BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 53300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 3.51
Theta: -10.44
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 13.45 | -50.25 | 22.85 | 2,02,143 | 3,083.5 | 27,612.5 | |||
| 19 Dec | 51575.70 | 63.7 | -129.30 | 20.92 | 89,959.5 | -3,143 | 24,529 | |||
| 18 Dec | 52139.55 | 193 | -176.45 | 20.69 | 1,27,981 | 3,439 | 27,672 | |||
| 17 Dec | 52834.80 | 369.45 | -332.95 | 18.81 | 2,99,947 | 15,530.5 | 24,233 | |||
| 16 Dec | 53581.35 | 702.4 | -12.60 | 16.99 | 1,13,410.5 | -496.5 | 8,702.5 | |||
| 13 Dec | 53583.80 | 715 | 95.60 | 11.60 | 2,57,614 | -6,377 | 9,199 | |||
| 12 Dec | 53216.45 | 619.4 | -105.60 | 14.77 | 2,05,796 | 6,338.5 | 15,576 | |||
| 11 Dec | 53391.35 | 725 | -145.00 | 14.30 | 1,20,092 | 1,809 | 9,237.5 | |||
| 10 Dec | 53577.70 | 870 | 55.00 | 13.82 | 1,12,891.5 | -28.5 | 7,428.5 | |||
| 9 Dec | 53407.75 | 815 | -118.00 | 14.65 | 59,146 | 1,586 | 7,457 | |||
| 6 Dec | 53509.50 | 933 | -53.00 | 14.44 | 56,909.5 | 192.5 | 5,871 | |||
| 5 Dec | 53603.55 | 986 | 169.00 | 13.50 | 1,65,798.5 | -4,111.5 | 5,678.5 | |||
| 4 Dec | 53266.90 | 817 | 255.90 | 14.07 | 1,80,176.5 | 3,960 | 9,790 | |||
| 3 Dec | 52695.75 | 561.1 | 166.10 | 14.15 | 66,274 | -558 | 5,830 | |||
| 2 Dec | 52109.00 | 395 | 7.00 | 14.52 | 63,459 | 100 | 6,388 | |||
| 29 Nov | 52055.60 | 388 | -30.10 | 13.84 | 60,163.5 | 2,181.5 | 6,288 | |||
| 28 Nov | 51906.85 | 418.1 | -46.90 | 14.41 | 58,780.5 | 804 | 4,106.5 | |||
| 27 Nov | 52301.80 | 465 | -5.70 | 12.80 | 7,039 | 2,191 | 3,302.5 | |||
| 26 Nov | 52191.50 | 470.7 | -27.75 | 13.37 | 1,646 | 93 | 1,111.5 | |||
| 25 Nov | 52207.50 | 498.45 | 262.75 | 13.41 | 1,832 | 737 | 1,018.5 | |||
| 22 Nov | 51135.40 | 235.7 | 90.80 | 13.57 | 700 | 89 | 281.5 | |||
| 21 Nov | 50372.90 | 144.9 | -4.35 | 13.80 | 808 | -104.5 | 192.5 | |||
| 19 Nov | 50626.50 | 149.25 | 0.25 | 13.35 | 588.5 | 22.5 | 297 | |||
| 18 Nov | 50363.80 | 149 | -6.90 | 13.48 | 80.5 | 27.5 | 274.5 | |||
| 14 Nov | 50179.55 | 155.9 | -74.05 | 13.26 | 251 | 31 | 247 | |||
| 13 Nov | 50088.35 | 229.95 | -146.60 | 14.67 | 645.5 | 36 | 216 | |||
| 12 Nov | 51157.80 | 376.55 | -195.45 | 13.74 | 586.5 | 102 | 180 | |||
| 11 Nov | 51876.75 | 572 | 35.60 | 13.15 | 66 | 29.5 | 78 | |||
| 8 Nov | 51561.20 | 536.4 | -196.60 | 13.48 | 59 | 15 | 48.5 | |||
| 7 Nov | 51916.50 | 733 | -177.00 | 14.13 | 5 | 1 | 33.5 | |||
| 6 Nov | 52317.40 | 910 | 48.00 | 13.36 | 10.5 | 7 | 32.5 | |||
| 5 Nov | 52207.25 | 862 | 236.30 | 14.22 | 10 | 1.5 | 25.5 | |||
| 4 Nov | 51215.25 | 625.7 | -197.80 | 15.37 | 2 | 1 | 24 | |||
| 1 Nov | 51673.90 | 823.5 | 67.50 | 15.24 | 5 | 0.5 | 23 | |||
| 31 Oct | 51475.35 | 756 | -238.60 | - | 12 | 4 | 22.5 | |||
| 30 Oct | 51807.50 | 994.6 | 10.50 | - | 0.5 | -2.5 | 18.5 | |||
| 29 Oct | 52320.70 | 984.1 | 427.10 | - | 3.5 | 21 | 21 | |||
| 28 Oct | 51259.30 | 557 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 557 | -251.35 | - | 2 | 0 | 20 | |||
| 24 Oct | 51531.15 | 808.35 | 61.55 | - | 11.5 | 0.5 | 20 | |||
| 23 Oct | 51239.00 | 746.8 | -40.20 | - | 3.5 | 2.5 | 19.5 | |||
| 22 Oct | 51257.15 | 787 | -165.75 | - | 3.5 | 0.5 | 17 | |||
| 21 Oct | 51962.70 | 952.75 | -134.25 | - | 0.5 | 0 | 16.5 | |||
| 18 Oct | 52094.20 | 1087 | 157.80 | - | 1 | 16.5 | 16.5 | |||
| 17 Oct | 51288.80 | 929.2 | 0.00 | - | 0 | -1 | 0 | |||
| 16 Oct | 51801.05 | 929.2 | 0.00 | - | 0 | -1 | 0 | |||
| 15 Oct | 51906.00 | 929.2 | 0.00 | - | 0 | -1 | 0 | |||
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| 14 Oct | 51816.90 | 929.2 | 112.05 | - | 1.5 | -1 | 16.5 | |||
| 11 Oct | 51172.30 | 817.15 | -2.85 | - | 3.5 | 17.5 | 17.5 | |||
| 10 Oct | 51530.90 | 820 | 0.00 | - | 0 | 5 | 0 | |||
| 9 Oct | 51007.00 | 820 | 0.00 | - | 0 | 5 | 0 | |||
| 8 Oct | 51021.00 | 820 | 0.00 | - | 0 | 5 | 0 | |||
| 7 Oct | 50478.90 | 820 | -273.00 | - | 11.5 | 5 | 16 | |||
| 4 Oct | 51462.05 | 1093 | -208.00 | - | 3.5 | 1.5 | 11 | |||
| 3 Oct | 51845.20 | 1301 | -452.00 | - | 4.5 | 4.5 | 9.5 | |||
| 1 Oct | 52922.60 | 1753 | -40.00 | - | 3 | 5 | 5 | |||
| 30 Sept | 52978.10 | 1793 | -1364.95 | - | 2.5 | 0 | 0 | |||
| 27 Sept | 53834.30 | 3157.95 | 3157.95 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 53300 expiring on 24DEC2024
Delta for 53300 CE is 0.03
Historical price for 53300 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 13.45, which was -50.25 lower than the previous day. The implied volatity was 22.85, the open interest changed by 6167 which increased total open position to 55225
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 63.7, which was -129.30 lower than the previous day. The implied volatity was 20.92, the open interest changed by -6286 which decreased total open position to 49058
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 193, which was -176.45 lower than the previous day. The implied volatity was 20.69, the open interest changed by 6878 which increased total open position to 55344
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 369.45, which was -332.95 lower than the previous day. The implied volatity was 18.81, the open interest changed by 31061 which increased total open position to 48466
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 702.4, which was -12.60 lower than the previous day. The implied volatity was 16.99, the open interest changed by -993 which decreased total open position to 17405
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 715, which was 95.60 higher than the previous day. The implied volatity was 11.60, the open interest changed by -12754 which decreased total open position to 18398
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 619.4, which was -105.60 lower than the previous day. The implied volatity was 14.77, the open interest changed by 12677 which increased total open position to 31152
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 725, which was -145.00 lower than the previous day. The implied volatity was 14.30, the open interest changed by 3618 which increased total open position to 18475
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 870, which was 55.00 higher than the previous day. The implied volatity was 13.82, the open interest changed by -57 which decreased total open position to 14857
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 815, which was -118.00 lower than the previous day. The implied volatity was 14.65, the open interest changed by 3172 which increased total open position to 14914
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 933, which was -53.00 lower than the previous day. The implied volatity was 14.44, the open interest changed by 385 which increased total open position to 11742
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 986, which was 169.00 higher than the previous day. The implied volatity was 13.50, the open interest changed by -8223 which decreased total open position to 11357
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 817, which was 255.90 higher than the previous day. The implied volatity was 14.07, the open interest changed by 7920 which increased total open position to 19580
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 561.1, which was 166.10 higher than the previous day. The implied volatity was 14.15, the open interest changed by -1116 which decreased total open position to 11660
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 395, which was 7.00 higher than the previous day. The implied volatity was 14.52, the open interest changed by 200 which increased total open position to 12776
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 388, which was -30.10 lower than the previous day. The implied volatity was 13.84, the open interest changed by 4363 which increased total open position to 12576
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 418.1, which was -46.90 lower than the previous day. The implied volatity was 14.41, the open interest changed by 1608 which increased total open position to 8213
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 465, which was -5.70 lower than the previous day. The implied volatity was 12.80, the open interest changed by 4382 which increased total open position to 6605
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 470.7, which was -27.75 lower than the previous day. The implied volatity was 13.37, the open interest changed by 186 which increased total open position to 2223
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 498.45, which was 262.75 higher than the previous day. The implied volatity was 13.41, the open interest changed by 1474 which increased total open position to 2037
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 235.7, which was 90.80 higher than the previous day. The implied volatity was 13.57, the open interest changed by 178 which increased total open position to 563
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 144.9, which was -4.35 lower than the previous day. The implied volatity was 13.80, the open interest changed by -209 which decreased total open position to 385
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 149.25, which was 0.25 higher than the previous day. The implied volatity was 13.35, the open interest changed by 45 which increased total open position to 594
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 149, which was -6.90 lower than the previous day. The implied volatity was 13.48, the open interest changed by 55 which increased total open position to 549
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 155.9, which was -74.05 lower than the previous day. The implied volatity was 13.26, the open interest changed by 62 which increased total open position to 494
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 229.95, which was -146.60 lower than the previous day. The implied volatity was 14.67, the open interest changed by 72 which increased total open position to 432
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 376.55, which was -195.45 lower than the previous day. The implied volatity was 13.74, the open interest changed by 204 which increased total open position to 360
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 572, which was 35.60 higher than the previous day. The implied volatity was 13.15, the open interest changed by 59 which increased total open position to 156
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 536.4, which was -196.60 lower than the previous day. The implied volatity was 13.48, the open interest changed by 30 which increased total open position to 97
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 733, which was -177.00 lower than the previous day. The implied volatity was 14.13, the open interest changed by 2 which increased total open position to 67
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 910, which was 48.00 higher than the previous day. The implied volatity was 13.36, the open interest changed by 14 which increased total open position to 65
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 862, which was 236.30 higher than the previous day. The implied volatity was 14.22, the open interest changed by 3 which increased total open position to 51
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 625.7, which was -197.80 lower than the previous day. The implied volatity was 15.37, the open interest changed by 2 which increased total open position to 48
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 823.5, which was 67.50 higher than the previous day. The implied volatity was 15.24, the open interest changed by 1 which increased total open position to 46
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 756, which was -238.60 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 994.6, which was 10.50 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 984.1, which was 427.10 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 557, 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 557, which was -251.35 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 808.35, which was 61.55 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 746.8, which was -40.20 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 787, which was -165.75 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 952.75, which was -134.25 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 1087, which was 157.80 higher 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 929.2, 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 929.2, 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 929.2, 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 929.2, which was 112.05 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 817.15, which was -2.85 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 820, 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 820, 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 820, 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 820, which was -273.00 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 1093, which was -208.00 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 1301, which was -452.00 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 1753, which was -40.00 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 1793, which was -1364.95 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 3157.95, which was 3157.95 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 53300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 10.33
Theta: -33.18
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 2481.85 | 856.60 | 35.77 | 1,271.5 | -865.5 | 4,531 |
| 19 Dec | 51575.70 | 1625.25 | 440.25 | 13.81 | 2,686.5 | -1,752.5 | 5,396.5 |
| 18 Dec | 52139.55 | 1185 | 460.50 | 19.97 | 23,338.5 | -2,208.5 | 7,149 |
| 17 Dec | 52834.80 | 724.5 | 369.05 | 16.81 | 3,08,806 | -4,662 | 9,357.5 |
| 16 Dec | 53581.35 | 355.45 | 3.45 | 15.67 | 2,39,920.5 | 259.5 | 14,019.5 |
| 13 Dec | 53583.80 | 352 | -163.00 | 15.20 | 1,66,227.5 | -262 | 13,760 |
| 12 Dec | 53216.45 | 515 | 20.00 | 14.65 | 2,52,557 | 1,931.5 | 14,022 |
| 11 Dec | 53391.35 | 495 | 4.75 | 15.61 | 1,49,860.5 | -290 | 12,090.5 |
| 10 Dec | 53577.70 | 490.25 | -114.75 | 17.24 | 1,36,931 | 2,725.5 | 12,380.5 |
| 9 Dec | 53407.75 | 605 | 49.00 | 17.71 | 1,19,185.5 | -34.5 | 9,655 |
| 6 Dec | 53509.50 | 556 | -39.00 | 16.15 | 1,24,863 | -214.5 | 9,689.5 |
| 5 Dec | 53603.55 | 595 | -120.00 | 17.60 | 1,59,755 | 2,555.5 | 9,904 |
| 4 Dec | 53266.90 | 715 | -277.95 | 16.60 | 1,20,715 | 5,180.5 | 7,348.5 |
| 3 Dec | 52695.75 | 992.95 | -313.70 | 16.14 | 5,476 | 673 | 2,168 |
| 2 Dec | 52109.00 | 1306.65 | -25.75 | 15.64 | 2,627 | 6.5 | 1,495 |
| 29 Nov | 52055.60 | 1332.4 | -33.80 | 14.50 | 1,857 | 35.5 | 1,488.5 |
| 28 Nov | 51906.85 | 1366.2 | 227.20 | 14.55 | 5,287.5 | 437 | 1,453 |
| 27 Nov | 52301.80 | 1139 | -111.00 | 13.95 | 969 | 156.5 | 1,016 |
| 26 Nov | 52191.50 | 1250 | -39.85 | 14.57 | 25.5 | 5 | 859.5 |
| 25 Nov | 52207.50 | 1289.85 | -1821.20 | 15.32 | 1,215 | 854.5 | 854.5 |
| 22 Nov | 51135.40 | 3111.05 | 0.00 | 0.00 | 0 | -2.5 | 0 |
| 21 Nov | 50372.90 | 3111.05 | 543.55 | 26.86 | 3 | -2.5 | 179 |
| 19 Nov | 50626.50 | 2567.5 | -54.20 | 15.75 | 38 | 181.5 | 181.5 |
| 18 Nov | 50363.80 | 2621.7 | 0.00 | 0.00 | 0 | -3.5 | 0 |
| 14 Nov | 50179.55 | 2621.7 | 0.00 | 0.00 | 0 | -3.5 | 0 |
| 13 Nov | 50088.35 | 2621.7 | 797.00 | 14.14 | 4.5 | -3.5 | 147 |
| 12 Nov | 51157.80 | 1824.7 | 334.90 | 11.52 | 1.5 | 0.5 | 150.5 |
| 11 Nov | 51876.75 | 1489.8 | -231.75 | 13.97 | 139.5 | 129 | 150 |
| 8 Nov | 51561.20 | 1721.55 | 297.55 | 14.60 | 39 | 5.5 | 21 |
| 7 Nov | 51916.50 | 1424 | -75.80 | 13.63 | 1 | 15.5 | 15.5 |
| 6 Nov | 52317.40 | 1499.8 | 0.00 | 0.00 | 0 | 15.5 | 0 |
| 5 Nov | 52207.25 | 1499.8 | -85.80 | 16.61 | 16 | 15.5 | 15.5 |
| 4 Nov | 51215.25 | 1585.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 51673.90 | 1585.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 51475.35 | 1585.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 51807.50 | 1585.6 | 180.15 | - | 0.5 | 0 | 0 |
| 29 Oct | 52320.70 | 1405.45 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 51259.30 | 1405.45 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 1405.45 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 1405.45 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 1405.45 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 1405.45 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 1405.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 1405.45 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 1405.45 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 1405.45 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 1405.45 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 1405.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 1405.45 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 1405.45 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 1405.45 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 1405.45 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 1405.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 1405.45 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 1405.45 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 1405.45 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 1405.45 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 1405.45 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 1405.45 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 53300 expiring on 24DEC2024
Delta for 53300 PE is -0.89
Historical price for 53300 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2481.85, which was 856.60 higher than the previous day. The implied volatity was 35.77, the open interest changed by -1731 which decreased total open position to 9062
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1625.25, which was 440.25 higher than the previous day. The implied volatity was 13.81, the open interest changed by -3505 which decreased total open position to 10793
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1185, which was 460.50 higher than the previous day. The implied volatity was 19.97, the open interest changed by -4417 which decreased total open position to 14298
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 724.5, which was 369.05 higher than the previous day. The implied volatity was 16.81, the open interest changed by -9324 which decreased total open position to 18715
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 355.45, which was 3.45 higher than the previous day. The implied volatity was 15.67, the open interest changed by 519 which increased total open position to 28039
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 352, which was -163.00 lower than the previous day. The implied volatity was 15.20, the open interest changed by -524 which decreased total open position to 27520
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 515, which was 20.00 higher than the previous day. The implied volatity was 14.65, the open interest changed by 3863 which increased total open position to 28044
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 495, which was 4.75 higher than the previous day. The implied volatity was 15.61, the open interest changed by -580 which decreased total open position to 24181
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 490.25, which was -114.75 lower than the previous day. The implied volatity was 17.24, the open interest changed by 5451 which increased total open position to 24761
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 605, which was 49.00 higher than the previous day. The implied volatity was 17.71, the open interest changed by -69 which decreased total open position to 19310
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 556, which was -39.00 lower than the previous day. The implied volatity was 16.15, the open interest changed by -429 which decreased total open position to 19379
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 595, which was -120.00 lower than the previous day. The implied volatity was 17.60, the open interest changed by 5111 which increased total open position to 19808
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 715, which was -277.95 lower than the previous day. The implied volatity was 16.60, the open interest changed by 10361 which increased total open position to 14697
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 992.95, which was -313.70 lower than the previous day. The implied volatity was 16.14, the open interest changed by 1346 which increased total open position to 4336
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1306.65, which was -25.75 lower than the previous day. The implied volatity was 15.64, the open interest changed by 13 which increased total open position to 2990
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1332.4, which was -33.80 lower than the previous day. The implied volatity was 14.50, the open interest changed by 71 which increased total open position to 2977
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1366.2, which was 227.20 higher than the previous day. The implied volatity was 14.55, the open interest changed by 874 which increased total open position to 2906
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1139, which was -111.00 lower than the previous day. The implied volatity was 13.95, the open interest changed by 313 which increased total open position to 2032
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1250, which was -39.85 lower than the previous day. The implied volatity was 14.57, the open interest changed by 10 which increased total open position to 1719
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1289.85, which was -1821.20 lower than the previous day. The implied volatity was 15.32, the open interest changed by 1709 which increased total open position to 1709
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 3111.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 3111.05, which was 543.55 higher than the previous day. The implied volatity was 26.86, the open interest changed by -5 which decreased total open position to 358
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 2567.5, which was -54.20 lower than the previous day. The implied volatity was 15.75, the open interest changed by 363 which increased total open position to 363
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2621.7, 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 2621.7, 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 2621.7, which was 797.00 higher than the previous day. The implied volatity was 14.14, the open interest changed by -7 which decreased total open position to 294
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1824.7, which was 334.90 higher than the previous day. The implied volatity was 11.52, the open interest changed by 1 which increased total open position to 301
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1489.8, which was -231.75 lower than the previous day. The implied volatity was 13.97, the open interest changed by 258 which increased total open position to 300
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1721.55, which was 297.55 higher than the previous day. The implied volatity was 14.60, the open interest changed by 11 which increased total open position to 42
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1424, which was -75.80 lower than the previous day. The implied volatity was 13.63, the open interest changed by 31 which increased total open position to 31
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1499.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 31 which increased total open position to 0
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1499.8, which was -85.80 lower than the previous day. The implied volatity was 16.61, the open interest changed by 31 which increased total open position to 31
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1585.6, 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 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1585.6, 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 1585.6, 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 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 1585.6, which was 180.15 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 1405.45, 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 1405.45, 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 1405.45, 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 1405.45, 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 1405.45, 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 1405.45, 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 1405.45, 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 1405.45, 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 1405.45, 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 1405.45, 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 1405.45, 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 1405.45, 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 1405.45, 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 1405.45, 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 1405.45, 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 1405.45, 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 1405.45, 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 1405.45, 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 1405.45, 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 1405.45, 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 1405.45, 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 1405.45, 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 1405.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
