BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 51900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.13
Vega: 11.25
Theta: -24.32
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 55 | -300.60 | 16.02 | 2,20,097.5 | 3,205 | 11,869 | |||
| 19 Dec | 51575.70 | 355.6 | -345.05 | 18.90 | 1,72,124.5 | 4,541.5 | 8,664 | |||
| 18 Dec | 52139.55 | 700.65 | -510.60 | 18.05 | 29,332 | 2,012.5 | 4,122.5 | |||
|
|
||||||||||
| 17 Dec | 52834.80 | 1211.25 | -614.50 | 20.48 | 722.5 | -132 | 2,110 | |||
| 16 Dec | 53581.35 | 1825.75 | -15.35 | 20.80 | 220.5 | 25.5 | 2,242 | |||
| 13 Dec | 53583.80 | 1841.1 | 171.95 | - | 6,075 | 121.5 | 2,216.5 | |||
| 12 Dec | 53216.45 | 1669.15 | -95.00 | 17.73 | 242.5 | -36.5 | 2,095 | |||
| 11 Dec | 53391.35 | 1764.15 | -175.85 | 14.55 | 110.5 | -0.5 | 2,131.5 | |||
| 10 Dec | 53577.70 | 1940 | 109.95 | 11.75 | 159 | -42 | 2,132 | |||
| 9 Dec | 53407.75 | 1830.05 | -168.80 | 14.29 | 124.5 | -14.5 | 2,174 | |||
| 6 Dec | 53509.50 | 1998.85 | -29.95 | 15.71 | 552 | -111 | 2,188.5 | |||
| 5 Dec | 53603.55 | 2028.8 | 247.80 | 11.94 | 1,837 | -150 | 2,299.5 | |||
| 4 Dec | 53266.90 | 1781 | 401.25 | 14.07 | 2,531.5 | -169 | 2,449.5 | |||
| 3 Dec | 52695.75 | 1379.75 | 302.15 | 14.57 | 7,403 | -1,070 | 2,618.5 | |||
| 2 Dec | 52109.00 | 1077.6 | 12.70 | 15.42 | 1,56,011 | -19.5 | 3,688.5 | |||
| 29 Nov | 52055.60 | 1064.9 | -28.10 | 14.86 | 1,00,923.5 | 1,170 | 3,708 | |||
| 28 Nov | 51906.85 | 1093 | -143.70 | 15.39 | 39,919.5 | 1,825 | 2,538 | |||
| 27 Nov | 52301.80 | 1236.7 | 34.70 | 13.98 | 2,228.5 | 58.5 | 713 | |||
| 26 Nov | 52191.50 | 1202 | -40.40 | 14.33 | 970 | 138 | 654.5 | |||
| 25 Nov | 52207.50 | 1242.4 | 521.40 | 14.51 | 1,898 | -79 | 516.5 | |||
| 22 Nov | 51135.40 | 721 | 255.30 | 14.61 | 1,418 | 72.5 | 595.5 | |||
| 21 Nov | 50372.90 | 465.7 | -16.25 | 14.25 | 851 | -12.5 | 523 | |||
| 19 Nov | 50626.50 | 481.95 | 11.50 | 13.86 | 814.5 | 137 | 535.5 | |||
| 18 Nov | 50363.80 | 470.45 | -34.35 | 13.95 | 320.5 | 78.5 | 398.5 | |||
| 14 Nov | 50179.55 | 504.8 | -55.30 | 14.35 | 326.5 | 137.5 | 320 | |||
| 13 Nov | 50088.35 | 560.1 | -348.90 | 14.59 | 648 | 2.5 | 182.5 | |||
| 12 Nov | 51157.80 | 909 | -353.95 | 14.42 | 352 | -31.5 | 180 | |||
| 11 Nov | 51876.75 | 1262.95 | 94.10 | 13.86 | 356.5 | 79 | 211.5 | |||
| 8 Nov | 51561.20 | 1168.85 | -280.85 | 14.11 | 57 | 24.5 | 132.5 | |||
| 7 Nov | 51916.50 | 1449.7 | -276.80 | 14.78 | 113 | 57 | 108 | |||
| 6 Nov | 52317.40 | 1726.5 | 89.20 | 13.91 | 4.5 | -4 | 51 | |||
| 5 Nov | 52207.25 | 1637.3 | 360.30 | 15.02 | 35.5 | 11.5 | 55 | |||
| 4 Nov | 51215.25 | 1277 | -214.45 | 16.67 | 8.5 | 1.5 | 43.5 | |||
| 1 Nov | 51673.90 | 1491.45 | -47.60 | 15.56 | 1.5 | 2 | 42 | |||
| 31 Oct | 51475.35 | 1539.05 | -131.00 | - | 46 | 16.5 | 40 | |||
| 30 Oct | 51807.50 | 1670.05 | -198.55 | - | 35.5 | 5 | 23.5 | |||
| 29 Oct | 52320.70 | 1868.6 | 631.55 | - | 1 | 0 | 18.5 | |||
| 28 Oct | 51259.30 | 1237.05 | 155.75 | - | 3 | 2.5 | 18.5 | |||
| 25 Oct | 50787.45 | 1081.3 | -318.70 | - | 8.5 | -1 | 16 | |||
| 24 Oct | 51531.15 | 1400 | 40.05 | - | 5 | -1 | 17 | |||
| 23 Oct | 51239.00 | 1359.95 | -328.05 | - | 14.5 | 6.5 | 18 | |||
| 22 Oct | 51257.15 | 1688 | -98.65 | - | 1 | 11.5 | 11.5 | |||
| 21 Oct | 51962.70 | 1786.65 | 0.00 | - | 0 | -0.5 | 0 | |||
| 18 Oct | 52094.20 | 1786.65 | 322.65 | - | 8.5 | -0.5 | 12 | |||
| 17 Oct | 51288.80 | 1464 | -303.30 | - | 1.5 | 1 | 12.5 | |||
| 16 Oct | 51801.05 | 1767.3 | 12.25 | - | 19 | 10.5 | 11.5 | |||
| 15 Oct | 51906.00 | 1755.05 | 105.05 | - | 1 | 1 | 1 | |||
| 14 Oct | 51816.90 | 1650 | 0.00 | - | 0 | 0.5 | 0 | |||
| 11 Oct | 51172.30 | 1650 | 0.00 | - | 0 | 0.5 | 0 | |||
| 10 Oct | 51530.90 | 1650 | 0.00 | - | 0 | 0.5 | 0 | |||
| 9 Oct | 51007.00 | 1650 | 160.00 | - | 0.5 | 0.5 | 0.5 | |||
| 8 Oct | 51021.00 | 1490 | 0.00 | - | 0 | 0.5 | 0 | |||
| 7 Oct | 50478.90 | 1490 | -475.55 | - | 0.5 | 0.5 | 0.5 | |||
| 4 Oct | 51462.05 | 1965.55 | -2093.30 | - | 0.5 | 0 | 0 | |||
| 3 Oct | 51845.20 | 4058.85 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 4058.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 4058.85 | 4058.85 | - | 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 51900 expiring on 24DEC2024
Delta for 51900 CE is 0.13
Historical price for 51900 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 55, which was -300.60 lower than the previous day. The implied volatity was 16.02, the open interest changed by 6410 which increased total open position to 23738
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 355.6, which was -345.05 lower than the previous day. The implied volatity was 18.90, the open interest changed by 9083 which increased total open position to 17328
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 700.65, which was -510.60 lower than the previous day. The implied volatity was 18.05, the open interest changed by 4025 which increased total open position to 8245
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1211.25, which was -614.50 lower than the previous day. The implied volatity was 20.48, the open interest changed by -264 which decreased total open position to 4220
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1825.75, which was -15.35 lower than the previous day. The implied volatity was 20.80, the open interest changed by 51 which increased total open position to 4484
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1841.1, which was 171.95 higher than the previous day. The implied volatity was -, the open interest changed by 243 which increased total open position to 4433
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1669.15, which was -95.00 lower than the previous day. The implied volatity was 17.73, the open interest changed by -73 which decreased total open position to 4190
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1764.15, which was -175.85 lower than the previous day. The implied volatity was 14.55, the open interest changed by -1 which decreased total open position to 4263
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1940, which was 109.95 higher than the previous day. The implied volatity was 11.75, the open interest changed by -84 which decreased total open position to 4264
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1830.05, which was -168.80 lower than the previous day. The implied volatity was 14.29, the open interest changed by -29 which decreased total open position to 4348
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1998.85, which was -29.95 lower than the previous day. The implied volatity was 15.71, the open interest changed by -222 which decreased total open position to 4377
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2028.8, which was 247.80 higher than the previous day. The implied volatity was 11.94, the open interest changed by -300 which decreased total open position to 4599
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1781, which was 401.25 higher than the previous day. The implied volatity was 14.07, the open interest changed by -338 which decreased total open position to 4899
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1379.75, which was 302.15 higher than the previous day. The implied volatity was 14.57, the open interest changed by -2140 which decreased total open position to 5237
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1077.6, which was 12.70 higher than the previous day. The implied volatity was 15.42, the open interest changed by -39 which decreased total open position to 7377
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1064.9, which was -28.10 lower than the previous day. The implied volatity was 14.86, the open interest changed by 2340 which increased total open position to 7416
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1093, which was -143.70 lower than the previous day. The implied volatity was 15.39, the open interest changed by 3650 which increased total open position to 5076
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1236.7, which was 34.70 higher than the previous day. The implied volatity was 13.98, the open interest changed by 117 which increased total open position to 1426
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1202, which was -40.40 lower than the previous day. The implied volatity was 14.33, the open interest changed by 276 which increased total open position to 1309
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1242.4, which was 521.40 higher than the previous day. The implied volatity was 14.51, the open interest changed by -158 which decreased total open position to 1033
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 721, which was 255.30 higher than the previous day. The implied volatity was 14.61, the open interest changed by 145 which increased total open position to 1191
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 465.7, which was -16.25 lower than the previous day. The implied volatity was 14.25, the open interest changed by -25 which decreased total open position to 1046
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 481.95, which was 11.50 higher than the previous day. The implied volatity was 13.86, the open interest changed by 274 which increased total open position to 1071
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 470.45, which was -34.35 lower than the previous day. The implied volatity was 13.95, the open interest changed by 157 which increased total open position to 797
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 504.8, which was -55.30 lower than the previous day. The implied volatity was 14.35, the open interest changed by 275 which increased total open position to 640
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 560.1, which was -348.90 lower than the previous day. The implied volatity was 14.59, the open interest changed by 5 which increased total open position to 365
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 909, which was -353.95 lower than the previous day. The implied volatity was 14.42, the open interest changed by -63 which decreased total open position to 360
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1262.95, which was 94.10 higher than the previous day. The implied volatity was 13.86, the open interest changed by 158 which increased total open position to 423
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1168.85, which was -280.85 lower than the previous day. The implied volatity was 14.11, the open interest changed by 49 which increased total open position to 265
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1449.7, which was -276.80 lower than the previous day. The implied volatity was 14.78, the open interest changed by 114 which increased total open position to 216
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1726.5, which was 89.20 higher than the previous day. The implied volatity was 13.91, the open interest changed by -8 which decreased total open position to 102
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1637.3, which was 360.30 higher than the previous day. The implied volatity was 15.02, the open interest changed by 23 which increased total open position to 110
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1277, which was -214.45 lower than the previous day. The implied volatity was 16.67, the open interest changed by 3 which increased total open position to 87
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1491.45, which was -47.60 lower than the previous day. The implied volatity was 15.56, the open interest changed by 4 which increased total open position to 84
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1539.05, which was -131.00 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 1670.05, which was -198.55 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 1868.6, which was 631.55 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 1237.05, which was 155.75 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 1081.3, which was -318.70 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 1400, which was 40.05 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 1359.95, which was -328.05 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 1688, which was -98.65 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 1786.65, 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 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 1786.65, which was 322.65 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 1464, which was -303.30 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 1767.3, which was 12.25 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 1755.05, which was 105.05 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 1650, 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 1650, 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 1650, 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 1650, which was 160.00 higher 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 1490, 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 1490, which was -475.55 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 1965.55, which was -2093.30 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 4058.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 4058.85, 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 4058.85, which was 4058.85 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 51900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.80
Vega: 14.82
Theta: -27.76
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 1101.45 | 596.00 | 21.18 | 41,055.5 | -1,876 | 8,082.5 |
| 19 Dec | 51575.70 | 505.45 | 210.50 | 16.01 | 93,227 | 1,189.5 | 9,958.5 |
| 18 Dec | 52139.55 | 294.95 | 131.25 | 17.46 | 1,92,409 | 376.5 | 8,769 |
| 17 Dec | 52834.80 | 163.7 | 85.70 | 17.76 | 88,197.5 | -2,080 | 8,392.5 |
| 16 Dec | 53581.35 | 78 | -6.15 | 18.11 | 50,703.5 | 1,823.5 | 10,472.5 |
| 13 Dec | 53583.80 | 84.15 | -56.10 | 16.93 | 75,922.5 | 88.5 | 8,649 |
| 12 Dec | 53216.45 | 140.25 | -2.95 | 16.38 | 22,880.5 | -433 | 8,560.5 |
| 11 Dec | 53391.35 | 143.2 | -20.80 | 17.05 | 23,526 | -548 | 8,993.5 |
| 10 Dec | 53577.70 | 164 | -46.90 | 18.72 | 26,382.5 | 436 | 9,541.5 |
| 9 Dec | 53407.75 | 210.9 | -5.65 | 18.69 | 26,801.5 | -49.5 | 9,105.5 |
| 6 Dec | 53509.50 | 216.55 | -24.80 | 17.93 | 41,574.5 | 540.5 | 9,155 |
| 5 Dec | 53603.55 | 241.35 | -49.70 | 18.94 | 41,694 | -525.5 | 8,614.5 |
| 4 Dec | 53266.90 | 291.05 | -134.80 | 17.80 | 41,815 | 1,448.5 | 9,140 |
| 3 Dec | 52695.75 | 425.85 | -177.15 | 17.14 | 37,478.5 | -189.5 | 7,691.5 |
| 2 Dec | 52109.00 | 603 | -27.00 | 16.59 | 2,29,115 | 253 | 7,881 |
| 29 Nov | 52055.60 | 630 | -23.00 | 15.68 | 1,84,467 | 1,579.5 | 7,628 |
| 28 Nov | 51906.85 | 653 | 131.85 | 15.54 | 1,41,660 | 3,189.5 | 6,048.5 |
| 27 Nov | 52301.80 | 521.15 | -96.80 | 15.17 | 8,166.5 | 1,252.5 | 2,859 |
| 26 Nov | 52191.50 | 617.95 | -32.30 | 16.00 | 2,463 | 187 | 1,606.5 |
| 25 Nov | 52207.50 | 650.25 | -523.00 | 16.54 | 4,479 | 1,096.5 | 1,419.5 |
| 22 Nov | 51135.40 | 1173.25 | -377.05 | 16.33 | 668 | 28 | 323 |
| 21 Nov | 50372.90 | 1550.3 | -21.85 | 16.04 | 268 | 34.5 | 295 |
| 19 Nov | 50626.50 | 1572.15 | -52.30 | 16.61 | 254 | 127.5 | 260.5 |
| 18 Nov | 50363.80 | 1624.45 | -97.75 | 16.23 | 53 | 18 | 133 |
| 14 Nov | 50179.55 | 1722.2 | 147.35 | 15.98 | 34.5 | -7 | 115 |
| 13 Nov | 50088.35 | 1574.85 | 474.30 | 14.35 | 208.5 | -46 | 122 |
| 12 Nov | 51157.80 | 1100.55 | 312.30 | 14.50 | 399.5 | -36.5 | 168 |
| 11 Nov | 51876.75 | 788.25 | -192.80 | 14.56 | 456 | 136.5 | 204.5 |
| 8 Nov | 51561.20 | 981.05 | 128.20 | 15.28 | 40.5 | -3 | 68 |
| 7 Nov | 51916.50 | 852.85 | 152.85 | 15.59 | 57 | 10.5 | 71 |
| 6 Nov | 52317.40 | 700 | -195.00 | 15.92 | 11 | 4.5 | 60.5 |
| 5 Nov | 52207.25 | 895 | -354.40 | 17.15 | 22.5 | 15.5 | 56 |
| 4 Nov | 51215.25 | 1249.4 | 97.40 | 16.77 | 24.5 | 40.5 | 40.5 |
| 1 Nov | 51673.90 | 1152 | 0.00 | 0.00 | 0 | 15.5 | 0 |
| 31 Oct | 51475.35 | 1152 | 201.10 | - | 20 | 15.5 | 43.5 |
| 30 Oct | 51807.50 | 950.9 | 30.95 | - | 28 | 4 | 28 |
| 29 Oct | 52320.70 | 919.95 | -516.65 | - | 0.5 | 24 | 24 |
| 28 Oct | 51259.30 | 1436.6 | 0.00 | - | 0 | 24 | 0 |
| 25 Oct | 50787.45 | 1436.6 | 115.70 | - | 53.5 | 24 | 24 |
| 24 Oct | 51531.15 | 1320.9 | 0.00 | - | 0 | 0.5 | 0 |
| 23 Oct | 51239.00 | 1320.9 | 333.80 | - | 1 | 0.5 | 2.5 |
| 22 Oct | 51257.15 | 987.1 | 223.05 | - | 1.5 | 1 | 2 |
| 21 Oct | 51962.70 | 764.05 | -126.50 | - | 1 | 1 | 1 |
| 18 Oct | 52094.20 | 890.55 | 0.00 | - | 0 | 1 | 0 |
| 17 Oct | 51288.80 | 890.55 | 0.00 | - | 0 | 1 | 0 |
| 16 Oct | 51801.05 | 890.55 | -516.30 | - | 2.5 | 1 | 1 |
| 15 Oct | 51906.00 | 1406.85 | 0.00 | - | 0 | 0.5 | 0 |
| 14 Oct | 51816.90 | 1406.85 | 0.00 | - | 0 | 0.5 | 0 |
| 11 Oct | 51172.30 | 1406.85 | 0.00 | - | 0 | 0.5 | 0 |
| 10 Oct | 51530.90 | 1406.85 | 0.00 | - | 0 | 0.5 | 0 |
| 9 Oct | 51007.00 | 1406.85 | 0.00 | - | 0 | 0.5 | 0 |
| 8 Oct | 51021.00 | 1406.85 | 0.00 | - | 0 | 0.5 | 0 |
| 7 Oct | 50478.90 | 1406.85 | 111.50 | - | 0.5 | 0.5 | 0.5 |
| 4 Oct | 51462.05 | 1295.35 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 1295.35 | 364.00 | - | 0.5 | 0 | 0 |
| 1 Oct | 52922.60 | 931.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 931.35 | 931.35 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 51900 expiring on 24DEC2024
Delta for 51900 PE is -0.80
Historical price for 51900 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1101.45, which was 596.00 higher than the previous day. The implied volatity was 21.18, the open interest changed by -3752 which decreased total open position to 16165
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 505.45, which was 210.50 higher than the previous day. The implied volatity was 16.01, the open interest changed by 2379 which increased total open position to 19917
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 294.95, which was 131.25 higher than the previous day. The implied volatity was 17.46, the open interest changed by 753 which increased total open position to 17538
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 163.7, which was 85.70 higher than the previous day. The implied volatity was 17.76, the open interest changed by -4160 which decreased total open position to 16785
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 78, which was -6.15 lower than the previous day. The implied volatity was 18.11, the open interest changed by 3647 which increased total open position to 20945
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 84.15, which was -56.10 lower than the previous day. The implied volatity was 16.93, the open interest changed by 177 which increased total open position to 17298
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 140.25, which was -2.95 lower than the previous day. The implied volatity was 16.38, the open interest changed by -866 which decreased total open position to 17121
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 143.2, which was -20.80 lower than the previous day. The implied volatity was 17.05, the open interest changed by -1096 which decreased total open position to 17987
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 164, which was -46.90 lower than the previous day. The implied volatity was 18.72, the open interest changed by 872 which increased total open position to 19083
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 210.9, which was -5.65 lower than the previous day. The implied volatity was 18.69, the open interest changed by -99 which decreased total open position to 18211
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 216.55, which was -24.80 lower than the previous day. The implied volatity was 17.93, the open interest changed by 1081 which increased total open position to 18310
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 241.35, which was -49.70 lower than the previous day. The implied volatity was 18.94, the open interest changed by -1051 which decreased total open position to 17229
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 291.05, which was -134.80 lower than the previous day. The implied volatity was 17.80, the open interest changed by 2897 which increased total open position to 18280
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 425.85, which was -177.15 lower than the previous day. The implied volatity was 17.14, the open interest changed by -379 which decreased total open position to 15383
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 603, which was -27.00 lower than the previous day. The implied volatity was 16.59, the open interest changed by 506 which increased total open position to 15762
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 630, which was -23.00 lower than the previous day. The implied volatity was 15.68, the open interest changed by 3159 which increased total open position to 15256
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 653, which was 131.85 higher than the previous day. The implied volatity was 15.54, the open interest changed by 6379 which increased total open position to 12097
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 521.15, which was -96.80 lower than the previous day. The implied volatity was 15.17, the open interest changed by 2505 which increased total open position to 5718
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 617.95, which was -32.30 lower than the previous day. The implied volatity was 16.00, the open interest changed by 374 which increased total open position to 3213
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 650.25, which was -523.00 lower than the previous day. The implied volatity was 16.54, the open interest changed by 2193 which increased total open position to 2839
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1173.25, which was -377.05 lower than the previous day. The implied volatity was 16.33, the open interest changed by 56 which increased total open position to 646
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1550.3, which was -21.85 lower than the previous day. The implied volatity was 16.04, the open interest changed by 69 which increased total open position to 590
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1572.15, which was -52.30 lower than the previous day. The implied volatity was 16.61, the open interest changed by 255 which increased total open position to 521
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1624.45, which was -97.75 lower than the previous day. The implied volatity was 16.23, the open interest changed by 36 which increased total open position to 266
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1722.2, which was 147.35 higher than the previous day. The implied volatity was 15.98, the open interest changed by -14 which decreased total open position to 230
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1574.85, which was 474.30 higher than the previous day. The implied volatity was 14.35, the open interest changed by -92 which decreased total open position to 244
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1100.55, which was 312.30 higher than the previous day. The implied volatity was 14.50, the open interest changed by -73 which decreased total open position to 336
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 788.25, which was -192.80 lower than the previous day. The implied volatity was 14.56, the open interest changed by 273 which increased total open position to 409
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 981.05, which was 128.20 higher than the previous day. The implied volatity was 15.28, the open interest changed by -6 which decreased total open position to 136
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 852.85, which was 152.85 higher than the previous day. The implied volatity was 15.59, the open interest changed by 21 which increased total open position to 142
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 700, which was -195.00 lower than the previous day. The implied volatity was 15.92, the open interest changed by 9 which increased total open position to 121
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 895, which was -354.40 lower than the previous day. The implied volatity was 17.15, the open interest changed by 31 which increased total open position to 112
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1249.4, which was 97.40 higher than the previous day. The implied volatity was 16.77, the open interest changed by 81 which increased total open position to 81
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1152, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 31 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1152, which was 201.10 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 950.9, which was 30.95 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 919.95, which was -516.65 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 1436.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 1436.6, which was 115.70 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 1320.9, 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 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 1320.9, which was 333.80 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 987.1, which was 223.05 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 764.05, which was -126.50 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 890.55, 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 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 890.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 890.55, which was -516.30 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 1406.85, 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 1406.85, 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 1406.85, 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 1406.85, 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 1406.85, 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 1406.85, 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 1406.85, which was 111.50 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 1295.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 1295.35, which was 364.00 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 931.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 931.35, which was 931.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
