BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 52400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 6.92
Theta: -16.62
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 28.25 | -149.75 | 18.15 | 1,95,666 | 1,778.5 | 27,047 | |||
| 19 Dec | 51575.70 | 178 | -258.00 | 18.48 | 1,24,108 | -1,797.5 | 25,268.5 | |||
| 18 Dec | 52139.55 | 436 | -393.50 | 18.27 | 2,66,167 | 13,080.5 | 27,066 | |||
| 17 Dec | 52834.80 | 829.5 | -547.20 | 19.01 | 16,764 | 3,589 | 13,985.5 | |||
| 16 Dec | 53581.35 | 1376.7 | -4.95 | 18.84 | 1,999.5 | -96 | 10,396.5 | |||
| 13 Dec | 53583.80 | 1381.65 | 161.80 | - | 89,015 | 3,408 | 10,492.5 | |||
| 12 Dec | 53216.45 | 1219.85 | -131.45 | 15.54 | 1,427.5 | -86 | 7,084.5 | |||
| 11 Dec | 53391.35 | 1351.3 | -168.50 | 14.63 | 1,158 | 91.5 | 7,170.5 | |||
| 10 Dec | 53577.70 | 1519.8 | 102.20 | 13.24 | 2,202 | 95.5 | 7,079 | |||
| 9 Dec | 53407.75 | 1417.6 | -165.70 | 14.32 | 2,341 | 110.5 | 6,983.5 | |||
| 6 Dec | 53509.50 | 1583.3 | -30.35 | 15.25 | 2,564.5 | -160 | 6,873 | |||
| 5 Dec | 53603.55 | 1613.65 | 216.10 | 12.73 | 5,255.5 | -436.5 | 7,033 | |||
| 4 Dec | 53266.90 | 1397.55 | 353.45 | 14.19 | 15,098 | -1,783.5 | 7,469.5 | |||
| 3 Dec | 52695.75 | 1044.1 | 254.10 | 14.47 | 1,23,495.5 | -2,971.5 | 9,253 | |||
| 2 Dec | 52109.00 | 790 | 10.90 | 15.14 | 77,569 | 2,683.5 | 12,224.5 | |||
| 29 Nov | 52055.60 | 779.1 | -21.95 | 14.51 | 81,815.5 | 1,570.5 | 9,541 | |||
| 28 Nov | 51906.85 | 801.05 | -110.95 | 14.87 | 1,47,366.5 | 2,805.5 | 7,970.5 | |||
| 27 Nov | 52301.80 | 912 | 12.00 | 13.48 | 24,830 | 3,217.5 | 5,165 | |||
| 26 Nov | 52191.50 | 900 | -24.15 | 14.03 | 5,152.5 | 369 | 1,947.5 | |||
| 25 Nov | 52207.50 | 924.15 | 419.15 | 13.87 | 4,915.5 | 821.5 | 1,578.5 | |||
| 22 Nov | 51135.40 | 505 | 190.75 | 14.17 | 1,720.5 | 51.5 | 757 | |||
| 21 Nov | 50372.90 | 314.25 | -55.60 | 13.99 | 1,832.5 | 434 | 705.5 | |||
| 19 Nov | 50626.50 | 369.85 | 43.00 | 14.45 | 494 | 150.5 | 271.5 | |||
| 18 Nov | 50363.80 | 326.85 | -16.50 | 13.84 | 449 | -13 | 121 | |||
| 14 Nov | 50179.55 | 343.35 | -71.65 | 13.80 | 139.5 | -45.5 | 134 | |||
| 13 Nov | 50088.35 | 415 | -282.40 | 14.61 | 439.5 | 36 | 179.5 | |||
| 12 Nov | 51157.80 | 697.4 | -284.35 | 14.37 | 234.5 | 68.5 | 143.5 | |||
| 11 Nov | 51876.75 | 981.75 | 52.00 | 13.66 | 103 | -16 | 75 | |||
| 8 Nov | 51561.20 | 929.75 | -234.15 | 14.18 | 43 | -10.5 | 91 | |||
| 7 Nov | 51916.50 | 1163.9 | -266.60 | 14.58 | 80 | 40 | 101.5 | |||
| 6 Nov | 52317.40 | 1430.5 | 94.15 | 14.10 | 34 | 5.5 | 61.5 | |||
| 5 Nov | 52207.25 | 1336.35 | 386.35 | 14.82 | 85.5 | 51 | 56 | |||
| 4 Nov | 51215.25 | 950 | -244.45 | 15.32 | 2 | 5 | 5 | |||
| 1 Nov | 51673.90 | 1194.45 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 31 Oct | 51475.35 | 1194.45 | -263.55 | - | 7 | 6 | 6 | |||
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| 30 Oct | 51807.50 | 1458 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 52320.70 | 1458 | -2264.05 | - | 0.5 | 0 | 0 | |||
| 28 Oct | 51259.30 | 3722.05 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 3722.05 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 3722.05 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 3722.05 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 3722.05 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 3722.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 3722.05 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 3722.05 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 3722.05 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 3722.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 3722.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 3722.05 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 3722.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 3722.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 3722.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 3722.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 3722.05 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 3722.05 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 3722.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 3722.05 | 3722.05 | - | 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 52400 expiring on 24DEC2024
Delta for 52400 CE is 0.07
Historical price for 52400 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 28.25, which was -149.75 lower than the previous day. The implied volatity was 18.15, the open interest changed by 3557 which increased total open position to 54094
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 178, which was -258.00 lower than the previous day. The implied volatity was 18.48, the open interest changed by -3595 which decreased total open position to 50537
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 436, which was -393.50 lower than the previous day. The implied volatity was 18.27, the open interest changed by 26161 which increased total open position to 54132
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 829.5, which was -547.20 lower than the previous day. The implied volatity was 19.01, the open interest changed by 7178 which increased total open position to 27971
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1376.7, which was -4.95 lower than the previous day. The implied volatity was 18.84, the open interest changed by -192 which decreased total open position to 20793
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1381.65, which was 161.80 higher than the previous day. The implied volatity was -, the open interest changed by 6816 which increased total open position to 20985
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1219.85, which was -131.45 lower than the previous day. The implied volatity was 15.54, the open interest changed by -172 which decreased total open position to 14169
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1351.3, which was -168.50 lower than the previous day. The implied volatity was 14.63, the open interest changed by 183 which increased total open position to 14341
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1519.8, which was 102.20 higher than the previous day. The implied volatity was 13.24, the open interest changed by 191 which increased total open position to 14158
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1417.6, which was -165.70 lower than the previous day. The implied volatity was 14.32, the open interest changed by 221 which increased total open position to 13967
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1583.3, which was -30.35 lower than the previous day. The implied volatity was 15.25, the open interest changed by -320 which decreased total open position to 13746
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1613.65, which was 216.10 higher than the previous day. The implied volatity was 12.73, the open interest changed by -873 which decreased total open position to 14066
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1397.55, which was 353.45 higher than the previous day. The implied volatity was 14.19, the open interest changed by -3567 which decreased total open position to 14939
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1044.1, which was 254.10 higher than the previous day. The implied volatity was 14.47, the open interest changed by -5943 which decreased total open position to 18506
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 790, which was 10.90 higher than the previous day. The implied volatity was 15.14, the open interest changed by 5367 which increased total open position to 24449
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 779.1, which was -21.95 lower than the previous day. The implied volatity was 14.51, the open interest changed by 3141 which increased total open position to 19082
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 801.05, which was -110.95 lower than the previous day. The implied volatity was 14.87, the open interest changed by 5611 which increased total open position to 15941
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 912, which was 12.00 higher than the previous day. The implied volatity was 13.48, the open interest changed by 6435 which increased total open position to 10330
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 900, which was -24.15 lower than the previous day. The implied volatity was 14.03, the open interest changed by 738 which increased total open position to 3895
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 924.15, which was 419.15 higher than the previous day. The implied volatity was 13.87, the open interest changed by 1643 which increased total open position to 3157
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 505, which was 190.75 higher than the previous day. The implied volatity was 14.17, the open interest changed by 103 which increased total open position to 1514
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 314.25, which was -55.60 lower than the previous day. The implied volatity was 13.99, the open interest changed by 868 which increased total open position to 1411
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 369.85, which was 43.00 higher than the previous day. The implied volatity was 14.45, the open interest changed by 301 which increased total open position to 543
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 326.85, which was -16.50 lower than the previous day. The implied volatity was 13.84, the open interest changed by -26 which decreased total open position to 242
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 343.35, which was -71.65 lower than the previous day. The implied volatity was 13.80, the open interest changed by -91 which decreased total open position to 268
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 415, which was -282.40 lower than the previous day. The implied volatity was 14.61, the open interest changed by 72 which increased total open position to 359
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 697.4, which was -284.35 lower than the previous day. The implied volatity was 14.37, the open interest changed by 137 which increased total open position to 287
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 981.75, which was 52.00 higher than the previous day. The implied volatity was 13.66, the open interest changed by -32 which decreased total open position to 150
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 929.75, which was -234.15 lower than the previous day. The implied volatity was 14.18, the open interest changed by -21 which decreased total open position to 182
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1163.9, which was -266.60 lower than the previous day. The implied volatity was 14.58, the open interest changed by 80 which increased total open position to 203
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1430.5, which was 94.15 higher than the previous day. The implied volatity was 14.10, the open interest changed by 11 which increased total open position to 123
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1336.35, which was 386.35 higher than the previous day. The implied volatity was 14.82, the open interest changed by 102 which increased total open position to 112
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 950, which was -244.45 lower than the previous day. The implied volatity was 15.32, the open interest changed by 10 which increased total open position to 10
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1194.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1194.45, which was -263.55 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 1458, 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 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 1458, which was -2264.05 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 3722.05, 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 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 3722.05, 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 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 3722.05, 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 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 3722.05, 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 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 3722.05, 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 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 3722.05, 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 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 3722.05, 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 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 3722.05, 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 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 3722.05, 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 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 3722.05, 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 3722.05, 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 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 3722.05, 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 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 3722.05, 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 3722.05, 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 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 3722.05, 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 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 3722.05, 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 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 3722.05, 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 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 3722.05, 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 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 3722.05, 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 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 3722.05, which was 3722.05 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 52400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 12.46
Theta: -28.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 1585.45 | 756.90 | 26.15 | 6,505.5 | -1,390.5 | 6,146.5 |
| 19 Dec | 51575.70 | 828.55 | 308.90 | 14.94 | 21,360 | -4,227.5 | 7,537 |
| 18 Dec | 52139.55 | 519.65 | 237.65 | 17.34 | 4,28,193.5 | 441 | 11,764.5 |
| 17 Dec | 52834.80 | 282 | 152.05 | 16.79 | 1,64,152 | -2,445 | 11,323.5 |
| 16 Dec | 53581.35 | 129.95 | -5.05 | 16.88 | 63,129.5 | -420 | 13,768.5 |
| 13 Dec | 53583.80 | 135 | -86.95 | 15.95 | 1,99,020.5 | -3,105 | 14,188.5 |
| 12 Dec | 53216.45 | 221.95 | 0.80 | 15.51 | 34,308 | -407.5 | 17,293.5 |
| 11 Dec | 53391.35 | 221.15 | -17.70 | 16.27 | 33,308.5 | -282.5 | 17,701 |
| 10 Dec | 53577.70 | 238.85 | -70.95 | 17.86 | 41,069 | -2.5 | 17,983.5 |
| 9 Dec | 53407.75 | 309.8 | 6.50 | 18.18 | 52,093.5 | 1,880 | 17,986 |
| 6 Dec | 53509.50 | 303.3 | -23.70 | 17.20 | 48,098 | 488 | 16,106 |
| 5 Dec | 53603.55 | 327 | -74.00 | 18.16 | 61,289 | -1,459 | 15,618 |
| 4 Dec | 53266.90 | 401 | -174.00 | 17.21 | 60,882 | 1,880.5 | 17,077 |
| 3 Dec | 52695.75 | 575 | -235.00 | 16.52 | 1,58,985 | 7,400.5 | 15,196.5 |
| 2 Dec | 52109.00 | 810 | -36.75 | 16.21 | 37,282 | 1,715.5 | 7,796 |
| 29 Nov | 52055.60 | 846.75 | -15.10 | 15.42 | 56,692.5 | 529.5 | 6,080.5 |
| 28 Nov | 51906.85 | 861.85 | 165.90 | 15.16 | 1,74,516 | 1,682 | 5,551 |
| 27 Nov | 52301.80 | 695.95 | -104.65 | 14.65 | 23,384.5 | 2,399 | 3,869 |
| 26 Nov | 52191.50 | 800.6 | -28.10 | 15.42 | 4,029 | 430.5 | 1,470 |
| 25 Nov | 52207.50 | 828.7 | -627.70 | 15.91 | 3,623.5 | 759.5 | 1,039.5 |
| 22 Nov | 51135.40 | 1456.4 | -430.00 | 16.05 | 222.5 | 173.5 | 280 |
| 21 Nov | 50372.90 | 1886.4 | 332.60 | 15.84 | 65.5 | 62 | 106.5 |
| 19 Nov | 50626.50 | 1553.8 | -414.20 | 9.35 | 11.5 | -2.5 | 44.5 |
| 18 Nov | 50363.80 | 1968 | -118.50 | 16.21 | 4.5 | 0 | 47 |
| 14 Nov | 50179.55 | 2086.5 | 144.85 | 16.42 | 2.5 | -1.5 | 47 |
| 13 Nov | 50088.35 | 1941.65 | 567.20 | 14.65 | 21.5 | -14 | 48.5 |
| 12 Nov | 51157.80 | 1374.45 | 359.45 | 14.33 | 111.5 | 17 | 62.5 |
| 11 Nov | 51876.75 | 1015 | -192.95 | 14.49 | 208 | -1 | 45.5 |
| 8 Nov | 51561.20 | 1207.95 | 150.40 | 14.96 | 70.5 | 11 | 46.5 |
| 7 Nov | 51916.50 | 1057.55 | 172.65 | 15.32 | 56.5 | -2 | 35.5 |
| 6 Nov | 52317.40 | 884.9 | -197.40 | 15.81 | 82.5 | 37.5 | 37.5 |
| 5 Nov | 52207.25 | 1082.3 | -3.30 | 16.78 | 3.5 | 0 | 0 |
| 4 Nov | 51215.25 | 1085.6 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 51673.90 | 1085.6 | 0.00 | 0.04 | 0 | 0 | 0 |
| 31 Oct | 51475.35 | 1085.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 51807.50 | 1085.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 52320.70 | 1085.6 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 51259.30 | 1085.6 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 1085.6 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 1085.6 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 1085.6 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 1085.6 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 1085.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 1085.6 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 1085.6 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 1085.6 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 1085.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 1085.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 1085.6 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 1085.6 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 1085.6 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 1085.6 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 1085.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 1085.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 1085.6 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 1085.6 | 1085.60 | - | 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 52400 expiring on 24DEC2024
Delta for 52400 PE is -0.85
Historical price for 52400 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1585.45, which was 756.90 higher than the previous day. The implied volatity was 26.15, the open interest changed by -2781 which decreased total open position to 12293
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 828.55, which was 308.90 higher than the previous day. The implied volatity was 14.94, the open interest changed by -8455 which decreased total open position to 15074
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 519.65, which was 237.65 higher than the previous day. The implied volatity was 17.34, the open interest changed by 882 which increased total open position to 23529
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 282, which was 152.05 higher than the previous day. The implied volatity was 16.79, the open interest changed by -4890 which decreased total open position to 22647
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 129.95, which was -5.05 lower than the previous day. The implied volatity was 16.88, the open interest changed by -840 which decreased total open position to 27537
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 135, which was -86.95 lower than the previous day. The implied volatity was 15.95, the open interest changed by -6210 which decreased total open position to 28377
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 221.95, which was 0.80 higher than the previous day. The implied volatity was 15.51, the open interest changed by -815 which decreased total open position to 34587
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 221.15, which was -17.70 lower than the previous day. The implied volatity was 16.27, the open interest changed by -565 which decreased total open position to 35402
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 238.85, which was -70.95 lower than the previous day. The implied volatity was 17.86, the open interest changed by -5 which decreased total open position to 35967
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 309.8, which was 6.50 higher than the previous day. The implied volatity was 18.18, the open interest changed by 3760 which increased total open position to 35972
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 303.3, which was -23.70 lower than the previous day. The implied volatity was 17.20, the open interest changed by 976 which increased total open position to 32212
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 327, which was -74.00 lower than the previous day. The implied volatity was 18.16, the open interest changed by -2918 which decreased total open position to 31236
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 401, which was -174.00 lower than the previous day. The implied volatity was 17.21, the open interest changed by 3761 which increased total open position to 34154
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 575, which was -235.00 lower than the previous day. The implied volatity was 16.52, the open interest changed by 14801 which increased total open position to 30393
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 810, which was -36.75 lower than the previous day. The implied volatity was 16.21, the open interest changed by 3431 which increased total open position to 15592
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 846.75, which was -15.10 lower than the previous day. The implied volatity was 15.42, the open interest changed by 1059 which increased total open position to 12161
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 861.85, which was 165.90 higher than the previous day. The implied volatity was 15.16, the open interest changed by 3364 which increased total open position to 11102
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 695.95, which was -104.65 lower than the previous day. The implied volatity was 14.65, the open interest changed by 4798 which increased total open position to 7738
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 800.6, which was -28.10 lower than the previous day. The implied volatity was 15.42, the open interest changed by 861 which increased total open position to 2940
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 828.7, which was -627.70 lower than the previous day. The implied volatity was 15.91, the open interest changed by 1519 which increased total open position to 2079
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1456.4, which was -430.00 lower than the previous day. The implied volatity was 16.05, the open interest changed by 347 which increased total open position to 560
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1886.4, which was 332.60 higher than the previous day. The implied volatity was 15.84, the open interest changed by 124 which increased total open position to 213
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1553.8, which was -414.20 lower than the previous day. The implied volatity was 9.35, the open interest changed by -5 which decreased total open position to 89
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1968, which was -118.50 lower than the previous day. The implied volatity was 16.21, the open interest changed by 0 which decreased total open position to 94
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2086.5, which was 144.85 higher than the previous day. The implied volatity was 16.42, the open interest changed by -3 which decreased total open position to 94
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1941.65, which was 567.20 higher than the previous day. The implied volatity was 14.65, the open interest changed by -28 which decreased total open position to 97
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1374.45, which was 359.45 higher than the previous day. The implied volatity was 14.33, the open interest changed by 34 which increased total open position to 125
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1015, which was -192.95 lower than the previous day. The implied volatity was 14.49, the open interest changed by -2 which decreased total open position to 91
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1207.95, which was 150.40 higher than the previous day. The implied volatity was 14.96, the open interest changed by 22 which increased total open position to 93
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1057.55, which was 172.65 higher than the previous day. The implied volatity was 15.32, the open interest changed by -4 which decreased total open position to 71
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 884.9, which was -197.40 lower than the previous day. The implied volatity was 15.81, the open interest changed by 75 which increased total open position to 75
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1082.3, which was -3.30 lower than the previous day. The implied volatity was 16.78, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1085.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1085.6, which was 0.00 lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1085.6, 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 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 1085.6, 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 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 1085.6, 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 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 1085.6, 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 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 1085.6, 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 1085.6, 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 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 1085.6, 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 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 1085.6, 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 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 1085.6, 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 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 1085.6, 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 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 1085.6, 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 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 1085.6, 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 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 1085.6, 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 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 1085.6, 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 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 1085.6, 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 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 1085.6, 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 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 1085.6, 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 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 1085.6, 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 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 1085.6, 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 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 1085.6, 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 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 1085.6, 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 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 1085.6, which was 1085.60 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
