BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
05 Jul 2024 04:13 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 52660.35 | 716.4 | -498.60 | - | 69,62,205 | 1,51,575 | 4,51,890 | |||
| 4 Jul | 53103.70 | 1215 | - | 7,93,530 | 44,730 | 3,00,315 | ||||
| 3 Jul | 53089.25 | 1137.6 | - | 8,98,425 | 86,190 | 2,55,585 | ||||
| 2 Jul | 52168.10 | 647 | - | 11,92,875 | 94,110 | 1,68,675 | ||||
| 1 Jul | 52574.75 | 915 | - | 2,25,345 | 9,360 | 74,565 | ||||
| 28 Jun | 52342.25 | 858 | - | 98,820 | 3,795 | 65,205 | ||||
| 27 Jun | 52811.30 | 1153.55 | - | 1,01,910 | -22,620 | 61,410 | ||||
| 26 Jun | 52870.50 | 1073.15 | - | 1,20,360 | 34,035 | 84,120 | ||||
| 25 Jun | 52606.00 | 1067 | - | 2,19,765 | 13,095 | 50,085 | ||||
| 24 Jun | 51703.95 | 598.25 | - | 1,34,385 | 17,835 | 37,035 | ||||
| 21 Jun | 51661.45 | 517.00 | - | 50,370 | 6,585 | 19,290 | ||||
| 20 Jun | 51783.25 | 638.00 | - | 25,770 | 5,925 | 12,870 | ||||
| 19 Jun | 51398.05 | 553.85 | - | 17,685 | 1,710 | 6,945 | ||||
| 18 Jun | 50440.90 | 203.75 | - | 4,185 | 1,830 | 5,535 | ||||
| 14 Jun | 50002.00 | 162.45 | - | 7,275 | 3,255 | 3,705 | ||||
| 13 Jun | 49846.70 | 208.95 | - | 480 | 360 | 450 | ||||
| 12 Jun | 49895.10 | 367.55 | - | 0 | 0 | 0 | ||||
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| 11 Jun | 49705.75 | 367.55 | - | 0 | 75 | 0 | ||||
| 10 Jun | 49780.90 | 367.55 | - | 120 | 60 | 75 | ||||
| 7 Jun | 49803.20 | 424.80 | - | 0 | 0 | 0 | ||||
For NIFTY BANK - strike price 52000 expiring on 10JUL2024
Delta for 52000 CE is -
Historical price for 52000 CE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 716.4, which was -498.60 lower than the previous day. The implied volatity was -, the open interest changed by 151575 which increased total open position to 451890
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 1215, which was lower than the previous day. The implied volatity was -, the open interest changed by 44730 which increased total open position to 300315
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 1137.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 86190 which increased total open position to 255585
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 647, which was lower than the previous day. The implied volatity was -, the open interest changed by 94110 which increased total open position to 168675
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 915, which was lower than the previous day. The implied volatity was -, the open interest changed by 9360 which increased total open position to 74565
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 858, which was lower than the previous day. The implied volatity was -, the open interest changed by 3795 which increased total open position to 65205
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 1153.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -22620 which decreased total open position to 61410
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 1073.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 34035 which increased total open position to 84120
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 1067, which was lower than the previous day. The implied volatity was -, the open interest changed by 13095 which increased total open position to 50085
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 598.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 17835 which increased total open position to 37035
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 517.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6585 which increased total open position to 19290
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 638.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5925 which increased total open position to 12870
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 553.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1710 which increased total open position to 6945
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 203.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1830 which increased total open position to 5535
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 162.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 3255 which increased total open position to 3705
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 208.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 360 which increased total open position to 450
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 367.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun BANKNIFTY was trading at 49705.75. The strike last trading price was 367.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 367.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 75
On 7 Jun BANKNIFTY was trading at 49803.20. The strike last trading price was 424.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 52660.35 | 105 | 27.20 | - | 4,20,22,695 | 37,590 | 17,10,945 |
| 4 Jul | 53103.70 | 77.8 | - | 2,23,34,475 | 7,28,910 | 16,73,355 | |
| 3 Jul | 53089.25 | 122 | - | 50,77,005 | 5,47,350 | 9,44,445 | |
| 2 Jul | 52168.10 | 377.9 | - | 28,29,345 | 1,39,890 | 3,85,935 | |
| 1 Jul | 52574.75 | 295.5 | - | 9,85,260 | 64,815 | 2,46,045 | |
| 28 Jun | 52342.25 | 395 | - | 6,34,605 | -1,425 | 1,81,230 | |
| 27 Jun | 52811.30 | 313.05 | - | 4,35,405 | 56,220 | 1,82,655 | |
| 26 Jun | 52870.50 | 368 | - | 2,54,100 | 29,235 | 1,46,175 | |
| 25 Jun | 52606.00 | 465.2 | - | 2,99,055 | 1,06,785 | 1,16,940 | |
| 24 Jun | 51703.95 | 776.8 | - | 41,955 | 1,005 | 10,230 | |
| 21 Jun | 51661.45 | 876.30 | - | 58,140 | 3,870 | 10,290 | |
| 20 Jun | 51783.25 | 836.45 | - | 19,350 | 5,625 | 6,390 | |
| 19 Jun | 51398.05 | 1042.50 | - | 1,020 | 765 | 765 | |
| 18 Jun | 50440.90 | 3032.60 | - | 0 | 0 | 0 | |
| 14 Jun | 50002.00 | 3032.60 | - | 0 | 0 | 0 | |
| 13 Jun | 49846.70 | 3032.60 | - | 0 | 0 | 0 | |
| 12 Jun | 49895.10 | 3032.60 | - | 0 | 0 | 0 | |
| 11 Jun | 49705.75 | 3032.60 | - | 0 | 0 | 0 | |
| 10 Jun | 49780.90 | 0.00 | - | 0 | 0 | 0 | |
| 7 Jun | 49803.20 | 0.00 | - | 0 | 0 | 0 | |
For NIFTY BANK - strike price 52000 expiring on 10JUL2024
Delta for 52000 PE is -
Historical price for 52000 PE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 105, which was 27.20 higher than the previous day. The implied volatity was -, the open interest changed by 37590 which increased total open position to 1710945
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 77.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 728910 which increased total open position to 1673355
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 122, which was lower than the previous day. The implied volatity was -, the open interest changed by 547350 which increased total open position to 944445
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 377.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 139890 which increased total open position to 385935
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 295.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 64815 which increased total open position to 246045
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 395, which was lower than the previous day. The implied volatity was -, the open interest changed by -1425 which decreased total open position to 181230
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 313.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 56220 which increased total open position to 182655
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 368, which was lower than the previous day. The implied volatity was -, the open interest changed by 29235 which increased total open position to 146175
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 465.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 106785 which increased total open position to 116940
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 776.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 1005 which increased total open position to 10230
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 876.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 3870 which increased total open position to 10290
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 836.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 5625 which increased total open position to 6390
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 1042.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 765 which increased total open position to 765
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 3032.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 3032.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 3032.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 3032.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun BANKNIFTY was trading at 49705.75. The strike last trading price was 3032.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun BANKNIFTY was trading at 49803.20. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0