BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 52000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.12
Vega: 10.41
Theta: -23.29
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 50 | -258.35 | 16.66 | 8,07,165 | 24,313.5 | 71,870 | |||
| 19 Dec | 51575.70 | 308.35 | -334.65 | 18.60 | 5,47,161 | 22,215.5 | 47,556.5 | |||
| 18 Dec | 52139.55 | 643 | -477.00 | 18.16 | 2,24,989 | 12,269.5 | 25,341 | |||
| 17 Dec | 52834.80 | 1120 | -615.00 | 19.72 | 19,360.5 | 346 | 13,071.5 | |||
| 16 Dec | 53581.35 | 1735 | -2.85 | 20.45 | 6,208 | -542.5 | 12,725.5 | |||
| 13 Dec | 53583.80 | 1737.85 | 181.70 | - | 60,606 | 461 | 13,268 | |||
| 12 Dec | 53216.45 | 1556.15 | -125.45 | 16.47 | 6,931.5 | -977.5 | 12,807 | |||
| 11 Dec | 53391.35 | 1681.6 | -167.05 | 14.72 | 6,827.5 | -1,703.5 | 13,784.5 | |||
| 10 Dec | 53577.70 | 1848.65 | 111.65 | 11.89 | 5,369 | -412.5 | 15,488 | |||
| 9 Dec | 53407.75 | 1737 | -182.80 | 13.98 | 7,295.5 | -977 | 15,900.5 | |||
| 6 Dec | 53509.50 | 1919.8 | -26.30 | 15.83 | 8,494 | -907 | 16,877.5 | |||
| 5 Dec | 53603.55 | 1946.1 | 239.55 | 12.30 | 21,143 | -2,219.5 | 17,784.5 | |||
| 4 Dec | 53266.90 | 1706.55 | 391.65 | 14.28 | 30,712 | -3,656 | 20,004 | |||
| 3 Dec | 52695.75 | 1314.9 | 289.90 | 14.78 | 66,991.5 | -5,270.5 | 23,660 | |||
| 2 Dec | 52109.00 | 1025 | 22.85 | 15.54 | 3,02,124 | 2,688.5 | 28,930.5 | |||
| 29 Nov | 52055.60 | 1002.15 | -32.85 | 14.76 | 2,76,763.5 | 3,294.5 | 26,242 | |||
| 28 Nov | 51906.85 | 1035 | -130.00 | 15.46 | 1,60,451 | 2,961.5 | 22,947.5 | |||
| 27 Nov | 52301.80 | 1165 | 29.00 | 13.82 | 45,933.5 | 7,430.5 | 19,986 | |||
| 26 Nov | 52191.50 | 1136 | -40.00 | 14.23 | 23,774.5 | 1,545.5 | 12,555.5 | |||
| 25 Nov | 52207.50 | 1176 | 505.65 | 14.31 | 35,769.5 | 1,053.5 | 11,010 | |||
| 22 Nov | 51135.40 | 670.35 | 245.25 | 14.45 | 26,900 | 337 | 9,956.5 | |||
| 21 Nov | 50372.90 | 425.1 | -19.90 | 14.07 | 21,102 | 1,347.5 | 9,619.5 | |||
| 19 Nov | 50626.50 | 445 | 7.00 | 13.69 | 13,482.5 | -712 | 8,272 | |||
| 18 Nov | 50363.80 | 438 | -24.10 | 13.92 | 7,626.5 | 560.5 | 8,984 | |||
| 14 Nov | 50179.55 | 462.1 | -87.70 | 14.14 | 10,876 | 2,163 | 8,423.5 | |||
| 13 Nov | 50088.35 | 549.8 | -311.25 | 14.95 | 14,437 | 2,018.5 | 6,260.5 | |||
| 12 Nov | 51157.80 | 861.05 | -357.00 | 14.37 | 7,619 | 915.5 | 4,242 | |||
| 11 Nov | 51876.75 | 1218.05 | 97.60 | 14.06 | 4,322 | 258 | 3,326.5 | |||
| 8 Nov | 51561.20 | 1120.45 | -262.55 | 14.16 | 3,141 | 194.5 | 3,068.5 | |||
| 7 Nov | 51916.50 | 1383 | -319.35 | 14.65 | 1,981.5 | 421 | 2,874 | |||
| 6 Nov | 52317.40 | 1702.35 | 103.80 | 14.50 | 1,029 | 60 | 2,453 | |||
| 5 Nov | 52207.25 | 1598.55 | 399.30 | 15.31 | 2,133 | -417.5 | 2,393 | |||
| 4 Nov | 51215.25 | 1199.25 | -173.05 | 16.25 | 2,333.5 | 953.5 | 2,810.5 | |||
| 1 Nov | 51673.90 | 1372.3 | -62.70 | 14.72 | 60.5 | 14 | 1,857 | |||
| 31 Oct | 51475.35 | 1435 | -185.00 | - | 1,311.5 | -83.5 | 1,843 | |||
| 30 Oct | 51807.50 | 1620 | -150.00 | - | 773.5 | 228 | 1,926.5 | |||
| 29 Oct | 52320.70 | 1770 | 501.50 | - | 1,203.5 | -38 | 1,698.5 | |||
| 28 Oct | 51259.30 | 1268.5 | 205.90 | - | 942 | 104 | 1,736.5 | |||
| 25 Oct | 50787.45 | 1062.6 | -377.00 | - | 2,375 | 250 | 1,632.5 | |||
| 24 Oct | 51531.15 | 1439.6 | 109.60 | - | 413.5 | -1.5 | 1,382.5 | |||
| 23 Oct | 51239.00 | 1330 | -30.00 | - | 734.5 | -197.5 | 1,384 | |||
| 22 Oct | 51257.15 | 1360 | -344.10 | - | 710 | 26 | 1,581.5 | |||
| 21 Oct | 51962.70 | 1704.1 | -133.50 | - | 410.5 | 60 | 1,555.5 | |||
| 18 Oct | 52094.20 | 1837.6 | 396.95 | - | 781 | -82.5 | 1,495.5 | |||
| 17 Oct | 51288.80 | 1440.65 | -270.25 | - | 292.5 | 61 | 1,578 | |||
| 16 Oct | 51801.05 | 1710.9 | -24.55 | - | 314.5 | 31.5 | 1,517 | |||
| 15 Oct | 51906.00 | 1735.45 | 24.45 | - | 203 | 30 | 1,485.5 | |||
| 14 Oct | 51816.90 | 1711 | 301.00 | - | 468.5 | 111 | 1,455.5 | |||
| 11 Oct | 51172.30 | 1410 | -227.70 | - | 336.5 | 100.5 | 1,344.5 | |||
| 10 Oct | 51530.90 | 1637.7 | 207.70 | - | 1,375.5 | 584 | 1,244 | |||
| 9 Oct | 51007.00 | 1430 | -22.50 | - | 231.5 | 16.5 | 660 | |||
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| 8 Oct | 51021.00 | 1452.5 | 143.25 | - | 283.5 | 34.5 | 643.5 | |||
| 7 Oct | 50478.90 | 1309.25 | -390.80 | - | 1,145 | 350.5 | 609 | |||
| 4 Oct | 51462.05 | 1700.05 | -239.95 | - | 1,127 | -423.5 | 258.5 | |||
| 3 Oct | 51845.20 | 1940 | -676.95 | - | 1,055 | 672.5 | 682 | |||
| 1 Oct | 52922.60 | 2616.95 | -783.95 | - | 14 | 9.5 | 9.5 | |||
| 30 Sept | 52978.10 | 3400.9 | 0.00 | - | 0 | 4 | 0 | |||
| 27 Sept | 53834.30 | 3400.9 | 32.20 | - | 1.5 | 4 | 5.5 | |||
| 26 Sept | 54375.35 | 3368.7 | - | 5 | 1.5 | 1.5 | ||||
For Nifty Bank - strike price 52000 expiring on 24DEC2024
Delta for 52000 CE is 0.12
Historical price for 52000 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 50, which was -258.35 lower than the previous day. The implied volatity was 16.66, the open interest changed by 48627 which increased total open position to 143740
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 308.35, which was -334.65 lower than the previous day. The implied volatity was 18.60, the open interest changed by 44431 which increased total open position to 95113
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 643, which was -477.00 lower than the previous day. The implied volatity was 18.16, the open interest changed by 24539 which increased total open position to 50682
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1120, which was -615.00 lower than the previous day. The implied volatity was 19.72, the open interest changed by 692 which increased total open position to 26143
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1735, which was -2.85 lower than the previous day. The implied volatity was 20.45, the open interest changed by -1085 which decreased total open position to 25451
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1737.85, which was 181.70 higher than the previous day. The implied volatity was -, the open interest changed by 922 which increased total open position to 26536
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1556.15, which was -125.45 lower than the previous day. The implied volatity was 16.47, the open interest changed by -1955 which decreased total open position to 25614
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1681.6, which was -167.05 lower than the previous day. The implied volatity was 14.72, the open interest changed by -3407 which decreased total open position to 27569
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1848.65, which was 111.65 higher than the previous day. The implied volatity was 11.89, the open interest changed by -825 which decreased total open position to 30976
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1737, which was -182.80 lower than the previous day. The implied volatity was 13.98, the open interest changed by -1954 which decreased total open position to 31801
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1919.8, which was -26.30 lower than the previous day. The implied volatity was 15.83, the open interest changed by -1814 which decreased total open position to 33755
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1946.1, which was 239.55 higher than the previous day. The implied volatity was 12.30, the open interest changed by -4439 which decreased total open position to 35569
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1706.55, which was 391.65 higher than the previous day. The implied volatity was 14.28, the open interest changed by -7312 which decreased total open position to 40008
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1314.9, which was 289.90 higher than the previous day. The implied volatity was 14.78, the open interest changed by -10541 which decreased total open position to 47320
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1025, which was 22.85 higher than the previous day. The implied volatity was 15.54, the open interest changed by 5377 which increased total open position to 57861
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1002.15, which was -32.85 lower than the previous day. The implied volatity was 14.76, the open interest changed by 6589 which increased total open position to 52484
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1035, which was -130.00 lower than the previous day. The implied volatity was 15.46, the open interest changed by 5923 which increased total open position to 45895
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1165, which was 29.00 higher than the previous day. The implied volatity was 13.82, the open interest changed by 14861 which increased total open position to 39972
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1136, which was -40.00 lower than the previous day. The implied volatity was 14.23, the open interest changed by 3091 which increased total open position to 25111
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1176, which was 505.65 higher than the previous day. The implied volatity was 14.31, the open interest changed by 2107 which increased total open position to 22020
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 670.35, which was 245.25 higher than the previous day. The implied volatity was 14.45, the open interest changed by 674 which increased total open position to 19913
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 425.1, which was -19.90 lower than the previous day. The implied volatity was 14.07, the open interest changed by 2695 which increased total open position to 19239
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 445, which was 7.00 higher than the previous day. The implied volatity was 13.69, the open interest changed by -1424 which decreased total open position to 16544
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 438, which was -24.10 lower than the previous day. The implied volatity was 13.92, the open interest changed by 1121 which increased total open position to 17968
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 462.1, which was -87.70 lower than the previous day. The implied volatity was 14.14, the open interest changed by 4326 which increased total open position to 16847
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 549.8, which was -311.25 lower than the previous day. The implied volatity was 14.95, the open interest changed by 4037 which increased total open position to 12521
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 861.05, which was -357.00 lower than the previous day. The implied volatity was 14.37, the open interest changed by 1831 which increased total open position to 8484
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1218.05, which was 97.60 higher than the previous day. The implied volatity was 14.06, the open interest changed by 516 which increased total open position to 6653
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1120.45, which was -262.55 lower than the previous day. The implied volatity was 14.16, the open interest changed by 389 which increased total open position to 6137
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1383, which was -319.35 lower than the previous day. The implied volatity was 14.65, the open interest changed by 842 which increased total open position to 5748
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1702.35, which was 103.80 higher than the previous day. The implied volatity was 14.50, the open interest changed by 120 which increased total open position to 4906
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1598.55, which was 399.30 higher than the previous day. The implied volatity was 15.31, the open interest changed by -835 which decreased total open position to 4786
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1199.25, which was -173.05 lower than the previous day. The implied volatity was 16.25, the open interest changed by 1907 which increased total open position to 5621
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1372.3, which was -62.70 lower than the previous day. The implied volatity was 14.72, the open interest changed by 28 which increased total open position to 3714
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1435, which was -185.00 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 1620, which was -150.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 1770, which was 501.50 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 1268.5, which was 205.90 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 1062.6, which was -377.00 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 1439.6, which was 109.60 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 1330, which was -30.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 1360, which was -344.10 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 1704.1, which was -133.50 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 1837.6, which was 396.95 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 1440.65, which was -270.25 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 1710.9, which was -24.55 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 1735.45, which was 24.45 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 1711, which was 301.00 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 1410, which was -227.70 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 1637.7, which was 207.70 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 1430, which was -22.50 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 1452.5, which was 143.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 1309.25, which was -390.80 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 1700.05, which was -239.95 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 1940, which was -676.95 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 2616.95, which was -783.95 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 3400.9, 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 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 3400.9, which was 32.20 higher 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 3368.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 24DEC2024 52000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.80
Vega: 14.99
Theta: -32.87
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 1218.9 | 660.15 | 23.65 | 1,24,129 | -10,985 | 26,516 |
| 19 Dec | 51575.70 | 558.75 | 224.75 | 15.67 | 2,36,122.5 | -12,130 | 37,501 |
| 18 Dec | 52139.55 | 334 | 152.00 | 17.47 | 7,82,606 | -7,227.5 | 49,631 |
| 17 Dec | 52834.80 | 182 | 96.75 | 17.52 | 4,48,716.5 | -5,029 | 56,858.5 |
| 16 Dec | 53581.35 | 85.25 | -6.95 | 17.79 | 2,50,065 | 2,830 | 61,887.5 |
| 13 Dec | 53583.80 | 92.2 | -62.80 | 16.71 | 4,46,609.5 | -3,352.5 | 59,057.5 |
| 12 Dec | 53216.45 | 155 | -2.10 | 16.25 | 1,36,773 | -1,192.5 | 62,410 |
| 11 Dec | 53391.35 | 157.1 | -20.90 | 16.93 | 1,57,429 | -3,859 | 63,602.5 |
| 10 Dec | 53577.70 | 178 | -53.00 | 18.60 | 1,54,886 | 4,377 | 67,461.5 |
| 9 Dec | 53407.75 | 231 | -2.45 | 18.68 | 1,73,158.5 | 3,423.5 | 63,084.5 |
| 6 Dec | 53509.50 | 233.45 | -19.80 | 17.83 | 2,22,182 | -219.5 | 59,661 |
| 5 Dec | 53603.55 | 253.25 | -60.30 | 18.67 | 2,31,581.5 | 3,499.5 | 59,880.5 |
| 4 Dec | 53266.90 | 313.55 | -138.35 | 17.77 | 2,24,468.5 | 6,439.5 | 56,381 |
| 3 Dec | 52695.75 | 451.9 | -195.95 | 17.00 | 2,35,828.5 | 11,183.5 | 49,941.5 |
| 2 Dec | 52109.00 | 647.85 | -14.40 | 16.65 | 3,49,755.5 | 1,630 | 38,758 |
| 29 Nov | 52055.60 | 662.25 | -26.10 | 15.49 | 4,41,022 | 4,921 | 37,128 |
| 28 Nov | 51906.85 | 688.35 | 137.20 | 15.39 | 4,48,768.5 | 3,824 | 32,207 |
| 27 Nov | 52301.80 | 551.15 | -96.85 | 15.04 | 78,848.5 | 10,629 | 28,383 |
| 26 Nov | 52191.50 | 648 | -34.00 | 15.82 | 35,118.5 | 3,787 | 17,754 |
| 25 Nov | 52207.50 | 682 | -520.85 | 16.33 | 51,050.5 | 7,976 | 13,967 |
| 22 Nov | 51135.40 | 1202.85 | -387.15 | 15.88 | 6,164.5 | 802 | 5,991 |
| 21 Nov | 50372.90 | 1590 | -33.55 | 15.56 | 3,707.5 | 1,426 | 5,189 |
| 19 Nov | 50626.50 | 1623.55 | -78.80 | 16.38 | 3,756.5 | 122.5 | 3,763 |
| 18 Nov | 50363.80 | 1702.35 | -50.20 | 16.43 | 1,043 | -174.5 | 3,640.5 |
| 14 Nov | 50179.55 | 1752.55 | 87.35 | 15.37 | 2,818 | -15 | 3,815 |
| 13 Nov | 50088.35 | 1665.2 | 512.10 | 14.73 | 6,210 | -723 | 3,830 |
| 12 Nov | 51157.80 | 1153.1 | 303.15 | 14.48 | 7,923 | 415.5 | 4,553 |
| 11 Nov | 51876.75 | 849.95 | -167.05 | 14.82 | 6,752 | 563 | 4,137.5 |
| 8 Nov | 51561.20 | 1017 | 117.00 | 15.13 | 4,319 | -123.5 | 3,574.5 |
| 7 Nov | 51916.50 | 900 | 145.90 | 15.67 | 2,808.5 | 456 | 3,698 |
| 6 Nov | 52317.40 | 754.1 | -182.45 | 16.18 | 3,363.5 | 471.5 | 3,242 |
| 5 Nov | 52207.25 | 936.55 | -359.35 | 17.15 | 2,774 | 203 | 2,770.5 |
| 4 Nov | 51215.25 | 1295.9 | 205.30 | 16.71 | 1,782.5 | 105.5 | 2,567.5 |
| 1 Nov | 51673.90 | 1090.6 | 38.60 | 16.51 | 187.5 | 108.5 | 2,462 |
| 31 Oct | 51475.35 | 1052 | 77.00 | - | 2,132 | 457.5 | 2,353.5 |
| 30 Oct | 51807.50 | 975 | 130.00 | - | 1,013.5 | 146.5 | 1,896 |
| 29 Oct | 52320.70 | 845 | -389.10 | - | 1,444.5 | 127 | 1,749.5 |
| 28 Oct | 51259.30 | 1234.1 | -250.90 | - | 848.5 | 327 | 1,622.5 |
| 25 Oct | 50787.45 | 1485 | 361.00 | - | 1,070.5 | 90 | 1,295.5 |
| 24 Oct | 51531.15 | 1124 | -170.40 | - | 595.5 | -37.5 | 1,205.5 |
| 23 Oct | 51239.00 | 1294.4 | 44.35 | - | 1,065.5 | -416.5 | 1,243 |
| 22 Oct | 51257.15 | 1250.05 | 205.10 | - | 1,163.5 | -145.5 | 1,659.5 |
| 21 Oct | 51962.70 | 1044.95 | 141.40 | - | 769.5 | 253 | 1,805 |
| 18 Oct | 52094.20 | 903.55 | -373.45 | - | 1,540.5 | 672 | 1,552 |
| 17 Oct | 51288.80 | 1277 | 260.90 | - | 374.5 | 110 | 880 |
| 16 Oct | 51801.05 | 1016.1 | 56.10 | - | 211.5 | -1 | 770 |
| 15 Oct | 51906.00 | 960 | -36.20 | - | 288.5 | -7 | 771 |
| 14 Oct | 51816.90 | 996.2 | -333.75 | - | 380 | -30 | 778 |
| 11 Oct | 51172.30 | 1329.95 | 156.75 | - | 197 | 51.5 | 808 |
| 10 Oct | 51530.90 | 1173.2 | -191.05 | - | 368 | -18.5 | 756.5 |
| 9 Oct | 51007.00 | 1364.25 | -20.75 | - | 362.5 | -43 | 775 |
| 8 Oct | 51021.00 | 1385 | -203.00 | - | 389 | 69.5 | 818 |
| 7 Oct | 50478.90 | 1588 | 413.95 | - | 768 | 63 | 748.5 |
| 4 Oct | 51462.05 | 1174.05 | 261.45 | - | 944.5 | 74 | 685.5 |
| 3 Oct | 51845.20 | 912.6 | 266.60 | - | 844.5 | 333 | 611.5 |
| 1 Oct | 52922.60 | 646 | -14.10 | - | 141 | 46 | 278.5 |
| 30 Sept | 52978.10 | 660.1 | 178.10 | - | 333.5 | 123.5 | 232.5 |
| 27 Sept | 53834.30 | 482 | 3.45 | - | 155 | 67.5 | 109 |
| 26 Sept | 54375.35 | 478.55 | - | 186.5 | 41.5 | 41.5 | |
For Nifty Bank - strike price 52000 expiring on 24DEC2024
Delta for 52000 PE is -0.80
Historical price for 52000 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1218.9, which was 660.15 higher than the previous day. The implied volatity was 23.65, the open interest changed by -21970 which decreased total open position to 53032
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 558.75, which was 224.75 higher than the previous day. The implied volatity was 15.67, the open interest changed by -24260 which decreased total open position to 75002
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 334, which was 152.00 higher than the previous day. The implied volatity was 17.47, the open interest changed by -14455 which decreased total open position to 99262
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 182, which was 96.75 higher than the previous day. The implied volatity was 17.52, the open interest changed by -10058 which decreased total open position to 113717
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 85.25, which was -6.95 lower than the previous day. The implied volatity was 17.79, the open interest changed by 5660 which increased total open position to 123775
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 92.2, which was -62.80 lower than the previous day. The implied volatity was 16.71, the open interest changed by -6705 which decreased total open position to 118115
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 155, which was -2.10 lower than the previous day. The implied volatity was 16.25, the open interest changed by -2385 which decreased total open position to 124820
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 157.1, which was -20.90 lower than the previous day. The implied volatity was 16.93, the open interest changed by -7718 which decreased total open position to 127205
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 178, which was -53.00 lower than the previous day. The implied volatity was 18.60, the open interest changed by 8754 which increased total open position to 134923
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 231, which was -2.45 lower than the previous day. The implied volatity was 18.68, the open interest changed by 6847 which increased total open position to 126169
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 233.45, which was -19.80 lower than the previous day. The implied volatity was 17.83, the open interest changed by -439 which decreased total open position to 119322
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 253.25, which was -60.30 lower than the previous day. The implied volatity was 18.67, the open interest changed by 6999 which increased total open position to 119761
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 313.55, which was -138.35 lower than the previous day. The implied volatity was 17.77, the open interest changed by 12879 which increased total open position to 112762
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 451.9, which was -195.95 lower than the previous day. The implied volatity was 17.00, the open interest changed by 22367 which increased total open position to 99883
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 647.85, which was -14.40 lower than the previous day. The implied volatity was 16.65, the open interest changed by 3260 which increased total open position to 77516
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 662.25, which was -26.10 lower than the previous day. The implied volatity was 15.49, the open interest changed by 9842 which increased total open position to 74256
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 688.35, which was 137.20 higher than the previous day. The implied volatity was 15.39, the open interest changed by 7648 which increased total open position to 64414
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 551.15, which was -96.85 lower than the previous day. The implied volatity was 15.04, the open interest changed by 21258 which increased total open position to 56766
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 648, which was -34.00 lower than the previous day. The implied volatity was 15.82, the open interest changed by 7574 which increased total open position to 35508
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 682, which was -520.85 lower than the previous day. The implied volatity was 16.33, the open interest changed by 15952 which increased total open position to 27934
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1202.85, which was -387.15 lower than the previous day. The implied volatity was 15.88, the open interest changed by 1604 which increased total open position to 11982
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1590, which was -33.55 lower than the previous day. The implied volatity was 15.56, the open interest changed by 2852 which increased total open position to 10378
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1623.55, which was -78.80 lower than the previous day. The implied volatity was 16.38, the open interest changed by 245 which increased total open position to 7526
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1702.35, which was -50.20 lower than the previous day. The implied volatity was 16.43, the open interest changed by -349 which decreased total open position to 7281
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1752.55, which was 87.35 higher than the previous day. The implied volatity was 15.37, the open interest changed by -30 which decreased total open position to 7630
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1665.2, which was 512.10 higher than the previous day. The implied volatity was 14.73, the open interest changed by -1446 which decreased total open position to 7660
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1153.1, which was 303.15 higher than the previous day. The implied volatity was 14.48, the open interest changed by 831 which increased total open position to 9106
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 849.95, which was -167.05 lower than the previous day. The implied volatity was 14.82, the open interest changed by 1126 which increased total open position to 8275
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1017, which was 117.00 higher than the previous day. The implied volatity was 15.13, the open interest changed by -247 which decreased total open position to 7149
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 900, which was 145.90 higher than the previous day. The implied volatity was 15.67, the open interest changed by 912 which increased total open position to 7396
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 754.1, which was -182.45 lower than the previous day. The implied volatity was 16.18, the open interest changed by 943 which increased total open position to 6484
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 936.55, which was -359.35 lower than the previous day. The implied volatity was 17.15, the open interest changed by 406 which increased total open position to 5541
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1295.9, which was 205.30 higher than the previous day. The implied volatity was 16.71, the open interest changed by 211 which increased total open position to 5135
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1090.6, which was 38.60 higher than the previous day. The implied volatity was 16.51, the open interest changed by 217 which increased total open position to 4924
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1052, which was 77.00 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 975, which was 130.00 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 845, which was -389.10 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 1234.1, which was -250.90 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 1485, which was 361.00 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 1124, which was -170.40 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 1294.4, which was 44.35 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 1250.05, which was 205.10 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 1044.95, which was 141.40 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 903.55, which was -373.45 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 1277, which was 260.90 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 1016.1, which was 56.10 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 960, which was -36.20 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 996.2, which was -333.75 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 1329.95, which was 156.75 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 1173.2, which was -191.05 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 1364.25, which was -20.75 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 1385, which was -203.00 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 1588, which was 413.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 1174.05, which was 261.45 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 912.6, which was 266.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 646, which was -14.10 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 660.1, which was 178.10 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 482, which was 3.45 higher 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 478.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
