BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
05 Jul 2024 04:13 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 52660.35 | 167.95 | -299.05 | - | 3,99,24,225 | 5,14,845 | 22,84,080 | |||
| 4 Jul | 53103.70 | 467 | - | 4,96,48,290 | 6,19,200 | 17,69,235 | ||||
| 3 Jul | 53089.25 | 461 | - | 1,07,99,445 | 4,98,555 | 11,50,035 | ||||
| 2 Jul | 52168.10 | 206 | - | 29,59,005 | 3,37,365 | 6,46,155 | ||||
| 1 Jul | 52574.75 | 374 | - | 11,53,620 | 71,805 | 3,08,790 | ||||
| 28 Jun | 52342.25 | 355 | - | 10,25,190 | 1,11,060 | 2,36,985 | ||||
| 27 Jun | 52811.30 | 545.95 | - | 6,99,435 | 19,290 | 1,25,925 | ||||
| 26 Jun | 52870.50 | 520.8 | - | 3,04,440 | 54,690 | 1,05,735 | ||||
| 25 Jun | 52606.00 | 470.6 | - | 1,63,350 | 22,230 | 51,045 | ||||
| 24 Jun | 51703.95 | 222 | - | 29,205 | 1,260 | 28,815 | ||||
| 21 Jun | 51661.45 | 201.50 | - | 47,865 | 17,220 | 27,780 | ||||
| 20 Jun | 51783.25 | 273.95 | - | 23,745 | 5,805 | 10,665 | ||||
| 19 Jun | 51398.05 | 225.00 | - | 30,825 | 2,010 | 4,860 | ||||
| 18 Jun | 50440.90 | 67.35 | - | 12,090 | 1,335 | 2,970 | ||||
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| 14 Jun | 50002.00 | 74.75 | - | 1,710 | 990 | 1,635 | ||||
| 13 Jun | 49846.70 | 85.50 | - | 1,680 | 825 | 885 | ||||
| 12 Jun | 49895.10 | 299.95 | - | 15 | 0 | 45 | ||||
| 11 Jun | 49705.75 | 300.00 | - | 45 | 30 | 30 | ||||
| 10 Jun | 49780.90 | 272.80 | - | 0 | 0 | 0 | ||||
| 7 Jun | 49803.20 | 272.80 | - | 0 | 0 | 0 | ||||
For NIFTY BANK - strike price 53000 expiring on 10JUL2024
Delta for 53000 CE is -
Historical price for 53000 CE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 167.95, which was -299.05 lower than the previous day. The implied volatity was -, the open interest changed by 514845 which increased total open position to 2284080
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 467, which was lower than the previous day. The implied volatity was -, the open interest changed by 619200 which increased total open position to 1769235
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 461, which was lower than the previous day. The implied volatity was -, the open interest changed by 498555 which increased total open position to 1150035
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 206, which was lower than the previous day. The implied volatity was -, the open interest changed by 337365 which increased total open position to 646155
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 374, which was lower than the previous day. The implied volatity was -, the open interest changed by 71805 which increased total open position to 308790
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 355, which was lower than the previous day. The implied volatity was -, the open interest changed by 111060 which increased total open position to 236985
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 545.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 19290 which increased total open position to 125925
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 520.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 54690 which increased total open position to 105735
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 470.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 22230 which increased total open position to 51045
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 222, which was lower than the previous day. The implied volatity was -, the open interest changed by 1260 which increased total open position to 28815
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 201.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 17220 which increased total open position to 27780
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 273.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 5805 which increased total open position to 10665
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 225.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2010 which increased total open position to 4860
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 67.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1335 which increased total open position to 2970
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 74.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 990 which increased total open position to 1635
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 85.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 885
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 299.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45
On 11 Jun BANKNIFTY was trading at 49705.75. The strike last trading price was 300.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 30
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 272.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun BANKNIFTY was trading at 49803.20. The strike last trading price was 272.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 52660.35 | 548.05 | 220.55 | - | 1,39,05,960 | -11,54,490 | 9,32,385 |
| 4 Jul | 53103.70 | 327.5 | - | 5,65,38,735 | 6,92,175 | 20,86,875 | |
| 3 Jul | 53089.25 | 437 | - | 99,31,245 | 12,99,660 | 13,94,700 | |
| 2 Jul | 52168.10 | 940 | - | 4,26,780 | -41,370 | 98,685 | |
| 1 Jul | 52574.75 | 758.75 | - | 3,61,410 | -12,120 | 1,40,055 | |
| 28 Jun | 52342.25 | 850 | - | 8,13,150 | -10,620 | 1,52,175 | |
| 27 Jun | 52811.30 | 703.9 | - | 8,51,460 | 1,22,520 | 1,62,795 | |
| 26 Jun | 52870.50 | 803 | - | 1,94,865 | 36,930 | 43,890 | |
| 25 Jun | 52606.00 | 874.8 | - | 19,935 | 6,480 | 6,960 | |
| 24 Jun | 51703.95 | 1500 | - | 420 | 165 | 480 | |
| 21 Jun | 51661.45 | 1519.20 | - | 285 | 195 | 345 | |
| 20 Jun | 51783.25 | 1478.70 | - | 90 | 120 | 150 | |
| 19 Jun | 51398.05 | 1822.10 | - | 90 | 30 | 30 | |
| 18 Jun | 50440.90 | 3849.00 | - | 0 | 0 | 0 | |
| 14 Jun | 50002.00 | 3849.00 | - | 0 | 0 | 0 | |
| 13 Jun | 49846.70 | 3849.00 | - | 0 | 0 | 0 | |
| 12 Jun | 49895.10 | 3849.00 | - | 0 | 0 | 0 | |
| 11 Jun | 49705.75 | 3849.00 | - | 0 | 0 | 0 | |
| 10 Jun | 49780.90 | 0.00 | - | 0 | 0 | 0 | |
| 7 Jun | 49803.20 | 0.00 | - | 0 | 0 | 0 | |
For NIFTY BANK - strike price 53000 expiring on 10JUL2024
Delta for 53000 PE is -
Historical price for 53000 PE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 548.05, which was 220.55 higher than the previous day. The implied volatity was -, the open interest changed by -1154490 which decreased total open position to 932385
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 327.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 692175 which increased total open position to 2086875
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 437, which was lower than the previous day. The implied volatity was -, the open interest changed by 1299660 which increased total open position to 1394700
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 940, which was lower than the previous day. The implied volatity was -, the open interest changed by -41370 which decreased total open position to 98685
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 758.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -12120 which decreased total open position to 140055
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 850, which was lower than the previous day. The implied volatity was -, the open interest changed by -10620 which decreased total open position to 152175
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 703.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 122520 which increased total open position to 162795
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 803, which was lower than the previous day. The implied volatity was -, the open interest changed by 36930 which increased total open position to 43890
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 874.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 6480 which increased total open position to 6960
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 1500, which was lower than the previous day. The implied volatity was -, the open interest changed by 165 which increased total open position to 480
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 1519.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 195 which increased total open position to 345
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 1478.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 120 which increased total open position to 150
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 1822.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 30
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 3849.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 3849.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 3849.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 3849.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun BANKNIFTY was trading at 49705.75. The strike last trading price was 3849.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun BANKNIFTY was trading at 49803.20. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0