BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 52300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 7.73
Theta: -18.31
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 32.95 | -167.05 | 17.84 | 2,28,718 | 3,127.5 | 22,689 | |||
| 19 Dec | 51575.70 | 200 | -280.05 | 18.22 | 1,37,429.5 | -1,102 | 19,561.5 | |||
| 18 Dec | 52139.55 | 480.05 | -420.85 | 18.14 | 2,92,842.5 | 13,508.5 | 20,663.5 | |||
| 17 Dec | 52834.80 | 900.9 | -558.75 | 19.27 | 10,900 | 1,636 | 7,155 | |||
| 16 Dec | 53581.35 | 1459.65 | -9.10 | 18.95 | 824.5 | 14.5 | 5,519 | |||
| 13 Dec | 53583.80 | 1468.75 | 163.50 | - | 67,496.5 | 1,139.5 | 5,504.5 | |||
| 12 Dec | 53216.45 | 1305.25 | -120.80 | 15.89 | 821 | -25.5 | 4,365 | |||
| 11 Dec | 53391.35 | 1426.05 | -177.15 | 14.46 | 511 | -29.5 | 4,390.5 | |||
| 10 Dec | 53577.70 | 1603.2 | 112.50 | 13.15 | 888.5 | -13.5 | 4,420 | |||
| 9 Dec | 53407.75 | 1490.7 | -165.55 | 14.11 | 1,396 | 38 | 4,433.5 | |||
| 6 Dec | 53509.50 | 1656.25 | -38.85 | 15.11 | 1,725.5 | 69.5 | 4,395.5 | |||
| 5 Dec | 53603.55 | 1695.1 | 234.65 | 12.58 | 4,498.5 | -324.5 | 4,326 | |||
| 4 Dec | 53266.90 | 1460.45 | 359.95 | 13.91 | 9,631 | -1,302 | 4,650.5 | |||
| 3 Dec | 52695.75 | 1100.5 | 256.00 | 14.34 | 73,347.5 | -4,927.5 | 5,952.5 | |||
| 2 Dec | 52109.00 | 844.5 | 17.45 | 15.21 | 1,02,038.5 | 2,460.5 | 10,880 | |||
| 29 Nov | 52055.60 | 827.05 | -34.85 | 14.48 | 91,600.5 | 1,878.5 | 8,419.5 | |||
| 28 Nov | 51906.85 | 861.9 | -113.10 | 15.08 | 1,05,616.5 | 1,418 | 6,541 | |||
| 27 Nov | 52301.80 | 975 | 15.85 | 13.61 | 26,439 | 3,343 | 5,123 | |||
| 26 Nov | 52191.50 | 959.15 | -40.50 | 14.13 | 7,242.5 | 900.5 | 1,780 | |||
| 25 Nov | 52207.50 | 999.65 | 408.90 | 14.33 | 4,660.5 | 232.5 | 879.5 | |||
| 22 Nov | 51135.40 | 590.75 | 246.80 | 15.06 | 1,371 | 189.5 | 647 | |||
| 21 Nov | 50372.90 | 343.95 | -10.85 | 14.10 | 635 | 23 | 457.5 | |||
| 19 Nov | 50626.50 | 354.8 | 3.95 | 13.66 | 592 | 153 | 434.5 | |||
| 18 Nov | 50363.80 | 350.85 | 20.35 | 13.83 | 457.5 | -56.5 | 281.5 | |||
| 14 Nov | 50179.55 | 330.5 | -114.40 | 13.22 | 192 | 27.5 | 338 | |||
|
|
||||||||||
| 13 Nov | 50088.35 | 444.9 | -278.60 | 14.67 | 656 | 134 | 310.5 | |||
| 12 Nov | 51157.80 | 723.5 | -305.80 | 14.19 | 202 | 48 | 176.5 | |||
| 11 Nov | 51876.75 | 1029.3 | 57.35 | 13.63 | 125 | 13 | 128.5 | |||
| 8 Nov | 51561.20 | 971.95 | -249.40 | 14.13 | 88.5 | 37.5 | 115.5 | |||
| 7 Nov | 51916.50 | 1221.35 | -308.35 | 14.66 | 55.5 | 30.5 | 78 | |||
| 6 Nov | 52317.40 | 1529.7 | 124.20 | 14.65 | 83 | 33.5 | 47.5 | |||
| 5 Nov | 52207.25 | 1405.5 | 346.50 | 15.01 | 31.5 | 10.5 | 14 | |||
| 4 Nov | 51215.25 | 1059 | -426.20 | 16.20 | 2.5 | 3.5 | 3.5 | |||
| 1 Nov | 51673.90 | 1485.2 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 31 Oct | 51475.35 | 1485.2 | 27.20 | - | 1 | 0.5 | 3 | |||
| 30 Oct | 51807.50 | 1458 | 257.25 | - | 3.5 | 2 | 2.5 | |||
| 29 Oct | 52320.70 | 1200.75 | -2587.35 | - | 1 | 0.5 | 0.5 | |||
| 28 Oct | 51259.30 | 3788.1 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 3788.1 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 3788.1 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 3788.1 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 3788.1 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 3788.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 3788.1 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 3788.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 3788.1 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 3788.1 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 3788.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 3788.1 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 3788.1 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 3788.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 3788.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 3788.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 3788.1 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 3788.1 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 3788.1 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 3788.1 | 3788.10 | - | 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 52300 expiring on 24DEC2024
Delta for 52300 CE is 0.08
Historical price for 52300 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 32.95, which was -167.05 lower than the previous day. The implied volatity was 17.84, the open interest changed by 6255 which increased total open position to 45378
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 200, which was -280.05 lower than the previous day. The implied volatity was 18.22, the open interest changed by -2204 which decreased total open position to 39123
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 480.05, which was -420.85 lower than the previous day. The implied volatity was 18.14, the open interest changed by 27017 which increased total open position to 41327
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 900.9, which was -558.75 lower than the previous day. The implied volatity was 19.27, the open interest changed by 3272 which increased total open position to 14310
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1459.65, which was -9.10 lower than the previous day. The implied volatity was 18.95, the open interest changed by 29 which increased total open position to 11038
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1468.75, which was 163.50 higher than the previous day. The implied volatity was -, the open interest changed by 2279 which increased total open position to 11009
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1305.25, which was -120.80 lower than the previous day. The implied volatity was 15.89, the open interest changed by -51 which decreased total open position to 8730
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1426.05, which was -177.15 lower than the previous day. The implied volatity was 14.46, the open interest changed by -59 which decreased total open position to 8781
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1603.2, which was 112.50 higher than the previous day. The implied volatity was 13.15, the open interest changed by -27 which decreased total open position to 8840
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1490.7, which was -165.55 lower than the previous day. The implied volatity was 14.11, the open interest changed by 76 which increased total open position to 8867
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1656.25, which was -38.85 lower than the previous day. The implied volatity was 15.11, the open interest changed by 139 which increased total open position to 8791
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1695.1, which was 234.65 higher than the previous day. The implied volatity was 12.58, the open interest changed by -649 which decreased total open position to 8652
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1460.45, which was 359.95 higher than the previous day. The implied volatity was 13.91, the open interest changed by -2604 which decreased total open position to 9301
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1100.5, which was 256.00 higher than the previous day. The implied volatity was 14.34, the open interest changed by -9855 which decreased total open position to 11905
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 844.5, which was 17.45 higher than the previous day. The implied volatity was 15.21, the open interest changed by 4921 which increased total open position to 21760
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 827.05, which was -34.85 lower than the previous day. The implied volatity was 14.48, the open interest changed by 3757 which increased total open position to 16839
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 861.9, which was -113.10 lower than the previous day. The implied volatity was 15.08, the open interest changed by 2836 which increased total open position to 13082
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 975, which was 15.85 higher than the previous day. The implied volatity was 13.61, the open interest changed by 6686 which increased total open position to 10246
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 959.15, which was -40.50 lower than the previous day. The implied volatity was 14.13, the open interest changed by 1801 which increased total open position to 3560
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 999.65, which was 408.90 higher than the previous day. The implied volatity was 14.33, the open interest changed by 465 which increased total open position to 1759
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 590.75, which was 246.80 higher than the previous day. The implied volatity was 15.06, the open interest changed by 379 which increased total open position to 1294
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 343.95, which was -10.85 lower than the previous day. The implied volatity was 14.10, the open interest changed by 46 which increased total open position to 915
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 354.8, which was 3.95 higher than the previous day. The implied volatity was 13.66, the open interest changed by 306 which increased total open position to 869
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 350.85, which was 20.35 higher than the previous day. The implied volatity was 13.83, the open interest changed by -113 which decreased total open position to 563
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 330.5, which was -114.40 lower than the previous day. The implied volatity was 13.22, the open interest changed by 55 which increased total open position to 676
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 444.9, which was -278.60 lower than the previous day. The implied volatity was 14.67, the open interest changed by 268 which increased total open position to 621
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 723.5, which was -305.80 lower than the previous day. The implied volatity was 14.19, the open interest changed by 96 which increased total open position to 353
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1029.3, which was 57.35 higher than the previous day. The implied volatity was 13.63, the open interest changed by 26 which increased total open position to 257
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 971.95, which was -249.40 lower than the previous day. The implied volatity was 14.13, the open interest changed by 75 which increased total open position to 231
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1221.35, which was -308.35 lower than the previous day. The implied volatity was 14.66, the open interest changed by 61 which increased total open position to 156
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1529.7, which was 124.20 higher than the previous day. The implied volatity was 14.65, the open interest changed by 67 which increased total open position to 95
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1405.5, which was 346.50 higher than the previous day. The implied volatity was 15.01, the open interest changed by 21 which increased total open position to 28
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1059, which was -426.20 lower than the previous day. The implied volatity was 16.20, the open interest changed by 7 which increased total open position to 7
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1485.2, 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 1485.2, which was 27.20 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 1458, which was 257.25 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 1200.75, which was -2587.35 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 3788.1, 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 3788.1, 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 3788.1, 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 3788.1, 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 3788.1, 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 3788.1, 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 3788.1, 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 3788.1, 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 3788.1, 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 3788.1, 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 3788.1, 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 3788.1, 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 3788.1, 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 3788.1, 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 3788.1, 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 3788.1, 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 3788.1, 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 3788.1, 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 3788.1, 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 3788.1, which was 3788.10 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 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 52300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 13.04
Theta: -29.50
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 1492.4 | 744.40 | 25.51 | 9,167 | -1,819.5 | 7,579.5 |
| 19 Dec | 51575.70 | 748 | 282.00 | 14.75 | 27,769 | -4,758.5 | 9,399 |
| 18 Dec | 52139.55 | 466 | 212.00 | 17.29 | 4,90,515 | 5,477.5 | 14,157.5 |
| 17 Dec | 52834.80 | 254 | 134.85 | 17.00 | 1,38,966.5 | -2,822.5 | 8,680 |
| 16 Dec | 53581.35 | 119.15 | -1.35 | 17.23 | 58,189 | -885 | 11,502.5 |
| 13 Dec | 53583.80 | 120.5 | -82.35 | 16.05 | 1,86,606.5 | 622 | 12,387.5 |
| 12 Dec | 53216.45 | 202.85 | -0.35 | 15.69 | 29,854.5 | 76.5 | 11,765.5 |
| 11 Dec | 53391.35 | 203.2 | -19.80 | 16.43 | 36,297 | -87 | 11,689 |
| 10 Dec | 53577.70 | 223 | -60.60 | 18.12 | 28,214.5 | -136.5 | 11,776 |
| 9 Dec | 53407.75 | 283.6 | -0.35 | 18.17 | 46,018.5 | 968.5 | 11,912.5 |
| 6 Dec | 53509.50 | 283.95 | -23.35 | 17.35 | 46,604 | -221 | 10,944 |
| 5 Dec | 53603.55 | 307.3 | -68.10 | 18.32 | 58,779.5 | -699.5 | 11,165 |
| 4 Dec | 53266.90 | 375.4 | -168.60 | 17.30 | 53,294.5 | 905 | 11,864.5 |
| 3 Dec | 52695.75 | 544 | -221.00 | 16.69 | 1,08,019.5 | 2,827.5 | 10,959.5 |
| 2 Dec | 52109.00 | 765 | -35.30 | 16.29 | 65,316 | 772.5 | 8,132 |
| 29 Nov | 52055.60 | 800.3 | -13.75 | 15.48 | 68,451.5 | 985 | 7,359.5 |
| 28 Nov | 51906.85 | 814.05 | 158.10 | 15.20 | 1,79,479 | 1,569 | 6,374.5 |
| 27 Nov | 52301.80 | 655.95 | -106.05 | 14.73 | 25,722.5 | 3,335.5 | 4,805.5 |
| 26 Nov | 52191.50 | 762 | -29.40 | 15.55 | 8,715.5 | 780 | 1,470 |
| 25 Nov | 52207.50 | 791.4 | -603.60 | 15.99 | 4,846.5 | 426.5 | 690 |
| 22 Nov | 51135.40 | 1395 | -405.00 | 16.08 | 243.5 | 152.5 | 263.5 |
| 21 Nov | 50372.90 | 1800 | 339.45 | 15.57 | 2 | 0.5 | 111 |
| 19 Nov | 50626.50 | 1460.55 | -540.45 | 9.08 | 48 | 110.5 | 110.5 |
| 18 Nov | 50363.80 | 2001 | 0.00 | 0.00 | 0 | -6.5 | 0 |
| 14 Nov | 50179.55 | 2001 | 132.05 | 16.04 | 7 | -6.5 | 79 |
| 13 Nov | 50088.35 | 1868.95 | 535.65 | 14.64 | 29.5 | 1 | 85.5 |
| 12 Nov | 51157.80 | 1333.3 | 362.30 | 14.61 | 23 | -9 | 84.5 |
| 11 Nov | 51876.75 | 971 | -188.90 | 14.57 | 57 | 9 | 93.5 |
| 8 Nov | 51561.20 | 1159.9 | 174.30 | 15.03 | 35.5 | 8.5 | 84.5 |
| 7 Nov | 51916.50 | 985.6 | 165.90 | 14.99 | 54.5 | 8.5 | 76 |
| 6 Nov | 52317.40 | 819.7 | -199.75 | 15.48 | 112 | 47 | 67.5 |
| 5 Nov | 52207.25 | 1019.45 | -465.50 | 16.55 | 16.5 | 5 | 20.5 |
| 4 Nov | 51215.25 | 1484.95 | 145.95 | 17.11 | 7 | 15.5 | 15.5 |
| 1 Nov | 51673.90 | 1339 | 0.00 | 0.00 | 0 | 2 | 0 |
| 31 Oct | 51475.35 | 1339 | 246.80 | - | 4 | 2 | 16 |
| 30 Oct | 51807.50 | 1092.2 | 133.20 | - | 31.5 | 3 | 14 |
| 29 Oct | 52320.70 | 959 | -291.70 | - | 8 | 4.5 | 11 |
| 28 Oct | 51259.30 | 1250.7 | 147.10 | - | 0.5 | 6.5 | 6.5 |
| 25 Oct | 50787.45 | 1103.6 | 0.00 | - | 0 | 7 | 0 |
| 24 Oct | 51531.15 | 1103.6 | -121.55 | - | 1 | 7 | 7 |
| 23 Oct | 51239.00 | 1225.15 | 0.00 | - | 0 | 7 | 0 |
| 22 Oct | 51257.15 | 1225.15 | -124.85 | - | 4 | 7 | 7 |
| 21 Oct | 51962.70 | 1350 | 0.00 | - | 0 | -0.5 | 0 |
| 18 Oct | 52094.20 | 1350 | 0.00 | - | 0 | -0.5 | 0 |
| 17 Oct | 51288.80 | 1350 | 250.00 | - | 5 | -0.5 | 0 |
| 16 Oct | 51801.05 | 1100 | 46.55 | - | 1.5 | 0.5 | 0.5 |
| 15 Oct | 51906.00 | 1053.45 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 1053.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 1053.45 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 1053.45 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 1053.45 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 1053.45 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 1053.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 1053.45 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 1053.45 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 1053.45 | 1053.45 | - | 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 52300 expiring on 24DEC2024
Delta for 52300 PE is -0.84
Historical price for 52300 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1492.4, which was 744.40 higher than the previous day. The implied volatity was 25.51, the open interest changed by -3639 which decreased total open position to 15159
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 748, which was 282.00 higher than the previous day. The implied volatity was 14.75, the open interest changed by -9517 which decreased total open position to 18798
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 466, which was 212.00 higher than the previous day. The implied volatity was 17.29, the open interest changed by 10955 which increased total open position to 28315
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 254, which was 134.85 higher than the previous day. The implied volatity was 17.00, the open interest changed by -5645 which decreased total open position to 17360
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 119.15, which was -1.35 lower than the previous day. The implied volatity was 17.23, the open interest changed by -1770 which decreased total open position to 23005
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 120.5, which was -82.35 lower than the previous day. The implied volatity was 16.05, the open interest changed by 1244 which increased total open position to 24775
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 202.85, which was -0.35 lower than the previous day. The implied volatity was 15.69, the open interest changed by 153 which increased total open position to 23531
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 203.2, which was -19.80 lower than the previous day. The implied volatity was 16.43, the open interest changed by -174 which decreased total open position to 23378
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 223, which was -60.60 lower than the previous day. The implied volatity was 18.12, the open interest changed by -273 which decreased total open position to 23552
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 283.6, which was -0.35 lower than the previous day. The implied volatity was 18.17, the open interest changed by 1937 which increased total open position to 23825
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 283.95, which was -23.35 lower than the previous day. The implied volatity was 17.35, the open interest changed by -442 which decreased total open position to 21888
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 307.3, which was -68.10 lower than the previous day. The implied volatity was 18.32, the open interest changed by -1399 which decreased total open position to 22330
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 375.4, which was -168.60 lower than the previous day. The implied volatity was 17.30, the open interest changed by 1810 which increased total open position to 23729
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 544, which was -221.00 lower than the previous day. The implied volatity was 16.69, the open interest changed by 5655 which increased total open position to 21919
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 765, which was -35.30 lower than the previous day. The implied volatity was 16.29, the open interest changed by 1545 which increased total open position to 16264
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 800.3, which was -13.75 lower than the previous day. The implied volatity was 15.48, the open interest changed by 1970 which increased total open position to 14719
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 814.05, which was 158.10 higher than the previous day. The implied volatity was 15.20, the open interest changed by 3138 which increased total open position to 12749
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 655.95, which was -106.05 lower than the previous day. The implied volatity was 14.73, the open interest changed by 6671 which increased total open position to 9611
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 762, which was -29.40 lower than the previous day. The implied volatity was 15.55, the open interest changed by 1560 which increased total open position to 2940
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 791.4, which was -603.60 lower than the previous day. The implied volatity was 15.99, the open interest changed by 853 which increased total open position to 1380
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1395, which was -405.00 lower than the previous day. The implied volatity was 16.08, the open interest changed by 305 which increased total open position to 527
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1800, which was 339.45 higher than the previous day. The implied volatity was 15.57, the open interest changed by 1 which increased total open position to 222
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1460.55, which was -540.45 lower than the previous day. The implied volatity was 9.08, the open interest changed by 221 which increased total open position to 221
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2001, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -13 which decreased total open position to 0
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2001, which was 132.05 higher than the previous day. The implied volatity was 16.04, the open interest changed by -13 which decreased total open position to 158
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1868.95, which was 535.65 higher than the previous day. The implied volatity was 14.64, the open interest changed by 2 which increased total open position to 171
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1333.3, which was 362.30 higher than the previous day. The implied volatity was 14.61, the open interest changed by -18 which decreased total open position to 169
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 971, which was -188.90 lower than the previous day. The implied volatity was 14.57, the open interest changed by 18 which increased total open position to 187
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1159.9, which was 174.30 higher than the previous day. The implied volatity was 15.03, the open interest changed by 17 which increased total open position to 169
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 985.6, which was 165.90 higher than the previous day. The implied volatity was 14.99, the open interest changed by 17 which increased total open position to 152
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 819.7, which was -199.75 lower than the previous day. The implied volatity was 15.48, the open interest changed by 94 which increased total open position to 135
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1019.45, which was -465.50 lower than the previous day. The implied volatity was 16.55, the open interest changed by 10 which increased total open position to 41
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1484.95, which was 145.95 higher than the previous day. The implied volatity was 17.11, the open interest changed by 31 which increased total open position to 31
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1339, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1339, which was 246.80 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 1092.2, which was 133.20 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 959, which was -291.70 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 1250.7, which was 147.10 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 1103.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 1103.6, which was -121.55 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 1225.15, 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 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 1225.15, which was -124.85 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 1350, 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 1350, 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 1350, which was 250.00 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 1100, which was 46.55 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 1053.45, 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 1053.45, 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 1053.45, 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 1053.45, 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 1053.45, 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 1053.45, 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 1053.45, 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 1053.45, 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 1053.45, 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 1053.45, which was 1053.45 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
