BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 52600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 5.52
Theta: -13.65
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 20.9 | -112.85 | 18.77 | 2,22,496 | -997.5 | 26,484 | |||
| 19 Dec | 51575.70 | 133.75 | -227.20 | 18.58 | 1,10,925 | -1,553.5 | 27,481.5 | |||
| 18 Dec | 52139.55 | 360.95 | -333.05 | 18.67 | 2,69,543 | 12,363.5 | 29,035 | |||
| 17 Dec | 52834.80 | 694 | -524.15 | 18.49 | 35,895.5 | 3,350.5 | 16,671.5 | |||
| 16 Dec | 53581.35 | 1218.15 | -7.60 | 18.63 | 3,334 | 313 | 13,321 | |||
| 13 Dec | 53583.80 | 1225.75 | 153.95 | 9.91 | 1,30,675 | 5,480.5 | 13,008 | |||
| 12 Dec | 53216.45 | 1071.8 | -120.40 | 15.42 | 3,628.5 | 200.5 | 7,527.5 | |||
| 11 Dec | 53391.35 | 1192.2 | -166.70 | 14.43 | 3,260.5 | 183 | 7,327 | |||
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| 10 Dec | 53577.70 | 1358.9 | 90.05 | 13.38 | 2,942 | -22.5 | 7,144 | |||
| 9 Dec | 53407.75 | 1268.85 | -164.70 | 14.43 | 3,671 | 389.5 | 7,166.5 | |||
| 6 Dec | 53509.50 | 1433.55 | -31.45 | 15.25 | 4,347.5 | 158 | 6,777 | |||
| 5 Dec | 53603.55 | 1465 | 217.40 | 13.09 | 8,068.5 | -536.5 | 6,619 | |||
| 4 Dec | 53266.90 | 1247.6 | 324.60 | 14.01 | 41,019 | -3,195.5 | 7,155.5 | |||
| 3 Dec | 52695.75 | 923 | 235.60 | 14.41 | 1,84,680 | 641 | 10,351 | |||
| 2 Dec | 52109.00 | 687.4 | 12.40 | 14.99 | 53,930 | -413 | 9,710 | |||
| 29 Nov | 52055.60 | 675 | -30.55 | 14.31 | 53,356.5 | -185 | 10,123 | |||
| 28 Nov | 51906.85 | 705.55 | -92.50 | 14.81 | 1,41,599.5 | 4,863.5 | 10,308 | |||
| 27 Nov | 52301.80 | 798.05 | 18.05 | 13.33 | 15,215 | 3,555 | 5,444.5 | |||
| 26 Nov | 52191.50 | 780 | -43.70 | 13.69 | 4,061.5 | 404.5 | 1,889.5 | |||
| 25 Nov | 52207.50 | 823.7 | 390.05 | 13.98 | 4,372.5 | 1,039 | 1,485 | |||
| 22 Nov | 51135.40 | 433.65 | 164.65 | 14.04 | 1,632 | 14 | 446 | |||
| 21 Nov | 50372.90 | 269 | -10.70 | 13.98 | 1,022 | 196.5 | 432 | |||
| 19 Nov | 50626.50 | 279.7 | 3.60 | 13.52 | 483.5 | 94.5 | 235.5 | |||
| 18 Nov | 50363.80 | 276.1 | -7.15 | 13.72 | 290.5 | 1.5 | 141 | |||
| 14 Nov | 50179.55 | 283.25 | -80.90 | 13.50 | 277.5 | -22 | 139.5 | |||
| 13 Nov | 50088.35 | 364.15 | -244.80 | 14.59 | 385 | 16 | 161.5 | |||
| 12 Nov | 51157.80 | 608.95 | -279.05 | 14.14 | 224 | 71 | 145.5 | |||
| 11 Nov | 51876.75 | 888 | 65.00 | 13.67 | 98 | 33.5 | 74.5 | |||
| 8 Nov | 51561.20 | 823 | -255.35 | 13.90 | 19 | 9.5 | 41 | |||
| 7 Nov | 51916.50 | 1078.35 | -227.85 | 14.75 | 27.5 | 6.5 | 31.5 | |||
| 6 Nov | 52317.40 | 1306.2 | 46.55 | 13.95 | 15 | 6.5 | 25 | |||
| 5 Nov | 52207.25 | 1259.65 | 176.70 | 15.19 | 15 | 18.5 | 18.5 | |||
| 4 Nov | 51215.25 | 1082.95 | 0.00 | 0.00 | 0 | 6.5 | 0 | |||
| 1 Nov | 51673.90 | 1082.95 | 0.00 | 0.00 | 0 | 6.5 | 0 | |||
| 31 Oct | 51475.35 | 1082.95 | -299.30 | - | 8 | 6.5 | 8.5 | |||
| 30 Oct | 51807.50 | 1382.25 | -5.30 | - | 4 | 1 | 2 | |||
| 29 Oct | 52320.70 | 1387.55 | -102.40 | - | 0.5 | 1 | 1 | |||
| 28 Oct | 51259.30 | 1489.95 | 0.00 | - | 0 | 0.5 | 0 | |||
| 25 Oct | 50787.45 | 1489.95 | 0.00 | - | 0 | 0.5 | 0 | |||
| 24 Oct | 51531.15 | 1489.95 | 0.00 | - | 0 | 0.5 | 0 | |||
| 23 Oct | 51239.00 | 1489.95 | 0.00 | - | 0 | 0.5 | 0 | |||
| 22 Oct | 51257.15 | 1489.95 | 0.00 | - | 0 | 0.5 | 0 | |||
| 21 Oct | 51962.70 | 1489.95 | -2102.00 | - | 1 | 0.5 | 0.5 | |||
| 18 Oct | 52094.20 | 3591.95 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 3591.95 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 3591.95 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 3591.95 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 3591.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 3591.95 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 3591.95 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 3591.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 3591.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 3591.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 3591.95 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 3591.95 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 3591.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 3591.95 | 3591.95 | - | 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 52600 expiring on 24DEC2024
Delta for 52600 CE is 0.05
Historical price for 52600 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 20.9, which was -112.85 lower than the previous day. The implied volatity was 18.77, the open interest changed by -1995 which decreased total open position to 52968
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 133.75, which was -227.20 lower than the previous day. The implied volatity was 18.58, the open interest changed by -3107 which decreased total open position to 54963
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 360.95, which was -333.05 lower than the previous day. The implied volatity was 18.67, the open interest changed by 24727 which increased total open position to 58070
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 694, which was -524.15 lower than the previous day. The implied volatity was 18.49, the open interest changed by 6701 which increased total open position to 33343
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1218.15, which was -7.60 lower than the previous day. The implied volatity was 18.63, the open interest changed by 626 which increased total open position to 26642
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1225.75, which was 153.95 higher than the previous day. The implied volatity was 9.91, the open interest changed by 10961 which increased total open position to 26016
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1071.8, which was -120.40 lower than the previous day. The implied volatity was 15.42, the open interest changed by 401 which increased total open position to 15055
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1192.2, which was -166.70 lower than the previous day. The implied volatity was 14.43, the open interest changed by 366 which increased total open position to 14654
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1358.9, which was 90.05 higher than the previous day. The implied volatity was 13.38, the open interest changed by -45 which decreased total open position to 14288
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1268.85, which was -164.70 lower than the previous day. The implied volatity was 14.43, the open interest changed by 779 which increased total open position to 14333
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1433.55, which was -31.45 lower than the previous day. The implied volatity was 15.25, the open interest changed by 316 which increased total open position to 13554
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1465, which was 217.40 higher than the previous day. The implied volatity was 13.09, the open interest changed by -1073 which decreased total open position to 13238
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1247.6, which was 324.60 higher than the previous day. The implied volatity was 14.01, the open interest changed by -6391 which decreased total open position to 14311
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 923, which was 235.60 higher than the previous day. The implied volatity was 14.41, the open interest changed by 1282 which increased total open position to 20702
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 687.4, which was 12.40 higher than the previous day. The implied volatity was 14.99, the open interest changed by -826 which decreased total open position to 19420
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 675, which was -30.55 lower than the previous day. The implied volatity was 14.31, the open interest changed by -370 which decreased total open position to 20246
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 705.55, which was -92.50 lower than the previous day. The implied volatity was 14.81, the open interest changed by 9727 which increased total open position to 20616
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 798.05, which was 18.05 higher than the previous day. The implied volatity was 13.33, the open interest changed by 7110 which increased total open position to 10889
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 780, which was -43.70 lower than the previous day. The implied volatity was 13.69, the open interest changed by 809 which increased total open position to 3779
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 823.7, which was 390.05 higher than the previous day. The implied volatity was 13.98, the open interest changed by 2078 which increased total open position to 2970
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 433.65, which was 164.65 higher than the previous day. The implied volatity was 14.04, the open interest changed by 28 which increased total open position to 892
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 269, which was -10.70 lower than the previous day. The implied volatity was 13.98, the open interest changed by 393 which increased total open position to 864
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 279.7, which was 3.60 higher than the previous day. The implied volatity was 13.52, the open interest changed by 189 which increased total open position to 471
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 276.1, which was -7.15 lower than the previous day. The implied volatity was 13.72, the open interest changed by 3 which increased total open position to 282
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 283.25, which was -80.90 lower than the previous day. The implied volatity was 13.50, the open interest changed by -44 which decreased total open position to 279
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 364.15, which was -244.80 lower than the previous day. The implied volatity was 14.59, the open interest changed by 32 which increased total open position to 323
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 608.95, which was -279.05 lower than the previous day. The implied volatity was 14.14, the open interest changed by 142 which increased total open position to 291
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 888, which was 65.00 higher than the previous day. The implied volatity was 13.67, the open interest changed by 67 which increased total open position to 149
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 823, which was -255.35 lower than the previous day. The implied volatity was 13.90, the open interest changed by 19 which increased total open position to 82
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1078.35, which was -227.85 lower than the previous day. The implied volatity was 14.75, the open interest changed by 13 which increased total open position to 63
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1306.2, which was 46.55 higher than the previous day. The implied volatity was 13.95, the open interest changed by 13 which increased total open position to 50
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1259.65, which was 176.70 higher than the previous day. The implied volatity was 15.19, the open interest changed by 37 which increased total open position to 37
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1082.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1082.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1082.95, which was -299.30 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 1382.25, which was -5.30 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 1387.55, which was -102.40 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 1489.95, 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 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 1489.95, 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 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 1489.95, 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 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 1489.95, 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 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 1489.95, 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 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 1489.95, which was -2102.00 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 3591.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 3591.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 3591.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 3591.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 3591.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 3591.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 3591.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 3591.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 3591.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 3591.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 3591.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 3591.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 3591.95, 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 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 3591.95, which was 3591.95 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 52600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 11.71
Theta: -28.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 1780.5 | 791.00 | 28.03 | 3,309 | -1,025 | 5,942.5 |
| 19 Dec | 51575.70 | 989.5 | 347.25 | 14.78 | 11,802 | -1,751.5 | 6,967.5 |
| 18 Dec | 52139.55 | 642.25 | 293.25 | 17.64 | 3,48,259 | -5,319 | 8,719 |
| 17 Dec | 52834.80 | 349 | 182.30 | 16.48 | 2,03,006 | -1,404 | 14,038 |
| 16 Dec | 53581.35 | 166.7 | 1.25 | 16.70 | 96,157 | 771 | 15,442 |
| 13 Dec | 53583.80 | 165.45 | -103.10 | 15.60 | 2,34,022 | -1,645.5 | 14,671 |
| 12 Dec | 53216.45 | 268.55 | 1.55 | 15.24 | 42,951.5 | -273 | 16,316.5 |
| 11 Dec | 53391.35 | 267 | -16.00 | 16.10 | 41,572.5 | 251 | 16,589.5 |
| 10 Dec | 53577.70 | 283 | -79.00 | 17.77 | 41,958.5 | 979.5 | 16,338.5 |
| 9 Dec | 53407.75 | 362 | 14.10 | 18.05 | 61,028.5 | 260.5 | 15,359 |
| 6 Dec | 53509.50 | 347.9 | -28.05 | 16.95 | 58,681.5 | -1,049 | 15,098.5 |
| 5 Dec | 53603.55 | 375.95 | -75.55 | 18.04 | 59,200.5 | -457.5 | 16,147.5 |
| 4 Dec | 53266.90 | 451.5 | -199.50 | 16.90 | 73,583.5 | 2,036 | 16,605 |
| 3 Dec | 52695.75 | 651 | -253.00 | 16.37 | 1,81,366.5 | 7,817.5 | 14,569 |
| 2 Dec | 52109.00 | 904 | -32.00 | 16.03 | 11,859.5 | -551.5 | 6,751.5 |
| 29 Nov | 52055.60 | 936 | -20.95 | 15.12 | 17,597 | 553 | 7,303 |
| 28 Nov | 51906.85 | 956.95 | 174.95 | 14.86 | 1,18,381 | 2,186 | 6,750 |
| 27 Nov | 52301.80 | 782 | -105.60 | 14.52 | 12,908.5 | 3,706 | 4,564 |
| 26 Nov | 52191.50 | 887.6 | -40.40 | 15.23 | 2,442.5 | 602 | 858 |
| 25 Nov | 52207.50 | 928 | -657.00 | 15.87 | 1,928.5 | 137 | 256 |
| 22 Nov | 51135.40 | 1585 | -515.85 | 16.01 | 58.5 | 39.5 | 119 |
| 21 Nov | 50372.90 | 2100.85 | 83.85 | 17.17 | 5.5 | -3 | 79.5 |
| 19 Nov | 50626.50 | 2017 | -92.40 | 15.91 | 70 | -2.5 | 82.5 |
| 18 Nov | 50363.80 | 2109.4 | -30.60 | 16.11 | 16 | -7.5 | 85 |
| 14 Nov | 50179.55 | 2140 | 47.65 | 14.58 | 5.5 | -3 | 92.5 |
| 13 Nov | 50088.35 | 2092.35 | 592.35 | 14.70 | 16 | -7 | 95.5 |
| 12 Nov | 51157.80 | 1500 | 393.20 | 14.34 | 4.5 | -0.5 | 102.5 |
| 11 Nov | 51876.75 | 1106.8 | -207.75 | 14.34 | 72.5 | -1.5 | 103 |
| 8 Nov | 51561.20 | 1314.55 | 172.30 | 14.91 | 18 | 1 | 104.5 |
| 7 Nov | 51916.50 | 1142.25 | 172.25 | 15.13 | 77.5 | 55 | 103.5 |
| 6 Nov | 52317.40 | 970 | -207.05 | 15.79 | 21.5 | 7.5 | 48.5 |
| 5 Nov | 52207.25 | 1177.05 | -397.05 | 16.80 | 36.5 | 39.5 | 41 |
| 4 Nov | 51215.25 | 1574.1 | 174.10 | 16.02 | 5 | 1.5 | 1.5 |
| 1 Nov | 51673.90 | 1400 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 51475.35 | 1400 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 51807.50 | 1400 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 52320.70 | 1400 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 51259.30 | 1400 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 1400 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 1400 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 1400 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 1400 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 1400 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 1400 | -79.35 | - | 0.5 | 0 | 1.5 |
| 17 Oct | 51288.80 | 1479.35 | 229.35 | - | 2.5 | 0 | 1.5 |
| 16 Oct | 51801.05 | 1250 | -400.20 | - | 1.5 | 1.5 | 1.5 |
| 15 Oct | 51906.00 | 1650.2 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 1650.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 1650.2 | -236.80 | - | 1 | 0 | 1 |
| 10 Oct | 51530.90 | 1887 | 0.00 | - | 0 | 0 | 1 |
| 9 Oct | 51007.00 | 1887 | 0.00 | - | 0 | 0.5 | 1 |
| 8 Oct | 51021.00 | 1887 | 0.00 | - | 1 | 0 | 0.5 |
| 7 Oct | 50478.90 | 1887 | 811.20 | - | 1 | -0.5 | 0.5 |
| 4 Oct | 51462.05 | 1075.8 | 0.00 | - | 0.5 | 0.5 | 1 |
| 3 Oct | 51845.20 | 1075.8 | 186.65 | - | 1 | 0 | 0.5 |
| 1 Oct | 52922.60 | 889.15 | -262.80 | - | 1 | 0.5 | 0.5 |
| 30 Sept | 52978.10 | 1151.95 | 1151.95 | - | 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 52600 expiring on 24DEC2024
Delta for 52600 PE is -0.86
Historical price for 52600 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1780.5, which was 791.00 higher than the previous day. The implied volatity was 28.03, the open interest changed by -2050 which decreased total open position to 11885
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 989.5, which was 347.25 higher than the previous day. The implied volatity was 14.78, the open interest changed by -3503 which decreased total open position to 13935
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 642.25, which was 293.25 higher than the previous day. The implied volatity was 17.64, the open interest changed by -10638 which decreased total open position to 17438
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 349, which was 182.30 higher than the previous day. The implied volatity was 16.48, the open interest changed by -2808 which decreased total open position to 28076
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 166.7, which was 1.25 higher than the previous day. The implied volatity was 16.70, the open interest changed by 1542 which increased total open position to 30884
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 165.45, which was -103.10 lower than the previous day. The implied volatity was 15.60, the open interest changed by -3291 which decreased total open position to 29342
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 268.55, which was 1.55 higher than the previous day. The implied volatity was 15.24, the open interest changed by -546 which decreased total open position to 32633
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 267, which was -16.00 lower than the previous day. The implied volatity was 16.10, the open interest changed by 502 which increased total open position to 33179
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 283, which was -79.00 lower than the previous day. The implied volatity was 17.77, the open interest changed by 1959 which increased total open position to 32677
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 362, which was 14.10 higher than the previous day. The implied volatity was 18.05, the open interest changed by 521 which increased total open position to 30718
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 347.9, which was -28.05 lower than the previous day. The implied volatity was 16.95, the open interest changed by -2098 which decreased total open position to 30197
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 375.95, which was -75.55 lower than the previous day. The implied volatity was 18.04, the open interest changed by -915 which decreased total open position to 32295
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 451.5, which was -199.50 lower than the previous day. The implied volatity was 16.90, the open interest changed by 4072 which increased total open position to 33210
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 651, which was -253.00 lower than the previous day. The implied volatity was 16.37, the open interest changed by 15635 which increased total open position to 29138
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 904, which was -32.00 lower than the previous day. The implied volatity was 16.03, the open interest changed by -1103 which decreased total open position to 13503
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 936, which was -20.95 lower than the previous day. The implied volatity was 15.12, the open interest changed by 1106 which increased total open position to 14606
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 956.95, which was 174.95 higher than the previous day. The implied volatity was 14.86, the open interest changed by 4372 which increased total open position to 13500
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 782, which was -105.60 lower than the previous day. The implied volatity was 14.52, the open interest changed by 7412 which increased total open position to 9128
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 887.6, which was -40.40 lower than the previous day. The implied volatity was 15.23, the open interest changed by 1204 which increased total open position to 1716
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 928, which was -657.00 lower than the previous day. The implied volatity was 15.87, the open interest changed by 274 which increased total open position to 512
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1585, which was -515.85 lower than the previous day. The implied volatity was 16.01, the open interest changed by 79 which increased total open position to 238
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 2100.85, which was 83.85 higher than the previous day. The implied volatity was 17.17, the open interest changed by -6 which decreased total open position to 159
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 2017, which was -92.40 lower than the previous day. The implied volatity was 15.91, the open interest changed by -5 which decreased total open position to 165
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2109.4, which was -30.60 lower than the previous day. The implied volatity was 16.11, the open interest changed by -15 which decreased total open position to 170
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2140, which was 47.65 higher than the previous day. The implied volatity was 14.58, the open interest changed by -6 which decreased total open position to 185
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 2092.35, which was 592.35 higher than the previous day. The implied volatity was 14.70, the open interest changed by -14 which decreased total open position to 191
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1500, which was 393.20 higher than the previous day. The implied volatity was 14.34, the open interest changed by -1 which decreased total open position to 205
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1106.8, which was -207.75 lower than the previous day. The implied volatity was 14.34, the open interest changed by -3 which decreased total open position to 206
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1314.55, which was 172.30 higher than the previous day. The implied volatity was 14.91, the open interest changed by 2 which increased total open position to 209
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1142.25, which was 172.25 higher than the previous day. The implied volatity was 15.13, the open interest changed by 110 which increased total open position to 207
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 970, which was -207.05 lower than the previous day. The implied volatity was 15.79, the open interest changed by 15 which increased total open position to 97
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1177.05, which was -397.05 lower than the previous day. The implied volatity was 16.80, the open interest changed by 79 which increased total open position to 82
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1574.1, which was 174.10 higher than the previous day. The implied volatity was 16.02, the open interest changed by 3 which increased total open position to 3
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1400, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 1400, 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 1400, 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 1400, 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 1400, 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 1400, 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 1400, 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 1400, 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 1400, 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 1400, 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 1400, which was -79.35 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 1479.35, which was 229.35 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 1250, which was -400.20 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 1650.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 1650.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 1650.2, which was -236.80 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 1887, 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 1887, 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 1887, 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 1887, which was 811.20 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 1075.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 1075.8, which was 186.65 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 889.15, which was -262.80 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 1151.95, which was 1151.95 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
