BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 52100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.10
Vega: 9.28
Theta: -20.96
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 41.8 | -225.25 | 16.88 | 2,05,166 | 4,290.5 | 16,075.5 | |||
| 19 Dec | 51575.70 | 267.05 | -313.70 | 18.40 | 1,27,575.5 | 1,040.5 | 11,785 | |||
| 18 Dec | 52139.55 | 580.75 | -464.70 | 17.98 | 1,43,798.5 | 5,808 | 10,744.5 | |||
| 17 Dec | 52834.80 | 1045.45 | -593.15 | 19.52 | 2,062 | 452.5 | 4,936.5 | |||
| 16 Dec | 53581.35 | 1638.6 | -20.15 | 19.76 | 275 | -41.5 | 4,484 | |||
| 13 Dec | 53583.80 | 1658.75 | 189.55 | - | 11,558 | 979 | 4,525.5 | |||
| 12 Dec | 53216.45 | 1469.2 | -121.05 | 16.20 | 410 | -38.5 | 3,546.5 | |||
| 11 Dec | 53391.35 | 1590.25 | -161.25 | 14.43 | 441 | -165 | 3,585 | |||
| 10 Dec | 53577.70 | 1751.5 | 95.70 | 11.54 | 478 | -190.5 | 3,750 | |||
| 9 Dec | 53407.75 | 1655.8 | -163.35 | 14.13 | 303 | -114 | 3,940.5 | |||
| 6 Dec | 53509.50 | 1819.15 | -47.20 | 15.20 | 629 | -88.5 | 4,054.5 | |||
| 5 Dec | 53603.55 | 1866.35 | 241.35 | 12.67 | 2,922 | -286 | 4,143 | |||
| 4 Dec | 53266.90 | 1625 | 385.00 | 14.21 | 6,418 | -858 | 4,429 | |||
| 3 Dec | 52695.75 | 1240 | 275.60 | 14.62 | 22,293 | -4,080 | 5,287 | |||
| 2 Dec | 52109.00 | 964.4 | 23.40 | 15.46 | 1,35,619.5 | 1,999.5 | 9,367 | |||
| 29 Nov | 52055.60 | 941 | -25.95 | 14.65 | 1,39,034.5 | 2,661 | 7,367.5 | |||
| 28 Nov | 51906.85 | 966.95 | -129.05 | 15.21 | 75,219.5 | 2,756 | 4,706.5 | |||
| 27 Nov | 52301.80 | 1096 | 16.00 | 13.68 | 17,826 | 795.5 | 1,950.5 | |||
| 26 Nov | 52191.50 | 1080 | -40.00 | 14.28 | 5,374 | 479.5 | 1,155 | |||
| 25 Nov | 52207.50 | 1120 | 460.10 | 14.47 | 6,069 | -1 | 675.5 | |||
| 22 Nov | 51135.40 | 659.9 | 259.95 | 14.95 | 1,630.5 | 317.5 | 676.5 | |||
| 21 Nov | 50372.90 | 399.95 | -19.35 | 14.15 | 798 | -48.5 | 359 | |||
| 19 Nov | 50626.50 | 419.3 | 12.60 | 13.76 | 738 | 129 | 407.5 | |||
| 18 Nov | 50363.80 | 406.7 | -12.30 | 13.88 | 560.5 | 41.5 | 278.5 | |||
| 14 Nov | 50179.55 | 419 | -112.00 | 13.77 | 252.5 | 61 | 237 | |||
| 13 Nov | 50088.35 | 531 | -286.60 | 15.15 | 368 | 59.5 | 176 | |||
| 12 Nov | 51157.80 | 817.6 | -327.35 | 14.37 | 177.5 | 10.5 | 116.5 | |||
| 11 Nov | 51876.75 | 1144.95 | 79.60 | 13.79 | 241 | 6.5 | 106 | |||
| 8 Nov | 51561.20 | 1065.35 | -268.40 | 14.09 | 94.5 | 42 | 99.5 | |||
| 7 Nov | 51916.50 | 1333.75 | -297.75 | 14.74 | 76.5 | 26 | 57.5 | |||
| 6 Nov | 52317.40 | 1631.5 | 34.60 | 14.38 | 38 | -1.5 | 31.5 | |||
| 5 Nov | 52207.25 | 1596.9 | 526.90 | 16.08 | 68 | 19.5 | 33 | |||
| 4 Nov | 51215.25 | 1070 | -516.80 | 15.16 | 5.5 | 13.5 | 13.5 | |||
| 1 Nov | 51673.90 | 1586.8 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 31 Oct | 51475.35 | 1586.8 | 46.75 | - | 3.5 | 0.5 | 12.5 | |||
| 30 Oct | 51807.50 | 1540.05 | 81.75 | - | 21 | 5 | 12 | |||
| 29 Oct | 52320.70 | 1458.3 | 290.30 | - | 4.5 | -1.5 | 7 | |||
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| 28 Oct | 51259.30 | 1168 | -152.00 | - | 4 | 8.5 | 8.5 | |||
| 25 Oct | 50787.45 | 1320 | 0.00 | - | 0 | 1 | 0 | |||
| 24 Oct | 51531.15 | 1320 | 0.00 | - | 1 | 1 | 7 | |||
| 23 Oct | 51239.00 | 1320 | -0.35 | - | 1 | -1 | 6 | |||
| 22 Oct | 51257.15 | 1320.35 | -342.45 | - | 3 | 0 | 7 | |||
| 21 Oct | 51962.70 | 1662.8 | -129.25 | - | 9.5 | -2 | 7 | |||
| 18 Oct | 52094.20 | 1792.05 | 462.05 | - | 10.5 | 6.5 | 9 | |||
| 17 Oct | 51288.80 | 1330 | -317.40 | - | 12 | -12 | 2.5 | |||
| 16 Oct | 51801.05 | 1647.4 | 69.35 | - | 13.5 | 14.5 | 14.5 | |||
| 15 Oct | 51906.00 | 1578.05 | 0.00 | - | 0 | 2 | 0 | |||
| 14 Oct | 51816.90 | 1578.05 | 60.35 | - | 4.5 | 2 | 4 | |||
| 11 Oct | 51172.30 | 1517.7 | -18.35 | - | 0.5 | 2 | 2 | |||
| 10 Oct | 51530.90 | 1536.05 | 0.00 | - | 0 | 2 | 0 | |||
| 9 Oct | 51007.00 | 1536.05 | 364.35 | - | 0.5 | 2 | 2 | |||
| 8 Oct | 51021.00 | 1171.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 1171.7 | -430.35 | - | 1 | 0 | 1.5 | |||
| 4 Oct | 51462.05 | 1602.05 | -2320.10 | - | 3.5 | 1.5 | 1.5 | |||
| 3 Oct | 51845.20 | 3922.15 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 3922.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 3922.15 | 3922.15 | - | 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 52100 expiring on 24DEC2024
Delta for 52100 CE is 0.10
Historical price for 52100 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 41.8, which was -225.25 lower than the previous day. The implied volatity was 16.88, the open interest changed by 8581 which increased total open position to 32151
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 267.05, which was -313.70 lower than the previous day. The implied volatity was 18.40, the open interest changed by 2081 which increased total open position to 23570
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 580.75, which was -464.70 lower than the previous day. The implied volatity was 17.98, the open interest changed by 11616 which increased total open position to 21489
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1045.45, which was -593.15 lower than the previous day. The implied volatity was 19.52, the open interest changed by 905 which increased total open position to 9873
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1638.6, which was -20.15 lower than the previous day. The implied volatity was 19.76, the open interest changed by -83 which decreased total open position to 8968
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1658.75, which was 189.55 higher than the previous day. The implied volatity was -, the open interest changed by 1958 which increased total open position to 9051
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1469.2, which was -121.05 lower than the previous day. The implied volatity was 16.20, the open interest changed by -77 which decreased total open position to 7093
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1590.25, which was -161.25 lower than the previous day. The implied volatity was 14.43, the open interest changed by -330 which decreased total open position to 7170
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1751.5, which was 95.70 higher than the previous day. The implied volatity was 11.54, the open interest changed by -381 which decreased total open position to 7500
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1655.8, which was -163.35 lower than the previous day. The implied volatity was 14.13, the open interest changed by -228 which decreased total open position to 7881
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1819.15, which was -47.20 lower than the previous day. The implied volatity was 15.20, the open interest changed by -177 which decreased total open position to 8109
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1866.35, which was 241.35 higher than the previous day. The implied volatity was 12.67, the open interest changed by -572 which decreased total open position to 8286
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1625, which was 385.00 higher than the previous day. The implied volatity was 14.21, the open interest changed by -1716 which decreased total open position to 8858
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1240, which was 275.60 higher than the previous day. The implied volatity was 14.62, the open interest changed by -8160 which decreased total open position to 10574
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 964.4, which was 23.40 higher than the previous day. The implied volatity was 15.46, the open interest changed by 3999 which increased total open position to 18734
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 941, which was -25.95 lower than the previous day. The implied volatity was 14.65, the open interest changed by 5322 which increased total open position to 14735
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 966.95, which was -129.05 lower than the previous day. The implied volatity was 15.21, the open interest changed by 5512 which increased total open position to 9413
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1096, which was 16.00 higher than the previous day. The implied volatity was 13.68, the open interest changed by 1591 which increased total open position to 3901
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1080, which was -40.00 lower than the previous day. The implied volatity was 14.28, the open interest changed by 959 which increased total open position to 2310
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1120, which was 460.10 higher than the previous day. The implied volatity was 14.47, the open interest changed by -2 which decreased total open position to 1351
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 659.9, which was 259.95 higher than the previous day. The implied volatity was 14.95, the open interest changed by 635 which increased total open position to 1353
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 399.95, which was -19.35 lower than the previous day. The implied volatity was 14.15, the open interest changed by -97 which decreased total open position to 718
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 419.3, which was 12.60 higher than the previous day. The implied volatity was 13.76, the open interest changed by 258 which increased total open position to 815
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 406.7, which was -12.30 lower than the previous day. The implied volatity was 13.88, the open interest changed by 83 which increased total open position to 557
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 419, which was -112.00 lower than the previous day. The implied volatity was 13.77, the open interest changed by 122 which increased total open position to 474
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 531, which was -286.60 lower than the previous day. The implied volatity was 15.15, the open interest changed by 119 which increased total open position to 352
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 817.6, which was -327.35 lower than the previous day. The implied volatity was 14.37, the open interest changed by 21 which increased total open position to 233
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1144.95, which was 79.60 higher than the previous day. The implied volatity was 13.79, the open interest changed by 13 which increased total open position to 212
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1065.35, which was -268.40 lower than the previous day. The implied volatity was 14.09, the open interest changed by 84 which increased total open position to 199
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1333.75, which was -297.75 lower than the previous day. The implied volatity was 14.74, the open interest changed by 52 which increased total open position to 115
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1631.5, which was 34.60 higher than the previous day. The implied volatity was 14.38, the open interest changed by -3 which decreased total open position to 63
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1596.9, which was 526.90 higher than the previous day. The implied volatity was 16.08, the open interest changed by 39 which increased total open position to 66
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1070, which was -516.80 lower than the previous day. The implied volatity was 15.16, the open interest changed by 27 which increased total open position to 27
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1586.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1586.8, which was 46.75 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 1540.05, which was 81.75 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 1458.3, which was 290.30 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 1168, which was -152.00 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 1320, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 1320, 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, which was -0.35 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 1320.35, which was -342.45 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 1662.8, which was -129.25 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 1792.05, which was 462.05 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 1330, which was -317.40 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 1647.4, which was 69.35 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 1578.05, 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 1578.05, which was 60.35 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 1517.7, which was -18.35 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 1536.05, 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 1536.05, which was 364.35 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 1171.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 1171.7, which was -430.35 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 1602.05, which was -2320.10 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 3922.15, 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 3922.15, 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 3922.15, which was 3922.15 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 52100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.82
Vega: 14.10
Theta: -30.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 1302.85 | 682.80 | 23.83 | 17,108.5 | -1,187 | 6,408 |
| 19 Dec | 51575.70 | 620.05 | 245.30 | 15.49 | 37,796.5 | -3,844.5 | 7,595 |
| 18 Dec | 52139.55 | 374.75 | 171.85 | 17.41 | 3,45,120.5 | 4,264 | 11,439.5 |
| 17 Dec | 52834.80 | 202.9 | 108.95 | 17.31 | 98,022 | -846.5 | 7,175.5 |
| 16 Dec | 53581.35 | 93.95 | -5.55 | 17.53 | 52,131 | 768 | 8,022 |
| 13 Dec | 53583.80 | 99.5 | -69.60 | 16.45 | 85,712 | -1,517.5 | 7,254 |
| 12 Dec | 53216.45 | 169.1 | -1.20 | 16.05 | 25,874 | -2,101 | 8,771.5 |
| 11 Dec | 53391.35 | 170.3 | -20.70 | 16.73 | 27,640 | -609.5 | 10,872.5 |
| 10 Dec | 53577.70 | 191 | -57.00 | 18.40 | 28,747 | 412 | 11,482 |
| 9 Dec | 53407.75 | 248 | 1.75 | 18.53 | 23,340.5 | 278 | 11,070 |
| 6 Dec | 53509.50 | 246.25 | -24.75 | 17.58 | 38,708.5 | 96.5 | 10,792 |
| 5 Dec | 53603.55 | 271 | -60.10 | 18.57 | 36,228.5 | -109 | 10,695.5 |
| 4 Dec | 53266.90 | 331.1 | -146.10 | 17.56 | 49,049 | -15 | 10,804.5 |
| 3 Dec | 52695.75 | 477.2 | -203.80 | 16.81 | 65,854 | -855 | 10,819.5 |
| 2 Dec | 52109.00 | 681 | -24.50 | 16.45 | 1,36,710.5 | 4,439 | 11,674.5 |
| 29 Nov | 52055.60 | 705.5 | -22.90 | 15.47 | 1,67,480.5 | 2,373 | 7,235.5 |
| 28 Nov | 51906.85 | 728.4 | 148.40 | 15.30 | 1,65,890.5 | 328.5 | 4,862.5 |
| 27 Nov | 52301.80 | 580 | -105.00 | 14.90 | 25,092.5 | 2,664 | 4,534 |
| 26 Nov | 52191.50 | 685 | -32.55 | 15.74 | 7,554.5 | 622 | 1,870 |
| 25 Nov | 52207.50 | 717.55 | -559.45 | 16.23 | 7,846 | 864 | 1,248 |
| 22 Nov | 51135.40 | 1277 | -404.05 | 16.14 | 759 | 201.5 | 384 |
| 21 Nov | 50372.90 | 1681.05 | 29.40 | 15.97 | 121.5 | 93.5 | 182.5 |
| 19 Nov | 50626.50 | 1651.65 | -57.90 | 15.71 | 87.5 | -6 | 89 |
| 18 Nov | 50363.80 | 1709.55 | -149.30 | 15.37 | 6.5 | -5 | 95 |
| 14 Nov | 50179.55 | 1858.85 | 156.90 | 16.26 | 12.5 | 3 | 100 |
| 13 Nov | 50088.35 | 1701.95 | 501.45 | 14.20 | 127 | -0.5 | 97 |
| 12 Nov | 51157.80 | 1200.5 | 365.30 | 14.36 | 397.5 | 4 | 97.5 |
| 11 Nov | 51876.75 | 835.2 | -254.70 | 13.97 | 402 | 26 | 93.5 |
| 8 Nov | 51561.20 | 1089.9 | 161.95 | 15.46 | 162.5 | -2 | 67.5 |
| 7 Nov | 51916.50 | 927.95 | 144.55 | 15.45 | 135.5 | 29 | 69.5 |
| 6 Nov | 52317.40 | 783.4 | -187.60 | 16.06 | 33.5 | 16 | 40.5 |
| 5 Nov | 52207.25 | 971 | -399.75 | 17.06 | 32 | 16 | 24.5 |
| 4 Nov | 51215.25 | 1370.75 | 306.30 | 17.02 | 1.5 | 0 | 8.5 |
| 1 Nov | 51673.90 | 1064.45 | -170.55 | 15.59 | 3 | -1.5 | 8.5 |
| 31 Oct | 51475.35 | 1235 | 243.70 | - | 3.5 | 2 | 10 |
| 30 Oct | 51807.50 | 991.3 | 90.75 | - | 2.5 | -1 | 8 |
| 29 Oct | 52320.70 | 900.55 | -913.95 | - | 5 | 9 | 9 |
| 28 Oct | 51259.30 | 1814.5 | 0.00 | - | 0 | 6.5 | 0 |
| 25 Oct | 50787.45 | 1814.5 | 652.65 | - | 0.5 | 6.5 | 6.5 |
| 24 Oct | 51531.15 | 1161.85 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 1161.85 | -34.55 | - | 5 | 0 | 6.5 |
| 22 Oct | 51257.15 | 1196.4 | 121.40 | - | 6 | -0.5 | 6.5 |
| 21 Oct | 51962.70 | 1075 | 173.90 | - | 9 | 4.5 | 7 |
| 18 Oct | 52094.20 | 901.1 | -346.65 | - | 4.5 | 1.5 | 2.5 |
| 17 Oct | 51288.80 | 1247.75 | -157.20 | - | 1.5 | 1 | 1 |
| 16 Oct | 51801.05 | 1404.95 | 0.00 | - | 0 | 1 | 0 |
| 15 Oct | 51906.00 | 1404.95 | 0.00 | - | 0 | 1 | 0 |
| 14 Oct | 51816.90 | 1404.95 | 0.00 | - | 0 | 1 | 0 |
| 11 Oct | 51172.30 | 1404.95 | 0.00 | - | 0 | 1 | 0 |
| 10 Oct | 51530.90 | 1404.95 | 0.00 | - | 0 | 1 | 0 |
| 9 Oct | 51007.00 | 1404.95 | 0.00 | - | 0 | 1 | 0 |
| 8 Oct | 51021.00 | 1404.95 | 308.05 | - | 1 | 1 | 1 |
| 7 Oct | 50478.90 | 1096.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 1096.9 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 1096.9 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 1096.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 1096.9 | 105.80 | - | 0.5 | 0 | 0 |
| 27 Sept | 53834.30 | 991.1 | 991.10 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 52100 expiring on 24DEC2024
Delta for 52100 PE is -0.82
Historical price for 52100 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1302.85, which was 682.80 higher than the previous day. The implied volatity was 23.83, the open interest changed by -2374 which decreased total open position to 12816
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 620.05, which was 245.30 higher than the previous day. The implied volatity was 15.49, the open interest changed by -7689 which decreased total open position to 15190
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 374.75, which was 171.85 higher than the previous day. The implied volatity was 17.41, the open interest changed by 8528 which increased total open position to 22879
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 202.9, which was 108.95 higher than the previous day. The implied volatity was 17.31, the open interest changed by -1693 which decreased total open position to 14351
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 93.95, which was -5.55 lower than the previous day. The implied volatity was 17.53, the open interest changed by 1536 which increased total open position to 16044
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 99.5, which was -69.60 lower than the previous day. The implied volatity was 16.45, the open interest changed by -3035 which decreased total open position to 14508
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 169.1, which was -1.20 lower than the previous day. The implied volatity was 16.05, the open interest changed by -4202 which decreased total open position to 17543
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 170.3, which was -20.70 lower than the previous day. The implied volatity was 16.73, the open interest changed by -1219 which decreased total open position to 21745
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 191, which was -57.00 lower than the previous day. The implied volatity was 18.40, the open interest changed by 824 which increased total open position to 22964
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 248, which was 1.75 higher than the previous day. The implied volatity was 18.53, the open interest changed by 556 which increased total open position to 22140
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 246.25, which was -24.75 lower than the previous day. The implied volatity was 17.58, the open interest changed by 193 which increased total open position to 21584
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 271, which was -60.10 lower than the previous day. The implied volatity was 18.57, the open interest changed by -218 which decreased total open position to 21391
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 331.1, which was -146.10 lower than the previous day. The implied volatity was 17.56, the open interest changed by -30 which decreased total open position to 21609
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 477.2, which was -203.80 lower than the previous day. The implied volatity was 16.81, the open interest changed by -1710 which decreased total open position to 21639
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 681, which was -24.50 lower than the previous day. The implied volatity was 16.45, the open interest changed by 8878 which increased total open position to 23349
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 705.5, which was -22.90 lower than the previous day. The implied volatity was 15.47, the open interest changed by 4746 which increased total open position to 14471
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 728.4, which was 148.40 higher than the previous day. The implied volatity was 15.30, the open interest changed by 657 which increased total open position to 9725
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 580, which was -105.00 lower than the previous day. The implied volatity was 14.90, the open interest changed by 5328 which increased total open position to 9068
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 685, which was -32.55 lower than the previous day. The implied volatity was 15.74, the open interest changed by 1244 which increased total open position to 3740
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 717.55, which was -559.45 lower than the previous day. The implied volatity was 16.23, the open interest changed by 1728 which increased total open position to 2496
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1277, which was -404.05 lower than the previous day. The implied volatity was 16.14, the open interest changed by 403 which increased total open position to 768
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1681.05, which was 29.40 higher than the previous day. The implied volatity was 15.97, the open interest changed by 187 which increased total open position to 365
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1651.65, which was -57.90 lower than the previous day. The implied volatity was 15.71, the open interest changed by -12 which decreased total open position to 178
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1709.55, which was -149.30 lower than the previous day. The implied volatity was 15.37, the open interest changed by -10 which decreased total open position to 190
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1858.85, which was 156.90 higher than the previous day. The implied volatity was 16.26, the open interest changed by 6 which increased total open position to 200
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1701.95, which was 501.45 higher than the previous day. The implied volatity was 14.20, the open interest changed by -1 which decreased total open position to 194
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1200.5, which was 365.30 higher than the previous day. The implied volatity was 14.36, the open interest changed by 8 which increased total open position to 195
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 835.2, which was -254.70 lower than the previous day. The implied volatity was 13.97, the open interest changed by 52 which increased total open position to 187
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1089.9, which was 161.95 higher than the previous day. The implied volatity was 15.46, the open interest changed by -4 which decreased total open position to 135
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 927.95, which was 144.55 higher than the previous day. The implied volatity was 15.45, the open interest changed by 58 which increased total open position to 139
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 783.4, which was -187.60 lower than the previous day. The implied volatity was 16.06, the open interest changed by 32 which increased total open position to 81
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 971, which was -399.75 lower than the previous day. The implied volatity was 17.06, the open interest changed by 32 which increased total open position to 49
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1370.75, which was 306.30 higher than the previous day. The implied volatity was 17.02, the open interest changed by 0 which decreased total open position to 17
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1064.45, which was -170.55 lower than the previous day. The implied volatity was 15.59, the open interest changed by -3 which decreased total open position to 17
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1235, which was 243.70 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 991.3, which was 90.75 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 900.55, which was -913.95 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 1814.5, 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 1814.5, which was 652.65 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 1161.85, 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 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 1161.85, which was -34.55 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 1196.4, which was 121.40 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 1075, which was 173.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 901.1, which was -346.65 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 1247.75, which was -157.20 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 1404.95, 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 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 1404.95, 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 1404.95, 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 1404.95, 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 1404.95, 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 1404.95, 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 1404.95, which was 308.05 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 1096.9, 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 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 1096.9, 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 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 1096.9, 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 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 1096.9, 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 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 1096.9, which was 105.80 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 991.1, which was 991.10 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
