BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 52700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 5.11
Theta: -12.99
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 19.25 | -98.80 | 19.33 | 1,92,893 | -1,146.5 | 30,157 | |||
| 19 Dec | 51575.70 | 118.05 | -210.75 | 18.80 | 1,30,851 | -3,092 | 31,303.5 | |||
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| 18 Dec | 52139.55 | 328.8 | -301.20 | 18.91 | 3,09,932.5 | 9,589.5 | 34,395.5 | |||
| 17 Dec | 52834.80 | 630 | -498.75 | 18.23 | 82,197 | 3,792.5 | 24,806 | |||
| 16 Dec | 53581.35 | 1128.75 | -16.70 | 17.99 | 5,574 | 43.5 | 21,013.5 | |||
| 13 Dec | 53583.80 | 1145.45 | 146.45 | 10.37 | 1,72,401 | 4,023 | 20,970 | |||
| 12 Dec | 53216.45 | 999 | -116.40 | 15.29 | 6,918.5 | 266 | 16,947 | |||
| 11 Dec | 53391.35 | 1115.4 | -167.60 | 14.32 | 4,329 | 243 | 16,681 | |||
| 10 Dec | 53577.70 | 1283 | 91.25 | 13.49 | 4,561 | 142.5 | 16,438 | |||
| 9 Dec | 53407.75 | 1191.75 | -161.25 | 14.31 | 4,296 | 288.5 | 16,295.5 | |||
| 6 Dec | 53509.50 | 1353 | -48.15 | 15.03 | 4,746 | 19 | 16,007 | |||
| 5 Dec | 53603.55 | 1401.15 | 216.15 | 13.46 | 12,111.5 | -660.5 | 15,988 | |||
| 4 Dec | 53266.90 | 1185 | 323.00 | 14.14 | 97,735 | -3,962.5 | 16,648.5 | |||
| 3 Dec | 52695.75 | 862 | 223.35 | 14.38 | 2,17,851.5 | 14,495.5 | 20,611 | |||
| 2 Dec | 52109.00 | 638.65 | 8.65 | 14.91 | 67,784 | -319.5 | 6,115.5 | |||
| 29 Nov | 52055.60 | 630 | -28.95 | 14.28 | 49,968 | -46.5 | 6,435 | |||
| 28 Nov | 51906.85 | 658.95 | -81.10 | 14.82 | 1,39,849 | 3,795.5 | 6,481.5 | |||
| 27 Nov | 52301.80 | 740.05 | 7.25 | 13.12 | 15,310.5 | 1,727 | 2,686 | |||
| 26 Nov | 52191.50 | 732.8 | -37.90 | 13.70 | 3,554.5 | -309.5 | 959 | |||
| 25 Nov | 52207.50 | 770.7 | 367.50 | 13.89 | 3,163.5 | 825 | 1,268.5 | |||
| 22 Nov | 51135.40 | 403.2 | 159.15 | 14.02 | 1,726.5 | 121 | 443.5 | |||
| 21 Nov | 50372.90 | 244.05 | -15.85 | 13.87 | 897 | 134.5 | 322.5 | |||
| 19 Nov | 50626.50 | 259.9 | 4.50 | 13.55 | 312 | -35 | 188 | |||
| 18 Nov | 50363.80 | 255.4 | -19.60 | 13.73 | 264.5 | 5.5 | 223 | |||
| 14 Nov | 50179.55 | 275 | -70.40 | 13.75 | 181 | 18 | 217.5 | |||
| 13 Nov | 50088.35 | 345.4 | -221.90 | 14.67 | 407 | 58 | 199.5 | |||
| 12 Nov | 51157.80 | 567.3 | -250.45 | 14.02 | 88 | 44.5 | 141.5 | |||
| 11 Nov | 51876.75 | 817.75 | 53.55 | 13.31 | 110 | -38 | 97 | |||
| 8 Nov | 51561.20 | 764.2 | -233.65 | 13.66 | 103.5 | 79 | 135 | |||
| 7 Nov | 51916.50 | 997.85 | -255.90 | 14.30 | 18.5 | 2.5 | 56 | |||
| 6 Nov | 52317.40 | 1253.75 | 138.55 | 13.98 | 31.5 | -1 | 53.5 | |||
| 5 Nov | 52207.25 | 1115.2 | 272.20 | 13.95 | 53.5 | 39 | 54.5 | |||
| 4 Nov | 51215.25 | 843 | -197.00 | 15.50 | 10 | -6 | 15.5 | |||
| 1 Nov | 51673.90 | 1040 | 44.95 | 14.88 | 0.5 | 2 | 21.5 | |||
| 31 Oct | 51475.35 | 995.05 | -179.95 | - | 13 | 10 | 19.5 | |||
| 30 Oct | 51807.50 | 1175 | -179.80 | - | 11.5 | 0.5 | 9.5 | |||
| 29 Oct | 52320.70 | 1354.8 | 499.80 | - | 10.5 | -1.5 | 9 | |||
| 28 Oct | 51259.30 | 855 | 125.00 | - | 8 | 7 | 10.5 | |||
| 25 Oct | 50787.45 | 730 | -340.00 | - | 7 | 3.5 | 3.5 | |||
| 24 Oct | 51531.15 | 1070 | 0.00 | - | 0 | 0.5 | 0 | |||
| 23 Oct | 51239.00 | 1070 | 0.00 | - | 0 | 0.5 | 0 | |||
| 22 Oct | 51257.15 | 1070 | 0.00 | - | 0 | 0.5 | 0 | |||
| 21 Oct | 51962.70 | 1070 | 0.00 | - | 0 | 0.5 | 0 | |||
| 18 Oct | 52094.20 | 1070 | 0.00 | - | 0 | 0.5 | 0 | |||
| 17 Oct | 51288.80 | 1070 | -2457.90 | - | 1 | 0.5 | 0.5 | |||
| 16 Oct | 51801.05 | 3527.9 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 3527.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 3527.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 3527.9 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 3527.9 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 3527.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 3527.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 3527.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 3527.9 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 3527.9 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 3527.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 3527.9 | 3527.90 | - | 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 52700 expiring on 24DEC2024
Delta for 52700 CE is 0.05
Historical price for 52700 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 19.25, which was -98.80 lower than the previous day. The implied volatity was 19.33, the open interest changed by -2293 which decreased total open position to 60314
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 118.05, which was -210.75 lower than the previous day. The implied volatity was 18.80, the open interest changed by -6184 which decreased total open position to 62607
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 328.8, which was -301.20 lower than the previous day. The implied volatity was 18.91, the open interest changed by 19179 which increased total open position to 68791
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 630, which was -498.75 lower than the previous day. The implied volatity was 18.23, the open interest changed by 7585 which increased total open position to 49612
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1128.75, which was -16.70 lower than the previous day. The implied volatity was 17.99, the open interest changed by 87 which increased total open position to 42027
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1145.45, which was 146.45 higher than the previous day. The implied volatity was 10.37, the open interest changed by 8046 which increased total open position to 41940
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 999, which was -116.40 lower than the previous day. The implied volatity was 15.29, the open interest changed by 532 which increased total open position to 33894
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1115.4, which was -167.60 lower than the previous day. The implied volatity was 14.32, the open interest changed by 486 which increased total open position to 33362
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1283, which was 91.25 higher than the previous day. The implied volatity was 13.49, the open interest changed by 285 which increased total open position to 32876
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1191.75, which was -161.25 lower than the previous day. The implied volatity was 14.31, the open interest changed by 577 which increased total open position to 32591
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1353, which was -48.15 lower than the previous day. The implied volatity was 15.03, the open interest changed by 38 which increased total open position to 32014
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1401.15, which was 216.15 higher than the previous day. The implied volatity was 13.46, the open interest changed by -1321 which decreased total open position to 31976
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1185, which was 323.00 higher than the previous day. The implied volatity was 14.14, the open interest changed by -7925 which decreased total open position to 33297
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 862, which was 223.35 higher than the previous day. The implied volatity was 14.38, the open interest changed by 28991 which increased total open position to 41222
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 638.65, which was 8.65 higher than the previous day. The implied volatity was 14.91, the open interest changed by -639 which decreased total open position to 12231
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 630, which was -28.95 lower than the previous day. The implied volatity was 14.28, the open interest changed by -93 which decreased total open position to 12870
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 658.95, which was -81.10 lower than the previous day. The implied volatity was 14.82, the open interest changed by 7591 which increased total open position to 12963
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 740.05, which was 7.25 higher than the previous day. The implied volatity was 13.12, the open interest changed by 3454 which increased total open position to 5372
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 732.8, which was -37.90 lower than the previous day. The implied volatity was 13.70, the open interest changed by -619 which decreased total open position to 1918
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 770.7, which was 367.50 higher than the previous day. The implied volatity was 13.89, the open interest changed by 1650 which increased total open position to 2537
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 403.2, which was 159.15 higher than the previous day. The implied volatity was 14.02, the open interest changed by 242 which increased total open position to 887
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 244.05, which was -15.85 lower than the previous day. The implied volatity was 13.87, the open interest changed by 269 which increased total open position to 645
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 259.9, which was 4.50 higher than the previous day. The implied volatity was 13.55, the open interest changed by -70 which decreased total open position to 376
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 255.4, which was -19.60 lower than the previous day. The implied volatity was 13.73, the open interest changed by 11 which increased total open position to 446
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 275, which was -70.40 lower than the previous day. The implied volatity was 13.75, the open interest changed by 36 which increased total open position to 435
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 345.4, which was -221.90 lower than the previous day. The implied volatity was 14.67, the open interest changed by 116 which increased total open position to 399
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 567.3, which was -250.45 lower than the previous day. The implied volatity was 14.02, the open interest changed by 89 which increased total open position to 283
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 817.75, which was 53.55 higher than the previous day. The implied volatity was 13.31, the open interest changed by -76 which decreased total open position to 194
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 764.2, which was -233.65 lower than the previous day. The implied volatity was 13.66, the open interest changed by 158 which increased total open position to 270
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 997.85, which was -255.90 lower than the previous day. The implied volatity was 14.30, the open interest changed by 5 which increased total open position to 112
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1253.75, which was 138.55 higher than the previous day. The implied volatity was 13.98, the open interest changed by -2 which decreased total open position to 107
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1115.2, which was 272.20 higher than the previous day. The implied volatity was 13.95, the open interest changed by 78 which increased total open position to 109
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 843, which was -197.00 lower than the previous day. The implied volatity was 15.50, the open interest changed by -12 which decreased total open position to 31
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1040, which was 44.95 higher than the previous day. The implied volatity was 14.88, the open interest changed by 4 which increased total open position to 43
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 995.05, which was -179.95 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 1175, which was -179.80 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 1354.8, which was 499.80 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 855, which was 125.00 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 730, which was -340.00 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 1070, 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 1070, 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 1070, 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 1070, 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 1070, 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 1070, which was -2457.90 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 3527.9, 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 3527.9, 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 3527.9, 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 3527.9, 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 3527.9, 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 3527.9, 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 3527.9, 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 3527.9, 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 3527.9, 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 3527.9, 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 3527.9, 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 3527.9, which was 3527.90 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 52700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 11.87
Theta: -31.95
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 1890 | 812.35 | 29.97 | 7,538.5 | -1,993 | 9,686.5 |
| 19 Dec | 51575.70 | 1077.65 | 372.20 | 14.95 | 11,697 | -465 | 11,679.5 |
| 18 Dec | 52139.55 | 705.45 | 310.30 | 17.68 | 3,37,052 | -4,162.5 | 12,144.5 |
| 17 Dec | 52834.80 | 395.15 | 211.15 | 16.61 | 2,75,801 | 480.5 | 16,307 |
| 16 Dec | 53581.35 | 184 | -2.95 | 16.44 | 73,956.5 | -130 | 15,826.5 |
| 13 Dec | 53583.80 | 186.95 | -105.00 | 15.63 | 2,51,996 | 2,255 | 15,956.5 |
| 12 Dec | 53216.45 | 291.95 | -0.30 | 15.03 | 46,140.5 | 1,254.5 | 13,701.5 |
| 11 Dec | 53391.35 | 292.25 | -15.75 | 16.00 | 51,691.5 | 198.5 | 12,447 |
| 10 Dec | 53577.70 | 308 | -78.70 | 17.71 | 54,720.5 | 1,205.5 | 12,248.5 |
| 9 Dec | 53407.75 | 386.7 | 15.70 | 17.88 | 61,307 | -330 | 11,043 |
| 6 Dec | 53509.50 | 371 | -27.05 | 16.79 | 56,260.5 | -178.5 | 11,373 |
| 5 Dec | 53603.55 | 398.05 | -96.70 | 17.86 | 75,596 | -1,285 | 11,551.5 |
| 4 Dec | 53266.90 | 494.75 | -200.30 | 17.09 | 1,22,585 | -20 | 12,836.5 |
| 3 Dec | 52695.75 | 695.05 | -260.35 | 16.32 | 2,03,214 | 8,849.5 | 12,856.5 |
| 2 Dec | 52109.00 | 955.4 | -37.55 | 15.95 | 8,178.5 | -628.5 | 4,007 |
| 29 Nov | 52055.60 | 992.95 | -19.05 | 15.15 | 11,759.5 | 449 | 4,635.5 |
| 28 Nov | 51906.85 | 1012 | 184.50 | 14.84 | 96,521.5 | 2,124.5 | 4,186.5 |
| 27 Nov | 52301.80 | 827.5 | -95.25 | 14.44 | 8,494.5 | 1,678.5 | 2,062 |
| 26 Nov | 52191.50 | 922.75 | -45.60 | 14.94 | 956 | 70.5 | 383.5 |
| 25 Nov | 52207.50 | 968.35 | -681.35 | 15.76 | 1,156 | 130 | 313 |
| 22 Nov | 51135.40 | 1649.7 | -467.90 | 15.88 | 85 | 60.5 | 183 |
| 21 Nov | 50372.90 | 2117.6 | 28.60 | 15.98 | 67.5 | 65 | 122.5 |
| 19 Nov | 50626.50 | 2089 | -93.90 | 15.86 | 1.5 | 57.5 | 57.5 |
| 18 Nov | 50363.80 | 2182.9 | 0.00 | 0.00 | 0 | 7.5 | 0 |
| 14 Nov | 50179.55 | 2182.9 | 0.00 | 0.00 | 0 | 7.5 | 0 |
| 13 Nov | 50088.35 | 2182.9 | 666.85 | 14.98 | 5.5 | 7.5 | 61 |
| 12 Nov | 51157.80 | 1516.05 | 396.50 | 13.59 | 11.5 | 0.5 | 53.5 |
| 11 Nov | 51876.75 | 1119.55 | -249.30 | 13.76 | 29.5 | 13 | 53 |
| 8 Nov | 51561.20 | 1368.85 | 205.85 | 14.87 | 14 | 4 | 40 |
| 7 Nov | 51916.50 | 1163 | 165.10 | 14.71 | 29 | 14 | 36 |
| 6 Nov | 52317.40 | 997.9 | -212.50 | 15.57 | 24.5 | 1.5 | 22 |
| 5 Nov | 52207.25 | 1210.4 | -169.60 | 16.60 | 27 | 20.5 | 20.5 |
| 4 Nov | 51215.25 | 1380 | 0.00 | 0.00 | 0 | 3 | 0 |
| 1 Nov | 51673.90 | 1380 | 0.00 | 0.00 | 0 | 3 | 10 |
| 31 Oct | 51475.35 | 1380 | 122.90 | - | 5.5 | 0.5 | 7 |
| 30 Oct | 51807.50 | 1257.1 | -942.90 | - | 7 | 6.5 | 6.5 |
| 29 Oct | 52320.70 | 2200 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 51259.30 | 2200 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 2200 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 2200 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 2200 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 2200 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 2200 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 2200 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 2200 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 2200 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 2200 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 2200 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 2200 | 0.00 | - | 0 | 0 | 0.5 |
| 10 Oct | 51530.90 | 2200 | 0.00 | - | 0 | 0 | 0.5 |
| 9 Oct | 51007.00 | 2200 | 0.00 | - | 0 | 0.5 | 0.5 |
| 8 Oct | 51021.00 | 2200 | 0.00 | - | 0 | 0.5 | 0 |
| 7 Oct | 50478.90 | 2200 | 0.00 | - | 0.5 | 0.5 | 0.5 |
| 4 Oct | 51462.05 | 2200 | 1013.90 | - | 0.5 | 0 | 0 |
| 3 Oct | 51845.20 | 1186.1 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 1186.1 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 1186.1 | 1186.10 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 52700 expiring on 24DEC2024
Delta for 52700 PE is -0.86
Historical price for 52700 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1890, which was 812.35 higher than the previous day. The implied volatity was 29.97, the open interest changed by -3986 which decreased total open position to 19373
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1077.65, which was 372.20 higher than the previous day. The implied volatity was 14.95, the open interest changed by -930 which decreased total open position to 23359
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 705.45, which was 310.30 higher than the previous day. The implied volatity was 17.68, the open interest changed by -8325 which decreased total open position to 24289
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 395.15, which was 211.15 higher than the previous day. The implied volatity was 16.61, the open interest changed by 961 which increased total open position to 32614
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 184, which was -2.95 lower than the previous day. The implied volatity was 16.44, the open interest changed by -260 which decreased total open position to 31653
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 186.95, which was -105.00 lower than the previous day. The implied volatity was 15.63, the open interest changed by 4510 which increased total open position to 31913
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 291.95, which was -0.30 lower than the previous day. The implied volatity was 15.03, the open interest changed by 2509 which increased total open position to 27403
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 292.25, which was -15.75 lower than the previous day. The implied volatity was 16.00, the open interest changed by 397 which increased total open position to 24894
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 308, which was -78.70 lower than the previous day. The implied volatity was 17.71, the open interest changed by 2411 which increased total open position to 24497
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 386.7, which was 15.70 higher than the previous day. The implied volatity was 17.88, the open interest changed by -660 which decreased total open position to 22086
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 371, which was -27.05 lower than the previous day. The implied volatity was 16.79, the open interest changed by -357 which decreased total open position to 22746
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 398.05, which was -96.70 lower than the previous day. The implied volatity was 17.86, the open interest changed by -2570 which decreased total open position to 23103
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 494.75, which was -200.30 lower than the previous day. The implied volatity was 17.09, the open interest changed by -40 which decreased total open position to 25673
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 695.05, which was -260.35 lower than the previous day. The implied volatity was 16.32, the open interest changed by 17699 which increased total open position to 25713
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 955.4, which was -37.55 lower than the previous day. The implied volatity was 15.95, the open interest changed by -1257 which decreased total open position to 8014
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 992.95, which was -19.05 lower than the previous day. The implied volatity was 15.15, the open interest changed by 898 which increased total open position to 9271
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1012, which was 184.50 higher than the previous day. The implied volatity was 14.84, the open interest changed by 4249 which increased total open position to 8373
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 827.5, which was -95.25 lower than the previous day. The implied volatity was 14.44, the open interest changed by 3357 which increased total open position to 4124
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 922.75, which was -45.60 lower than the previous day. The implied volatity was 14.94, the open interest changed by 141 which increased total open position to 767
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 968.35, which was -681.35 lower than the previous day. The implied volatity was 15.76, the open interest changed by 260 which increased total open position to 626
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1649.7, which was -467.90 lower than the previous day. The implied volatity was 15.88, the open interest changed by 121 which increased total open position to 366
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 2117.6, which was 28.60 higher than the previous day. The implied volatity was 15.98, the open interest changed by 130 which increased total open position to 245
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 2089, which was -93.90 lower than the previous day. The implied volatity was 15.86, the open interest changed by 115 which increased total open position to 115
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2182.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2182.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 2182.9, which was 666.85 higher than the previous day. The implied volatity was 14.98, the open interest changed by 15 which increased total open position to 122
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1516.05, which was 396.50 higher than the previous day. The implied volatity was 13.59, the open interest changed by 1 which increased total open position to 107
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1119.55, which was -249.30 lower than the previous day. The implied volatity was 13.76, the open interest changed by 26 which increased total open position to 106
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1368.85, which was 205.85 higher than the previous day. The implied volatity was 14.87, the open interest changed by 8 which increased total open position to 80
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1163, which was 165.10 higher than the previous day. The implied volatity was 14.71, the open interest changed by 28 which increased total open position to 72
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 997.9, which was -212.50 lower than the previous day. The implied volatity was 15.57, the open interest changed by 3 which increased total open position to 44
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1210.4, which was -169.60 lower than the previous day. The implied volatity was 16.60, the open interest changed by 41 which increased total open position to 41
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1380, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1380, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 20
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1380, which was 122.90 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 1257.1, which was -942.90 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 2200, 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 2200, 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 2200, 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 2200, 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 2200, 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 2200, 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 2200, 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 2200, 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 2200, 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 2200, 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 2200, 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 2200, 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 2200, 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 2200, 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 2200, 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 2200, 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 2200, 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 2200, which was 1013.90 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 1186.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 1186.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 1186.1, which was 1186.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
