BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 53100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 4.03
Theta: -11.46
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 15.5 | -62.50 | 21.82 | 1,63,956.5 | 441 | 20,923.5 | |||
| 19 Dec | 51575.70 | 78 | -149.05 | 20.23 | 99,182.5 | -1,013.5 | 20,482.5 | |||
| 18 Dec | 52139.55 | 227.05 | -215.85 | 19.95 | 1,35,923 | 5,621.5 | 21,496 | |||
| 17 Dec | 52834.80 | 442.9 | -393.10 | 18.54 | 2,27,389.5 | 9,789 | 15,874.5 | |||
| 16 Dec | 53581.35 | 836 | -12.25 | 17.37 | 26,458 | 80.5 | 6,085.5 | |||
| 13 Dec | 53583.80 | 848.25 | 119.00 | 11.36 | 2,23,717.5 | -603.5 | 6,005 | |||
| 12 Dec | 53216.45 | 729.25 | -112.00 | 14.77 | 45,690 | 990.5 | 6,608.5 | |||
| 11 Dec | 53391.35 | 841.25 | -155.25 | 14.21 | 23,992 | 814 | 5,618 | |||
| 10 Dec | 53577.70 | 996.5 | 62.20 | 13.68 | 19,427 | -416 | 4,804 | |||
| 9 Dec | 53407.75 | 934.3 | -134.55 | 14.63 | 19,227 | -302 | 5,220 | |||
| 6 Dec | 53509.50 | 1068.85 | -51.15 | 14.71 | 22,323 | -327.5 | 5,522 | |||
| 5 Dec | 53603.55 | 1120 | 190.00 | 13.54 | 1,02,052 | -1,624 | 5,849.5 | |||
| 4 Dec | 53266.90 | 930 | 281.25 | 14.07 | 1,93,232.5 | 770 | 7,473.5 | |||
| 3 Dec | 52695.75 | 648.75 | 175.10 | 14.09 | 60,418.5 | -418.5 | 6,703.5 | |||
| 2 Dec | 52109.00 | 473.65 | 17.50 | 14.77 | 68,795.5 | 1,353 | 7,122 | |||
| 29 Nov | 52055.60 | 456.15 | -31.85 | 13.90 | 39,467 | 854 | 5,769 | |||
| 28 Nov | 51906.85 | 488 | -56.75 | 14.50 | 98,075 | 753.5 | 4,915 | |||
| 27 Nov | 52301.80 | 544.75 | 1.10 | 12.86 | 10,013.5 | 3,424.5 | 4,161.5 | |||
| 26 Nov | 52191.50 | 543.65 | -36.75 | 13.37 | 1,516 | 122.5 | 737 | |||
| 25 Nov | 52207.50 | 580.4 | 297.35 | 13.59 | 1,475.5 | 321.5 | 614.5 | |||
| 22 Nov | 51135.40 | 283.05 | 122.95 | 13.66 | 1,215.5 | 54 | 293 | |||
| 21 Nov | 50372.90 | 160.1 | -21.85 | 13.46 | 854 | 5.5 | 239 | |||
| 19 Nov | 50626.50 | 181.95 | 3.75 | 13.40 | 814.5 | 2 | 233.5 | |||
| 18 Nov | 50363.80 | 178.2 | -14.60 | 13.52 | 407.5 | 103.5 | 231.5 | |||
| 14 Nov | 50179.55 | 192.8 | -66.35 | 13.58 | 178.5 | 32.5 | 128 | |||
| 13 Nov | 50088.35 | 259.15 | -168.60 | 14.56 | 336.5 | -127 | 95.5 | |||
| 12 Nov | 51157.80 | 427.75 | -137.25 | 13.72 | 520.5 | -31.5 | 222.5 | |||
| 11 Nov | 51876.75 | 565 | -44.15 | 12.00 | 555.5 | 187.5 | 254 | |||
| 8 Nov | 51561.20 | 609.15 | -429.00 | 13.58 | 32 | 66.5 | 66.5 | |||
| 7 Nov | 51916.50 | 1038.15 | 0.00 | 0.00 | 0 | 7.5 | 0 | |||
| 6 Nov | 52317.40 | 1038.15 | 89.50 | 13.83 | 10.5 | 7.5 | 70.5 | |||
| 5 Nov | 52207.25 | 948.65 | 255.70 | 14.23 | 15 | -19.5 | 63 | |||
| 4 Nov | 51215.25 | 692.95 | -156.75 | 15.41 | 17 | 0 | 82.5 | |||
| 1 Nov | 51673.90 | 849.7 | 0.00 | 0.00 | 82 | 8 | 82.5 | |||
| 31 Oct | 51475.35 | 849.7 | -111.15 | - | 82 | 74.5 | 74.5 | |||
| 30 Oct | 51807.50 | 960.85 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 52320.70 | 960.85 | 0.00 | - | 0 | 0 | 0.5 | |||
| 28 Oct | 51259.30 | 960.85 | 0.00 | - | 0 | 0 | 0.5 | |||
| 25 Oct | 50787.45 | 960.85 | 0.00 | - | 0 | 0 | 0.5 | |||
| 24 Oct | 51531.15 | 960.85 | 0.00 | - | 0 | 0 | 0.5 | |||
| 23 Oct | 51239.00 | 960.85 | 0.00 | - | 0 | 0.5 | 0.5 | |||
| 22 Oct | 51257.15 | 960.85 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 960.85 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Oct | 52094.20 | 960.85 | 0.00 | - | 0 | 0 | 0.5 | |||
| 17 Oct | 51288.80 | 960.85 | 0.00 | - | 0 | 0.5 | 0.5 | |||
| 16 Oct | 51801.05 | 960.85 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 960.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 960.85 | 0.00 | - | 0 | 0 | 0.5 | |||
| 11 Oct | 51172.30 | 960.85 | 0.00 | - | 0 | 0.5 | 0.5 | |||
| 10 Oct | 51530.90 | 960.85 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 960.85 | -2317.65 | - | 1.5 | 0 | 0 | |||
| 8 Oct | 51021.00 | 3278.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 3278.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 3278.5 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 3278.5 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 3278.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 3278.5 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 3278.5 | 3278.50 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 53100 expiring on 24DEC2024
Delta for 53100 CE is 0.03
Historical price for 53100 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 15.5, which was -62.50 lower than the previous day. The implied volatity was 21.82, the open interest changed by 882 which increased total open position to 41847
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 78, which was -149.05 lower than the previous day. The implied volatity was 20.23, the open interest changed by -2027 which decreased total open position to 40965
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 227.05, which was -215.85 lower than the previous day. The implied volatity was 19.95, the open interest changed by 11243 which increased total open position to 42992
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 442.9, which was -393.10 lower than the previous day. The implied volatity was 18.54, the open interest changed by 19578 which increased total open position to 31749
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 836, which was -12.25 lower than the previous day. The implied volatity was 17.37, the open interest changed by 161 which increased total open position to 12171
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 848.25, which was 119.00 higher than the previous day. The implied volatity was 11.36, the open interest changed by -1207 which decreased total open position to 12010
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 729.25, which was -112.00 lower than the previous day. The implied volatity was 14.77, the open interest changed by 1981 which increased total open position to 13217
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 841.25, which was -155.25 lower than the previous day. The implied volatity was 14.21, the open interest changed by 1628 which increased total open position to 11236
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 996.5, which was 62.20 higher than the previous day. The implied volatity was 13.68, the open interest changed by -832 which decreased total open position to 9608
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 934.3, which was -134.55 lower than the previous day. The implied volatity was 14.63, the open interest changed by -604 which decreased total open position to 10440
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1068.85, which was -51.15 lower than the previous day. The implied volatity was 14.71, the open interest changed by -655 which decreased total open position to 11044
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1120, which was 190.00 higher than the previous day. The implied volatity was 13.54, the open interest changed by -3248 which decreased total open position to 11699
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 930, which was 281.25 higher than the previous day. The implied volatity was 14.07, the open interest changed by 1540 which increased total open position to 14947
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 648.75, which was 175.10 higher than the previous day. The implied volatity was 14.09, the open interest changed by -837 which decreased total open position to 13407
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 473.65, which was 17.50 higher than the previous day. The implied volatity was 14.77, the open interest changed by 2706 which increased total open position to 14244
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 456.15, which was -31.85 lower than the previous day. The implied volatity was 13.90, the open interest changed by 1708 which increased total open position to 11538
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 488, which was -56.75 lower than the previous day. The implied volatity was 14.50, the open interest changed by 1507 which increased total open position to 9830
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 544.75, which was 1.10 higher than the previous day. The implied volatity was 12.86, the open interest changed by 6849 which increased total open position to 8323
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 543.65, which was -36.75 lower than the previous day. The implied volatity was 13.37, the open interest changed by 245 which increased total open position to 1474
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 580.4, which was 297.35 higher than the previous day. The implied volatity was 13.59, the open interest changed by 643 which increased total open position to 1229
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 283.05, which was 122.95 higher than the previous day. The implied volatity was 13.66, the open interest changed by 108 which increased total open position to 586
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 160.1, which was -21.85 lower than the previous day. The implied volatity was 13.46, the open interest changed by 11 which increased total open position to 478
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 181.95, which was 3.75 higher than the previous day. The implied volatity was 13.40, the open interest changed by 4 which increased total open position to 467
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 178.2, which was -14.60 lower than the previous day. The implied volatity was 13.52, the open interest changed by 207 which increased total open position to 463
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 192.8, which was -66.35 lower than the previous day. The implied volatity was 13.58, the open interest changed by 65 which increased total open position to 256
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 259.15, which was -168.60 lower than the previous day. The implied volatity was 14.56, the open interest changed by -254 which decreased total open position to 191
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 427.75, which was -137.25 lower than the previous day. The implied volatity was 13.72, the open interest changed by -63 which decreased total open position to 445
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 565, which was -44.15 lower than the previous day. The implied volatity was 12.00, the open interest changed by 375 which increased total open position to 508
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 609.15, which was -429.00 lower than the previous day. The implied volatity was 13.58, the open interest changed by 133 which increased total open position to 133
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1038.15, 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 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1038.15, which was 89.50 higher than the previous day. The implied volatity was 13.83, the open interest changed by 15 which increased total open position to 141
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 948.65, which was 255.70 higher than the previous day. The implied volatity was 14.23, the open interest changed by -39 which decreased total open position to 126
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 692.95, which was -156.75 lower than the previous day. The implied volatity was 15.41, the open interest changed by 0 which decreased total open position to 165
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 849.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 165
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 849.7, which was -111.15 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 960.85, 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 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 960.85, 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 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 960.85, 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 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 960.85, 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 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 960.85, 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 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 960.85, 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 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 960.85, 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 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 960.85, 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 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 960.85, 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 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 960.85, 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 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 960.85, 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 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 960.85, 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 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 960.85, 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 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 960.85, 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 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 960.85, 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 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 960.85, which was -2317.65 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 3278.5, 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 3278.5, 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 3278.5, 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 3278.5, 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 3278.5, 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 3278.5, 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 3278.5, which was 3278.50 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 53100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 11.17
Theta: -35.73
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 2293.85 | 859.75 | 34.75 | 1,127.5 | -635 | 4,768.5 |
| 19 Dec | 51575.70 | 1434.1 | 421.70 | 14.02 | 2,399 | -1,250.5 | 5,403.5 |
| 18 Dec | 52139.55 | 1012.4 | 424.60 | 18.97 | 40,767 | -3,010.5 | 6,654 |
| 17 Dec | 52834.80 | 587.8 | 297.40 | 16.25 | 3,20,645.5 | -2,162.5 | 9,664.5 |
| 16 Dec | 53581.35 | 290.4 | 5.40 | 16.01 | 1,17,681 | -1,721 | 11,827 |
| 13 Dec | 53583.80 | 285 | -143.95 | 15.25 | 2,09,843.5 | 3,332.5 | 13,548 |
| 12 Dec | 53216.45 | 428.95 | 7.95 | 14.74 | 1,02,486 | 2,599 | 10,215.5 |
| 11 Dec | 53391.35 | 421 | -1.90 | 15.81 | 78,351 | -697.5 | 7,616.5 |
| 10 Dec | 53577.70 | 422.9 | -99.15 | 17.42 | 61,454.5 | 1,916.5 | 8,314 |
| 9 Dec | 53407.75 | 522.05 | 37.00 | 17.71 | 65,071 | -1,212 | 6,397.5 |
| 6 Dec | 53509.50 | 485.05 | -35.65 | 16.31 | 77,504 | -344 | 7,609.5 |
| 5 Dec | 53603.55 | 520.7 | -115.30 | 17.67 | 1,45,771.5 | -754.5 | 7,953.5 |
| 4 Dec | 53266.90 | 636 | -253.40 | 16.79 | 1,52,701.5 | 6,221.5 | 8,708 |
| 3 Dec | 52695.75 | 889.4 | -291.40 | 16.32 | 12,472.5 | 735 | 2,486.5 |
| 2 Dec | 52109.00 | 1180.8 | -16.65 | 15.72 | 3,011.5 | 179.5 | 1,751.5 |
| 29 Nov | 52055.60 | 1197.45 | -42.70 | 14.44 | 2,702 | 274.5 | 1,572 |
| 28 Nov | 51906.85 | 1240.15 | 214.35 | 14.67 | 10,470.5 | 797.5 | 1,297.5 |
| 27 Nov | 52301.80 | 1025.8 | -96.15 | 14.09 | 705 | 101 | 500 |
| 26 Nov | 52191.50 | 1121.95 | -49.15 | 14.49 | 324 | 54 | 399 |
| 25 Nov | 52207.50 | 1171.1 | -798.20 | 15.36 | 732 | 345 | 345 |
| 22 Nov | 51135.40 | 1969.3 | 0.00 | 0.00 | 0 | 109 | 0 |
| 21 Nov | 50372.90 | 1969.3 | 0.00 | 0.00 | 0 | 109 | 0 |
| 19 Nov | 50626.50 | 1969.3 | -490.95 | - | 36.5 | 109 | 109 |
| 18 Nov | 50363.80 | 2460.25 | 0.00 | 0.00 | 0 | -3.5 | 0 |
| 14 Nov | 50179.55 | 2460.25 | 0.00 | 0.00 | 0 | -3.5 | 0 |
| 13 Nov | 50088.35 | 2460.25 | 646.35 | 14.22 | 11 | -3.5 | 78.5 |
| 12 Nov | 51157.80 | 1813.9 | 423.55 | 13.96 | 19 | -13 | 82 |
| 11 Nov | 51876.75 | 1390.35 | -163.90 | 14.33 | 17.5 | -2 | 95 |
| 8 Nov | 51561.20 | 1554.25 | 142.70 | 14.06 | 24.5 | 5.5 | 97 |
| 7 Nov | 51916.50 | 1411.55 | 229.75 | 15.10 | 9 | 56 | 91.5 |
| 6 Nov | 52317.40 | 1181.8 | -208.30 | 15.46 | 74.5 | 9 | 35.5 |
| 5 Nov | 52207.25 | 1390.1 | -364.90 | 16.24 | 7.5 | 26.5 | 26.5 |
| 4 Nov | 51215.25 | 1755 | 0.00 | 0.00 | 0 | 26 | 0 |
| 1 Nov | 51673.90 | 1755 | 0.00 | 0.00 | 0 | 26 | 0 |
| 31 Oct | 51475.35 | 1755 | -9.60 | - | 0.5 | 26 | 26 |
| 30 Oct | 51807.50 | 1764.6 | 0.00 | - | 0 | 1 | 0 |
| 29 Oct | 52320.70 | 1764.6 | 0.00 | - | 0 | 1 | 0 |
| 28 Oct | 51259.30 | 1764.6 | -449.90 | - | 0.5 | 1 | 26 |
| 25 Oct | 50787.45 | 2214.5 | 314.50 | - | 14 | 25 | 25 |
| 24 Oct | 51531.15 | 1900 | 0.00 | - | 0 | 9 | 0 |
| 23 Oct | 51239.00 | 1900 | 0.00 | - | 0 | 9 | 0 |
| 22 Oct | 51257.15 | 1900 | 0.00 | - | 0 | 9 | 0 |
| 21 Oct | 51962.70 | 1900 | 0.00 | - | 0 | 9 | 0 |
| 18 Oct | 52094.20 | 1900 | 0.00 | - | 0 | 9 | 0 |
| 17 Oct | 51288.80 | 1900 | 0.00 | - | 0 | 9 | 0 |
| 16 Oct | 51801.05 | 1900 | 0.00 | - | 0 | 9 | 0 |
| 15 Oct | 51906.00 | 1900 | 0.00 | - | 0 | 9 | 0 |
| 14 Oct | 51816.90 | 1900 | 0.00 | - | 0 | 9 | 0 |
| 11 Oct | 51172.30 | 1900 | 46.00 | - | 15 | 9 | 9 |
| 10 Oct | 51530.90 | 1854 | 0.00 | - | 0 | 3.5 | 0 |
| 9 Oct | 51007.00 | 1854 | 500.15 | - | 0.5 | 3.5 | 3.5 |
| 8 Oct | 51021.00 | 1353.85 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 1353.85 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 1353.85 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 1353.85 | 24.25 | - | 3.5 | 0 | 0 |
| 1 Oct | 52922.60 | 1329.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 1329.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 1329.6 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 1329.6 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 53100 expiring on 24DEC2024
Delta for 53100 PE is -0.87
Historical price for 53100 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2293.85, which was 859.75 higher than the previous day. The implied volatity was 34.75, the open interest changed by -1270 which decreased total open position to 9537
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1434.1, which was 421.70 higher than the previous day. The implied volatity was 14.02, the open interest changed by -2501 which decreased total open position to 10807
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1012.4, which was 424.60 higher than the previous day. The implied volatity was 18.97, the open interest changed by -6021 which decreased total open position to 13308
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 587.8, which was 297.40 higher than the previous day. The implied volatity was 16.25, the open interest changed by -4325 which decreased total open position to 19329
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 290.4, which was 5.40 higher than the previous day. The implied volatity was 16.01, the open interest changed by -3442 which decreased total open position to 23654
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 285, which was -143.95 lower than the previous day. The implied volatity was 15.25, the open interest changed by 6665 which increased total open position to 27096
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 428.95, which was 7.95 higher than the previous day. The implied volatity was 14.74, the open interest changed by 5198 which increased total open position to 20431
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 421, which was -1.90 lower than the previous day. The implied volatity was 15.81, the open interest changed by -1395 which decreased total open position to 15233
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 422.9, which was -99.15 lower than the previous day. The implied volatity was 17.42, the open interest changed by 3833 which increased total open position to 16628
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 522.05, which was 37.00 higher than the previous day. The implied volatity was 17.71, the open interest changed by -2424 which decreased total open position to 12795
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 485.05, which was -35.65 lower than the previous day. The implied volatity was 16.31, the open interest changed by -688 which decreased total open position to 15219
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 520.7, which was -115.30 lower than the previous day. The implied volatity was 17.67, the open interest changed by -1509 which decreased total open position to 15907
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 636, which was -253.40 lower than the previous day. The implied volatity was 16.79, the open interest changed by 12443 which increased total open position to 17416
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 889.4, which was -291.40 lower than the previous day. The implied volatity was 16.32, the open interest changed by 1470 which increased total open position to 4973
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1180.8, which was -16.65 lower than the previous day. The implied volatity was 15.72, the open interest changed by 359 which increased total open position to 3503
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1197.45, which was -42.70 lower than the previous day. The implied volatity was 14.44, the open interest changed by 549 which increased total open position to 3144
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1240.15, which was 214.35 higher than the previous day. The implied volatity was 14.67, the open interest changed by 1595 which increased total open position to 2595
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1025.8, which was -96.15 lower than the previous day. The implied volatity was 14.09, the open interest changed by 202 which increased total open position to 1000
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1121.95, which was -49.15 lower than the previous day. The implied volatity was 14.49, the open interest changed by 108 which increased total open position to 798
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1171.1, which was -798.20 lower than the previous day. The implied volatity was 15.36, the open interest changed by 690 which increased total open position to 690
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1969.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 218 which increased total open position to 0
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1969.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 218 which increased total open position to 0
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1969.3, which was -490.95 lower than the previous day. The implied volatity was -, the open interest changed by 218 which increased total open position to 218
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2460.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2460.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 2460.25, which was 646.35 higher than the previous day. The implied volatity was 14.22, the open interest changed by -7 which decreased total open position to 157
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1813.9, which was 423.55 higher than the previous day. The implied volatity was 13.96, the open interest changed by -26 which decreased total open position to 164
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1390.35, which was -163.90 lower than the previous day. The implied volatity was 14.33, the open interest changed by -4 which decreased total open position to 190
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1554.25, which was 142.70 higher than the previous day. The implied volatity was 14.06, the open interest changed by 11 which increased total open position to 194
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1411.55, which was 229.75 higher than the previous day. The implied volatity was 15.10, the open interest changed by 112 which increased total open position to 183
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1181.8, which was -208.30 lower than the previous day. The implied volatity was 15.46, the open interest changed by 18 which increased total open position to 71
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1390.1, which was -364.90 lower than the previous day. The implied volatity was 16.24, the open interest changed by 53 which increased total open position to 53
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1755, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 52 which increased total open position to 0
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1755, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 52 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1755, which was -9.60 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 1764.6, 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 1764.6, 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 1764.6, which was -449.90 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 2214.5, which was 314.50 higher 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 1900, 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 1900, 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 1900, 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 1900, 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 1900, 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 1900, 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 1900, 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 1900, 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 1900, 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 1900, which was 46.00 higher 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 1854, 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 1854, which was 500.15 higher 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 1353.85, 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 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 1353.85, 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 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 1353.85, 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 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 1353.85, which was 24.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 1329.6, 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 1329.6, 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 1329.6, 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 1329.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
