BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 52200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.09
Vega: 8.38
Theta: -19.27
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 36.2 | -195.30 | 17.26 | 2,57,804 | 5,065 | 26,554 | |||
| 19 Dec | 51575.70 | 231.5 | -299.50 | 18.29 | 1,46,292.5 | -2,422.5 | 21,489 | |||
| 18 Dec | 52139.55 | 531 | -433.85 | 18.14 | 2,80,025 | 17,389 | 23,911.5 | |||
| 17 Dec | 52834.80 | 964.85 | -585.15 | 19.15 | 7,813 | 558.5 | 6,522.5 | |||
| 16 Dec | 53581.35 | 1550 | -18.80 | 19.45 | 846 | -106 | 5,964 | |||
| 13 Dec | 53583.80 | 1568.8 | 181.70 | - | 29,161 | 1,141 | 6,070 | |||
| 12 Dec | 53216.45 | 1387.1 | -123.55 | 16.07 | 679.5 | -20.5 | 4,929 | |||
| 11 Dec | 53391.35 | 1510.65 | -170.35 | 14.58 | 533.5 | 8.5 | 4,949.5 | |||
| 10 Dec | 53577.70 | 1681 | 116.55 | 12.70 | 835 | -46.5 | 4,941 | |||
| 9 Dec | 53407.75 | 1564.45 | -171.45 | 13.82 | 765.5 | -40 | 4,987.5 | |||
| 6 Dec | 53509.50 | 1735.9 | -40.25 | 15.12 | 1,428 | 40 | 5,027.5 | |||
| 5 Dec | 53603.55 | 1776.15 | 230.15 | 12.52 | 9,716 | -1,021 | 4,987.5 | |||
| 4 Dec | 53266.90 | 1546 | 371.05 | 14.16 | 11,726.5 | -520 | 6,008.5 | |||
| 3 Dec | 52695.75 | 1174.95 | 276.25 | 14.56 | 36,615 | -4,452.5 | 6,528.5 | |||
| 2 Dec | 52109.00 | 898.7 | 16.20 | 15.24 | 1,33,563.5 | 2,522.5 | 10,981 | |||
| 29 Nov | 52055.60 | 882.5 | -32.55 | 14.55 | 1,15,223.5 | 880.5 | 8,458.5 | |||
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| 28 Nov | 51906.85 | 915.05 | -124.95 | 15.12 | 1,05,927.5 | 3,373 | 7,578 | |||
| 27 Nov | 52301.80 | 1040 | 15.00 | 13.75 | 24,484 | 2,220.5 | 4,205 | |||
| 26 Nov | 52191.50 | 1025 | -25.00 | 14.32 | 8,503 | 791.5 | 1,984.5 | |||
| 25 Nov | 52207.50 | 1050 | 476.35 | 14.24 | 10,826 | 585 | 1,193 | |||
| 22 Nov | 51135.40 | 573.65 | 203.95 | 14.13 | 1,991 | 203.5 | 608 | |||
| 21 Nov | 50372.90 | 369.7 | -19.20 | 14.09 | 794 | -28.5 | 404.5 | |||
| 19 Nov | 50626.50 | 388.9 | 25.75 | 13.73 | 637 | 167.5 | 433 | |||
| 18 Nov | 50363.80 | 363.15 | -51.85 | 13.61 | 413 | -102.5 | 265.5 | |||
| 14 Nov | 50179.55 | 415 | -74.60 | 14.18 | 292 | 5.5 | 368 | |||
| 13 Nov | 50088.35 | 489.6 | -290.40 | 14.95 | 932.5 | 170.5 | 362.5 | |||
| 12 Nov | 51157.80 | 780 | -304.60 | 14.43 | 181.5 | 66 | 192 | |||
| 11 Nov | 51876.75 | 1084.6 | 77.40 | 13.68 | 118 | 57 | 126 | |||
| 8 Nov | 51561.20 | 1007.2 | -300.25 | 13.96 | 157.5 | -51.5 | 69 | |||
| 7 Nov | 51916.50 | 1307.45 | -256.10 | 15.12 | 69.5 | -36 | 120.5 | |||
| 6 Nov | 52317.40 | 1563.55 | 99.50 | 14.29 | 192 | 117 | 156.5 | |||
| 5 Nov | 52207.25 | 1464.05 | 376.10 | 15.05 | 28 | 7 | 39.5 | |||
| 4 Nov | 51215.25 | 1087.95 | -162.05 | 16.00 | 11.5 | 3 | 32.5 | |||
| 1 Nov | 51673.90 | 1250 | -55.00 | 14.50 | 0.5 | 3.5 | 29.5 | |||
| 31 Oct | 51475.35 | 1305 | -194.60 | - | 24.5 | 12 | 26 | |||
| 30 Oct | 51807.50 | 1499.6 | -168.80 | - | 12 | 2 | 14 | |||
| 29 Oct | 52320.70 | 1668.4 | 532.65 | - | 5.5 | 1.5 | 12 | |||
| 28 Oct | 51259.30 | 1135.75 | 165.75 | - | 11 | 5.5 | 10.5 | |||
| 25 Oct | 50787.45 | 970 | -478.85 | - | 8 | 5 | 5 | |||
| 24 Oct | 51531.15 | 1448.85 | 0.00 | - | 0 | 1.5 | 0 | |||
| 23 Oct | 51239.00 | 1448.85 | 0.00 | - | 0 | 1.5 | 0 | |||
| 22 Oct | 51257.15 | 1448.85 | 190.65 | - | 2 | 1.5 | 1.5 | |||
| 21 Oct | 51962.70 | 1258.2 | 0.00 | - | 0 | 1 | 0 | |||
| 18 Oct | 52094.20 | 1258.2 | -391.80 | - | 0.5 | 1 | 1 | |||
| 17 Oct | 51288.80 | 1650 | 0.00 | - | 0 | 0.5 | 0 | |||
| 16 Oct | 51801.05 | 1650 | 55.55 | - | 0.5 | 0.5 | 1 | |||
| 15 Oct | 51906.00 | 1594.45 | -441.55 | - | 0.5 | 0.5 | 0.5 | |||
| 14 Oct | 51816.90 | 2036 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 2036 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 2036 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 2036 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 2036 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 2036 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 2036 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 2036 | -1818.80 | - | 0.5 | 0 | 0 | |||
| 1 Oct | 52922.60 | 3854.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 3854.8 | 3854.80 | - | 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 52200 expiring on 24DEC2024
Delta for 52200 CE is 0.09
Historical price for 52200 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 36.2, which was -195.30 lower than the previous day. The implied volatity was 17.26, the open interest changed by 10130 which increased total open position to 53108
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 231.5, which was -299.50 lower than the previous day. The implied volatity was 18.29, the open interest changed by -4845 which decreased total open position to 42978
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 531, which was -433.85 lower than the previous day. The implied volatity was 18.14, the open interest changed by 34778 which increased total open position to 47823
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 964.85, which was -585.15 lower than the previous day. The implied volatity was 19.15, the open interest changed by 1117 which increased total open position to 13045
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1550, which was -18.80 lower than the previous day. The implied volatity was 19.45, the open interest changed by -212 which decreased total open position to 11928
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1568.8, which was 181.70 higher than the previous day. The implied volatity was -, the open interest changed by 2282 which increased total open position to 12140
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1387.1, which was -123.55 lower than the previous day. The implied volatity was 16.07, the open interest changed by -41 which decreased total open position to 9858
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1510.65, which was -170.35 lower than the previous day. The implied volatity was 14.58, the open interest changed by 17 which increased total open position to 9899
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1681, which was 116.55 higher than the previous day. The implied volatity was 12.70, the open interest changed by -93 which decreased total open position to 9882
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1564.45, which was -171.45 lower than the previous day. The implied volatity was 13.82, the open interest changed by -80 which decreased total open position to 9975
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1735.9, which was -40.25 lower than the previous day. The implied volatity was 15.12, the open interest changed by 80 which increased total open position to 10055
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1776.15, which was 230.15 higher than the previous day. The implied volatity was 12.52, the open interest changed by -2042 which decreased total open position to 9975
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1546, which was 371.05 higher than the previous day. The implied volatity was 14.16, the open interest changed by -1040 which decreased total open position to 12017
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1174.95, which was 276.25 higher than the previous day. The implied volatity was 14.56, the open interest changed by -8905 which decreased total open position to 13057
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 898.7, which was 16.20 higher than the previous day. The implied volatity was 15.24, the open interest changed by 5045 which increased total open position to 21962
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 882.5, which was -32.55 lower than the previous day. The implied volatity was 14.55, the open interest changed by 1761 which increased total open position to 16917
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 915.05, which was -124.95 lower than the previous day. The implied volatity was 15.12, the open interest changed by 6746 which increased total open position to 15156
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1040, which was 15.00 higher than the previous day. The implied volatity was 13.75, the open interest changed by 4441 which increased total open position to 8410
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1025, which was -25.00 lower than the previous day. The implied volatity was 14.32, the open interest changed by 1583 which increased total open position to 3969
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1050, which was 476.35 higher than the previous day. The implied volatity was 14.24, the open interest changed by 1170 which increased total open position to 2386
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 573.65, which was 203.95 higher than the previous day. The implied volatity was 14.13, the open interest changed by 407 which increased total open position to 1216
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 369.7, which was -19.20 lower than the previous day. The implied volatity was 14.09, the open interest changed by -57 which decreased total open position to 809
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 388.9, which was 25.75 higher than the previous day. The implied volatity was 13.73, the open interest changed by 335 which increased total open position to 866
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 363.15, which was -51.85 lower than the previous day. The implied volatity was 13.61, the open interest changed by -205 which decreased total open position to 531
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 415, which was -74.60 lower than the previous day. The implied volatity was 14.18, the open interest changed by 11 which increased total open position to 736
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 489.6, which was -290.40 lower than the previous day. The implied volatity was 14.95, the open interest changed by 341 which increased total open position to 725
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 780, which was -304.60 lower than the previous day. The implied volatity was 14.43, the open interest changed by 132 which increased total open position to 384
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1084.6, which was 77.40 higher than the previous day. The implied volatity was 13.68, the open interest changed by 114 which increased total open position to 252
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1007.2, which was -300.25 lower than the previous day. The implied volatity was 13.96, the open interest changed by -103 which decreased total open position to 138
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1307.45, which was -256.10 lower than the previous day. The implied volatity was 15.12, the open interest changed by -72 which decreased total open position to 241
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1563.55, which was 99.50 higher than the previous day. The implied volatity was 14.29, the open interest changed by 234 which increased total open position to 313
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1464.05, which was 376.10 higher than the previous day. The implied volatity was 15.05, the open interest changed by 14 which increased total open position to 79
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1087.95, which was -162.05 lower than the previous day. The implied volatity was 16.00, the open interest changed by 6 which increased total open position to 65
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1250, which was -55.00 lower than the previous day. The implied volatity was 14.50, the open interest changed by 7 which increased total open position to 59
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1305, which was -194.60 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 1499.6, which was -168.80 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 1668.4, which was 532.65 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 1135.75, which was 165.75 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 970, which was -478.85 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 1448.85, 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 1448.85, 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 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 1448.85, which was 190.65 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 1258.2, 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 1258.2, which was -391.80 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 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 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 1650, which was 55.55 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 1594.45, which was -441.55 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 2036, 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 2036, 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 2036, 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 2036, 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 2036, 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 2036, 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 2036, 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 2036, which was -1818.80 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 3854.8, 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 3854.8, which was 3854.80 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 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 52200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.82
Vega: 13.83
Theta: -31.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 1405 | 712.05 | 25.23 | 19,690 | -4,009.5 | 11,154 |
| 19 Dec | 51575.70 | 692.95 | 275.35 | 15.66 | 40,434.5 | -4,539.5 | 15,163.5 |
| 18 Dec | 52139.55 | 417.6 | 191.85 | 17.31 | 4,89,584.5 | 10,431.5 | 19,703 |
| 17 Dec | 52834.80 | 225.75 | 119.75 | 17.10 | 1,17,690.5 | -1,352.5 | 9,271.5 |
| 16 Dec | 53581.35 | 106 | -7.00 | 17.38 | 52,361.5 | 885.5 | 10,624 |
| 13 Dec | 53583.80 | 113 | -71.55 | 16.39 | 1,37,411 | 205.5 | 9,738.5 |
| 12 Dec | 53216.45 | 184.55 | -1.60 | 15.85 | 29,305 | 442.5 | 9,533 |
| 11 Dec | 53391.35 | 186.15 | -18.85 | 16.58 | 34,907.5 | -525 | 9,090.5 |
| 10 Dec | 53577.70 | 205 | -57.85 | 18.21 | 25,613.5 | 39 | 9,615.5 |
| 9 Dec | 53407.75 | 262.85 | 1.35 | 18.28 | 36,840.5 | -403 | 9,576.5 |
| 6 Dec | 53509.50 | 261.5 | -23.35 | 17.38 | 51,046.5 | 598 | 9,979.5 |
| 5 Dec | 53603.55 | 284.85 | -70.05 | 18.33 | 59,919.5 | -3,692 | 9,381.5 |
| 4 Dec | 53266.90 | 354.9 | -156.10 | 17.49 | 50,656.5 | 2,621 | 13,073.5 |
| 3 Dec | 52695.75 | 511 | -214.00 | 16.73 | 75,845 | 2,146 | 10,452.5 |
| 2 Dec | 52109.00 | 725 | -25.00 | 16.43 | 1,14,684 | 1,142 | 8,306.5 |
| 29 Nov | 52055.60 | 750 | -22.00 | 15.44 | 1,12,053 | 780.5 | 7,164.5 |
| 28 Nov | 51906.85 | 772 | 152.05 | 15.24 | 1,92,867.5 | 905 | 6,384 |
| 27 Nov | 52301.80 | 619.95 | -110.05 | 14.84 | 31,343 | 2,876 | 5,479 |
| 26 Nov | 52191.50 | 730 | -28.00 | 15.78 | 10,032 | 804 | 2,603 |
| 25 Nov | 52207.50 | 758 | -556.25 | 16.18 | 11,330.5 | 1,545 | 1,799 |
| 22 Nov | 51135.40 | 1314.25 | -526.55 | 15.75 | 434 | 170 | 254 |
| 21 Nov | 50372.90 | 1840.8 | 92.10 | 17.64 | 16.5 | -1.5 | 84 |
| 19 Nov | 50626.50 | 1748.7 | -97.15 | 16.22 | 108.5 | 8 | 85.5 |
| 18 Nov | 50363.80 | 1845.85 | -34.15 | 16.56 | 3 | -0.5 | 77.5 |
| 14 Nov | 50179.55 | 1880 | 309.50 | 15.17 | 9.5 | 1 | 78 |
| 13 Nov | 50088.35 | 1570.5 | 319.20 | 10.59 | 39 | -11.5 | 77 |
| 12 Nov | 51157.80 | 1251.3 | 329.30 | 14.27 | 119.5 | -3 | 88.5 |
| 11 Nov | 51876.75 | 922 | -192.95 | 14.55 | 251.5 | 18.5 | 91.5 |
| 8 Nov | 51561.20 | 1114.95 | 135.70 | 15.12 | 82 | 1.5 | 73 |
| 7 Nov | 51916.50 | 979.25 | 155.70 | 15.53 | 33.5 | -4 | 71.5 |
| 6 Nov | 52317.40 | 823.55 | -172.30 | 16.08 | 36 | 9 | 75.5 |
| 5 Nov | 52207.25 | 995.85 | -389.90 | 16.82 | 46 | 41.5 | 66.5 |
| 4 Nov | 51215.25 | 1385.75 | 135.75 | 16.51 | 26 | 25 | 25 |
| 1 Nov | 51673.90 | 1250 | 0.00 | 0.00 | 0 | 10 | 0 |
| 31 Oct | 51475.35 | 1250 | 173.60 | - | 35 | 10 | 17.5 |
| 30 Oct | 51807.50 | 1076.4 | 162.15 | - | 4 | 2 | 7.5 |
| 29 Oct | 52320.70 | 914.25 | -346.00 | - | 6 | 4 | 5.5 |
| 28 Oct | 51259.30 | 1260.25 | 186.25 | - | 1 | 1.5 | 1.5 |
| 25 Oct | 50787.45 | 1074 | 0.00 | - | 0 | 0.5 | 0 |
| 24 Oct | 51531.15 | 1074 | 0.00 | - | 0 | 0.5 | 0 |
| 23 Oct | 51239.00 | 1074 | 0.00 | - | 0 | 0.5 | 0 |
| 22 Oct | 51257.15 | 1074 | 0.00 | - | 0 | 0.5 | 0 |
| 21 Oct | 51962.70 | 1074 | 52.05 | - | 2.5 | 0.5 | 0.5 |
| 18 Oct | 52094.20 | 1021.95 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 1021.95 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 1021.95 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 1021.95 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 1021.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 1021.95 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 1021.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 1021.95 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 1021.95 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 1021.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 1021.95 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 1021.95 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 1021.95 | 1021.95 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 0 | 0.00 | - | 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 52200 expiring on 24DEC2024
Delta for 52200 PE is -0.82
Historical price for 52200 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1405, which was 712.05 higher than the previous day. The implied volatity was 25.23, the open interest changed by -8019 which decreased total open position to 22308
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 692.95, which was 275.35 higher than the previous day. The implied volatity was 15.66, the open interest changed by -9079 which decreased total open position to 30327
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 417.6, which was 191.85 higher than the previous day. The implied volatity was 17.31, the open interest changed by 20863 which increased total open position to 39406
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 225.75, which was 119.75 higher than the previous day. The implied volatity was 17.10, the open interest changed by -2705 which decreased total open position to 18543
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 106, which was -7.00 lower than the previous day. The implied volatity was 17.38, the open interest changed by 1771 which increased total open position to 21248
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 113, which was -71.55 lower than the previous day. The implied volatity was 16.39, the open interest changed by 411 which increased total open position to 19477
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 184.55, which was -1.60 lower than the previous day. The implied volatity was 15.85, the open interest changed by 885 which increased total open position to 19066
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 186.15, which was -18.85 lower than the previous day. The implied volatity was 16.58, the open interest changed by -1050 which decreased total open position to 18181
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 205, which was -57.85 lower than the previous day. The implied volatity was 18.21, the open interest changed by 78 which increased total open position to 19231
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 262.85, which was 1.35 higher than the previous day. The implied volatity was 18.28, the open interest changed by -806 which decreased total open position to 19153
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 261.5, which was -23.35 lower than the previous day. The implied volatity was 17.38, the open interest changed by 1196 which increased total open position to 19959
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 284.85, which was -70.05 lower than the previous day. The implied volatity was 18.33, the open interest changed by -7384 which decreased total open position to 18763
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 354.9, which was -156.10 lower than the previous day. The implied volatity was 17.49, the open interest changed by 5242 which increased total open position to 26147
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 511, which was -214.00 lower than the previous day. The implied volatity was 16.73, the open interest changed by 4292 which increased total open position to 20905
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 725, which was -25.00 lower than the previous day. The implied volatity was 16.43, the open interest changed by 2284 which increased total open position to 16613
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 750, which was -22.00 lower than the previous day. The implied volatity was 15.44, the open interest changed by 1561 which increased total open position to 14329
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 772, which was 152.05 higher than the previous day. The implied volatity was 15.24, the open interest changed by 1810 which increased total open position to 12768
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 619.95, which was -110.05 lower than the previous day. The implied volatity was 14.84, the open interest changed by 5752 which increased total open position to 10958
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 730, which was -28.00 lower than the previous day. The implied volatity was 15.78, the open interest changed by 1608 which increased total open position to 5206
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 758, which was -556.25 lower than the previous day. The implied volatity was 16.18, the open interest changed by 3090 which increased total open position to 3598
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1314.25, which was -526.55 lower than the previous day. The implied volatity was 15.75, the open interest changed by 340 which increased total open position to 508
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1840.8, which was 92.10 higher than the previous day. The implied volatity was 17.64, the open interest changed by -3 which decreased total open position to 168
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1748.7, which was -97.15 lower than the previous day. The implied volatity was 16.22, the open interest changed by 16 which increased total open position to 171
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1845.85, which was -34.15 lower than the previous day. The implied volatity was 16.56, the open interest changed by -1 which decreased total open position to 155
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1880, which was 309.50 higher than the previous day. The implied volatity was 15.17, the open interest changed by 2 which increased total open position to 156
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1570.5, which was 319.20 higher than the previous day. The implied volatity was 10.59, the open interest changed by -23 which decreased total open position to 154
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1251.3, which was 329.30 higher than the previous day. The implied volatity was 14.27, the open interest changed by -6 which decreased total open position to 177
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 922, which was -192.95 lower than the previous day. The implied volatity was 14.55, the open interest changed by 37 which increased total open position to 183
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1114.95, which was 135.70 higher than the previous day. The implied volatity was 15.12, the open interest changed by 3 which increased total open position to 146
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 979.25, which was 155.70 higher than the previous day. The implied volatity was 15.53, the open interest changed by -8 which decreased total open position to 143
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 823.55, which was -172.30 lower than the previous day. The implied volatity was 16.08, the open interest changed by 18 which increased total open position to 151
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 995.85, which was -389.90 lower than the previous day. The implied volatity was 16.82, the open interest changed by 83 which increased total open position to 133
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1385.75, which was 135.75 higher than the previous day. The implied volatity was 16.51, the open interest changed by 50 which increased total open position to 50
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1250, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1250, which was 173.60 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 1076.4, which was 162.15 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 914.25, which was -346.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 1260.25, which was 186.25 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 1074, 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 1074, 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 1074, 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 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 1074, 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 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 1074, which was 52.05 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 1021.95, 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 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 1021.95, 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 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 1021.95, 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 1021.95, 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 1021.95, 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 1021.95, 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 1021.95, 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 1021.95, 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 1021.95, 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 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 1021.95, 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 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 1021.95, 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 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 1021.95, 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 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 1021.95, which was 1021.95 higher 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 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 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
