BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 53200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 3.81
Theta: -11.09
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 14.7 | -54.30 | 22.35 | 2,07,377.5 | -508 | 25,525 | |||
| 19 Dec | 51575.70 | 69 | -140.00 | 20.46 | 90,821.5 | -2,370.5 | 26,033 | |||
| 18 Dec | 52139.55 | 209 | -191.00 | 20.31 | 1,62,407.5 | 5,366 | 28,403.5 | |||
| 17 Dec | 52834.80 | 400 | -367.80 | 18.51 | 3,24,177 | 14,967 | 23,037.5 | |||
| 16 Dec | 53581.35 | 767.8 | -7.20 | 17.18 | 59,494.5 | -615 | 8,070.5 | |||
| 13 Dec | 53583.80 | 775 | 99.15 | 11.33 | 3,06,140.5 | -5,485.5 | 8,685.5 | |||
| 12 Dec | 53216.45 | 675.85 | -110.15 | 14.85 | 1,59,059.5 | 6,066.5 | 14,171 | |||
| 11 Dec | 53391.35 | 786 | -149.90 | 14.36 | 47,385 | 1,561.5 | 8,104.5 | |||
| 10 Dec | 53577.70 | 935.9 | 70.50 | 13.85 | 47,426 | -190 | 6,543 | |||
| 9 Dec | 53407.75 | 865.4 | -139.35 | 14.45 | 30,937 | 966 | 6,733 | |||
| 6 Dec | 53509.50 | 1004.75 | -43.75 | 14.68 | 41,293.5 | -275 | 5,767 | |||
| 5 Dec | 53603.55 | 1048.5 | 180.25 | 13.46 | 1,55,702 | -7,350 | 6,042 | |||
| 4 Dec | 53266.90 | 868.25 | 261.35 | 13.98 | 2,36,722 | 2,604.5 | 13,392 | |||
| 3 Dec | 52695.75 | 606.9 | 176.90 | 14.16 | 82,218 | 4,020.5 | 10,787.5 | |||
| 2 Dec | 52109.00 | 430 | 6.35 | 14.58 | 63,583 | 518 | 6,767 | |||
| 29 Nov | 52055.60 | 423.65 | -22.90 | 13.92 | 64,114 | 851 | 6,249 | |||
| 28 Nov | 51906.85 | 446.55 | -55.45 | 14.28 | 74,418 | 3,224.5 | 5,398 | |||
| 27 Nov | 52301.80 | 502 | -18.00 | 12.80 | 6,417 | 1,044.5 | 2,173.5 | |||
| 26 Nov | 52191.50 | 520 | -23.75 | 13.61 | 2,594 | -564 | 1,129 | |||
| 25 Nov | 52207.50 | 543.75 | 291.20 | 13.62 | 4,118.5 | 1,199.5 | 1,693 | |||
| 22 Nov | 51135.40 | 252.55 | 99.40 | 13.46 | 1,078 | 212 | 493.5 | |||
| 21 Nov | 50372.90 | 153.15 | -13.25 | 13.66 | 1,035 | 50.5 | 281.5 | |||
| 19 Nov | 50626.50 | 166.4 | 1.70 | 13.38 | 503.5 | 102.5 | 231 | |||
| 18 Nov | 50363.80 | 164.7 | -15.30 | 13.55 | 129.5 | 17.5 | 128.5 | |||
| 14 Nov | 50179.55 | 180 | -54.85 | 13.53 | 156.5 | 54.5 | 111 | |||
| 13 Nov | 50088.35 | 234.85 | -162.95 | 14.33 | 359.5 | -62 | 56.5 | |||
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| 12 Nov | 51157.80 | 397.8 | -219.20 | 13.67 | 208.5 | 71 | 118.5 | |||
| 11 Nov | 51876.75 | 617 | 48.70 | 13.30 | 85.5 | -30 | 47.5 | |||
| 8 Nov | 51561.20 | 568.3 | -170.70 | 13.48 | 127.5 | 35 | 77.5 | |||
| 7 Nov | 51916.50 | 739 | -248.15 | 13.68 | 8 | 0.5 | 42.5 | |||
| 6 Nov | 52317.40 | 987.15 | 90.55 | 13.78 | 25.5 | -17 | 42 | |||
| 5 Nov | 52207.25 | 896.6 | 296.60 | 14.12 | 34.5 | -9.5 | 59 | |||
| 4 Nov | 51215.25 | 600 | -220.00 | 14.55 | 12 | 68.5 | 68.5 | |||
| 1 Nov | 51673.90 | 820 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 820 | -221.25 | - | 4.5 | 0 | 69 | |||
| 30 Oct | 51807.50 | 1041.25 | -45.95 | - | 3.5 | 0.5 | 69 | |||
| 29 Oct | 52320.70 | 1087.2 | 462.20 | - | 78.5 | 42.5 | 68.5 | |||
| 28 Oct | 51259.30 | 625 | 36.00 | - | 8.5 | 2.5 | 26 | |||
| 25 Oct | 50787.45 | 589 | -576.00 | - | 8 | 7.5 | 23.5 | |||
| 24 Oct | 51531.15 | 1165 | 0.00 | - | 0 | 0 | 16 | |||
| 23 Oct | 51239.00 | 1165 | 0.00 | - | 0 | 16 | 16 | |||
| 22 Oct | 51257.15 | 1165 | 0.00 | - | 0 | 14 | 0 | |||
| 21 Oct | 51962.70 | 1165 | -252.55 | - | 3 | 14 | 14 | |||
| 18 Oct | 52094.20 | 1417.55 | 0.00 | - | 0 | 12.5 | 0 | |||
| 17 Oct | 51288.80 | 1417.55 | 0.00 | - | 0 | 12.5 | 0 | |||
| 16 Oct | 51801.05 | 1417.55 | 0.00 | - | 0.5 | 12.5 | 12.5 | |||
| 15 Oct | 51906.00 | 1417.55 | 0.00 | - | 0 | 12.5 | 0 | |||
| 14 Oct | 51816.90 | 1417.55 | 0.00 | - | 0 | 12.5 | 0 | |||
| 11 Oct | 51172.30 | 1417.55 | 0.00 | - | 0 | 12.5 | 0 | |||
| 10 Oct | 51530.90 | 1417.55 | 0.00 | - | 0 | 12.5 | 0 | |||
| 9 Oct | 51007.00 | 1417.55 | 0.00 | - | 0 | 12.5 | 0 | |||
| 8 Oct | 51021.00 | 1417.55 | 0.00 | - | 0 | 12.5 | 12.5 | |||
| 7 Oct | 50478.90 | 1417.55 | 0.00 | - | 0 | 10 | 0 | |||
| 4 Oct | 51462.05 | 1417.55 | 37.35 | - | 9.5 | 10 | 13 | |||
| 3 Oct | 51845.20 | 1380.2 | -490.30 | - | 2 | 1.5 | 3 | |||
| 1 Oct | 52922.60 | 1870.5 | -1347.35 | - | 1.5 | 1.5 | 1.5 | |||
| 30 Sept | 52978.10 | 3217.85 | 0.00 | - | 0.5 | 0 | 0 | |||
| 27 Sept | 53834.30 | 3217.85 | 3217.85 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 53200 expiring on 24DEC2024
Delta for 53200 CE is 0.03
Historical price for 53200 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 14.7, which was -54.30 lower than the previous day. The implied volatity was 22.35, the open interest changed by -1016 which decreased total open position to 51050
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 69, which was -140.00 lower than the previous day. The implied volatity was 20.46, the open interest changed by -4741 which decreased total open position to 52066
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 209, which was -191.00 lower than the previous day. The implied volatity was 20.31, the open interest changed by 10732 which increased total open position to 56807
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 400, which was -367.80 lower than the previous day. The implied volatity was 18.51, the open interest changed by 29934 which increased total open position to 46075
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 767.8, which was -7.20 lower than the previous day. The implied volatity was 17.18, the open interest changed by -1230 which decreased total open position to 16141
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 775, which was 99.15 higher than the previous day. The implied volatity was 11.33, the open interest changed by -10971 which decreased total open position to 17371
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 675.85, which was -110.15 lower than the previous day. The implied volatity was 14.85, the open interest changed by 12133 which increased total open position to 28342
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 786, which was -149.90 lower than the previous day. The implied volatity was 14.36, the open interest changed by 3123 which increased total open position to 16209
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 935.9, which was 70.50 higher than the previous day. The implied volatity was 13.85, the open interest changed by -380 which decreased total open position to 13086
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 865.4, which was -139.35 lower than the previous day. The implied volatity was 14.45, the open interest changed by 1932 which increased total open position to 13466
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1004.75, which was -43.75 lower than the previous day. The implied volatity was 14.68, the open interest changed by -550 which decreased total open position to 11534
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1048.5, which was 180.25 higher than the previous day. The implied volatity was 13.46, the open interest changed by -14700 which decreased total open position to 12084
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 868.25, which was 261.35 higher than the previous day. The implied volatity was 13.98, the open interest changed by 5209 which increased total open position to 26784
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 606.9, which was 176.90 higher than the previous day. The implied volatity was 14.16, the open interest changed by 8041 which increased total open position to 21575
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 430, which was 6.35 higher than the previous day. The implied volatity was 14.58, the open interest changed by 1036 which increased total open position to 13534
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 423.65, which was -22.90 lower than the previous day. The implied volatity was 13.92, the open interest changed by 1702 which increased total open position to 12498
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 446.55, which was -55.45 lower than the previous day. The implied volatity was 14.28, the open interest changed by 6449 which increased total open position to 10796
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 502, which was -18.00 lower than the previous day. The implied volatity was 12.80, the open interest changed by 2089 which increased total open position to 4347
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 520, which was -23.75 lower than the previous day. The implied volatity was 13.61, the open interest changed by -1128 which decreased total open position to 2258
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 543.75, which was 291.20 higher than the previous day. The implied volatity was 13.62, the open interest changed by 2399 which increased total open position to 3386
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 252.55, which was 99.40 higher than the previous day. The implied volatity was 13.46, the open interest changed by 424 which increased total open position to 987
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 153.15, which was -13.25 lower than the previous day. The implied volatity was 13.66, the open interest changed by 101 which increased total open position to 563
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 166.4, which was 1.70 higher than the previous day. The implied volatity was 13.38, the open interest changed by 205 which increased total open position to 462
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 164.7, which was -15.30 lower than the previous day. The implied volatity was 13.55, the open interest changed by 35 which increased total open position to 257
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 180, which was -54.85 lower than the previous day. The implied volatity was 13.53, the open interest changed by 109 which increased total open position to 222
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 234.85, which was -162.95 lower than the previous day. The implied volatity was 14.33, the open interest changed by -124 which decreased total open position to 113
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 397.8, which was -219.20 lower than the previous day. The implied volatity was 13.67, the open interest changed by 142 which increased total open position to 237
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 617, which was 48.70 higher than the previous day. The implied volatity was 13.30, the open interest changed by -60 which decreased total open position to 95
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 568.3, which was -170.70 lower than the previous day. The implied volatity was 13.48, the open interest changed by 70 which increased total open position to 155
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 739, which was -248.15 lower than the previous day. The implied volatity was 13.68, the open interest changed by 1 which increased total open position to 85
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 987.15, which was 90.55 higher than the previous day. The implied volatity was 13.78, the open interest changed by -34 which decreased total open position to 84
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 896.6, which was 296.60 higher than the previous day. The implied volatity was 14.12, the open interest changed by -19 which decreased total open position to 118
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 600, which was -220.00 lower than the previous day. The implied volatity was 14.55, the open interest changed by 137 which increased total open position to 137
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 820, 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 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 820, which was -221.25 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 1041.25, which was -45.95 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 1087.2, which was 462.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 625, which was 36.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 589, which was -576.00 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 1165, 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 1165, 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 1165, 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 1165, which was -252.55 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 1417.55, 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 1417.55, 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 1417.55, 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 1417.55, 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 1417.55, 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 1417.55, 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 1417.55, 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 1417.55, 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 1417.55, 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 1417.55, 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 1417.55, which was 37.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 1380.2, which was -490.30 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 1870.5, which was -1347.35 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 3217.85, 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 3217.85, which was 3217.85 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 53200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 10.17
Theta: -30.13
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 2374 | 854.00 | 33.96 | 1,592.5 | -719.5 | 4,156 |
| 19 Dec | 51575.70 | 1520 | 429.45 | 11.43 | 2,910.5 | -1,527.5 | 4,875.5 |
| 18 Dec | 52139.55 | 1090.55 | 434.50 | 19.11 | 34,515 | -3,714 | 6,403 |
| 17 Dec | 52834.80 | 656.05 | 335.95 | 16.58 | 3,50,938.5 | -5,132.5 | 10,117 |
| 16 Dec | 53581.35 | 320.1 | -2.85 | 15.79 | 1,89,785.5 | 778 | 15,249.5 |
| 13 Dec | 53583.80 | 322.95 | -147.05 | 15.39 | 2,33,206 | -1,091.5 | 14,471.5 |
| 12 Dec | 53216.45 | 470 | 16.00 | 14.68 | 2,20,440 | 4,103.5 | 15,563 |
| 11 Dec | 53391.35 | 454 | 0.00 | 15.64 | 1,02,228 | 369 | 11,459.5 |
| 10 Dec | 53577.70 | 454 | -101.90 | 17.29 | 80,209 | 150.5 | 11,090.5 |
| 9 Dec | 53407.75 | 555.9 | 36.85 | 17.55 | 81,038 | 181 | 10,940 |
| 6 Dec | 53509.50 | 519.05 | -34.95 | 16.22 | 1,13,140 | -163.5 | 10,759 |
| 5 Dec | 53603.55 | 554 | -125.00 | 17.56 | 1,83,038 | -40.5 | 10,922.5 |
| 4 Dec | 53266.90 | 679 | -262.80 | 16.78 | 1,79,288 | 8,925.5 | 10,963 |
| 3 Dec | 52695.75 | 941.8 | -302.90 | 16.23 | 9,345.5 | 363 | 2,037.5 |
| 2 Dec | 52109.00 | 1244.7 | -15.00 | 15.72 | 2,333 | 119.5 | 1,674.5 |
| 29 Nov | 52055.60 | 1259.7 | -36.75 | 14.38 | 2,241.5 | 61 | 1,555 |
| 28 Nov | 51906.85 | 1296.45 | 213.30 | 14.37 | 8,172 | 887.5 | 1,494 |
| 27 Nov | 52301.80 | 1083.15 | -121.35 | 14.05 | 909 | 260.5 | 606.5 |
| 26 Nov | 52191.50 | 1204.5 | -35.40 | 14.87 | 534.5 | 45.5 | 346 |
| 25 Nov | 52207.50 | 1239.9 | -766.65 | 15.61 | 292.5 | 186.5 | 300.5 |
| 22 Nov | 51135.40 | 2006.55 | -542.35 | 15.94 | 100 | 70 | 114 |
| 21 Nov | 50372.90 | 2548.9 | 105.50 | 16.82 | 4 | 0.5 | 44 |
| 19 Nov | 50626.50 | 2443.4 | -140.05 | 14.74 | 15 | 17 | 43.5 |
| 18 Nov | 50363.80 | 2583.45 | -67.30 | 16.25 | 4 | 0 | 26.5 |
| 14 Nov | 50179.55 | 2650.75 | -220.25 | 15.21 | 3 | 1.5 | 26.5 |
| 13 Nov | 50088.35 | 2871 | 955.25 | 20.70 | 3.5 | 1.5 | 25 |
| 12 Nov | 51157.80 | 1915.75 | 470.40 | 14.47 | 0.5 | 23.5 | 23.5 |
| 11 Nov | 51876.75 | 1445.35 | 0.00 | 0.00 | 0 | 2.5 | 0 |
| 8 Nov | 51561.20 | 1445.35 | 0.00 | 0.00 | 0 | 2.5 | 0 |
| 7 Nov | 51916.50 | 1445.35 | 0.00 | 0.00 | 0 | 2.5 | 0 |
| 6 Nov | 52317.40 | 1445.35 | 0.00 | 0.00 | 0 | 2.5 | 0 |
| 5 Nov | 52207.25 | 1445.35 | -488.30 | 16.36 | 8.5 | 2.5 | 26 |
| 4 Nov | 51215.25 | 1933.65 | 566.45 | 15.81 | 29 | 23.5 | 23.5 |
| 1 Nov | 51673.90 | 1367.2 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 51475.35 | 1367.2 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 51807.50 | 1367.2 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 52320.70 | 1367.2 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 51259.30 | 1367.2 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 1367.2 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 1367.2 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 1367.2 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 1367.2 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 1367.2 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 1367.2 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 1367.2 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 1367.2 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 1367.2 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 1367.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 1367.2 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 1367.2 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 1367.2 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 1367.2 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 1367.2 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 1367.2 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 1367.2 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 1367.2 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 1367.2 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 1367.2 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 1367.2 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 53200 expiring on 24DEC2024
Delta for 53200 PE is -0.89
Historical price for 53200 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2374, which was 854.00 higher than the previous day. The implied volatity was 33.96, the open interest changed by -1439 which decreased total open position to 8312
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1520, which was 429.45 higher than the previous day. The implied volatity was 11.43, the open interest changed by -3055 which decreased total open position to 9751
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1090.55, which was 434.50 higher than the previous day. The implied volatity was 19.11, the open interest changed by -7428 which decreased total open position to 12806
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 656.05, which was 335.95 higher than the previous day. The implied volatity was 16.58, the open interest changed by -10265 which decreased total open position to 20234
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 320.1, which was -2.85 lower than the previous day. The implied volatity was 15.79, the open interest changed by 1556 which increased total open position to 30499
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 322.95, which was -147.05 lower than the previous day. The implied volatity was 15.39, the open interest changed by -2183 which decreased total open position to 28943
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 470, which was 16.00 higher than the previous day. The implied volatity was 14.68, the open interest changed by 8207 which increased total open position to 31126
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 454, which was 0.00 lower than the previous day. The implied volatity was 15.64, the open interest changed by 738 which increased total open position to 22919
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 454, which was -101.90 lower than the previous day. The implied volatity was 17.29, the open interest changed by 301 which increased total open position to 22181
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 555.9, which was 36.85 higher than the previous day. The implied volatity was 17.55, the open interest changed by 362 which increased total open position to 21880
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 519.05, which was -34.95 lower than the previous day. The implied volatity was 16.22, the open interest changed by -327 which decreased total open position to 21518
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 554, which was -125.00 lower than the previous day. The implied volatity was 17.56, the open interest changed by -81 which decreased total open position to 21845
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 679, which was -262.80 lower than the previous day. The implied volatity was 16.78, the open interest changed by 17851 which increased total open position to 21926
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 941.8, which was -302.90 lower than the previous day. The implied volatity was 16.23, the open interest changed by 726 which increased total open position to 4075
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1244.7, which was -15.00 lower than the previous day. The implied volatity was 15.72, the open interest changed by 239 which increased total open position to 3349
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1259.7, which was -36.75 lower than the previous day. The implied volatity was 14.38, the open interest changed by 122 which increased total open position to 3110
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1296.45, which was 213.30 higher than the previous day. The implied volatity was 14.37, the open interest changed by 1775 which increased total open position to 2988
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1083.15, which was -121.35 lower than the previous day. The implied volatity was 14.05, the open interest changed by 521 which increased total open position to 1213
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1204.5, which was -35.40 lower than the previous day. The implied volatity was 14.87, the open interest changed by 91 which increased total open position to 692
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1239.9, which was -766.65 lower than the previous day. The implied volatity was 15.61, the open interest changed by 373 which increased total open position to 601
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2006.55, which was -542.35 lower than the previous day. The implied volatity was 15.94, the open interest changed by 140 which increased total open position to 228
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 2548.9, which was 105.50 higher than the previous day. The implied volatity was 16.82, the open interest changed by 1 which increased total open position to 88
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 2443.4, which was -140.05 lower than the previous day. The implied volatity was 14.74, the open interest changed by 34 which increased total open position to 87
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2583.45, which was -67.30 lower than the previous day. The implied volatity was 16.25, the open interest changed by 0 which decreased total open position to 53
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2650.75, which was -220.25 lower than the previous day. The implied volatity was 15.21, the open interest changed by 3 which increased total open position to 53
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 2871, which was 955.25 higher than the previous day. The implied volatity was 20.70, the open interest changed by 3 which increased total open position to 50
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1915.75, which was 470.40 higher than the previous day. The implied volatity was 14.47, the open interest changed by 47 which increased total open position to 47
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1445.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1445.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1445.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1445.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1445.35, which was -488.30 lower than the previous day. The implied volatity was 16.36, the open interest changed by 5 which increased total open position to 52
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1933.65, which was 566.45 higher than the previous day. The implied volatity was 15.81, the open interest changed by 47 which increased total open position to 47
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1367.2, 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 1367.2, 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 1367.2, 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 1367.2, 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 1367.2, 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 1367.2, 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 1367.2, 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 1367.2, 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 1367.2, 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 1367.2, 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 1367.2, 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 1367.2, 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 1367.2, 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 1367.2, 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 1367.2, 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 1367.2, 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 1367.2, 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 1367.2, 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 1367.2, 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 1367.2, 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 1367.2, 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 1367.2, 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 1367.2, 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 1367.2, 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 1367.2, 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 1367.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
