was 109.85 higher than the previous day. The implied volatity was 14.33, the open interest changed by -30 which decreased total open position to 183
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1711, which was 417.85 higher than the previous day. The implied volatity was 15.20, the open interest changed by 4 which increased total open position to 213
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1293.15, which was -206.85 lower than the previous day. The implied volatity was 16.21, the open interest changed by 47 which increased total open position to 209
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1500, which was -13.15 lower than the previous day. The implied volatity was 14.95, the open interest changed by -1 which decreased total open position to 162
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1513.15, which was -216.85 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 1730, which was -170.00 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 558.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 1341.2, which was 190.35 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 1150.85, which was -406.50 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 1557.35, which was 129.80 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 1427.55, which was -72.50 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 1500.05, which was -436.20 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 1936.25, which was -7.50 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 1943.75, which was 423.75 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 1520, which was -330.00 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 1850, which was 26.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 1823.95, which was -87.05 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 1911, which was 258.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 1652.9, 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 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 1652.9, which was 7.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 1645.65, which was -10.95 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 1656.6, which was 204.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 1452, which was -414.95 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 1866.95, which was -252.15 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 2119.1, which was -2009.05 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 4128.15, 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 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 4128.15, which was 4128.15 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 51800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 16.25
Theta: -33.67
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 1035 | 575.00 | 21.99 | 85,552 | -2,570 | 7,765 |
| 19 Dec | 51575.70 | 460 | 197.50 | 16.50 | 1,82,017 | -177 | 10,335 |
| 18 Dec | 52139.55 | 262.5 | 115.70 | 17.59 | 2,02,996 | 1,051.5 | 10,512 |
| 17 Dec | 52834.80 | 146.8 | 77.80 | 17.98 | 1,05,288.5 | -1,141.5 | 9,460.5 |
| 16 Dec | 53581.35 | 69 | -7.70 | 18.25 | 50,910 | 1,045 | 10,602 |
| 13 Dec | 53583.80 | 76.7 | -51.80 | 17.14 | 87,789 | -232.5 | 9,557 |
| 12 Dec | 53216.45 | 128.5 | -2.80 | 16.59 | 22,424 | -643 | 9,789.5 |
| 11 Dec | 53391.35 | 131.3 | -20.20 | 17.22 | 27,983 | -1,861.5 | 10,432.5 |
| 10 Dec | 53577.70 | 151.5 | -48.00 | 18.86 | 30,466 | 1,116.5 | 12,294 |
| 9 Dec | 53407.75 | 199.5 | -2.65 | 18.96 | 29,131.5 | 119.5 | 11,177.5 |
| 6 Dec | 53509.50 | 202.15 | -22.15 | 18.07 | 39,634 | -353.5 | 11,058 |
| 5 Dec | 53603.55 | 224.3 | -50.50 | 18.99 | 52,671 | -3,914.5 | 11,411.5 |
| 4 Dec | 53266.90 | 274.8 | -120.20 | 17.99 | 55,843.5 | 3,742 | 15,326 |
| 3 Dec | 52695.75 | 395 | -176.00 | 17.13 | 65,958 | 785 | 11,584 |
| 2 Dec | 52109.00 | 571 | -19.00 | 16.75 | 3,21,441.5 | 2,027 | 10,799 |
| 29 Nov | 52055.60 | 590 | -25.00 | 15.69 | 1,76,858 | 5,064 | 8,772 |
| 28 Nov | 51906.85 | 615 | 127.00 | 15.67 | 1,14,720.5 | 1,809.5 | 3,708 |
| 27 Nov | 52301.80 | 488 | -95.05 | 15.22 | 7,823 | 652.5 | 1,898.5 |
| 26 Nov | 52191.50 | 583.05 | -21.45 | 16.06 | 3,568.5 | 339 | 1,246 |
| 25 Nov | 52207.50 | 604.5 | -500.40 | 16.34 | 3,003.5 | 417 | 907 |
| 22 Nov | 51135.40 | 1104.9 | -379.30 | 16.12 | 1,024 | -51 | 490 |
| 21 Nov | 50372.90 | 1484.2 | -14.80 | 16.03 | 441 | 83.5 | 541 |
| 19 Nov | 50626.50 | 1499 | -57.75 | 16.45 | 419 | 11 | 457.5 |
| 18 Nov | 50363.80 | 1556.75 | -116.00 | 16.11 | 40.5 | 15 | 446.5 |
| 14 Nov | 50179.55 | 1672.75 | 106.55 | 16.24 | 19 | 1.5 | 431.5 |
| 13 Nov | 50088.35 | 1566.2 | 513.40 | 15.25 | 836 | 255 | 430 |
| 12 Nov | 51157.80 | 1052.8 | 288.80 | 14.57 | 585 | -118.5 | 175 |
| 11 Nov | 51876.75 | 764 | -175.55 | 14.81 | 648.5 | 145 | 293.5 |
| 8 Nov | 51561.20 | 939.55 | 117.55 | 15.34 | 126 | -0.5 | 148.5 |
| 7 Nov | 51916.50 | 822 | 142.00 | 15.73 | 171.5 | 41 | 149 |
| 6 Nov | 52317.40 | 680 | -180.05 | 16.14 | 56 | 21.5 | 108 |
| 5 Nov | 52207.25 | 860.05 | -336.55 | 17.20 | 126 | -51.5 | 86.5 |
| 4 Nov | 51215.25 | 1196.6 | 245.30 | 16.73 | 180.5 | 90.5 | 138 |
| 1 Nov | 51673.90 | 951.3 | -63.70 | 15.85 | 3 | -2 | 47.5 |
| 31 Oct | 51475.35 | 1015 | 60.20 | - | 41.5 | 7.5 | 49.5 |
| 30 Oct | 51807.50 | 954.8 | 167.10 | - | 44.5 | 25.5 | 42 |
| 29 Oct | 52320.70 | 787.7 | -388.30 | - | 10.5 | 1 | 16.5 |
| 28 Oct | 51259.30 | 1176 | -157.20 | - | 1 | 0.5 | 15.5 |
| 25 Oct | 50787.45 | 1333.2 | 465.55 | - | 1 | 15 | 15 |
| 24 Oct | 51531.15 | 867.65 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 867.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 867.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 867.65 | -43.60 | - | 1 | 0 | 16 |
| 18 Oct | 52094.20 | 911.25 | -276.65 | - | 5.5 | 2 | 16 |
| 17 Oct | 51288.80 | 1187.9 | 306.20 | - | 3 | 14 | 14 |
| 16 Oct | 51801.05 | 881.7 | 0.00 | - | 0 | 16 | 0 |
| 15 Oct | 51906.00 | 881.7 | -611.80 | - | 6 | 16 | 16 |
| 14 Oct | 51816.90 | 1493.5 | 0.00 | - | 0 | 12.5 | 0 |
| 11 Oct | 51172.30 | 1493.5 | 0.00 | - | 0 | 12.5 | 0 |
| 10 Oct | 51530.90 | 1493.5 | 0.00 | - | 0 | 12.5 | 0 |
| 9 Oct | 51007.00 | 1493.5 | 0.00 | - | 0 | 12.5 | 0 |
| 8 Oct | 51021.00 | 1493.5 | 0.00 | - | 0 | 12.5 | 0 |
| 7 Oct | 50478.90 | 1493.5 | 642.95 | - | 0.5 | 12.5 | 13 |
| 4 Oct | 51462.05 | 850.55 | -406.50 | - | 15 | 0.5 | 0.5 |
| 3 Oct | 51845.20 | 1257.05 | 354.60 | - | 0.5 | 0 | 0 |
| 1 Oct | 52922.60 | 902.45 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 902.45 | 902.45 | - | 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 51800 expiring on 24DEC2024
Delta for 51800 PE is -0.77
Historical price for 51800 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1035, which was 575.00 higher than the previous day. The implied volatity was 21.99, the open interest changed by -5140 which decreased total open position to 15530
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 460, which was 197.50 higher than the previous day. The implied volatity was 16.50, the open interest changed by -354 which decreased total open position to 20670
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 262.5, which was 115.70 higher than the previous day. The implied volatity was 17.59, the open interest changed by 2103 which increased total open position to 21024
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 146.8, which was 77.80 higher than the previous day. The implied volatity was 17.98, the open interest changed by -2283 which decreased total open position to 18921
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 69, which was -7.70 lower than the previous day. The implied volatity was 18.25, the open interest changed by 2090 which increased total open position to 21204
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 76.7, which was -51.80 lower than the previous day. The implied volatity was 17.14, the open interest changed by -465 which decreased total open position to 19114
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 128.5, which was -2.80 lower than the previous day. The implied volatity was 16.59, the open interest changed by -1286 which decreased total open position to 19579
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 131.3, which was -20.20 lower than the previous day. The implied volatity was 17.22, the open interest changed by -3723 which decreased total open position to 20865
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 151.5, which was -48.00 lower than the previous day. The implied volatity was 18.86, the open interest changed by 2233 which increased total open position to 24588
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 199.5, which was -2.65 lower than the previous day. The implied volatity was 18.96, the open interest changed by 239 which increased total open position to 22355
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 202.15, which was -22.15 lower than the previous day. The implied volatity was 18.07, the open interest changed by -707 which decreased total open position to 22116
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 224.3, which was -50.50 lower than the previous day. The implied volatity was 18.99, the open interest changed by -7829 which decreased total open position to 22823
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 274.8, which was -120.20 lower than the previous day. The implied volatity was 17.99, the open interest changed by 7484 which increased total open position to 30652
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 395, which was -176.00 lower than the previous day. The implied volatity was 17.13, the open interest changed by 1570 which increased total open position to 23168
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 571, which was -19.00 lower than the previous day. The implied volatity was 16.75, the open interest changed by 4054 which increased total open position to 21598
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 590, which was -25.00 lower than the previous day. The implied volatity was 15.69, the open interest changed by 10128 which increased total open position to 17544
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 615, which was 127.00 higher than the previous day. The implied volatity was 15.67, the open interest changed by 3619 which increased total open position to 7416
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 488, which was -95.05 lower than the previous day. The implied volatity was 15.22, the open interest changed by 1305 which increased total open position to 3797
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 583.05, which was -21.45 lower than the previous day. The implied volatity was 16.06, the open interest changed by 678 which increased total open position to 2492
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 604.5, which was -500.40 lower than the previous day. The implied volatity was 16.34, the open interest changed by 834 which increased total open position to 1814
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1104.9, which was -379.30 lower than the previous day. The implied volatity was 16.12, the open interest changed by -102 which decreased total open position to 980
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1484.2, which was -14.80 lower than the previous day. The implied volatity was 16.03, the open interest changed by 167 which increased total open position to 1082
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1499, which was -57.75 lower than the previous day. The implied volatity was 16.45, the open interest changed by 22 which increased total open position to 915
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1556.75, which was -116.00 lower than the previous day. The implied volatity was 16.11, the open interest changed by 30 which increased total open position to 893
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1672.75, which was 106.55 higher than the previous day. The implied volatity was 16.24, the open interest changed by 3 which increased total open position to 863
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1566.2, which was 513.40 higher than the previous day. The implied volatity was 15.25, the open interest changed by 510 which increased total open position to 860
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1052.8, which was 288.80 higher than the previous day. The implied volatity was 14.57, the open interest changed by -237 which decreased total open position to 350
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 764, which was -175.55 lower than the previous day. The implied volatity was 14.81, the open interest changed by 290 which increased total open position to 587
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 939.55, which was 117.55 higher than the previous day. The implied volatity was 15.34, the open interest changed by -1 which decreased total open position to 297
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 822, which was 142.00 higher than the previous day. The implied volatity was 15.73, the open interest changed by 82 which increased total open position to 298
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 680, which was -180.05 lower than the previous day. The implied volatity was 16.14, the open interest changed by 43 which increased total open position to 216
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 860.05, which was -336.55 lower than the previous day. The implied volatity was 17.20, the open interest changed by -103 which decreased total open position to 173
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1196.6, which was 245.30 higher than the previous day. The implied volatity was 16.73, the open interest changed by 181 which increased total open position to 276
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 951.3, which was -63.70 lower than the previous day. The implied volatity was 15.85, the open interest changed by -4 which decreased total open position to 95
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1015, which was 60.20 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 954.8, which was 167.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 787.7, which was -388.30 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 1176, which was -157.20 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 1333.2, which was 465.55 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 867.65, 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 867.65, 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 867.65, 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 867.65, which was -43.60 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 911.25, which was -276.65 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 1187.9, which was 306.20 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 881.7, 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 881.7, which was -611.80 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 1493.5, 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 1493.5, 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 1493.5, 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 1493.5, 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 1493.5, 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 1493.5, which was 642.95 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 850.55, which was -406.50 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 1257.05, which was 354.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 902.45, 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 902.45, which was 902.45 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
