BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
21 Nov 2024 04:13 PM IST
| BANKNIFTY 27NOV2024 51800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.11
Vega: 12.36
Theta: -17.81
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 50372.90 | 55.3 | -26.85 | 15.81 | 4,09,904 | 2,635 | 31,307 | |||
| 19 Nov | 50626.50 | 82.15 | -6.25 | 14.92 | 3,23,635 | 2,201 | 29,031 | |||
| 18 Nov | 50363.80 | 88.4 | -20.05 | 15.19 | 2,35,458 | 2,595 | 27,207 | |||
| 14 Nov | 50179.55 | 108.45 | -56.55 | 14.21 | 2,17,381 | 9,558 | 24,961 | |||
| 13 Nov | 50088.35 | 165 | -245.70 | 15.30 | 80,233 | 5,772 | 15,271 | |||
| 12 Nov | 51157.80 | 410.7 | -342.30 | 14.84 | 48,601 | 4,363 | 9,513 | |||
| 11 Nov | 51876.75 | 753 | 98.45 | 14.51 | 29,009 | 419 | 5,316 | |||
| 8 Nov | 51561.20 | 654.55 | -292.40 | 14.05 | 24,954 | 2,184 | 4,933 | |||
| 7 Nov | 51916.50 | 946.95 | -354.70 | 15.42 | 9,226 | 764 | 2,672 | |||
| 6 Nov | 52317.40 | 1301.65 | 116.05 | 15.72 | 1,405 | -285 | 1,910 | |||
| 5 Nov | 52207.25 | 1185.6 | 400.65 | 16.58 | 8,008 | -1,237 | 2,217 | |||
| 4 Nov | 51215.25 | 784.95 | -208.15 | 17.53 | 6,090 | -153 | 3,464 | |||
| 1 Nov | 51673.90 | 993.1 | -77.90 | 15.87 | 694 | -11 | 3,617 | |||
| 31 Oct | 51475.35 | 1071 | -148.95 | - | 6,417 | 1,214 | 3,652 | |||
| 30 Oct | 51807.50 | 1219.95 | -196.05 | - | 4,360 | 1,062 | 2,437 | |||
| 29 Oct | 52320.70 | 1416 | 533.85 | - | 2,883 | -159 | 1,380 | |||
| 28 Oct | 51259.30 | 882.15 | 188.35 | - | 1,898 | 529 | 1,540 | |||
| 25 Oct | 50787.45 | 693.8 | -375.95 | - | 1,873 | 331 | 1,011 | |||
| 24 Oct | 51531.15 | 1069.75 | 122.00 | - | 823 | 170 | 678 | |||
| 23 Oct | 51239.00 | 947.75 | -39.95 | - | 634 | -61 | 510 | |||
| 22 Oct | 51257.15 | 987.7 | -300.85 | - | 684 | 153 | 571 | |||
| 21 Oct | 51962.70 | 1288.55 | -164.20 | - | 405 | 25 | 414 | |||
| 18 Oct | 52094.20 | 1452.75 | 421.00 | - | 705 | -32 | 389 | |||
| 17 Oct | 51288.80 | 1031.75 | -289.85 | - | 702 | 125 | 417 | |||
| 16 Oct | 51801.05 | 1321.6 | -77.40 | - | 309 | -61 | 291 | |||
| 15 Oct | 51906.00 | 1399 | 52.25 | - | 159 | 11 | 352 | |||
| 14 Oct | 51816.90 | 1346.75 | 339.60 | - | 323 | 93 | 341 | |||
| 11 Oct | 51172.30 | 1007.15 | -283.60 | - | 140 | 49 | 248 | |||
| 10 Oct | 51530.90 | 1290.75 | 156.70 | - | 166 | 99 | 197 | |||
| 9 Oct | 51007.00 | 1134.05 | -48.15 | - | 36 | 4 | 98 | |||
| 8 Oct | 51021.00 | 1182.2 | -131.80 | - | 34 | -1 | 94 | |||
| 7 Oct | 50478.90 | 1314 | -51.95 | - | 74 | 17 | 86 | |||
| 4 Oct | 51462.05 | 1365.95 | -278.90 | - | 133 | 67 | 72 | |||
| 3 Oct | 51845.20 | 1644.85 | -855.15 | - | 8 | 4 | 5 | |||
| 1 Oct | 52922.60 | 2500 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 2500 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 2500 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 2500 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 54101.65 | 2500 | 0.00 | - | 0 | 0 | 1 | |||
| 24 Sept | 53968.60 | 2500 | 0.00 | - | 0 | 0 | 1 | |||
| 23 Sept | 54105.80 | 2500 | 0.00 | - | 0 | 0 | 1 | |||
|
|
||||||||||
| 20 Sept | 53793.20 | 2500 | 0.00 | - | 0 | 0 | 1 | |||
| 19 Sept | 53037.60 | 2500 | 610.00 | - | 1 | 0 | 1 | |||
| 18 Sept | 52750.40 | 1890 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 52188.65 | 1890 | 0.00 | - | 0 | 1 | 0 | |||
| 16 Sept | 52153.15 | 1890 | 508.20 | - | 1 | 0 | 0 | |||
| 13 Sept | 51938.05 | 1381.8 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 51772.40 | 1381.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 51010.00 | 1381.8 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 51272.30 | 1381.8 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 51117.80 | 1381.8 | 0.00 | - | 0 | -1 | 0 | |||
| 6 Sept | 50576.85 | 1381.8 | -285.85 | - | 1 | 0 | 1 | |||
| 5 Sept | 51473.05 | 1667.65 | 0.00 | - | 0 | -1 | 0 | |||
| 4 Sept | 51400.25 | 1667.65 | -230.40 | - | 1 | 0 | 2 | |||
| 3 Sept | 51689.10 | 1898.05 | -386.65 | - | 2 | 1 | 1 | |||
| 2 Sept | 51439.55 | 2284.7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Aug | 51351.00 | 2284.7 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Aug | 51165.25 | 2284.70 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 51800 expiring on 27NOV2024
Delta for 51800 CE is 0.11
Historical price for 51800 CE is as follows
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 55.3, which was -26.85 lower than the previous day. The implied volatity was 15.81, the open interest changed by 2635 which increased total open position to 31307
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 82.15, which was -6.25 lower than the previous day. The implied volatity was 14.92, the open interest changed by 2201 which increased total open position to 29031
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 88.4, which was -20.05 lower than the previous day. The implied volatity was 15.19, the open interest changed by 2595 which increased total open position to 27207
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 108.45, which was -56.55 lower than the previous day. The implied volatity was 14.21, the open interest changed by 9558 which increased total open position to 24961
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 165, which was -245.70 lower than the previous day. The implied volatity was 15.30, the open interest changed by 5772 which increased total open position to 15271
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 410.7, which was -342.30 lower than the previous day. The implied volatity was 14.84, the open interest changed by 4363 which increased total open position to 9513
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 753, which was 98.45 higher than the previous day. The implied volatity was 14.51, the open interest changed by 419 which increased total open position to 5316
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 654.55, which was -292.40 lower than the previous day. The implied volatity was 14.05, the open interest changed by 2184 which increased total open position to 4933
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 946.95, which was -354.70 lower than the previous day. The implied volatity was 15.42, the open interest changed by 764 which increased total open position to 2672
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1301.65, which was 116.05 higher than the previous day. The implied volatity was 15.72, the open interest changed by -285 which decreased total open position to 1910
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1185.6, which was 400.65 higher than the previous day. The implied volatity was 16.58, the open interest changed by -1237 which decreased total open position to 2217
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 784.95, which was -208.15 lower than the previous day. The implied volatity was 17.53, the open interest changed by -153 which decreased total open position to 3464
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 993.1, which was -77.90 lower than the previous day. The implied volatity was 15.87, the open interest changed by -11 which decreased total open position to 3617
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1071, which was -148.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 1219.95, which was -196.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 1416, which was 533.85 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 882.15, which was 188.35 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 693.8, which was -375.95 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 1069.75, which was 122.00 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 947.75, which was -39.95 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 987.7, which was -300.85 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 1288.55, which was -164.20 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 1452.75, which was 421.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 1031.75, which was -289.85 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 1321.6, which was -77.40 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 1399, which was 52.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 1346.75, which was 339.60 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 1007.15, which was -283.60 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 1290.75, which was 156.70 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 1134.05, which was -48.15 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 1182.2, which was -131.80 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 1314, which was -51.95 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 1365.95, which was -278.90 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 1644.85, which was -855.15 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 2500, 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 2500, 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 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 2500, 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 2500, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept BANKNIFTY was trading at 54101.65. The strike last trading price was 2500, 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 24 Sept BANKNIFTY was trading at 53968.60. The strike last trading price was 2500, 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 Sept BANKNIFTY was trading at 54105.80. The strike last trading price was 2500, 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 20 Sept BANKNIFTY was trading at 53793.20. The strike last trading price was 2500, 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 19 Sept BANKNIFTY was trading at 53037.60. The strike last trading price was 2500, which was 610.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept BANKNIFTY was trading at 52750.40. The strike last trading price was 1890, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept BANKNIFTY was trading at 52188.65. The strike last trading price was 1890, 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 Sept BANKNIFTY was trading at 52153.15. The strike last trading price was 1890, which was 508.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 13 Sept BANKNIFTY was trading at 51938.05. The strike last trading price was 1381.8, 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 12 Sept BANKNIFTY was trading at 51772.40. The strike last trading price was 1381.8, 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 Sept BANKNIFTY was trading at 51010.00. The strike last trading price was 1381.8, 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 Sept BANKNIFTY was trading at 51272.30. The strike last trading price was 1381.8, 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 Sept BANKNIFTY was trading at 51117.80. The strike last trading price was 1381.8, 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 6 Sept BANKNIFTY was trading at 50576.85. The strike last trading price was 1381.8, which was -285.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept BANKNIFTY was trading at 51473.05. The strike last trading price was 1667.65, 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 4 Sept BANKNIFTY was trading at 51400.25. The strike last trading price was 1667.65, which was -230.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept BANKNIFTY was trading at 51689.10. The strike last trading price was 1898.05, which was -386.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept BANKNIFTY was trading at 51439.55. The strike last trading price was 2284.7, 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 30 Aug BANKNIFTY was trading at 51351.00. The strike last trading price was 2284.7, 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 29 Aug BANKNIFTY was trading at 51165.25. The strike last trading price was 2284.70, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 27NOV2024 51800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.82
Vega: 16.88
Theta: -17.39
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 50372.90 | 1394.7 | -10.05 | 20.70 | 1,265 | -314 | 4,484 |
| 19 Nov | 50626.50 | 1404.75 | -70.70 | 20.70 | 4,978 | 267 | 4,797 |
| 18 Nov | 50363.80 | 1475.45 | -114.05 | 19.30 | 1,106 | -238 | 4,531 |
| 14 Nov | 50179.55 | 1589.5 | 153.50 | 17.46 | 2,527 | -293 | 4,769 |
| 13 Nov | 50088.35 | 1436 | 580.00 | 13.76 | 14,928 | -320 | 5,077 |
| 12 Nov | 51157.80 | 856 | 370.90 | 14.29 | 48,125 | -499 | 5,397 |
| 11 Nov | 51876.75 | 485.1 | -209.90 | 13.83 | 26,886 | 2,286 | 5,940 |
| 8 Nov | 51561.20 | 695 | 130.50 | 14.73 | 24,894 | 31 | 3,668 |
| 7 Nov | 51916.50 | 564.5 | 150.45 | 15.25 | 14,345 | 805 | 3,686 |
| 6 Nov | 52317.40 | 414.05 | -185.95 | 15.64 | 3,439 | 191 | 2,876 |
| 5 Nov | 52207.25 | 600 | -417.25 | 17.21 | 14,316 | -111 | 2,680 |
| 4 Nov | 51215.25 | 1017.25 | 155.70 | 17.31 | 3,861 | -223 | 2,794 |
| 1 Nov | 51673.90 | 861.55 | 18.95 | 17.83 | 887 | 107 | 3,019 |
| 31 Oct | 51475.35 | 842.6 | 136.05 | - | 8,295 | 113 | 2,912 |
| 30 Oct | 51807.50 | 706.55 | 141.30 | - | 6,104 | 1,623 | 2,790 |
| 29 Oct | 52320.70 | 565.25 | -385.80 | - | 2,747 | 254 | 1,174 |
| 28 Oct | 51259.30 | 951.05 | -314.45 | - | 1,355 | 347 | 921 |
| 25 Oct | 50787.45 | 1265.5 | 386.80 | - | 983 | -154 | 574 |
| 24 Oct | 51531.15 | 878.7 | -173.00 | - | 902 | 94 | 733 |
| 23 Oct | 51239.00 | 1051.7 | 1.70 | - | 746 | 117 | 643 |
| 22 Oct | 51257.15 | 1050 | 264.10 | - | 641 | 57 | 489 |
| 21 Oct | 51962.70 | 785.9 | 152.90 | - | 793 | 46 | 436 |
| 18 Oct | 52094.20 | 633 | -369.50 | - | 531 | 109 | 390 |
| 17 Oct | 51288.80 | 1002.5 | 226.35 | - | 598 | 1 | 281 |
| 16 Oct | 51801.05 | 776.15 | 38.15 | - | 246 | 145 | 279 |
| 15 Oct | 51906.00 | 738 | -39.60 | - | 221 | 56 | 140 |
| 14 Oct | 51816.90 | 777.6 | -332.40 | - | 75 | 38 | 84 |
| 11 Oct | 51172.30 | 1110 | 177.00 | - | 12 | 1 | 45 |
| 10 Oct | 51530.90 | 933 | -282.05 | - | 18 | 10 | 42 |
| 9 Oct | 51007.00 | 1215.05 | -24.95 | - | 13 | 2 | 32 |
| 8 Oct | 51021.00 | 1240 | -238.05 | - | 12 | -6 | 29 |
| 7 Oct | 50478.90 | 1478.05 | 506.05 | - | 82 | -28 | 35 |
| 4 Oct | 51462.05 | 972 | 186.15 | - | 95 | 7 | 60 |
| 3 Oct | 51845.20 | 785.85 | 230.15 | - | 87 | 44 | 52 |
| 1 Oct | 52922.60 | 555.7 | 0.00 | - | 0 | 0 | 8 |
| 30 Sept | 52978.10 | 555.7 | 0.00 | - | 0 | 0 | 8 |
| 27 Sept | 53834.30 | 555.7 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 555.7 | 0.00 | - | 0 | 0 | 0 |
| 25 Sept | 54101.65 | 555.7 | 0.00 | - | 8 | 0 | 8 |
| 24 Sept | 53968.60 | 555.7 | 0.00 | - | 8 | 0 | 8 |
| 23 Sept | 54105.80 | 555.7 | 0.00 | - | 8 | 0 | 8 |
| 20 Sept | 53793.20 | 555.7 | -1454.75 | - | 8 | 0 | 0 |
| 19 Sept | 53037.60 | 2010.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 52750.40 | 2010.45 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 52188.65 | 2010.45 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 52153.15 | 2010.45 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 51938.05 | 2010.45 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 51772.40 | 2010.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 51010.00 | 2010.45 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 51272.30 | 2010.45 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 51117.80 | 2010.45 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 50576.85 | 2010.45 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 51473.05 | 2010.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 51400.25 | 2010.45 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 51689.10 | 2010.45 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 51439.55 | 2010.45 | 0.00 | - | 0 | 0 | 0 |
| 30 Aug | 51351.00 | 2010.45 | 0.00 | - | 0 | 0 | 0 |
| 29 Aug | 51165.25 | 2010.45 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 51800 expiring on 27NOV2024
Delta for 51800 PE is -0.82
Historical price for 51800 PE is as follows
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1394.7, which was -10.05 lower than the previous day. The implied volatity was 20.70, the open interest changed by -314 which decreased total open position to 4484
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1404.75, which was -70.70 lower than the previous day. The implied volatity was 20.70, the open interest changed by 267 which increased total open position to 4797
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1475.45, which was -114.05 lower than the previous day. The implied volatity was 19.30, the open interest changed by -238 which decreased total open position to 4531
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1589.5, which was 153.50 higher than the previous day. The implied volatity was 17.46, the open interest changed by -293 which decreased total open position to 4769
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1436, which was 580.00 higher than the previous day. The implied volatity was 13.76, the open interest changed by -320 which decreased total open position to 5077
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 856, which was 370.90 higher than the previous day. The implied volatity was 14.29, the open interest changed by -499 which decreased total open position to 5397
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 485.1, which was -209.90 lower than the previous day. The implied volatity was 13.83, the open interest changed by 2286 which increased total open position to 5940
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 695, which was 130.50 higher than the previous day. The implied volatity was 14.73, the open interest changed by 31 which increased total open position to 3668
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 564.5, which was 150.45 higher than the previous day. The implied volatity was 15.25, the open interest changed by 805 which increased total open position to 3686
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 414.05, which was -185.95 lower than the previous day. The implied volatity was 15.64, the open interest changed by 191 which increased total open position to 2876
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 600, which was -417.25 lower than the previous day. The implied volatity was 17.21, the open interest changed by -111 which decreased total open position to 2680
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1017.25, which was 155.70 higher than the previous day. The implied volatity was 17.31, the open interest changed by -223 which decreased total open position to 2794
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 861.55, which was 18.95 higher than the previous day. The implied volatity was 17.83, the open interest changed by 107 which increased total open position to 3019
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 842.6, which was 136.05 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 706.55, which was 141.30 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 565.25, which was -385.80 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 951.05, which was -314.45 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 1265.5, which was 386.80 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 878.7, which was -173.00 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 1051.7, which was 1.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 1050, which was 264.10 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 785.9, which was 152.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 633, which was -369.50 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 1002.5, which was 226.35 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 776.15, which was 38.15 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 738, which was -39.60 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 777.6, which was -332.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 1110, which was 177.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 933, which was -282.05 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 1215.05, which was -24.95 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 1240, which was -238.05 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 1478.05, which was 506.05 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 972, which was 186.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 785.85, which was 230.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 555.7, 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 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 555.7, 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 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 555.7, 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 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 555.7, 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 25 Sept BANKNIFTY was trading at 54101.65. The strike last trading price was 555.7, 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 24 Sept BANKNIFTY was trading at 53968.60. The strike last trading price was 555.7, 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 23 Sept BANKNIFTY was trading at 54105.80. The strike last trading price was 555.7, 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 20 Sept BANKNIFTY was trading at 53793.20. The strike last trading price was 555.7, which was -1454.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept BANKNIFTY was trading at 53037.60. The strike last trading price was 2010.45, 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 18 Sept BANKNIFTY was trading at 52750.40. The strike last trading price was 2010.45, 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 17 Sept BANKNIFTY was trading at 52188.65. The strike last trading price was 2010.45, 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 16 Sept BANKNIFTY was trading at 52153.15. The strike last trading price was 2010.45, 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 13 Sept BANKNIFTY was trading at 51938.05. The strike last trading price was 2010.45, 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 12 Sept BANKNIFTY was trading at 51772.40. The strike last trading price was 2010.45, 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 11 Sept BANKNIFTY was trading at 51010.00. The strike last trading price was 2010.45, 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 10 Sept BANKNIFTY was trading at 51272.30. The strike last trading price was 2010.45, 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 9 Sept BANKNIFTY was trading at 51117.80. The strike last trading price was 2010.45, 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 6 Sept BANKNIFTY was trading at 50576.85. The strike last trading price was 2010.45, 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 5 Sept BANKNIFTY was trading at 51473.05. The strike last trading price was 2010.45, 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 4 Sept BANKNIFTY was trading at 51400.25. The strike last trading price was 2010.45, 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 Sept BANKNIFTY was trading at 51689.10. The strike last trading price was 2010.45, 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 2 Sept BANKNIFTY was trading at 51439.55. The strike last trading price was 2010.45, 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 Aug BANKNIFTY was trading at 51351.00. The strike last trading price was 2010.45, 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 29 Aug BANKNIFTY was trading at 51165.25. The strike last trading price was 2010.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
