BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
12 Nov 2024 04:13 PM IST
| BANKNIFTY 13NOV2024 51900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 4.95
Theta: -57.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Nov | 51157.80 | 31.3 | -193.60 | 22.78 | 34,18,159 | 58,114 | 1,24,268 | |||
| 11 Nov | 51876.75 | 224.9 | 29.90 | 16.55 | 22,37,874 | 17,290 | 67,364 | |||
| 8 Nov | 51561.20 | 195 | -266.55 | 13.49 | 16,53,794 | 26,976 | 51,077 | |||
| 7 Nov | 51916.50 | 461.55 | -362.90 | 15.92 | 10,79,157 | 20,084 | 24,984 | |||
| 6 Nov | 52317.40 | 824.45 | 118.45 | 16.51 | 17,180 | 2,827 | 4,927 | |||
| 5 Nov | 52207.25 | 706 | 311.55 | 17.31 | 39,469 | -1,575 | 2,039 | |||
| 4 Nov | 51215.25 | 394.45 | -181.85 | 19.48 | 13,170 | 2,066 | 3,635 | |||
| 1 Nov | 51673.90 | 576.3 | -65.70 | 16.28 | 1,024 | 170 | 1,750 | |||
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| 31 Oct | 51475.35 | 642 | -173.00 | - | 6,260 | 600 | 1,584 | |||
| 30 Oct | 51807.50 | 815 | -177.20 | - | 3,322 | 723 | 984 | |||
| 29 Oct | 52320.70 | 992.2 | 455.70 | - | 1,200 | 187 | 266 | |||
| 28 Oct | 51259.30 | 536.5 | 108.20 | - | 238 | -14 | 75 | |||
| 25 Oct | 50787.45 | 428.3 | -315.15 | - | 136 | 58 | 89 | |||
| 24 Oct | 51531.15 | 743.45 | 87.25 | - | 20 | 7 | 29 | |||
| 23 Oct | 51239.00 | 656.2 | -92.60 | - | 29 | 13 | 22 | |||
| 22 Oct | 51257.15 | 748.8 | -261.40 | - | 22 | -2 | 10 | |||
| 21 Oct | 51962.70 | 1010.2 | -155.15 | - | 17 | 8 | 11 | |||
| 18 Oct | 52094.20 | 1165.35 | 236.95 | - | 6 | -3 | 4 | |||
| 17 Oct | 51288.80 | 928.4 | -137.15 | - | 3 | 0 | 5 | |||
| 16 Oct | 51801.05 | 1065.55 | 1.65 | - | 9 | 5 | 5 | |||
| 15 Oct | 51906.00 | 1063.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 1063.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 1063.9 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 1063.9 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 51900 expiring on 13NOV2024
Delta for 51900 CE is 0.11
Historical price for 51900 CE is as follows
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 31.3, which was -193.60 lower than the previous day. The implied volatity was 22.78, the open interest changed by 58114 which increased total open position to 124268
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 224.9, which was 29.90 higher than the previous day. The implied volatity was 16.55, the open interest changed by 17290 which increased total open position to 67364
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 195, which was -266.55 lower than the previous day. The implied volatity was 13.49, the open interest changed by 26976 which increased total open position to 51077
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 461.55, which was -362.90 lower than the previous day. The implied volatity was 15.92, the open interest changed by 20084 which increased total open position to 24984
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 824.45, which was 118.45 higher than the previous day. The implied volatity was 16.51, the open interest changed by 2827 which increased total open position to 4927
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 706, which was 311.55 higher than the previous day. The implied volatity was 17.31, the open interest changed by -1575 which decreased total open position to 2039
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 394.45, which was -181.85 lower than the previous day. The implied volatity was 19.48, the open interest changed by 2066 which increased total open position to 3635
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 576.3, which was -65.70 lower than the previous day. The implied volatity was 16.28, the open interest changed by 170 which increased total open position to 1750
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 642, 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 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 815, which was -177.20 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 992.2, which was 455.70 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 536.5, which was 108.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 428.3, which was -315.15 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 743.45, which was 87.25 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 656.2, which was -92.60 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 748.8, which was -261.40 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 1010.2, which was -155.15 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 1165.35, which was 236.95 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 928.4, which was -137.15 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 1065.55, which was 1.65 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 1063.9, 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 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 1063.9, 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 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 1063.9, 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 1063.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 13NOV2024 51900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Nov | 51157.80 | 760 | 521.50 | - | 23,47,630 | -2,170 | 46,392 |
| 11 Nov | 51876.75 | 238.5 | -304.60 | 13.56 | 19,56,281 | 24,946 | 51,742 |
| 8 Nov | 51561.20 | 543.1 | 152.75 | 15.33 | 11,63,147 | 2,900 | 26,329 |
| 7 Nov | 51916.50 | 390.35 | 139.35 | 16.11 | 16,19,572 | 16,317 | 24,643 |
| 6 Nov | 52317.40 | 251 | -223.00 | 17.00 | 45,248 | 5,442 | 8,308 |
| 5 Nov | 52207.25 | 474 | -471.00 | 20.23 | 11,861 | 2,179 | 2,884 |
| 4 Nov | 51215.25 | 945 | 192.55 | 19.78 | 1,641 | -240 | 706 |
| 1 Nov | 51673.90 | 752.45 | 27.10 | 19.47 | 415 | -8 | 954 |
| 31 Oct | 51475.35 | 725.35 | 83.35 | - | 6,371 | 795 | 1,014 |
| 30 Oct | 51807.50 | 642 | 162.00 | - | 1,779 | 95 | 219 |
| 29 Oct | 52320.70 | 480 | -468.00 | - | 598 | 103 | 124 |
| 28 Oct | 51259.30 | 948 | -2.00 | - | 45 | 5 | 19 |
| 25 Oct | 50787.45 | 950 | 143.00 | - | 2 | 0 | 14 |
| 24 Oct | 51531.15 | 807 | -201.75 | - | 19 | 0 | 14 |
| 23 Oct | 51239.00 | 1008.75 | 216.60 | - | 12 | 4 | 14 |
| 22 Oct | 51257.15 | 792.15 | 93.15 | - | 40 | -3 | 11 |
| 21 Oct | 51962.70 | 699 | 109.00 | - | 37 | 2 | 15 |
| 18 Oct | 52094.20 | 590 | -307.70 | - | 3 | 0 | 13 |
| 17 Oct | 51288.80 | 897.7 | 247.80 | - | 7 | 3 | 14 |
| 16 Oct | 51801.05 | 649.9 | -50.10 | - | 4 | 1 | 11 |
| 15 Oct | 51906.00 | 700 | -64.25 | - | 5 | 2 | 10 |
| 14 Oct | 51816.90 | 764.25 | -831.65 | - | 8 | 0 | 0 |
| 11 Oct | 51172.30 | 1595.9 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 1595.9 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 51900 expiring on 13NOV2024
Delta for 51900 PE is -
Historical price for 51900 PE is as follows
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 760, which was 521.50 higher than the previous day. The implied volatity was -, the open interest changed by -2170 which decreased total open position to 46392
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 238.5, which was -304.60 lower than the previous day. The implied volatity was 13.56, the open interest changed by 24946 which increased total open position to 51742
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 543.1, which was 152.75 higher than the previous day. The implied volatity was 15.33, the open interest changed by 2900 which increased total open position to 26329
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 390.35, which was 139.35 higher than the previous day. The implied volatity was 16.11, the open interest changed by 16317 which increased total open position to 24643
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 251, which was -223.00 lower than the previous day. The implied volatity was 17.00, the open interest changed by 5442 which increased total open position to 8308
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 474, which was -471.00 lower than the previous day. The implied volatity was 20.23, the open interest changed by 2179 which increased total open position to 2884
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 945, which was 192.55 higher than the previous day. The implied volatity was 19.78, the open interest changed by -240 which decreased total open position to 706
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 752.45, which was 27.10 higher than the previous day. The implied volatity was 19.47, the open interest changed by -8 which decreased total open position to 954
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 725.35, which was 83.35 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 642, which was 162.00 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 480, which was -468.00 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 948, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 950, which was 143.00 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 807, which was -201.75 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 1008.75, which was 216.60 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 792.15, which was 93.15 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 699, which was 109.00 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 590, which was -307.70 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 897.7, which was 247.80 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 649.9, which was -50.10 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 700, which was -64.25 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 764.25, which was -831.65 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 1595.9, 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 1595.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
