BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 52900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 4.36
Theta: -11.61
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 16.15 | -78.85 | 20.35 | 1,53,352.5 | 4,071.5 | 21,956.5 | |||
| 19 Dec | 51575.70 | 95 | -177.00 | 19.47 | 1,01,861.5 | -2,236.5 | 17,885 | |||
| 18 Dec | 52139.55 | 272 | -258.05 | 19.37 | 1,77,835.5 | 7,012.5 | 20,121.5 | |||
| 17 Dec | 52834.80 | 530.05 | -454.30 | 18.37 | 2,23,724.5 | 9,859.5 | 13,109 | |||
| 16 Dec | 53581.35 | 984.35 | -8.15 | 17.93 | 12,441.5 | -850.5 | 3,249.5 | |||
| 13 Dec | 53583.80 | 992.5 | 130.45 | 11.01 | 1,75,041.5 | 950.5 | 4,100 | |||
| 12 Dec | 53216.45 | 862.05 | -118.40 | 15.11 | 13,404.5 | 733.5 | 3,149.5 | |||
| 11 Dec | 53391.35 | 980.45 | -153.20 | 14.46 | 8,231.5 | 404 | 2,416 | |||
| 10 Dec | 53577.70 | 1133.65 | 71.65 | 13.54 | 7,176.5 | -87 | 2,012 | |||
| 9 Dec | 53407.75 | 1062 | -141.30 | 14.57 | 6,519 | -403.5 | 2,099 | |||
| 6 Dec | 53509.50 | 1203.3 | -53.55 | 14.78 | 7,329 | -591.5 | 2,502.5 | |||
| 5 Dec | 53603.55 | 1256.85 | 206.85 | 13.53 | 41,067.5 | -669 | 3,094 | |||
| 4 Dec | 53266.90 | 1050 | 297.00 | 14.04 | 1,45,287 | -3,227 | 3,763 | |||
| 3 Dec | 52695.75 | 753 | 201.00 | 14.24 | 98,545 | 1,267 | 6,990 | |||
| 2 Dec | 52109.00 | 552 | 12.95 | 14.84 | 51,610 | -421 | 5,723 | |||
| 29 Nov | 52055.60 | 539.05 | -32.95 | 14.09 | 57,197 | 1,346 | 6,144 | |||
| 28 Nov | 51906.85 | 572 | -71.05 | 14.63 | 73,328.5 | 3,282 | 4,798 | |||
| 27 Nov | 52301.80 | 643.05 | 5.10 | 13.11 | 6,489 | 865.5 | 1,516 | |||
| 26 Nov | 52191.50 | 637.95 | -30.40 | 13.60 | 1,222.5 | 113 | 650.5 | |||
| 25 Nov | 52207.50 | 668.35 | 326.50 | 13.69 | 989.5 | 280 | 537.5 | |||
| 22 Nov | 51135.40 | 341.85 | 136.85 | 13.88 | 1,052 | 12.5 | 257.5 | |||
| 21 Nov | 50372.90 | 205 | -10.50 | 13.82 | 693 | 51 | 245 | |||
| 19 Nov | 50626.50 | 215.5 | 0.50 | 13.41 | 356.5 | -33 | 194 | |||
| 18 Nov | 50363.80 | 215 | -12.70 | 13.67 | 408 | 57 | 227 | |||
| 14 Nov | 50179.55 | 227.7 | -67.20 | 13.63 | 131 | 31 | 170 | |||
| 13 Nov | 50088.35 | 294.9 | -196.55 | 14.51 | 308 | -57 | 139 | |||
| 12 Nov | 51157.80 | 491.45 | -239.55 | 13.83 | 131 | 24 | 196 | |||
| 11 Nov | 51876.75 | 731 | 43.45 | 13.29 | 87.5 | -4.5 | 172 | |||
| 8 Nov | 51561.20 | 687.55 | -187.50 | 13.68 | 181 | 142 | 176.5 | |||
| 7 Nov | 51916.50 | 875.05 | -239.45 | 13.85 | 2 | 0 | 34.5 | |||
| 6 Nov | 52317.40 | 1114.5 | 59.85 | 13.52 | 30.5 | 4.5 | 34.5 | |||
| 5 Nov | 52207.25 | 1054.65 | 268.70 | 14.43 | 43.5 | 4.5 | 30 | |||
| 4 Nov | 51215.25 | 785.95 | -144.00 | 15.74 | 12.5 | 25.5 | 25.5 | |||
| 1 Nov | 51673.90 | 929.95 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 51475.35 | 929.95 | -213.85 | - | 22 | 1 | 21.5 | |||
| 30 Oct | 51807.50 | 1143.8 | 453.80 | - | 4 | 20.5 | 20.5 | |||
| 29 Oct | 52320.70 | 690 | 0.00 | - | 0 | 4 | 0 | |||
| 28 Oct | 51259.30 | 690 | 0.00 | - | 0 | 4 | 0 | |||
| 25 Oct | 50787.45 | 690 | -310.00 | - | 5.5 | 4 | 19 | |||
| 24 Oct | 51531.15 | 1000 | 110.00 | - | 3 | 5 | 15 | |||
| 23 Oct | 51239.00 | 890 | -260.00 | - | 5 | 3 | 10 | |||
| 22 Oct | 51257.15 | 1150 | -50.00 | - | 5 | 7 | 7 | |||
| 21 Oct | 51962.70 | 1200 | 0.00 | - | 0 | 6.5 | 0 | |||
| 18 Oct | 52094.20 | 1200 | 0.00 | - | 0.5 | 6.5 | 6.5 | |||
| 17 Oct | 51288.80 | 1200 | 0.00 | - | 0 | 5 | 0 | |||
| 16 Oct | 51801.05 | 1200 | 0.00 | - | 0 | 5 | 0 | |||
| 15 Oct | 51906.00 | 1200 | 0.00 | - | 0 | 5 | 0 | |||
| 14 Oct | 51816.90 | 1200 | 9.10 | - | 5.5 | 5 | 5 | |||
| 11 Oct | 51172.30 | 1190.9 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 1190.9 | 174.20 | - | 0.5 | 0 | 3.5 | |||
| 9 Oct | 51007.00 | 1016.7 | -448.05 | - | 1.5 | 3.5 | 3.5 | |||
| 8 Oct | 51021.00 | 1464.75 | 0.00 | - | 0 | -0.5 | 0 | |||
| 7 Oct | 50478.90 | 1464.75 | 0.00 | - | 0 | -0.5 | 0 | |||
| 4 Oct | 51462.05 | 1464.75 | -35.25 | - | 2 | -0.5 | 2.5 | |||
| 3 Oct | 51845.20 | 1500 | -1901.85 | - | 4.5 | 3 | 3 | |||
| 1 Oct | 52922.60 | 3401.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 3401.85 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 3401.85 | 3401.85 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 52900 expiring on 24DEC2024
Delta for 52900 CE is 0.04
Historical price for 52900 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 16.15, which was -78.85 lower than the previous day. The implied volatity was 20.35, the open interest changed by 8143 which increased total open position to 43913
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 95, which was -177.00 lower than the previous day. The implied volatity was 19.47, the open interest changed by -4473 which decreased total open position to 35770
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 272, which was -258.05 lower than the previous day. The implied volatity was 19.37, the open interest changed by 14025 which increased total open position to 40243
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 530.05, which was -454.30 lower than the previous day. The implied volatity was 18.37, the open interest changed by 19719 which increased total open position to 26218
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 984.35, which was -8.15 lower than the previous day. The implied volatity was 17.93, the open interest changed by -1701 which decreased total open position to 6499
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 992.5, which was 130.45 higher than the previous day. The implied volatity was 11.01, the open interest changed by 1901 which increased total open position to 8200
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 862.05, which was -118.40 lower than the previous day. The implied volatity was 15.11, the open interest changed by 1467 which increased total open position to 6299
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 980.45, which was -153.20 lower than the previous day. The implied volatity was 14.46, the open interest changed by 808 which increased total open position to 4832
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1133.65, which was 71.65 higher than the previous day. The implied volatity was 13.54, the open interest changed by -174 which decreased total open position to 4024
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1062, which was -141.30 lower than the previous day. The implied volatity was 14.57, the open interest changed by -807 which decreased total open position to 4198
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1203.3, which was -53.55 lower than the previous day. The implied volatity was 14.78, the open interest changed by -1183 which decreased total open position to 5005
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1256.85, which was 206.85 higher than the previous day. The implied volatity was 13.53, the open interest changed by -1338 which decreased total open position to 6188
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1050, which was 297.00 higher than the previous day. The implied volatity was 14.04, the open interest changed by -6454 which decreased total open position to 7526
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 753, which was 201.00 higher than the previous day. The implied volatity was 14.24, the open interest changed by 2534 which increased total open position to 13980
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 552, which was 12.95 higher than the previous day. The implied volatity was 14.84, the open interest changed by -842 which decreased total open position to 11446
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 539.05, which was -32.95 lower than the previous day. The implied volatity was 14.09, the open interest changed by 2692 which increased total open position to 12288
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 572, which was -71.05 lower than the previous day. The implied volatity was 14.63, the open interest changed by 6564 which increased total open position to 9596
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 643.05, which was 5.10 higher than the previous day. The implied volatity was 13.11, the open interest changed by 1731 which increased total open position to 3032
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 637.95, which was -30.40 lower than the previous day. The implied volatity was 13.60, the open interest changed by 226 which increased total open position to 1301
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 668.35, which was 326.50 higher than the previous day. The implied volatity was 13.69, the open interest changed by 560 which increased total open position to 1075
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 341.85, which was 136.85 higher than the previous day. The implied volatity was 13.88, the open interest changed by 25 which increased total open position to 515
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 205, which was -10.50 lower than the previous day. The implied volatity was 13.82, the open interest changed by 102 which increased total open position to 490
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 215.5, which was 0.50 higher than the previous day. The implied volatity was 13.41, the open interest changed by -66 which decreased total open position to 388
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 215, which was -12.70 lower than the previous day. The implied volatity was 13.67, the open interest changed by 114 which increased total open position to 454
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 227.7, which was -67.20 lower than the previous day. The implied volatity was 13.63, the open interest changed by 62 which increased total open position to 340
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 294.9, which was -196.55 lower than the previous day. The implied volatity was 14.51, the open interest changed by -114 which decreased total open position to 278
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 491.45, which was -239.55 lower than the previous day. The implied volatity was 13.83, the open interest changed by 48 which increased total open position to 392
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 731, which was 43.45 higher than the previous day. The implied volatity was 13.29, the open interest changed by -9 which decreased total open position to 344
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 687.55, which was -187.50 lower than the previous day. The implied volatity was 13.68, the open interest changed by 284 which increased total open position to 353
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 875.05, which was -239.45 lower than the previous day. The implied volatity was 13.85, the open interest changed by 0 which decreased total open position to 69
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1114.5, which was 59.85 higher than the previous day. The implied volatity was 13.52, the open interest changed by 9 which increased total open position to 69
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1054.65, which was 268.70 higher than the previous day. The implied volatity was 14.43, the open interest changed by 9 which increased total open position to 60
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 785.95, which was -144.00 lower than the previous day. The implied volatity was 15.74, the open interest changed by 51 which increased total open position to 51
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 929.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 929.95, which was -213.85 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 1143.8, which was 453.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 690, 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 690, 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 690, which was -310.00 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 1000, which was 110.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 890, which was -260.00 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 1150, which was -50.00 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 1200, 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 1200, 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 1200, 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 1200, 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 1200, 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 1200, which was 9.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 1190.9, 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 1190.9, which was 174.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 1016.7, which was -448.05 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 1464.75, 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 1464.75, 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 1464.75, which was -35.25 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 1500, which was -1901.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 3401.85, 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 3401.85, 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 3401.85, which was 3401.85 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 52900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 10.92
Theta: -29.71
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 2078 | 818.55 | 31.13 | 1,153 | -427 | 7,754.5 |
| 19 Dec | 51575.70 | 1259.45 | 404.45 | 15.33 | 3,476.5 | -1,173.5 | 8,181.5 |
| 18 Dec | 52139.55 | 855 | 376.90 | 18.35 | 1,08,749 | -2,085.5 | 9,355 |
| 17 Dec | 52834.80 | 478.1 | 247.55 | 16.20 | 3,91,615.5 | -415 | 11,440.5 |
| 16 Dec | 53581.35 | 230.55 | -2.45 | 16.17 | 86,524.5 | 466.5 | 11,855.5 |
| 13 Dec | 53583.80 | 233 | -123.00 | 15.46 | 2,22,297.5 | 2,427.5 | 11,389 |
| 12 Dec | 53216.45 | 356 | 5.00 | 14.90 | 64,396 | 548.5 | 8,961.5 |
| 11 Dec | 53391.35 | 351 | -6.00 | 15.87 | 75,272.5 | 372.5 | 8,413 |
| 10 Dec | 53577.70 | 357 | -95.00 | 17.44 | 52,645 | 887 | 8,040.5 |
| 9 Dec | 53407.75 | 452 | 23.20 | 17.83 | 53,380 | -203 | 7,153.5 |
| 6 Dec | 53509.50 | 428.8 | -29.20 | 16.65 | 59,714 | 445.5 | 7,356.5 |
| 5 Dec | 53603.55 | 458 | -95.75 | 17.80 | 1,18,817.5 | 223 | 6,911 |
| 4 Dec | 53266.90 | 553.75 | -230.50 | 16.77 | 1,37,753.5 | -217.5 | 6,688 |
| 3 Dec | 52695.75 | 784.25 | -276.85 | 16.26 | 50,768 | 4,747.5 | 6,905.5 |
| 2 Dec | 52109.00 | 1061.1 | -23.40 | 15.78 | 3,970 | 70.5 | 2,158 |
| 29 Nov | 52055.60 | 1084.5 | -30.00 | 14.67 | 3,864.5 | 163.5 | 2,087.5 |
| 28 Nov | 51906.85 | 1114.5 | 196.60 | 14.66 | 24,487.5 | 1,436 | 1,924 |
| 27 Nov | 52301.80 | 917.9 | -115.85 | 14.18 | 1,216 | 104 | 488 |
| 26 Nov | 52191.50 | 1033.75 | -35.30 | 14.98 | 324 | 54 | 384 |
| 25 Nov | 52207.50 | 1069.05 | -738.95 | 15.65 | 803.5 | 260.5 | 330 |
| 22 Nov | 51135.40 | 1808 | -549.85 | 16.32 | 2.5 | 1 | 69.5 |
| 21 Nov | 50372.90 | 2357.85 | 427.50 | 17.81 | 9 | 4 | 68.5 |
| 19 Nov | 50626.50 | 1930.35 | -508.50 | 6.66 | 37.5 | 64.5 | 64.5 |
| 18 Nov | 50363.80 | 2438.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 50179.55 | 2438.85 | 444.35 | 15.82 | 3 | 0 | 58 |
| 13 Nov | 50088.35 | 1994.5 | 329.75 | - | 3 | 0 | 58 |
| 12 Nov | 51157.80 | 1664.75 | 517.35 | 13.81 | 33.5 | -14.5 | 58 |
| 11 Nov | 51876.75 | 1147.4 | -269.70 | 12.54 | 8.5 | -0.5 | 72.5 |
| 8 Nov | 51561.20 | 1417.1 | 152.80 | 13.88 | 9.5 | 5 | 73 |
| 7 Nov | 51916.50 | 1264.3 | 189.00 | 14.63 | 4.5 | 2.5 | 68 |
| 6 Nov | 52317.40 | 1075.3 | -240.85 | 15.36 | 63.5 | 48 | 65.5 |
| 5 Nov | 52207.25 | 1316.15 | 59.65 | 16.66 | 22 | 17.5 | 17.5 |
| 4 Nov | 51215.25 | 1256.5 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 51673.90 | 1256.5 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 51475.35 | 1256.5 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 51807.50 | 1256.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 52320.70 | 1256.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 51259.30 | 1256.5 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 1256.5 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 1256.5 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 1256.5 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 1256.5 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 1256.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 1256.5 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 1256.5 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 1256.5 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 1256.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 1256.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 1256.5 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 1256.5 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 1256.5 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 1256.5 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 1256.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 1256.5 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 1256.5 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 1256.5 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 1256.5 | 1256.50 | - | 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 52900 expiring on 24DEC2024
Delta for 52900 PE is -0.88
Historical price for 52900 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2078, which was 818.55 higher than the previous day. The implied volatity was 31.13, the open interest changed by -854 which decreased total open position to 15509
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1259.45, which was 404.45 higher than the previous day. The implied volatity was 15.33, the open interest changed by -2347 which decreased total open position to 16363
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 855, which was 376.90 higher than the previous day. The implied volatity was 18.35, the open interest changed by -4171 which decreased total open position to 18710
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 478.1, which was 247.55 higher than the previous day. The implied volatity was 16.20, the open interest changed by -830 which decreased total open position to 22881
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 230.55, which was -2.45 lower than the previous day. The implied volatity was 16.17, the open interest changed by 933 which increased total open position to 23711
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 233, which was -123.00 lower than the previous day. The implied volatity was 15.46, the open interest changed by 4855 which increased total open position to 22778
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 356, which was 5.00 higher than the previous day. The implied volatity was 14.90, the open interest changed by 1097 which increased total open position to 17923
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 351, which was -6.00 lower than the previous day. The implied volatity was 15.87, the open interest changed by 745 which increased total open position to 16826
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 357, which was -95.00 lower than the previous day. The implied volatity was 17.44, the open interest changed by 1774 which increased total open position to 16081
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 452, which was 23.20 higher than the previous day. The implied volatity was 17.83, the open interest changed by -406 which decreased total open position to 14307
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 428.8, which was -29.20 lower than the previous day. The implied volatity was 16.65, the open interest changed by 891 which increased total open position to 14713
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 458, which was -95.75 lower than the previous day. The implied volatity was 17.80, the open interest changed by 446 which increased total open position to 13822
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 553.75, which was -230.50 lower than the previous day. The implied volatity was 16.77, the open interest changed by -435 which decreased total open position to 13376
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 784.25, which was -276.85 lower than the previous day. The implied volatity was 16.26, the open interest changed by 9495 which increased total open position to 13811
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1061.1, which was -23.40 lower than the previous day. The implied volatity was 15.78, the open interest changed by 141 which increased total open position to 4316
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1084.5, which was -30.00 lower than the previous day. The implied volatity was 14.67, the open interest changed by 327 which increased total open position to 4175
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1114.5, which was 196.60 higher than the previous day. The implied volatity was 14.66, the open interest changed by 2872 which increased total open position to 3848
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 917.9, which was -115.85 lower than the previous day. The implied volatity was 14.18, the open interest changed by 208 which increased total open position to 976
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1033.75, which was -35.30 lower than the previous day. The implied volatity was 14.98, the open interest changed by 108 which increased total open position to 768
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1069.05, which was -738.95 lower than the previous day. The implied volatity was 15.65, the open interest changed by 521 which increased total open position to 660
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1808, which was -549.85 lower than the previous day. The implied volatity was 16.32, the open interest changed by 2 which increased total open position to 139
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 2357.85, which was 427.50 higher than the previous day. The implied volatity was 17.81, the open interest changed by 8 which increased total open position to 137
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1930.35, which was -508.50 lower than the previous day. The implied volatity was 6.66, the open interest changed by 129 which increased total open position to 129
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2438.85, 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 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2438.85, which was 444.35 higher than the previous day. The implied volatity was 15.82, the open interest changed by 0 which decreased total open position to 116
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1994.5, which was 329.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 116
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1664.75, which was 517.35 higher than the previous day. The implied volatity was 13.81, the open interest changed by -29 which decreased total open position to 116
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1147.4, which was -269.70 lower than the previous day. The implied volatity was 12.54, the open interest changed by -1 which decreased total open position to 145
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1417.1, which was 152.80 higher than the previous day. The implied volatity was 13.88, the open interest changed by 10 which increased total open position to 146
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1264.3, which was 189.00 higher than the previous day. The implied volatity was 14.63, the open interest changed by 5 which increased total open position to 136
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1075.3, which was -240.85 lower than the previous day. The implied volatity was 15.36, the open interest changed by 96 which increased total open position to 131
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1316.15, which was 59.65 higher than the previous day. The implied volatity was 16.66, the open interest changed by 35 which increased total open position to 35
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1256.5, 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 1256.5, 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 1256.5, 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 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 1256.5, 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 1256.5, 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 1256.5, 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 1256.5, 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 1256.5, 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 1256.5, 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 1256.5, 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 1256.5, 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 1256.5, 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 1256.5, 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 1256.5, 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 1256.5, 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 1256.5, 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 1256.5, 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 1256.5, 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 1256.5, 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 1256.5, 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 1256.5, 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 1256.5, 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 1256.5, 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 1256.5, 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 1256.5, which was 1256.50 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
