BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
21 Nov 2024 02:28 PM IST
| BANKNIFTY 27NOV2024 52500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 6.58
Theta: -10.42
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 50438.75 | 23.5 | -7.75 | 17.91 | 5,50,512 | 4,030 | 1,27,214 | |||
| 19 Nov | 50626.50 | 31.25 | -3.25 | 16.14 | 5,78,615 | 23,207 | 1,24,162 | |||
| 18 Nov | 50363.80 | 34.5 | -12.50 | 16.09 | 3,27,364 | 13,152 | 1,00,745 | |||
| 14 Nov | 50179.55 | 47 | -33.00 | 14.92 | 4,19,798 | 11,910 | 86,576 | |||
| 13 Nov | 50088.35 | 80 | -116.00 | 15.93 | 2,44,878 | 16,469 | 74,930 | |||
| 12 Nov | 51157.80 | 196 | -210.30 | 14.57 | 1,57,121 | 15,097 | 58,528 | |||
| 11 Nov | 51876.75 | 406.3 | 50.80 | 13.99 | 1,01,053 | 6,480 | 43,463 | |||
| 8 Nov | 51561.20 | 355.5 | -208.05 | 13.72 | 75,655 | 6,720 | 37,404 | |||
| 7 Nov | 51916.50 | 563.55 | -281.40 | 14.66 | 59,014 | 5,701 | 30,715 | |||
| 6 Nov | 52317.40 | 844.95 | 106.70 | 14.94 | 49,186 | 3,721 | 24,948 | |||
| 5 Nov | 52207.25 | 738.25 | 264.70 | 15.24 | 45,400 | 1,720 | 22,037 | |||
| 4 Nov | 51215.25 | 473.55 | -171.50 | 16.67 | 22,678 | -125 | 20,319 | |||
| 1 Nov | 51673.90 | 645.05 | -41.90 | 15.48 | 3,638 | 420 | 20,436 | |||
| 31 Oct | 51475.35 | 686.95 | -113.45 | - | 22,620 | 1,944 | 20,009 | |||
| 30 Oct | 51807.50 | 800.4 | -172.60 | - | 29,256 | 2,825 | 18,090 | |||
| 29 Oct | 52320.70 | 973 | 423.00 | - | 19,848 | 616 | 15,253 | |||
| 28 Oct | 51259.30 | 550 | 130.00 | - | 14,449 | 1,120 | 14,643 | |||
| 25 Oct | 50787.45 | 420 | -285.90 | - | 25,398 | 1,011 | 13,523 | |||
| 24 Oct | 51531.15 | 705.9 | 96.60 | - | 10,653 | 2,186 | 12,519 | |||
| 23 Oct | 51239.00 | 609.3 | -27.30 | - | 10,646 | 837 | 10,507 | |||
| 22 Oct | 51257.15 | 636.6 | -250.50 | - | 12,963 | 625 | 9,729 | |||
| 21 Oct | 51962.70 | 887.1 | -137.40 | - | 14,802 | 3,954 | 9,107 | |||
| 18 Oct | 52094.20 | 1024.5 | 322.25 | - | 7,527 | 1,472 | 5,162 | |||
| 17 Oct | 51288.80 | 702.25 | -224.75 | - | 3,260 | 689 | 3,698 | |||
| 16 Oct | 51801.05 | 927 | -61.70 | - | 2,351 | 622 | 3,009 | |||
| 15 Oct | 51906.00 | 988.7 | 24.05 | - | 1,326 | 26 | 2,386 | |||
| 14 Oct | 51816.90 | 964.65 | 254.60 | - | 1,819 | 44 | 2,365 | |||
| 11 Oct | 51172.30 | 710.05 | -222.95 | - | 1,236 | 651 | 2,311 | |||
| 10 Oct | 51530.90 | 933 | 129.35 | - | 974 | -11 | 1,677 | |||
| 9 Oct | 51007.00 | 803.65 | -39.35 | - | 933 | -96 | 1,690 | |||
| 8 Oct | 51021.00 | 843 | 136.20 | - | 858 | -1 | 1,796 | |||
| 7 Oct | 50478.90 | 706.8 | -343.20 | - | 5,989 | -311 | 1,803 | |||
| 4 Oct | 51462.05 | 1050 | -150.10 | - | 5,570 | 288 | 2,117 | |||
| 3 Oct | 51845.20 | 1200.1 | -626.50 | - | 4,325 | 1,310 | 1,814 | |||
| 1 Oct | 52922.60 | 1826.6 | -67.00 | - | 377 | 24 | 512 | |||
| 30 Sept | 52978.10 | 1893.6 | -514.80 | - | 693 | 88 | 488 | |||
| 27 Sept | 53834.30 | 2408.4 | -176.25 | - | 359 | -241 | 408 | |||
| 26 Sept | 54375.35 | 2584.65 | 119.05 | - | 149 | -113 | 654 | |||
| 25 Sept | 54101.65 | 2465.6 | -69.95 | - | 18 | 6 | 768 | |||
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| 24 Sept | 53968.60 | 2535.55 | -9.95 | - | 32 | -9 | 762 | |||
| 23 Sept | 54105.80 | 2545.5 | 336.80 | - | 651 | -376 | 776 | |||
| 20 Sept | 53793.20 | 2208.7 | 254.85 | - | 258 | 49 | 1,152 | |||
| 19 Sept | 53037.60 | 1953.85 | 307.15 | - | 874 | 557 | 1,102 | |||
| 18 Sept | 52750.40 | 1646.7 | 256.70 | - | 766 | 365 | 547 | |||
| 17 Sept | 52188.65 | 1390 | -58.85 | - | 47 | 21 | 182 | |||
| 16 Sept | 52153.15 | 1448.85 | 110.20 | - | 53 | 18 | 161 | |||
| 13 Sept | 51938.05 | 1338.65 | 48.65 | - | 133 | 52 | 147 | |||
| 12 Sept | 51772.40 | 1290 | 240.00 | - | 47 | 30 | 96 | |||
| 11 Sept | 51010.00 | 1050 | -42.55 | - | 42 | 36 | 66 | |||
| 10 Sept | 51272.30 | 1092.55 | -8.80 | - | 21 | 12 | 31 | |||
| 9 Sept | 51117.80 | 1101.35 | 81.45 | - | 23 | 9 | 20 | |||
| 6 Sept | 50576.85 | 1019.9 | -322.50 | - | 26 | -6 | 10 | |||
| 5 Sept | 51473.05 | 1342.4 | 33.60 | - | 14 | 11 | 15 | |||
| 4 Sept | 51400.25 | 1308.8 | -650.15 | - | 4 | 3 | 3 | |||
| 3 Sept | 51689.10 | 1958.95 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 51439.55 | 1958.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Aug | 51351.00 | 1958.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Aug | 51165.25 | 1958.95 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 52500 expiring on 27NOV2024
Delta for 52500 CE is 0.05
Historical price for 52500 CE is as follows
On 21 Nov BANKNIFTY was trading at 50438.75. The strike last trading price was 23.5, which was -7.75 lower than the previous day. The implied volatity was 17.91, the open interest changed by 4030 which increased total open position to 127214
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 31.25, which was -3.25 lower than the previous day. The implied volatity was 16.14, the open interest changed by 23207 which increased total open position to 124162
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 34.5, which was -12.50 lower than the previous day. The implied volatity was 16.09, the open interest changed by 13152 which increased total open position to 100745
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 47, which was -33.00 lower than the previous day. The implied volatity was 14.92, the open interest changed by 11910 which increased total open position to 86576
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 80, which was -116.00 lower than the previous day. The implied volatity was 15.93, the open interest changed by 16469 which increased total open position to 74930
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 196, which was -210.30 lower than the previous day. The implied volatity was 14.57, the open interest changed by 15097 which increased total open position to 58528
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 406.3, which was 50.80 higher than the previous day. The implied volatity was 13.99, the open interest changed by 6480 which increased total open position to 43463
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 355.5, which was -208.05 lower than the previous day. The implied volatity was 13.72, the open interest changed by 6720 which increased total open position to 37404
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 563.55, which was -281.40 lower than the previous day. The implied volatity was 14.66, the open interest changed by 5701 which increased total open position to 30715
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 844.95, which was 106.70 higher than the previous day. The implied volatity was 14.94, the open interest changed by 3721 which increased total open position to 24948
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 738.25, which was 264.70 higher than the previous day. The implied volatity was 15.24, the open interest changed by 1720 which increased total open position to 22037
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 473.55, which was -171.50 lower than the previous day. The implied volatity was 16.67, the open interest changed by -125 which decreased total open position to 20319
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 645.05, which was -41.90 lower than the previous day. The implied volatity was 15.48, the open interest changed by 420 which increased total open position to 20436
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 686.95, which was -113.45 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 800.4, which was -172.60 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 973, which was 423.00 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 550, which was 130.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 420, which was -285.90 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 705.9, which was 96.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 609.3, which was -27.30 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 636.6, which was -250.50 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 887.1, which was -137.40 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 1024.5, which was 322.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 702.25, which was -224.75 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 927, which was -61.70 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 988.7, which was 24.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 964.65, which was 254.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 710.05, which was -222.95 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 933, which was 129.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 803.65, which was -39.35 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 843, which was 136.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 706.8, which was -343.20 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 1050, which was -150.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 1200.1, which was -626.50 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 1826.6, which was -67.00 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 1893.6, which was -514.80 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 2408.4, which was -176.25 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 2584.65, which was 119.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept BANKNIFTY was trading at 54101.65. The strike last trading price was 2465.6, which was -69.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept BANKNIFTY was trading at 53968.60. The strike last trading price was 2535.55, which was -9.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept BANKNIFTY was trading at 54105.80. The strike last trading price was 2545.5, which was 336.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept BANKNIFTY was trading at 53793.20. The strike last trading price was 2208.7, which was 254.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept BANKNIFTY was trading at 53037.60. The strike last trading price was 1953.85, which was 307.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept BANKNIFTY was trading at 52750.40. The strike last trading price was 1646.7, which was 256.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept BANKNIFTY was trading at 52188.65. The strike last trading price was 1390, which was -58.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept BANKNIFTY was trading at 52153.15. The strike last trading price was 1448.85, which was 110.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 13 Sept BANKNIFTY was trading at 51938.05. The strike last trading price was 1338.65, which was 48.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 12 Sept BANKNIFTY was trading at 51772.40. The strike last trading price was 1290, which was 240.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept BANKNIFTY was trading at 51010.00. The strike last trading price was 1050, which was -42.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept BANKNIFTY was trading at 51272.30. The strike last trading price was 1092.55, which was -8.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept BANKNIFTY was trading at 51117.80. The strike last trading price was 1101.35, which was 81.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept BANKNIFTY was trading at 50576.85. The strike last trading price was 1019.9, which was -322.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept BANKNIFTY was trading at 51473.05. The strike last trading price was 1342.4, which was 33.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept BANKNIFTY was trading at 51400.25. The strike last trading price was 1308.8, which was -650.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept BANKNIFTY was trading at 51689.10. The strike last trading price was 1958.95, 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 2 Sept BANKNIFTY was trading at 51439.55. The strike last trading price was 1958.95, 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 30 Aug BANKNIFTY was trading at 51351.00. The strike last trading price was 1958.95, 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 29 Aug BANKNIFTY was trading at 51165.25. The strike last trading price was 1958.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 27NOV2024 52500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.93
Vega: 8.24
Theta: 0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 50438.75 | 2010 | -54.00 | 19.56 | 1,057 | -239 | 19,673 |
| 19 Nov | 50626.50 | 2064 | -55.40 | 24.39 | 2,381 | -244 | 19,911 |
| 18 Nov | 50363.80 | 2119.4 | -100.60 | 22.17 | 1,740 | -164 | 20,175 |
| 14 Nov | 50179.55 | 2220 | 179.10 | 19.32 | 3,171 | -651 | 20,317 |
| 13 Nov | 50088.35 | 2040.9 | 697.35 | 12.78 | 14,692 | -2,665 | 20,996 |
| 12 Nov | 51157.80 | 1343.55 | 506.15 | 14.03 | 36,475 | -2,195 | 23,718 |
| 11 Nov | 51876.75 | 837.4 | -260.40 | 13.34 | 35,447 | 371 | 25,887 |
| 8 Nov | 51561.20 | 1097.8 | 212.85 | 14.59 | 18,432 | -1,127 | 25,514 |
| 7 Nov | 51916.50 | 884.95 | 229.95 | 14.65 | 40,527 | 3,705 | 26,698 |
| 6 Nov | 52317.40 | 655 | -217.65 | 14.89 | 49,120 | 5,086 | 22,930 |
| 5 Nov | 52207.25 | 872.65 | -534.20 | 16.28 | 18,772 | 1,696 | 17,781 |
| 4 Nov | 51215.25 | 1406.85 | 208.85 | 16.55 | 4,259 | -684 | 16,086 |
| 1 Nov | 51673.90 | 1198 | 62.10 | 17.28 | 535 | 117 | 16,765 |
| 31 Oct | 51475.35 | 1135.9 | 134.50 | - | 10,950 | 559 | 16,650 |
| 30 Oct | 51807.50 | 1001.4 | 171.40 | - | 18,928 | 2,691 | 16,309 |
| 29 Oct | 52320.70 | 830 | -487.50 | - | 13,683 | 2,286 | 13,607 |
| 28 Oct | 51259.30 | 1317.5 | -378.50 | - | 5,848 | 655 | 11,324 |
| 25 Oct | 50787.45 | 1696 | 496.00 | - | 9,619 | 53 | 10,669 |
| 24 Oct | 51531.15 | 1200 | -220.05 | - | 7,811 | 1,017 | 10,538 |
| 23 Oct | 51239.00 | 1420.05 | -13.65 | - | 3,425 | 25 | 9,527 |
| 22 Oct | 51257.15 | 1433.7 | 364.35 | - | 7,713 | 774 | 9,506 |
| 21 Oct | 51962.70 | 1069.35 | 170.35 | - | 12,995 | 2,739 | 8,727 |
| 18 Oct | 52094.20 | 899 | -462.70 | - | 5,750 | 1,857 | 5,887 |
| 17 Oct | 51288.80 | 1361.7 | 271.70 | - | 1,950 | -114 | 4,031 |
| 16 Oct | 51801.05 | 1090 | 69.00 | - | 1,777 | 570 | 4,147 |
| 15 Oct | 51906.00 | 1021 | -52.80 | - | 1,139 | 206 | 3,576 |
| 14 Oct | 51816.90 | 1073.8 | -405.30 | - | 822 | 176 | 3,341 |
| 11 Oct | 51172.30 | 1479.1 | 126.75 | - | 564 | 5 | 3,199 |
| 10 Oct | 51530.90 | 1352.35 | -203.80 | - | 633 | -75 | 3,196 |
| 9 Oct | 51007.00 | 1556.15 | -26.80 | - | 788 | 131 | 3,274 |
| 8 Oct | 51021.00 | 1582.95 | -197.30 | - | 763 | -54 | 3,142 |
| 7 Oct | 50478.90 | 1780.25 | 498.45 | - | 2,280 | -307 | 3,197 |
| 4 Oct | 51462.05 | 1281.8 | 268.80 | - | 4,034 | 574 | 3,510 |
| 3 Oct | 51845.20 | 1013 | 344.55 | - | 4,242 | 616 | 2,932 |
| 1 Oct | 52922.60 | 668.45 | -31.55 | - | 1,576 | 131 | 2,337 |
| 30 Sept | 52978.10 | 700 | 224.25 | - | 2,543 | 274 | 2,208 |
| 27 Sept | 53834.30 | 475.75 | 25.75 | - | 2,365 | 809 | 1,973 |
| 26 Sept | 54375.35 | 450 | -86.95 | - | 768 | 117 | 1,199 |
| 25 Sept | 54101.65 | 536.95 | -12.95 | - | 773 | 226 | 1,083 |
| 24 Sept | 53968.60 | 549.9 | -50.10 | - | 569 | 90 | 857 |
| 23 Sept | 54105.80 | 600 | -101.00 | - | 722 | -57 | 768 |
| 20 Sept | 53793.20 | 701 | -76.95 | - | 1,119 | -111 | 823 |
| 19 Sept | 53037.60 | 777.95 | -185.40 | - | 1,261 | 571 | 958 |
| 18 Sept | 52750.40 | 963.35 | -136.65 | - | 818 | 235 | 387 |
| 17 Sept | 52188.65 | 1100 | -25.05 | - | 107 | 68 | 155 |
| 16 Sept | 52153.15 | 1125.05 | -188.95 | - | 89 | 27 | 90 |
| 13 Sept | 51938.05 | 1314 | -123.00 | - | 84 | 55 | 62 |
| 12 Sept | 51772.40 | 1437 | -275.00 | - | 9 | 5 | 6 |
| 11 Sept | 51010.00 | 1712 | 145.20 | - | 2 | 0 | 2 |
| 10 Sept | 51272.30 | 1566.8 | -805.30 | - | 6 | 4 | 4 |
| 9 Sept | 51117.80 | 2372.1 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 50576.85 | 2372.1 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 51473.05 | 2372.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 51400.25 | 2372.1 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 51689.10 | 2372.1 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 51439.55 | 2372.1 | 0.00 | - | 0 | 0 | 0 |
| 30 Aug | 51351.00 | 2372.1 | 0.00 | - | 0 | 0 | 0 |
| 29 Aug | 51165.25 | 2372.10 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 52500 expiring on 27NOV2024
Delta for 52500 PE is -0.93
Historical price for 52500 PE is as follows
On 21 Nov BANKNIFTY was trading at 50438.75. The strike last trading price was 2010, which was -54.00 lower than the previous day. The implied volatity was 19.56, the open interest changed by -239 which decreased total open position to 19673
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 2064, which was -55.40 lower than the previous day. The implied volatity was 24.39, the open interest changed by -244 which decreased total open position to 19911
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2119.4, which was -100.60 lower than the previous day. The implied volatity was 22.17, the open interest changed by -164 which decreased total open position to 20175
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2220, which was 179.10 higher than the previous day. The implied volatity was 19.32, the open interest changed by -651 which decreased total open position to 20317
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 2040.9, which was 697.35 higher than the previous day. The implied volatity was 12.78, the open interest changed by -2665 which decreased total open position to 20996
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1343.55, which was 506.15 higher than the previous day. The implied volatity was 14.03, the open interest changed by -2195 which decreased total open position to 23718
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 837.4, which was -260.40 lower than the previous day. The implied volatity was 13.34, the open interest changed by 371 which increased total open position to 25887
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1097.8, which was 212.85 higher than the previous day. The implied volatity was 14.59, the open interest changed by -1127 which decreased total open position to 25514
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 884.95, which was 229.95 higher than the previous day. The implied volatity was 14.65, the open interest changed by 3705 which increased total open position to 26698
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 655, which was -217.65 lower than the previous day. The implied volatity was 14.89, the open interest changed by 5086 which increased total open position to 22930
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 872.65, which was -534.20 lower than the previous day. The implied volatity was 16.28, the open interest changed by 1696 which increased total open position to 17781
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1406.85, which was 208.85 higher than the previous day. The implied volatity was 16.55, the open interest changed by -684 which decreased total open position to 16086
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1198, which was 62.10 higher than the previous day. The implied volatity was 17.28, the open interest changed by 117 which increased total open position to 16765
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1135.9, which was 134.50 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 1001.4, which was 171.40 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 830, which was -487.50 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 1317.5, which was -378.50 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 1696, which was 496.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 1200, which was -220.05 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 1420.05, which was -13.65 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 1433.7, which was 364.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 1069.35, which was 170.35 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 899, which was -462.70 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 1361.7, which was 271.70 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 1090, which was 69.00 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 1021, which was -52.80 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 1073.8, which was -405.30 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 1479.1, which was 126.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 1352.35, which was -203.80 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 1556.15, which was -26.80 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 1582.95, which was -197.30 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 1780.25, which was 498.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 1281.8, which was 268.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 1013, which was 344.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 668.45, which was -31.55 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 700, which was 224.25 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 475.75, which was 25.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 450, which was -86.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept BANKNIFTY was trading at 54101.65. The strike last trading price was 536.95, which was -12.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept BANKNIFTY was trading at 53968.60. The strike last trading price was 549.9, which was -50.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept BANKNIFTY was trading at 54105.80. The strike last trading price was 600, which was -101.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept BANKNIFTY was trading at 53793.20. The strike last trading price was 701, which was -76.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept BANKNIFTY was trading at 53037.60. The strike last trading price was 777.95, which was -185.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept BANKNIFTY was trading at 52750.40. The strike last trading price was 963.35, which was -136.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept BANKNIFTY was trading at 52188.65. The strike last trading price was 1100, which was -25.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept BANKNIFTY was trading at 52153.15. The strike last trading price was 1125.05, which was -188.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 13 Sept BANKNIFTY was trading at 51938.05. The strike last trading price was 1314, which was -123.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 12 Sept BANKNIFTY was trading at 51772.40. The strike last trading price was 1437, which was -275.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept BANKNIFTY was trading at 51010.00. The strike last trading price was 1712, which was 145.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept BANKNIFTY was trading at 51272.30. The strike last trading price was 1566.8, which was -805.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept BANKNIFTY was trading at 51117.80. The strike last trading price was 2372.1, 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 6 Sept BANKNIFTY was trading at 50576.85. The strike last trading price was 2372.1, 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 5 Sept BANKNIFTY was trading at 51473.05. The strike last trading price was 2372.1, 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 Sept BANKNIFTY was trading at 51400.25. The strike last trading price was 2372.1, 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 Sept BANKNIFTY was trading at 51689.10. The strike last trading price was 2372.1, 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 2 Sept BANKNIFTY was trading at 51439.55. The strike last trading price was 2372.1, 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 Aug BANKNIFTY was trading at 51351.00. The strike last trading price was 2372.1, 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 29 Aug BANKNIFTY was trading at 51165.25. The strike last trading price was 2372.10, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
