BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 53400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 3.31
Theta: -10.06
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 12.7 | -44.75 | 23.41 | 2,20,057.5 | 4,747 | 41,603 | |||
| 19 Dec | 51575.70 | 57.45 | -121.55 | 21.24 | 1,10,996.5 | 157.5 | 36,856 | |||
| 18 Dec | 52139.55 | 179 | -152.35 | 21.10 | 1,36,983.5 | 2,792 | 36,698.5 | |||
| 17 Dec | 52834.80 | 331.35 | -311.15 | 18.74 | 3,14,688.5 | 16,041.5 | 33,906.5 | |||
| 16 Dec | 53581.35 | 642.5 | -12.50 | 16.90 | 2,96,312.5 | -795 | 17,865 | |||
| 13 Dec | 53583.80 | 655 | 88.35 | 11.75 | 2,76,699 | -5,440 | 18,660 | |||
| 12 Dec | 53216.45 | 566.65 | -101.05 | 14.71 | 2,64,531 | 2,750 | 24,100 | |||
| 11 Dec | 53391.35 | 667.7 | -143.25 | 14.26 | 3,08,515.5 | 6,951 | 21,350 | |||
| 10 Dec | 53577.70 | 810.95 | 51.95 | 13.89 | 2,69,903.5 | 775 | 14,399 | |||
| 9 Dec | 53407.75 | 759 | -123.00 | 14.66 | 1,50,760 | 2,514 | 13,624 | |||
| 6 Dec | 53509.50 | 882 | -45.60 | 14.60 | 78,141 | -242 | 11,110 | |||
| 5 Dec | 53603.55 | 927.6 | 164.60 | 13.57 | 1,29,935 | -1,608.5 | 11,352 | |||
| 4 Dec | 53266.90 | 763 | 250.00 | 14.05 | 1,25,852 | 5,172.5 | 12,960.5 | |||
| 3 Dec | 52695.75 | 513 | 151.00 | 14.00 | 81,242 | 2,200.5 | 7,788 | |||
| 2 Dec | 52109.00 | 362 | 8.00 | 14.47 | 64,798 | 823.5 | 5,587.5 | |||
| 29 Nov | 52055.60 | 354 | -31.00 | 13.76 | 63,977 | 147.5 | 4,764 | |||
| 28 Nov | 51906.85 | 385 | -38.00 | 14.29 | 62,593.5 | 2,946 | 4,616.5 | |||
| 27 Nov | 52301.80 | 423 | -24.95 | 12.67 | 5,822.5 | 759.5 | 1,670.5 | |||
| 26 Nov | 52191.50 | 447.95 | -13.45 | 13.56 | 1,274.5 | 225.5 | 911 | |||
| 25 Nov | 52207.50 | 461.4 | 238.95 | 13.36 | 1,402 | 388.5 | 685.5 | |||
| 22 Nov | 51135.40 | 222.45 | 97.95 | 13.67 | 1,057.5 | 198 | 297 | |||
| 21 Nov | 50372.90 | 124.5 | -12.45 | 13.55 | 507 | -38 | 99 | |||
| 19 Nov | 50626.50 | 136.95 | 0.50 | 13.31 | 351 | 11 | 137 | |||
| 18 Nov | 50363.80 | 136.45 | -9.50 | 13.48 | 92 | 25.5 | 126 | |||
| 14 Nov | 50179.55 | 145.95 | -69.30 | 13.42 | 90.5 | 45 | 100.5 | |||
| 13 Nov | 50088.35 | 215.25 | -126.55 | 14.69 | 372.5 | -66.5 | 55.5 | |||
| 12 Nov | 51157.80 | 341.8 | -186.75 | 13.55 | 180 | 41.5 | 122 | |||
| 11 Nov | 51876.75 | 528.55 | 28.55 | 13.01 | 17.5 | -0.5 | 80.5 | |||
| 8 Nov | 51561.20 | 500 | -398.45 | 13.40 | 91.5 | 81 | 81 | |||
| 7 Nov | 51916.50 | 898.45 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 6 Nov | 52317.40 | 898.45 | -101.55 | 13.80 | 0.5 | 0.5 | 0.5 | |||
| 5 Nov | 52207.25 | 1000 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Nov | 51215.25 | 1000 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 1 Nov | 51673.90 | 1000 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 51475.35 | 1000 | 0.00 | - | 0 | 1 | 0 | |||
| 30 Oct | 51807.50 | 1000 | 0.00 | - | 0 | 1 | 0 | |||
| 29 Oct | 52320.70 | 1000 | 0.00 | - | 0 | 1 | 0 | |||
| 28 Oct | 51259.30 | 1000 | 0.00 | - | 0 | 1 | 0 | |||
| 25 Oct | 50787.45 | 1000 | 0.00 | - | 0 | 1 | 0 | |||
| 24 Oct | 51531.15 | 1000 | 0.00 | - | 0 | 1 | 0 | |||
| 23 Oct | 51239.00 | 1000 | 0.00 | - | 0 | 1 | 0 | |||
| 22 Oct | 51257.15 | 1000 | 0.00 | - | 0 | 1 | 0 | |||
| 21 Oct | 51962.70 | 1000 | -45.00 | - | 1.5 | 1 | 1.5 | |||
| 18 Oct | 52094.20 | 1045 | 0.00 | - | 1.5 | 0.5 | 0.5 | |||
| 17 Oct | 51288.80 | 1045 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 1045 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 1045 | -2053.70 | - | 0.5 | 0 | 0 | |||
| 14 Oct | 51816.90 | 3098.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 3098.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 3098.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 3098.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 3098.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 3098.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 3098.7 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 3098.7 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 3098.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 30 Sept | 52978.10 | 3098.7 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 3098.7 | 3098.70 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 53400 expiring on 24DEC2024
Delta for 53400 CE is 0.03
Historical price for 53400 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 12.7, which was -44.75 lower than the previous day. The implied volatity was 23.41, the open interest changed by 9494 which increased total open position to 83206
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 57.45, which was -121.55 lower than the previous day. The implied volatity was 21.24, the open interest changed by 315 which increased total open position to 73712
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 179, which was -152.35 lower than the previous day. The implied volatity was 21.10, the open interest changed by 5584 which increased total open position to 73397
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 331.35, which was -311.15 lower than the previous day. The implied volatity was 18.74, the open interest changed by 32083 which increased total open position to 67813
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 642.5, which was -12.50 lower than the previous day. The implied volatity was 16.90, the open interest changed by -1590 which decreased total open position to 35730
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 655, which was 88.35 higher than the previous day. The implied volatity was 11.75, the open interest changed by -10880 which decreased total open position to 37320
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 566.65, which was -101.05 lower than the previous day. The implied volatity was 14.71, the open interest changed by 5500 which increased total open position to 48200
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 667.7, which was -143.25 lower than the previous day. The implied volatity was 14.26, the open interest changed by 13902 which increased total open position to 42700
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 810.95, which was 51.95 higher than the previous day. The implied volatity was 13.89, the open interest changed by 1550 which increased total open position to 28798
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 759, which was -123.00 lower than the previous day. The implied volatity was 14.66, the open interest changed by 5028 which increased total open position to 27248
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 882, which was -45.60 lower than the previous day. The implied volatity was 14.60, the open interest changed by -484 which decreased total open position to 22220
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 927.6, which was 164.60 higher than the previous day. The implied volatity was 13.57, the open interest changed by -3217 which decreased total open position to 22704
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 763, which was 250.00 higher than the previous day. The implied volatity was 14.05, the open interest changed by 10345 which increased total open position to 25921
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 513, which was 151.00 higher than the previous day. The implied volatity was 14.00, the open interest changed by 4401 which increased total open position to 15576
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 362, which was 8.00 higher than the previous day. The implied volatity was 14.47, the open interest changed by 1647 which increased total open position to 11175
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 354, which was -31.00 lower than the previous day. The implied volatity was 13.76, the open interest changed by 295 which increased total open position to 9528
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 385, which was -38.00 lower than the previous day. The implied volatity was 14.29, the open interest changed by 5892 which increased total open position to 9233
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 423, which was -24.95 lower than the previous day. The implied volatity was 12.67, the open interest changed by 1519 which increased total open position to 3341
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 447.95, which was -13.45 lower than the previous day. The implied volatity was 13.56, the open interest changed by 451 which increased total open position to 1822
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 461.4, which was 238.95 higher than the previous day. The implied volatity was 13.36, the open interest changed by 777 which increased total open position to 1371
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 222.45, which was 97.95 higher than the previous day. The implied volatity was 13.67, the open interest changed by 396 which increased total open position to 594
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 124.5, which was -12.45 lower than the previous day. The implied volatity was 13.55, the open interest changed by -76 which decreased total open position to 198
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 136.95, which was 0.50 higher than the previous day. The implied volatity was 13.31, the open interest changed by 22 which increased total open position to 274
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 136.45, which was -9.50 lower than the previous day. The implied volatity was 13.48, the open interest changed by 51 which increased total open position to 252
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 145.95, which was -69.30 lower than the previous day. The implied volatity was 13.42, the open interest changed by 90 which increased total open position to 201
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 215.25, which was -126.55 lower than the previous day. The implied volatity was 14.69, the open interest changed by -133 which decreased total open position to 111
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 341.8, which was -186.75 lower than the previous day. The implied volatity was 13.55, the open interest changed by 83 which increased total open position to 244
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 528.55, which was 28.55 higher than the previous day. The implied volatity was 13.01, the open interest changed by -1 which decreased total open position to 161
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 500, which was -398.45 lower than the previous day. The implied volatity was 13.40, the open interest changed by 162 which increased total open position to 162
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 898.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 898.45, which was -101.55 lower than the previous day. The implied volatity was 13.80, the open interest changed by 1 which increased total open position to 1
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1000, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1000, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1000, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1000, 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 1000, 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 1000, 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 1000, 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 1000, 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 1000, 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 1000, 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 1000, 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 1000, which was -45.00 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 1045, 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 1045, 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 1045, 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 1045, which was -2053.70 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 3098.7, 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 3098.7, 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 3098.7, 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 3098.7, 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 3098.7, 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 3098.7, 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 3098.7, 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 3098.7, 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 3098.7, 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 3098.7, 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 3098.7, which was 3098.70 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 53400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 9.67
Theta: -29.93
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 2570.4 | 865.15 | 35.67 | 1,000.5 | -467.5 | 8,485.5 |
| 19 Dec | 51575.70 | 1705.25 | 440.25 | - | 2,220.5 | -944.5 | 8,953 |
| 18 Dec | 52139.55 | 1265 | 487.15 | 20.04 | 19,758.5 | -2,165.5 | 9,897.5 |
| 17 Dec | 52834.80 | 777.85 | 381.85 | 16.38 | 2,90,534.5 | -5,685.5 | 12,063 |
| 16 Dec | 53581.35 | 396 | 7.20 | 15.62 | 3,85,354.5 | 1,548.5 | 17,748.5 |
| 13 Dec | 53583.80 | 388.8 | -168.40 | 15.16 | 1,54,213.5 | -87 | 16,200 |
| 12 Dec | 53216.45 | 557.2 | 20.20 | 14.48 | 2,90,040.5 | -1,384.5 | 16,287 |
| 11 Dec | 53391.35 | 537 | 7.60 | 15.55 | 3,30,002.5 | 2,950 | 17,671.5 |
| 10 Dec | 53577.70 | 529.4 | -115.60 | 17.22 | 2,68,233.5 | 2,818.5 | 14,721.5 |
| 9 Dec | 53407.75 | 645 | 46.00 | 17.60 | 1,93,922 | 1,955.5 | 11,903 |
| 6 Dec | 53509.50 | 599 | -31.00 | 16.17 | 1,16,037 | 869 | 9,947.5 |
| 5 Dec | 53603.55 | 630 | -131.60 | 17.50 | 1,15,624 | 488.5 | 9,078.5 |
| 4 Dec | 53266.90 | 761.6 | -283.55 | 16.59 | 64,058.5 | 7,145 | 8,590 |
| 3 Dec | 52695.75 | 1045.15 | -329.75 | 16.09 | 4,268.5 | 219 | 1,445 |
| 2 Dec | 52109.00 | 1374.9 | -30.20 | 15.65 | 1,989.5 | 136.5 | 1,226 |
| 29 Nov | 52055.60 | 1405.1 | -28.55 | 14.58 | 1,659.5 | 93.5 | 1,089.5 |
| 28 Nov | 51906.85 | 1433.65 | 233.85 | 14.38 | 2,989.5 | 524.5 | 996 |
| 27 Nov | 52301.80 | 1199.8 | -110.20 | 13.90 | 626.5 | 77 | 471.5 |
| 26 Nov | 52191.50 | 1310 | -43.35 | 14.48 | 22 | 10.5 | 394.5 |
| 25 Nov | 52207.50 | 1353.35 | -802.40 | 15.32 | 289 | 218 | 384 |
| 22 Nov | 51135.40 | 2155.75 | -529.90 | 15.88 | 76.5 | 69.5 | 166 |
| 21 Nov | 50372.90 | 2685.65 | 285.00 | 16.13 | 19 | 12.5 | 96.5 |
| 19 Nov | 50626.50 | 2400.65 | -415.85 | - | 4 | 84 | 84 |
| 18 Nov | 50363.80 | 2816.5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 14 Nov | 50179.55 | 2816.5 | 838.95 | 15.21 | 3 | 1 | 84 |
| 13 Nov | 50088.35 | 1977.55 | -82.70 | - | 0.5 | 0 | 83 |
| 12 Nov | 51157.80 | 2060.25 | 271.25 | 14.44 | 0.5 | 83 | 83 |
| 11 Nov | 51876.75 | 1789 | 0.00 | 0.00 | 0 | 65.5 | 0 |
| 8 Nov | 51561.20 | 1789 | 195.85 | 14.61 | 72 | 65.5 | 83 |
| 7 Nov | 51916.50 | 1593.15 | 45.30 | 15.13 | 6.5 | 17.5 | 17.5 |
| 6 Nov | 52317.40 | 1547.85 | 0.00 | 0.00 | 0 | 4 | 0 |
| 5 Nov | 52207.25 | 1547.85 | -511.65 | 16.49 | 7 | 4 | 21.5 |
| 4 Nov | 51215.25 | 2059.5 | 615.05 | 15.69 | 23.5 | 17.5 | 17.5 |
| 1 Nov | 51673.90 | 1444.45 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 51475.35 | 1444.45 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 51807.50 | 1444.45 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 52320.70 | 1444.45 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 51259.30 | 1444.45 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 1444.45 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 1444.45 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 1444.45 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 1444.45 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 1444.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 1444.45 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 1444.45 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 1444.45 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 1444.45 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 1444.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 1444.45 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 1444.45 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 1444.45 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 1444.45 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 1444.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 1444.45 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 1444.45 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 1444.45 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 1444.45 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 1444.45 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 1444.45 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 53400 expiring on 24DEC2024
Delta for 53400 PE is -0.90
Historical price for 53400 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2570.4, which was 865.15 higher than the previous day. The implied volatity was 35.67, the open interest changed by -935 which decreased total open position to 16971
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1705.25, which was 440.25 higher than the previous day. The implied volatity was -, the open interest changed by -1889 which decreased total open position to 17906
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1265, which was 487.15 higher than the previous day. The implied volatity was 20.04, the open interest changed by -4331 which decreased total open position to 19795
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 777.85, which was 381.85 higher than the previous day. The implied volatity was 16.38, the open interest changed by -11371 which decreased total open position to 24126
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 396, which was 7.20 higher than the previous day. The implied volatity was 15.62, the open interest changed by 3097 which increased total open position to 35497
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 388.8, which was -168.40 lower than the previous day. The implied volatity was 15.16, the open interest changed by -174 which decreased total open position to 32400
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 557.2, which was 20.20 higher than the previous day. The implied volatity was 14.48, the open interest changed by -2769 which decreased total open position to 32574
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 537, which was 7.60 higher than the previous day. The implied volatity was 15.55, the open interest changed by 5900 which increased total open position to 35343
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 529.4, which was -115.60 lower than the previous day. The implied volatity was 17.22, the open interest changed by 5637 which increased total open position to 29443
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 645, which was 46.00 higher than the previous day. The implied volatity was 17.60, the open interest changed by 3911 which increased total open position to 23806
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 599, which was -31.00 lower than the previous day. The implied volatity was 16.17, the open interest changed by 1738 which increased total open position to 19895
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 630, which was -131.60 lower than the previous day. The implied volatity was 17.50, the open interest changed by 977 which increased total open position to 18157
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 761.6, which was -283.55 lower than the previous day. The implied volatity was 16.59, the open interest changed by 14290 which increased total open position to 17180
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1045.15, which was -329.75 lower than the previous day. The implied volatity was 16.09, the open interest changed by 438 which increased total open position to 2890
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1374.9, which was -30.20 lower than the previous day. The implied volatity was 15.65, the open interest changed by 273 which increased total open position to 2452
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1405.1, which was -28.55 lower than the previous day. The implied volatity was 14.58, the open interest changed by 187 which increased total open position to 2179
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1433.65, which was 233.85 higher than the previous day. The implied volatity was 14.38, the open interest changed by 1049 which increased total open position to 1992
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1199.8, which was -110.20 lower than the previous day. The implied volatity was 13.90, the open interest changed by 154 which increased total open position to 943
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1310, which was -43.35 lower than the previous day. The implied volatity was 14.48, the open interest changed by 21 which increased total open position to 789
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1353.35, which was -802.40 lower than the previous day. The implied volatity was 15.32, the open interest changed by 436 which increased total open position to 768
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2155.75, which was -529.90 lower than the previous day. The implied volatity was 15.88, the open interest changed by 139 which increased total open position to 332
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 2685.65, which was 285.00 higher than the previous day. The implied volatity was 16.13, the open interest changed by 25 which increased total open position to 193
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 2400.65, which was -415.85 lower than the previous day. The implied volatity was -, the open interest changed by 168 which increased total open position to 168
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2816.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2816.5, which was 838.95 higher than the previous day. The implied volatity was 15.21, the open interest changed by 2 which increased total open position to 168
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1977.55, which was -82.70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 166
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2060.25, which was 271.25 higher than the previous day. The implied volatity was 14.44, the open interest changed by 166 which increased total open position to 166
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1789, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 131 which increased total open position to 0
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1789, which was 195.85 higher than the previous day. The implied volatity was 14.61, the open interest changed by 131 which increased total open position to 166
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1593.15, which was 45.30 higher than the previous day. The implied volatity was 15.13, the open interest changed by 35 which increased total open position to 35
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1547.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1547.85, which was -511.65 lower than the previous day. The implied volatity was 16.49, the open interest changed by 8 which increased total open position to 43
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 2059.5, which was 615.05 higher than the previous day. The implied volatity was 15.69, the open interest changed by 35 which increased total open position to 35
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1444.45, 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 1444.45, 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 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 1444.45, 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 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 1444.45, 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 1444.45, 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 1444.45, 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 1444.45, 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 1444.45, 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 1444.45, 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 1444.45, 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 1444.45, 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 1444.45, 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 1444.45, 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 1444.45, 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 1444.45, 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 1444.45, 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 1444.45, 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 1444.45, 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 1444.45, 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 1444.45, 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 1444.45, 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 1444.45, 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 1444.45, 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 1444.45, 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 1444.45, 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 1444.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
