BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 52800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 4.70
Theta: -12.21
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 17.5 | -86.50 | 19.82 | 1,97,752.5 | 4,187.5 | 33,493.5 | |||
| 19 Dec | 51575.70 | 104 | -196.00 | 19.02 | 1,17,852 | 680 | 29,306 | |||
| 18 Dec | 52139.55 | 300 | -285.60 | 19.18 | 2,78,824.5 | 8,289 | 28,626 | |||
| 17 Dec | 52834.80 | 585.6 | -472.40 | 18.54 | 2,37,702.5 | 6,036 | 20,337 | |||
| 16 Dec | 53581.35 | 1058 | -10.00 | 18.07 | 22,746 | 1,440 | 14,301 | |||
| 13 Dec | 53583.80 | 1068 | 143.00 | 10.74 | 2,16,480.5 | 1,048.5 | 12,861 | |||
| 12 Dec | 53216.45 | 925 | -119.25 | 15.08 | 10,710 | 451 | 11,812.5 | |||
| 11 Dec | 53391.35 | 1044.25 | -167.65 | 14.32 | 6,017.5 | 320 | 11,361.5 | |||
| 10 Dec | 53577.70 | 1211.9 | 82.45 | 13.67 | 5,249 | 130 | 11,041.5 | |||
| 9 Dec | 53407.75 | 1129.45 | -140.55 | 14.55 | 6,741.5 | -11.5 | 10,911.5 | |||
| 6 Dec | 53509.50 | 1270 | -54.85 | 14.73 | 7,748.5 | 468.5 | 10,923 | |||
| 5 Dec | 53603.55 | 1324.85 | 212.40 | 13.42 | 21,001.5 | -1,306 | 10,454.5 | |||
| 4 Dec | 53266.90 | 1112.45 | 310.90 | 14.00 | 1,34,773 | -3,721 | 11,760.5 | |||
| 3 Dec | 52695.75 | 801.55 | 205.55 | 14.18 | 1,51,832.5 | 8,122.5 | 15,481.5 | |||
| 2 Dec | 52109.00 | 596 | 8.55 | 14.91 | 71,811 | -236.5 | 7,359 | |||
| 29 Nov | 52055.60 | 587.45 | -22.55 | 14.26 | 54,943 | 403 | 7,595.5 | |||
| 28 Nov | 51906.85 | 610 | -80.00 | 14.68 | 1,19,934.5 | 4,429 | 7,192.5 | |||
| 27 Nov | 52301.80 | 690 | 2.00 | 13.14 | 10,338.5 | 952 | 2,763.5 | |||
| 26 Nov | 52191.50 | 688 | -31.00 | 13.71 | 4,125.5 | 1,107.5 | 1,811.5 | |||
| 25 Nov | 52207.50 | 719 | 347.20 | 13.80 | 2,329.5 | 184 | 704 | |||
| 22 Nov | 51135.40 | 371.8 | 149.50 | 13.95 | 1,464 | 44 | 520 | |||
| 21 Nov | 50372.90 | 222.3 | -13.45 | 13.81 | 1,327.5 | 135.5 | 476 | |||
| 19 Nov | 50626.50 | 235.75 | 2.05 | 13.45 | 311 | -26.5 | 340.5 | |||
| 18 Nov | 50363.80 | 233.7 | -28.80 | 13.65 | 430 | 94.5 | 367 | |||
| 14 Nov | 50179.55 | 262.5 | -55.45 | 13.89 | 212.5 | 13 | 272.5 | |||
| 13 Nov | 50088.35 | 317.95 | -207.85 | 14.56 | 602 | 17 | 259.5 | |||
| 12 Nov | 51157.80 | 525.8 | -245.20 | 13.88 | 288.5 | 85 | 242.5 | |||
| 11 Nov | 51876.75 | 771 | 44.20 | 13.26 | 326.5 | 79 | 157.5 | |||
| 8 Nov | 51561.20 | 726.8 | -218.65 | 13.69 | 123 | 25 | 78.5 | |||
| 7 Nov | 51916.50 | 945.45 | -224.50 | 14.21 | 32 | -3.5 | 53.5 | |||
| 6 Nov | 52317.40 | 1169.95 | 45.85 | 13.57 | 19 | 1.5 | 57 | |||
| 5 Nov | 52207.25 | 1124.1 | 310.10 | 14.72 | 35 | -19.5 | 55.5 | |||
| 4 Nov | 51215.25 | 814 | -170.70 | 15.62 | 10.5 | 75 | 75 | |||
| 1 Nov | 51673.90 | 984.7 | 0.00 | 0.00 | 0 | 45.5 | 0 | |||
| 31 Oct | 51475.35 | 984.7 | -2479.80 | - | 73 | 45.5 | 45.5 | |||
| 30 Oct | 51807.50 | 3464.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 52320.70 | 3464.5 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 51259.30 | 3464.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 3464.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 3464.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 3464.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 3464.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 3464.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 3464.5 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 3464.5 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 3464.5 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 3464.5 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 3464.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 3464.5 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 3464.5 | 0.00 | - | 0 | 0 | 0 | |||
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| 9 Oct | 51007.00 | 3464.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 3464.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 3464.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 3464.5 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 3464.5 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 3464.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 3464.5 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 3464.5 | 3464.50 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 52800 expiring on 24DEC2024
Delta for 52800 CE is 0.04
Historical price for 52800 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 17.5, which was -86.50 lower than the previous day. The implied volatity was 19.82, the open interest changed by 8375 which increased total open position to 66987
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 104, which was -196.00 lower than the previous day. The implied volatity was 19.02, the open interest changed by 1360 which increased total open position to 58612
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 300, which was -285.60 lower than the previous day. The implied volatity was 19.18, the open interest changed by 16578 which increased total open position to 57252
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 585.6, which was -472.40 lower than the previous day. The implied volatity was 18.54, the open interest changed by 12072 which increased total open position to 40674
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1058, which was -10.00 lower than the previous day. The implied volatity was 18.07, the open interest changed by 2880 which increased total open position to 28602
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1068, which was 143.00 higher than the previous day. The implied volatity was 10.74, the open interest changed by 2097 which increased total open position to 25722
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 925, which was -119.25 lower than the previous day. The implied volatity was 15.08, the open interest changed by 902 which increased total open position to 23625
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1044.25, which was -167.65 lower than the previous day. The implied volatity was 14.32, the open interest changed by 640 which increased total open position to 22723
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1211.9, which was 82.45 higher than the previous day. The implied volatity was 13.67, the open interest changed by 260 which increased total open position to 22083
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1129.45, which was -140.55 lower than the previous day. The implied volatity was 14.55, the open interest changed by -23 which decreased total open position to 21823
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1270, which was -54.85 lower than the previous day. The implied volatity was 14.73, the open interest changed by 937 which increased total open position to 21846
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1324.85, which was 212.40 higher than the previous day. The implied volatity was 13.42, the open interest changed by -2612 which decreased total open position to 20909
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1112.45, which was 310.90 higher than the previous day. The implied volatity was 14.00, the open interest changed by -7442 which decreased total open position to 23521
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 801.55, which was 205.55 higher than the previous day. The implied volatity was 14.18, the open interest changed by 16245 which increased total open position to 30963
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 596, which was 8.55 higher than the previous day. The implied volatity was 14.91, the open interest changed by -473 which decreased total open position to 14718
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 587.45, which was -22.55 lower than the previous day. The implied volatity was 14.26, the open interest changed by 806 which increased total open position to 15191
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 610, which was -80.00 lower than the previous day. The implied volatity was 14.68, the open interest changed by 8858 which increased total open position to 14385
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 690, which was 2.00 higher than the previous day. The implied volatity was 13.14, the open interest changed by 1904 which increased total open position to 5527
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 688, which was -31.00 lower than the previous day. The implied volatity was 13.71, the open interest changed by 2215 which increased total open position to 3623
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 719, which was 347.20 higher than the previous day. The implied volatity was 13.80, the open interest changed by 368 which increased total open position to 1408
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 371.8, which was 149.50 higher than the previous day. The implied volatity was 13.95, the open interest changed by 88 which increased total open position to 1040
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 222.3, which was -13.45 lower than the previous day. The implied volatity was 13.81, the open interest changed by 271 which increased total open position to 952
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 235.75, which was 2.05 higher than the previous day. The implied volatity was 13.45, the open interest changed by -53 which decreased total open position to 681
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 233.7, which was -28.80 lower than the previous day. The implied volatity was 13.65, the open interest changed by 189 which increased total open position to 734
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 262.5, which was -55.45 lower than the previous day. The implied volatity was 13.89, the open interest changed by 26 which increased total open position to 545
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 317.95, which was -207.85 lower than the previous day. The implied volatity was 14.56, the open interest changed by 34 which increased total open position to 519
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 525.8, which was -245.20 lower than the previous day. The implied volatity was 13.88, the open interest changed by 170 which increased total open position to 485
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 771, which was 44.20 higher than the previous day. The implied volatity was 13.26, the open interest changed by 158 which increased total open position to 315
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 726.8, which was -218.65 lower than the previous day. The implied volatity was 13.69, the open interest changed by 50 which increased total open position to 157
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 945.45, which was -224.50 lower than the previous day. The implied volatity was 14.21, the open interest changed by -7 which decreased total open position to 107
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1169.95, which was 45.85 higher than the previous day. The implied volatity was 13.57, the open interest changed by 3 which increased total open position to 114
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1124.1, which was 310.10 higher than the previous day. The implied volatity was 14.72, the open interest changed by -39 which decreased total open position to 111
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 814, which was -170.70 lower than the previous day. The implied volatity was 15.62, the open interest changed by 150 which increased total open position to 150
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 984.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 91 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 984.7, which was -2479.80 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 3464.5, 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 3464.5, 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 3464.5, 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 3464.5, 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 3464.5, 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 3464.5, 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 3464.5, 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 3464.5, 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 3464.5, 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 3464.5, 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 3464.5, 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 3464.5, 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 3464.5, 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 3464.5, 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 3464.5, 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 3464.5, 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 3464.5, 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 3464.5, 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 3464.5, 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 3464.5, 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 3464.5, 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 3464.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 3464.5, which was 3464.50 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 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 52800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 10.96
Theta: -27.94
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 1974.15 | 821.20 | 29.69 | 4,842 | -961 | 9,593.5 |
| 19 Dec | 51575.70 | 1152.95 | 371.90 | 13.78 | 12,363 | -4,008.5 | 10,554.5 |
| 18 Dec | 52139.55 | 781.05 | 345.00 | 18.10 | 2,40,056 | -3,747 | 14,563 |
| 17 Dec | 52834.80 | 436.05 | 227.55 | 16.44 | 4,63,045 | 2,532.5 | 18,310 |
| 16 Dec | 53581.35 | 208.5 | 0.30 | 16.39 | 98,778 | 2,039.5 | 15,777.5 |
| 13 Dec | 53583.80 | 208.2 | -115.95 | 15.50 | 2,98,876 | 2,099 | 13,738 |
| 12 Dec | 53216.45 | 324.15 | 2.30 | 15.00 | 67,899.5 | -1,124 | 11,639 |
| 11 Dec | 53391.35 | 321.85 | -9.15 | 15.97 | 57,385 | -423 | 12,763 |
| 10 Dec | 53577.70 | 331 | -84.20 | 17.56 | 71,344 | 1,041.5 | 13,186 |
| 9 Dec | 53407.75 | 415.2 | 21.95 | 17.77 | 91,809 | 782.5 | 12,144.5 |
| 6 Dec | 53509.50 | 393.25 | -31.75 | 16.58 | 76,484 | -2,528 | 11,362 |
| 5 Dec | 53603.55 | 425 | -95.00 | 17.80 | 1,07,249.5 | 3,999 | 13,890 |
| 4 Dec | 53266.90 | 520 | -223.10 | 16.86 | 1,49,696 | -1,043 | 9,891 |
| 3 Dec | 52695.75 | 743.1 | -262.00 | 16.40 | 1,19,202 | 6,402 | 10,934 |
| 2 Dec | 52109.00 | 1005.1 | -44.35 | 15.83 | 9,964 | -267 | 4,532 |
| 29 Nov | 52055.60 | 1049.45 | -16.85 | 15.13 | 7,314.5 | 268 | 4,799 |
| 28 Nov | 51906.85 | 1066.3 | 192.35 | 14.87 | 59,039 | 3,425.5 | 4,531 |
| 27 Nov | 52301.80 | 873.95 | -113.80 | 14.35 | 3,935 | 793.5 | 1,105.5 |
| 26 Nov | 52191.50 | 987.75 | -28.40 | 15.14 | 959 | 48 | 312 |
| 25 Nov | 52207.50 | 1016.15 | -703.10 | 15.60 | 732 | 41.5 | 264 |
| 22 Nov | 51135.40 | 1719.25 | -205.05 | 15.98 | 168 | 222.5 | 222.5 |
| 21 Nov | 50372.90 | 1924.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 50626.50 | 1924.3 | -339.85 | 10.16 | 3 | 0 | 88.5 |
| 18 Nov | 50363.80 | 2264.15 | -73.95 | 16.18 | 100.5 | -27.5 | 88.5 |
| 14 Nov | 50179.55 | 2338.1 | 393.10 | 15.37 | 39.5 | -20 | 116 |
| 13 Nov | 50088.35 | 1945 | 343.70 | 6.83 | 2 | 0 | 136 |
| 12 Nov | 51157.80 | 1601.3 | 385.55 | 13.88 | 89.5 | -1 | 136 |
| 11 Nov | 51876.75 | 1215.75 | -205.75 | 14.33 | 189.5 | 44.5 | 137 |
| 8 Nov | 51561.20 | 1421.5 | 186.70 | 14.79 | 3 | -1.5 | 92.5 |
| 7 Nov | 51916.50 | 1234.8 | 196.70 | 14.97 | 78 | 0 | 94 |
| 6 Nov | 52317.40 | 1038.1 | -221.35 | 15.50 | 118.5 | 55.5 | 94 |
| 5 Nov | 52207.25 | 1259.45 | 38.50 | 16.59 | 39.5 | 38.5 | 38.5 |
| 4 Nov | 51215.25 | 1220.95 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 51673.90 | 1220.95 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 51475.35 | 1220.95 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 51807.50 | 1220.95 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 52320.70 | 1220.95 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 51259.30 | 1220.95 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 1220.95 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 1220.95 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 1220.95 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 1220.95 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 1220.95 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 1220.95 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 1220.95 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 1220.95 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 1220.95 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 1220.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 1220.95 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 1220.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 1220.95 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 1220.95 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 1220.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 1220.95 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 1220.95 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 1220.95 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 1220.95 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 1220.95 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 1220.95 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 52800 expiring on 24DEC2024
Delta for 52800 PE is -0.88
Historical price for 52800 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1974.15, which was 821.20 higher than the previous day. The implied volatity was 29.69, the open interest changed by -1922 which decreased total open position to 19187
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1152.95, which was 371.90 higher than the previous day. The implied volatity was 13.78, the open interest changed by -8017 which decreased total open position to 21109
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 781.05, which was 345.00 higher than the previous day. The implied volatity was 18.10, the open interest changed by -7494 which decreased total open position to 29126
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 436.05, which was 227.55 higher than the previous day. The implied volatity was 16.44, the open interest changed by 5065 which increased total open position to 36620
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 208.5, which was 0.30 higher than the previous day. The implied volatity was 16.39, the open interest changed by 4079 which increased total open position to 31555
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 208.2, which was -115.95 lower than the previous day. The implied volatity was 15.50, the open interest changed by 4198 which increased total open position to 27476
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 324.15, which was 2.30 higher than the previous day. The implied volatity was 15.00, the open interest changed by -2248 which decreased total open position to 23278
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 321.85, which was -9.15 lower than the previous day. The implied volatity was 15.97, the open interest changed by -846 which decreased total open position to 25526
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 331, which was -84.20 lower than the previous day. The implied volatity was 17.56, the open interest changed by 2083 which increased total open position to 26372
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 415.2, which was 21.95 higher than the previous day. The implied volatity was 17.77, the open interest changed by 1565 which increased total open position to 24289
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 393.25, which was -31.75 lower than the previous day. The implied volatity was 16.58, the open interest changed by -5056 which decreased total open position to 22724
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 425, which was -95.00 lower than the previous day. The implied volatity was 17.80, the open interest changed by 7998 which increased total open position to 27780
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 520, which was -223.10 lower than the previous day. The implied volatity was 16.86, the open interest changed by -2086 which decreased total open position to 19782
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 743.1, which was -262.00 lower than the previous day. The implied volatity was 16.40, the open interest changed by 12804 which increased total open position to 21868
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1005.1, which was -44.35 lower than the previous day. The implied volatity was 15.83, the open interest changed by -534 which decreased total open position to 9064
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1049.45, which was -16.85 lower than the previous day. The implied volatity was 15.13, the open interest changed by 536 which increased total open position to 9598
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1066.3, which was 192.35 higher than the previous day. The implied volatity was 14.87, the open interest changed by 6851 which increased total open position to 9062
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 873.95, which was -113.80 lower than the previous day. The implied volatity was 14.35, the open interest changed by 1587 which increased total open position to 2211
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 987.75, which was -28.40 lower than the previous day. The implied volatity was 15.14, the open interest changed by 96 which increased total open position to 624
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1016.15, which was -703.10 lower than the previous day. The implied volatity was 15.60, the open interest changed by 83 which increased total open position to 528
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1719.25, which was -205.05 lower than the previous day. The implied volatity was 15.98, the open interest changed by 445 which increased total open position to 445
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1924.3, 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 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1924.3, which was -339.85 lower than the previous day. The implied volatity was 10.16, the open interest changed by 0 which decreased total open position to 177
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2264.15, which was -73.95 lower than the previous day. The implied volatity was 16.18, the open interest changed by -55 which decreased total open position to 177
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2338.1, which was 393.10 higher than the previous day. The implied volatity was 15.37, the open interest changed by -40 which decreased total open position to 232
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1945, which was 343.70 higher than the previous day. The implied volatity was 6.83, the open interest changed by 0 which decreased total open position to 272
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1601.3, which was 385.55 higher than the previous day. The implied volatity was 13.88, the open interest changed by -2 which decreased total open position to 272
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1215.75, which was -205.75 lower than the previous day. The implied volatity was 14.33, the open interest changed by 89 which increased total open position to 274
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1421.5, which was 186.70 higher than the previous day. The implied volatity was 14.79, the open interest changed by -3 which decreased total open position to 185
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1234.8, which was 196.70 higher than the previous day. The implied volatity was 14.97, the open interest changed by 0 which decreased total open position to 188
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1038.1, which was -221.35 lower than the previous day. The implied volatity was 15.50, the open interest changed by 111 which increased total open position to 188
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1259.45, which was 38.50 higher than the previous day. The implied volatity was 16.59, the open interest changed by 77 which increased total open position to 77
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1220.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1220.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1220.95, 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 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 1220.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 1220.95, 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 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 1220.95, 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 1220.95, 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 1220.95, 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 1220.95, 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 1220.95, 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 1220.95, 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 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 1220.95, 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 1220.95, 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 1220.95, 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 1220.95, 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 1220.95, 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 1220.95, 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 1220.95, 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 1220.95, 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 1220.95, 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 1220.95, 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 1220.95, 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 1220.95, 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 1220.95, 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 1220.95, 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 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 1220.95, 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 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 1220.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
