BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 52500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 6.01
Theta: -14.48
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 23 | -131.00 | 18.25 | 6,67,667.5 | 18,954.5 | 89,115 | |||
| 19 Dec | 51575.70 | 154 | -245.70 | 18.95 | 3,97,068 | -108.5 | 70,160.5 | |||
| 18 Dec | 52139.55 | 399.7 | -354.40 | 18.57 | 5,41,749 | 44,380 | 70,269 | |||
| 17 Dec | 52834.80 | 754.1 | -543.75 | 18.46 | 79,495.5 | 8,717 | 25,889 | |||
| 16 Dec | 53581.35 | 1297.85 | -11.15 | 18.80 | 13,010.5 | -885 | 17,172 | |||
| 13 Dec | 53583.80 | 1309 | 164.20 | 9.32 | 2,42,745 | 1,970.5 | 18,057 | |||
| 12 Dec | 53216.45 | 1144.8 | -124.45 | 15.48 | 17,091 | -1,488.5 | 16,086.5 | |||
| 11 Dec | 53391.35 | 1269.25 | -172.40 | 14.48 | 12,370 | -281.5 | 17,575 | |||
| 10 Dec | 53577.70 | 1441.65 | 101.65 | 13.44 | 10,044.5 | -746 | 17,856.5 | |||
| 9 Dec | 53407.75 | 1340 | -157.85 | 14.31 | 23,558.5 | -1,416.5 | 18,602.5 | |||
| 6 Dec | 53509.50 | 1497.85 | -37.15 | 14.98 | 17,537 | -392.5 | 20,019 | |||
| 5 Dec | 53603.55 | 1535 | 216.00 | 12.75 | 29,650.5 | -1,922 | 20,411.5 | |||
| 4 Dec | 53266.90 | 1319 | 339.00 | 14.04 | 78,253.5 | -6,890.5 | 22,333.5 | |||
| 3 Dec | 52695.75 | 980 | 242.00 | 14.39 | 2,50,444 | -3,438 | 29,224 | |||
| 2 Dec | 52109.00 | 738 | 16.00 | 15.07 | 2,25,063 | 1,544 | 32,662 | |||
| 29 Nov | 52055.60 | 722 | -35.00 | 14.34 | 1,99,702.5 | -2,000 | 31,118 | |||
| 28 Nov | 51906.85 | 757 | -94.00 | 15.00 | 3,44,702 | 6,547.5 | 33,118 | |||
| 27 Nov | 52301.80 | 851 | 8.40 | 13.35 | 72,772 | 14,981 | 26,570.5 | |||
| 26 Nov | 52191.50 | 842.6 | -35.35 | 13.92 | 30,232.5 | 2,109 | 11,589.5 | |||
| 25 Nov | 52207.50 | 877.95 | 395.45 | 13.97 | 30,587.5 | 3,202.5 | 9,480.5 | |||
| 22 Nov | 51135.40 | 482.5 | 190.50 | 14.35 | 14,680.5 | 769 | 6,278 | |||
| 21 Nov | 50372.90 | 292 | -6.30 | 14.01 | 11,918 | 572 | 5,509 | |||
| 19 Nov | 50626.50 | 298.3 | -5.60 | 13.44 | 6,387.5 | 614 | 4,937 | |||
| 18 Nov | 50363.80 | 303.9 | -12.15 | 13.84 | 4,612.5 | 526 | 4,323 | |||
| 14 Nov | 50179.55 | 316.05 | -58.55 | 13.83 | 5,280 | 83 | 3,797 | |||
| 13 Nov | 50088.35 | 374.6 | -265.40 | 14.34 | 8,420.5 | 1,342.5 | 3,714 | |||
| 12 Nov | 51157.80 | 640 | -283.55 | 14.07 | 4,221 | 198.5 | 2,371.5 | |||
| 11 Nov | 51876.75 | 923.55 | 63.25 | 13.52 | 2,371 | 329.5 | 2,173 | |||
| 8 Nov | 51561.20 | 860.3 | -243.10 | 13.83 | 1,631 | 104 | 1,843.5 | |||
| 7 Nov | 51916.50 | 1103.4 | -272.70 | 14.44 | 947 | 200.5 | 1,739.5 | |||
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| 6 Nov | 52317.40 | 1376.1 | 96.15 | 14.14 | 1,656 | 232 | 1,539 | |||
| 5 Nov | 52207.25 | 1279.95 | 332.45 | 14.78 | 943.5 | 18.5 | 1,307 | |||
| 4 Nov | 51215.25 | 947.5 | -146.50 | 15.84 | 640 | 71 | 1,288.5 | |||
| 1 Nov | 51673.90 | 1094 | -51.00 | 14.39 | 54 | 14.5 | 1,217.5 | |||
| 31 Oct | 51475.35 | 1145 | -168.60 | - | 414.5 | 68.5 | 1,203 | |||
| 30 Oct | 51807.50 | 1313.6 | -137.40 | - | 578.5 | 88 | 1,134.5 | |||
| 29 Oct | 52320.70 | 1451 | 470.10 | - | 502.5 | 31.5 | 1,046.5 | |||
| 28 Oct | 51259.30 | 980.9 | 136.85 | - | 437 | 23 | 1,015 | |||
| 25 Oct | 50787.45 | 844.05 | -317.95 | - | 2,199 | 124.5 | 992 | |||
| 24 Oct | 51531.15 | 1162 | 104.05 | - | 285.5 | 14 | 867.5 | |||
| 23 Oct | 51239.00 | 1057.95 | -51.00 | - | 280 | 46.5 | 853.5 | |||
| 22 Oct | 51257.15 | 1108.95 | -278.10 | - | 300.5 | -5.5 | 807 | |||
| 21 Oct | 51962.70 | 1387.05 | -160.50 | - | 179.5 | 47 | 812.5 | |||
| 18 Oct | 52094.20 | 1547.55 | 384.00 | - | 258 | -30.5 | 765.5 | |||
| 17 Oct | 51288.80 | 1163.55 | -216.75 | - | 169.5 | -48 | 796 | |||
| 16 Oct | 51801.05 | 1380.3 | -59.70 | - | 120 | -14.5 | 844 | |||
| 15 Oct | 51906.00 | 1440 | 14.35 | - | 77 | 26.5 | 858.5 | |||
| 14 Oct | 51816.90 | 1425.65 | 290.60 | - | 91 | -19 | 832 | |||
| 11 Oct | 51172.30 | 1135.05 | -204.75 | - | 54 | 0 | 851 | |||
| 10 Oct | 51530.90 | 1339.8 | 169.75 | - | 146.5 | 17.5 | 851 | |||
| 9 Oct | 51007.00 | 1170.05 | -41.30 | - | 249.5 | -63.5 | 833.5 | |||
| 8 Oct | 51021.00 | 1211.35 | 73.50 | - | 373.5 | 135.5 | 897 | |||
| 7 Oct | 50478.90 | 1137.85 | -309.00 | - | 1,164.5 | 41 | 761.5 | |||
| 4 Oct | 51462.05 | 1446.85 | -193.15 | - | 393 | 62.5 | 720.5 | |||
| 3 Oct | 51845.20 | 1640 | -606.85 | - | 435 | -24.5 | 658 | |||
| 1 Oct | 52922.60 | 2246.85 | -9.50 | - | 104 | 28 | 682.5 | |||
| 30 Sept | 52978.10 | 2256.35 | -493.75 | - | 375 | -14 | 654.5 | |||
| 27 Sept | 53834.30 | 2750.1 | -149.90 | - | 300 | -8 | 668.5 | |||
| 26 Sept | 54375.35 | 2900 | 90.00 | - | 101.5 | -15 | 676.5 | |||
| 25 Sept | 54114.80 | 2810.00 | - | 93 | -4.5 | 691.5 | ||||
For Nifty Bank - strike price 52500 expiring on 24DEC2024
Delta for 52500 CE is 0.06
Historical price for 52500 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 23, which was -131.00 lower than the previous day. The implied volatity was 18.25, the open interest changed by 37909 which increased total open position to 178230
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 154, which was -245.70 lower than the previous day. The implied volatity was 18.95, the open interest changed by -217 which decreased total open position to 140321
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 399.7, which was -354.40 lower than the previous day. The implied volatity was 18.57, the open interest changed by 88760 which increased total open position to 140538
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 754.1, which was -543.75 lower than the previous day. The implied volatity was 18.46, the open interest changed by 17434 which increased total open position to 51778
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1297.85, which was -11.15 lower than the previous day. The implied volatity was 18.80, the open interest changed by -1770 which decreased total open position to 34344
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1309, which was 164.20 higher than the previous day. The implied volatity was 9.32, the open interest changed by 3941 which increased total open position to 36114
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1144.8, which was -124.45 lower than the previous day. The implied volatity was 15.48, the open interest changed by -2977 which decreased total open position to 32173
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1269.25, which was -172.40 lower than the previous day. The implied volatity was 14.48, the open interest changed by -563 which decreased total open position to 35150
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1441.65, which was 101.65 higher than the previous day. The implied volatity was 13.44, the open interest changed by -1492 which decreased total open position to 35713
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1340, which was -157.85 lower than the previous day. The implied volatity was 14.31, the open interest changed by -2833 which decreased total open position to 37205
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1497.85, which was -37.15 lower than the previous day. The implied volatity was 14.98, the open interest changed by -785 which decreased total open position to 40038
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1535, which was 216.00 higher than the previous day. The implied volatity was 12.75, the open interest changed by -3844 which decreased total open position to 40823
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1319, which was 339.00 higher than the previous day. The implied volatity was 14.04, the open interest changed by -13781 which decreased total open position to 44667
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 980, which was 242.00 higher than the previous day. The implied volatity was 14.39, the open interest changed by -6876 which decreased total open position to 58448
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 738, which was 16.00 higher than the previous day. The implied volatity was 15.07, the open interest changed by 3088 which increased total open position to 65324
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 722, which was -35.00 lower than the previous day. The implied volatity was 14.34, the open interest changed by -4000 which decreased total open position to 62236
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 757, which was -94.00 lower than the previous day. The implied volatity was 15.00, the open interest changed by 13095 which increased total open position to 66236
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 851, which was 8.40 higher than the previous day. The implied volatity was 13.35, the open interest changed by 29962 which increased total open position to 53141
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 842.6, which was -35.35 lower than the previous day. The implied volatity was 13.92, the open interest changed by 4218 which increased total open position to 23179
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 877.95, which was 395.45 higher than the previous day. The implied volatity was 13.97, the open interest changed by 6405 which increased total open position to 18961
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 482.5, which was 190.50 higher than the previous day. The implied volatity was 14.35, the open interest changed by 1538 which increased total open position to 12556
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 292, which was -6.30 lower than the previous day. The implied volatity was 14.01, the open interest changed by 1144 which increased total open position to 11018
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 298.3, which was -5.60 lower than the previous day. The implied volatity was 13.44, the open interest changed by 1228 which increased total open position to 9874
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 303.9, which was -12.15 lower than the previous day. The implied volatity was 13.84, the open interest changed by 1052 which increased total open position to 8646
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 316.05, which was -58.55 lower than the previous day. The implied volatity was 13.83, the open interest changed by 166 which increased total open position to 7594
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 374.6, which was -265.40 lower than the previous day. The implied volatity was 14.34, the open interest changed by 2685 which increased total open position to 7428
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 640, which was -283.55 lower than the previous day. The implied volatity was 14.07, the open interest changed by 397 which increased total open position to 4743
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 923.55, which was 63.25 higher than the previous day. The implied volatity was 13.52, the open interest changed by 659 which increased total open position to 4346
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 860.3, which was -243.10 lower than the previous day. The implied volatity was 13.83, the open interest changed by 208 which increased total open position to 3687
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1103.4, which was -272.70 lower than the previous day. The implied volatity was 14.44, the open interest changed by 401 which increased total open position to 3479
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1376.1, which was 96.15 higher than the previous day. The implied volatity was 14.14, the open interest changed by 464 which increased total open position to 3078
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1279.95, which was 332.45 higher than the previous day. The implied volatity was 14.78, the open interest changed by 37 which increased total open position to 2614
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 947.5, which was -146.50 lower than the previous day. The implied volatity was 15.84, the open interest changed by 142 which increased total open position to 2577
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1094, which was -51.00 lower than the previous day. The implied volatity was 14.39, the open interest changed by 29 which increased total open position to 2435
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1145, which was -168.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 1313.6, 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 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 1451, which was 470.10 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 980.9, which was 136.85 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 844.05, which was -317.95 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 1162, which was 104.05 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 1057.95, which was -51.00 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 1108.95, which was -278.10 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 1387.05, which was -160.50 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 1547.55, which was 384.00 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 1163.55, which was -216.75 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 1380.3, which was -59.70 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 1440, which was 14.35 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 1425.65, which was 290.60 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 1135.05, which was -204.75 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 1339.8, which was 169.75 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 1170.05, which was -41.30 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 1211.35, which was 73.50 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 1137.85, which was -309.00 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 1446.85, which was -193.15 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 1640, which was -606.85 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 2246.85, which was -9.50 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 2256.35, which was -493.75 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 2750.1, which was -149.90 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 2900, which was 90.00 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 54114.80. The strike last trading price was 2810.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 24DEC2024 52500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 11.95
Theta: -27.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 1680 | 765.95 | 26.85 | 24,096.5 | -8,524.5 | 23,605.5 |
| 19 Dec | 51575.70 | 914.05 | 333.85 | 15.26 | 56,452.5 | -13,943 | 32,130 |
| 18 Dec | 52139.55 | 580.2 | 265.00 | 17.52 | 7,07,606.5 | -10,377 | 46,073 |
| 17 Dec | 52834.80 | 315.2 | 166.60 | 17.31 | 4,79,395.5 | -2,470 | 56,450 |
| 16 Dec | 53581.35 | 148.6 | -4.00 | 16.84 | 1,98,580.5 | 3,834.5 | 58,920 |
| 13 Dec | 53583.80 | 152.6 | -91.15 | 15.89 | 5,16,434 | -4,063 | 55,085.5 |
| 12 Dec | 53216.45 | 243.75 | -2.25 | 15.36 | 1,18,291 | 288.5 | 59,148.5 |
| 11 Dec | 53391.35 | 246 | -14.00 | 16.27 | 1,17,443.5 | 3,704 | 58,860 |
| 10 Dec | 53577.70 | 260 | -76.80 | 17.83 | 1,26,060.5 | 1,615 | 55,156 |
| 9 Dec | 53407.75 | 336.8 | 12.30 | 18.16 | 1,50,131.5 | 3,336 | 53,541 |
| 6 Dec | 53509.50 | 324.5 | -25.30 | 17.06 | 1,80,931.5 | 27 | 50,205 |
| 5 Dec | 53603.55 | 349.8 | -82.25 | 18.09 | 1,95,997 | -4,120 | 50,178 |
| 4 Dec | 53266.90 | 432.05 | -182.95 | 17.20 | 2,17,842.5 | 1,861.5 | 54,298 |
| 3 Dec | 52695.75 | 615 | -241.85 | 16.51 | 3,21,911 | 25,972.5 | 52,436.5 |
| 2 Dec | 52109.00 | 856.85 | -27.15 | 16.14 | 74,103.5 | 158 | 26,464 |
| 29 Nov | 52055.60 | 884 | -20.10 | 15.15 | 93,662 | 791 | 26,306 |
| 28 Nov | 51906.85 | 904.1 | 168.25 | 14.98 | 3,23,228.5 | 6,479.5 | 25,515 |
| 27 Nov | 52301.80 | 735.85 | -110.15 | 14.55 | 60,844 | 11,079.5 | 19,035.5 |
| 26 Nov | 52191.50 | 846 | -24.00 | 15.37 | 26,160 | 1,711.5 | 7,956 |
| 25 Nov | 52207.50 | 870 | -670.25 | 15.73 | 25,522.5 | 4,002 | 6,244.5 |
| 22 Nov | 51135.40 | 1540.25 | -422.50 | 16.39 | 2,238.5 | 423.5 | 2,242.5 |
| 21 Nov | 50372.90 | 1962.75 | -17.30 | 15.89 | 515 | 164.5 | 1,819 |
| 19 Nov | 50626.50 | 1980.05 | -57.45 | 16.59 | 731.5 | -56.5 | 1,654.5 |
| 18 Nov | 50363.80 | 2037.5 | -114.05 | 16.15 | 75 | -39 | 1,711 |
| 14 Nov | 50179.55 | 2151.55 | 141.55 | 16.14 | 466 | -157.5 | 1,750 |
| 13 Nov | 50088.35 | 2010 | 575.00 | 14.56 | 818.5 | -59.5 | 1,907.5 |
| 12 Nov | 51157.80 | 1435 | 378.50 | 14.31 | 2,208 | 197.5 | 1,967 |
| 11 Nov | 51876.75 | 1056.5 | -184.00 | 14.36 | 1,615 | 249.5 | 1,769.5 |
| 8 Nov | 51561.20 | 1240.5 | 142.60 | 14.66 | 1,078.5 | -284 | 1,520 |
| 7 Nov | 51916.50 | 1097.9 | 177.70 | 15.21 | 874 | -129.5 | 1,804 |
| 6 Nov | 52317.40 | 920.2 | -214.80 | 15.72 | 2,167.5 | -1 | 1,933.5 |
| 5 Nov | 52207.25 | 1135 | -406.10 | 16.87 | 829.5 | 42.5 | 1,934.5 |
| 4 Nov | 51215.25 | 1541.1 | 221.10 | 16.36 | 431.5 | 5.5 | 1,892 |
| 1 Nov | 51673.90 | 1320 | 60.30 | 16.35 | 23 | 0.5 | 1,886.5 |
| 31 Oct | 51475.35 | 1259.7 | 94.70 | - | 419 | -1 | 1,886 |
| 30 Oct | 51807.50 | 1165 | 152.00 | - | 315 | 57.5 | 1,887 |
| 29 Oct | 52320.70 | 1013 | -429.80 | - | 680.5 | 158.5 | 1,829.5 |
| 28 Oct | 51259.30 | 1442.8 | -299.80 | - | 181.5 | -5.5 | 1,671 |
| 25 Oct | 50787.45 | 1742.6 | 412.60 | - | 659.5 | -34.5 | 1,676.5 |
| 24 Oct | 51531.15 | 1330 | -190.70 | - | 348 | 9 | 1,711 |
| 23 Oct | 51239.00 | 1520.7 | 20.70 | - | 216 | -25.5 | 1,702 |
| 22 Oct | 51257.15 | 1500 | 284.65 | - | 299.5 | 51 | 1,727.5 |
| 21 Oct | 51962.70 | 1215.35 | 121.25 | - | 202.5 | 19 | 1,676.5 |
| 18 Oct | 52094.20 | 1094.1 | -395.90 | - | 297.5 | 24.5 | 1,657.5 |
| 17 Oct | 51288.80 | 1490 | 267.30 | - | 118 | 12.5 | 1,633 |
| 16 Oct | 51801.05 | 1222.7 | 71.70 | - | 60 | -29.5 | 1,620.5 |
| 15 Oct | 51906.00 | 1151 | -39.00 | - | 124 | -36 | 1,650 |
| 14 Oct | 51816.90 | 1190 | -360.00 | - | 127.5 | -9 | 1,686 |
| 11 Oct | 51172.30 | 1550 | 152.00 | - | 68.5 | 5 | 1,695 |
| 10 Oct | 51530.90 | 1398 | -172.45 | - | 213.5 | 14.5 | 1,690 |
| 9 Oct | 51007.00 | 1570.45 | -59.55 | - | 328 | 12 | 1,675.5 |
| 8 Oct | 51021.00 | 1630 | -171.15 | - | 201.5 | -3.5 | 1,663.5 |
| 7 Oct | 50478.90 | 1801.15 | 441.15 | - | 637 | -29 | 1,667 |
| 4 Oct | 51462.05 | 1360 | 260.00 | - | 521 | -34.5 | 1,696 |
| 3 Oct | 51845.20 | 1100 | 309.00 | - | 806 | -140.5 | 1,730.5 |
| 1 Oct | 52922.60 | 791 | -11.15 | - | 267 | 48.5 | 1,871 |
| 30 Sept | 52978.10 | 802.15 | 196.40 | - | 493 | 123 | 1,822.5 |
| 27 Sept | 53834.30 | 605.75 | 24.75 | - | 416 | 52.5 | 1,699.5 |
| 26 Sept | 54375.35 | 581 | -126.90 | - | 299 | 2 | 1,647 |
| 25 Sept | 54114.80 | 707.90 | - | 709 | 54.5 | 1,645 | |
For Nifty Bank - strike price 52500 expiring on 24DEC2024
Delta for 52500 PE is -0.86
Historical price for 52500 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1680, which was 765.95 higher than the previous day. The implied volatity was 26.85, the open interest changed by -17049 which decreased total open position to 47211
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 914.05, which was 333.85 higher than the previous day. The implied volatity was 15.26, the open interest changed by -27886 which decreased total open position to 64260
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 580.2, which was 265.00 higher than the previous day. The implied volatity was 17.52, the open interest changed by -20754 which decreased total open position to 92146
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 315.2, which was 166.60 higher than the previous day. The implied volatity was 17.31, the open interest changed by -4940 which decreased total open position to 112900
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 148.6, which was -4.00 lower than the previous day. The implied volatity was 16.84, the open interest changed by 7669 which increased total open position to 117840
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 152.6, which was -91.15 lower than the previous day. The implied volatity was 15.89, the open interest changed by -8126 which decreased total open position to 110171
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 243.75, which was -2.25 lower than the previous day. The implied volatity was 15.36, the open interest changed by 577 which increased total open position to 118297
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 246, which was -14.00 lower than the previous day. The implied volatity was 16.27, the open interest changed by 7408 which increased total open position to 117720
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 260, which was -76.80 lower than the previous day. The implied volatity was 17.83, the open interest changed by 3230 which increased total open position to 110312
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 336.8, which was 12.30 higher than the previous day. The implied volatity was 18.16, the open interest changed by 6672 which increased total open position to 107082
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 324.5, which was -25.30 lower than the previous day. The implied volatity was 17.06, the open interest changed by 54 which increased total open position to 100410
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 349.8, which was -82.25 lower than the previous day. The implied volatity was 18.09, the open interest changed by -8240 which decreased total open position to 100356
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 432.05, which was -182.95 lower than the previous day. The implied volatity was 17.20, the open interest changed by 3723 which increased total open position to 108596
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 615, which was -241.85 lower than the previous day. The implied volatity was 16.51, the open interest changed by 51945 which increased total open position to 104873
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 856.85, which was -27.15 lower than the previous day. The implied volatity was 16.14, the open interest changed by 316 which increased total open position to 52928
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 884, which was -20.10 lower than the previous day. The implied volatity was 15.15, the open interest changed by 1582 which increased total open position to 52612
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 904.1, which was 168.25 higher than the previous day. The implied volatity was 14.98, the open interest changed by 12959 which increased total open position to 51030
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 735.85, which was -110.15 lower than the previous day. The implied volatity was 14.55, the open interest changed by 22159 which increased total open position to 38071
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 846, which was -24.00 lower than the previous day. The implied volatity was 15.37, the open interest changed by 3423 which increased total open position to 15912
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 870, which was -670.25 lower than the previous day. The implied volatity was 15.73, the open interest changed by 8004 which increased total open position to 12489
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1540.25, which was -422.50 lower than the previous day. The implied volatity was 16.39, the open interest changed by 847 which increased total open position to 4485
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1962.75, which was -17.30 lower than the previous day. The implied volatity was 15.89, the open interest changed by 329 which increased total open position to 3638
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1980.05, which was -57.45 lower than the previous day. The implied volatity was 16.59, the open interest changed by -113 which decreased total open position to 3309
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2037.5, which was -114.05 lower than the previous day. The implied volatity was 16.15, the open interest changed by -78 which decreased total open position to 3422
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2151.55, which was 141.55 higher than the previous day. The implied volatity was 16.14, the open interest changed by -315 which decreased total open position to 3500
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 2010, which was 575.00 higher than the previous day. The implied volatity was 14.56, the open interest changed by -119 which decreased total open position to 3815
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1435, which was 378.50 higher than the previous day. The implied volatity was 14.31, the open interest changed by 395 which increased total open position to 3934
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1056.5, which was -184.00 lower than the previous day. The implied volatity was 14.36, the open interest changed by 499 which increased total open position to 3539
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1240.5, which was 142.60 higher than the previous day. The implied volatity was 14.66, the open interest changed by -568 which decreased total open position to 3040
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1097.9, which was 177.70 higher than the previous day. The implied volatity was 15.21, the open interest changed by -259 which decreased total open position to 3608
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 920.2, which was -214.80 lower than the previous day. The implied volatity was 15.72, the open interest changed by -2 which decreased total open position to 3867
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1135, which was -406.10 lower than the previous day. The implied volatity was 16.87, the open interest changed by 85 which increased total open position to 3869
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1541.1, which was 221.10 higher than the previous day. The implied volatity was 16.36, the open interest changed by 11 which increased total open position to 3784
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1320, which was 60.30 higher than the previous day. The implied volatity was 16.35, the open interest changed by 1 which increased total open position to 3773
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1259.7, which was 94.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 1165, which was 152.00 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 1013, which was -429.80 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 1442.8, which was -299.80 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 1742.6, which was 412.60 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 1330, which was -190.70 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 1520.7, which was 20.70 higher 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 1500, which was 284.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 1215.35, which was 121.25 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 1094.1, which was -395.90 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 1490, which was 267.30 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 1222.7, which was 71.70 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 1151, which was -39.00 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 1190, which was -360.00 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 1550, which was 152.00 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 1398, which was -172.45 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 1570.45, which was -59.55 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 1630, which was -171.15 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 1801.15, which was 441.15 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 1360, which was 260.00 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 1100, which was 309.00 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 791, which was -11.15 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 802.15, which was 196.40 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 605.75, which was 24.75 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 581, which was -126.90 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 54114.80. The strike last trading price was 707.90, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
