BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
05 Jul 2024 04:13 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 52660.35 | 66.4 | -167.60 | - | 2,41,46,535 | 7,88,145 | 19,62,885 | |||
| 4 Jul | 53103.70 | 234 | - | 2,80,66,965 | 3,28,065 | 11,74,740 | ||||
| 3 Jul | 53089.25 | 248.05 | - | 60,78,795 | 5,35,140 | 8,46,675 | ||||
| 2 Jul | 52168.10 | 102.35 | - | 17,25,885 | 98,295 | 3,14,550 | ||||
| 1 Jul | 52574.75 | 212.05 | - | 6,95,760 | -8,655 | 2,16,255 | ||||
| 28 Jun | 52342.25 | 207 | - | 4,96,290 | 26,550 | 2,24,910 | ||||
| 27 Jun | 52811.30 | 340.6 | - | 4,92,765 | 1,51,320 | 1,98,360 | ||||
| 26 Jun | 52870.50 | 337.75 | - | 1,58,805 | 19,770 | 47,430 | ||||
| 25 Jun | 52606.00 | 325.05 | - | 1,54,365 | 20,085 | 27,660 | ||||
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| 24 Jun | 51703.95 | 126.35 | - | 20,505 | -45 | 7,545 | ||||
| 21 Jun | 51661.45 | 109.60 | - | 12,105 | 2,985 | 7,560 | ||||
| 20 Jun | 51783.25 | 169.00 | - | 11,385 | 1,635 | 5,445 | ||||
| 19 Jun | 51398.05 | 145.05 | - | 10,185 | 3,375 | 3,810 | ||||
| 18 Jun | 50440.90 | 33.35 | - | 1,725 | 270 | 450 | ||||
| 14 Jun | 50002.00 | 235.55 | - | 60 | 0 | 180 | ||||
| 13 Jun | 49846.70 | 151.90 | - | 0 | 165 | 0 | ||||
| 12 Jun | 49895.10 | 151.90 | - | 165 | 150 | 165 | ||||
| 11 Jun | 49705.75 | 265.60 | - | 0 | 0 | 0 | ||||
| 10 Jun | 49780.90 | 265.60 | - | 0 | 15 | 0 | ||||
| 7 Jun | 49803.20 | 265.60 | - | 15 | 0 | 0 | ||||
For NIFTY BANK - strike price 53500 expiring on 10JUL2024
Delta for 53500 CE is -
Historical price for 53500 CE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 66.4, which was -167.60 lower than the previous day. The implied volatity was -, the open interest changed by 788145 which increased total open position to 1962885
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 234, which was lower than the previous day. The implied volatity was -, the open interest changed by 328065 which increased total open position to 1174740
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 248.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 535140 which increased total open position to 846675
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 102.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 98295 which increased total open position to 314550
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 212.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -8655 which decreased total open position to 216255
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 207, which was lower than the previous day. The implied volatity was -, the open interest changed by 26550 which increased total open position to 224910
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 340.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 151320 which increased total open position to 198360
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 337.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 19770 which increased total open position to 47430
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 325.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 20085 which increased total open position to 27660
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 126.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -45 which decreased total open position to 7545
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 109.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 2985 which increased total open position to 7560
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 169.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1635 which increased total open position to 5445
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 145.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 3375 which increased total open position to 3810
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 33.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 270 which increased total open position to 450
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 235.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 180
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 151.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 165 which increased total open position to 0
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 151.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 165
On 11 Jun BANKNIFTY was trading at 49705.75. The strike last trading price was 265.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 265.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 7 Jun BANKNIFTY was trading at 49803.20. The strike last trading price was 265.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 52660.35 | 952.9 | 363.65 | - | 14,27,745 | -60,795 | 1,88,205 |
| 4 Jul | 53103.70 | 589.25 | - | 50,65,620 | 72,630 | 2,49,000 | |
| 3 Jul | 53089.25 | 720.4 | - | 9,44,220 | 1,63,860 | 1,76,370 | |
| 2 Jul | 52168.10 | 1337.3 | - | 35,160 | 420 | 12,495 | |
| 1 Jul | 52574.75 | 1076.75 | - | 19,680 | 15 | 12,075 | |
| 28 Jun | 52342.25 | 1255 | - | 39,435 | 2,250 | 12,060 | |
| 27 Jun | 52811.30 | 999.2 | - | 66,120 | 7,425 | 9,810 | |
| 26 Jun | 52870.50 | 1000.05 | - | 11,115 | 2,115 | 2,385 | |
| 25 Jun | 52606.00 | 1245.85 | - | 615 | 45 | 270 | |
| 24 Jun | 51703.95 | 1506.25 | - | 120 | 60 | 225 | |
| 21 Jun | 51661.45 | 1893.20 | - | 90 | 0 | 75 | |
| 20 Jun | 51783.25 | 2087.90 | - | 0 | 45 | 0 | |
| 19 Jun | 51398.05 | 2087.90 | - | 75 | 45 | 45 | |
| 18 Jun | 50440.90 | 4281.60 | - | 0 | 0 | 0 | |
| 14 Jun | 50002.00 | 4281.60 | - | 0 | 0 | 0 | |
| 13 Jun | 49846.70 | 4281.60 | - | 0 | 0 | 0 | |
| 12 Jun | 49895.10 | 4281.60 | - | 0 | 0 | 0 | |
| 11 Jun | 49705.75 | 4281.60 | - | 0 | 0 | 0 | |
| 10 Jun | 49780.90 | 0.00 | - | 0 | 0 | 0 | |
| 7 Jun | 49803.20 | 0.00 | - | 0 | 0 | 0 | |
For NIFTY BANK - strike price 53500 expiring on 10JUL2024
Delta for 53500 PE is -
Historical price for 53500 PE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 952.9, which was 363.65 higher than the previous day. The implied volatity was -, the open interest changed by -60795 which decreased total open position to 188205
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 589.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 72630 which increased total open position to 249000
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 720.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 163860 which increased total open position to 176370
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 1337.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 420 which increased total open position to 12495
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 1076.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 12075
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 1255, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 12060
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 999.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 7425 which increased total open position to 9810
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 1000.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 2115 which increased total open position to 2385
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 1245.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 270
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 1506.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 225
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 1893.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 2087.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 0
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 2087.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 45
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 4281.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 4281.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 4281.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 4281.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun BANKNIFTY was trading at 49705.75. The strike last trading price was 4281.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun BANKNIFTY was trading at 49803.20. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0