BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
BANKNIFTY 24DEC2024 53500 CE | ||||||||||
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Delta: 0.02
Vega: 3.02
Theta: -9.28
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 50759.20 | 11.35 | -39.65 | 23.74 | 5,91,288 | 15,053.5 | 1,11,894 | |||
19 Dec | 51575.70 | 51 | -111.60 | 21.47 | 4,28,108.5 | 4,296 | 96,840.5 | |||
18 Dec | 52139.55 | 162.6 | -136.65 | 21.31 | 3,70,290 | 12,883.5 | 92,544.5 | |||
17 Dec | 52834.80 | 299.25 | -289.75 | 18.80 | 6,01,777 | 19,787.5 | 79,661 | |||
16 Dec | 53581.35 | 589 | -5.90 | 16.92 | 7,26,622 | 1,563.5 | 59,873.5 | |||
13 Dec | 53583.80 | 594.9 | 78.80 | 11.79 | 6,22,644 | -8,599 | 58,310 | |||
12 Dec | 53216.45 | 516.1 | -98.90 | 14.65 | 4,11,072 | 9,530.5 | 66,909 | |||
11 Dec | 53391.35 | 615 | -135.00 | 14.26 | 5,37,743 | 16,082 | 57,378.5 | |||
10 Dec | 53577.70 | 750 | 45.00 | 13.84 | 5,21,390 | 902 | 41,296.5 | |||
9 Dec | 53407.75 | 705 | -117.00 | 14.66 | 4,19,863.5 | 7,300 | 40,394.5 | |||
6 Dec | 53509.50 | 822 | -46.00 | 14.51 | 3,08,753.5 | 2,156 | 33,094.5 | |||
5 Dec | 53603.55 | 868 | 158.55 | 13.57 | 3,58,926.5 | -9,749.5 | 30,938.5 | |||
4 Dec | 53266.90 | 709.45 | 234.95 | 14.00 | 3,44,966.5 | 5,974.5 | 40,688 | |||
3 Dec | 52695.75 | 474.5 | 141.50 | 13.95 | 2,76,438 | 8,887 | 34,713.5 | |||
2 Dec | 52109.00 | 333 | 3.00 | 14.46 | 1,60,944 | 608.5 | 25,826.5 | |||
29 Nov | 52055.60 | 330 | -17.35 | 13.84 | 1,59,824 | 1,548 | 25,218 | |||
28 Nov | 51906.85 | 347.35 | -41.05 | 14.10 | 2,35,375.5 | 3,773.5 | 23,670 | |||
27 Nov | 52301.80 | 388.4 | -7.75 | 12.63 | 43,421 | 8,978.5 | 19,896.5 | |||
26 Nov | 52191.50 | 396.15 | -25.85 | 13.20 | 14,455 | 1,046 | 10,918 | |||
25 Nov | 52207.50 | 422 | 217.15 | 13.30 | 19,835 | 2,135 | 9,872 | |||
22 Nov | 51135.40 | 204.85 | 95.10 | 13.71 | 16,010.5 | 1,959 | 7,737 | |||
21 Nov | 50372.90 | 109.75 | -12.15 | 13.42 | 12,156.5 | 678 | 5,778 | |||
19 Nov | 50626.50 | 121.9 | -1.05 | 13.26 | 11,202.5 | 1,347.5 | 5,100 | |||
18 Nov | 50363.80 | 122.95 | -14.60 | 13.42 | 4,999 | 661.5 | 3,752.5 | |||
14 Nov | 50179.55 | 137.55 | -62.25 | 13.52 | 6,493.5 | 1,401 | 3,091 | |||
13 Nov | 50088.35 | 199.8 | -114.65 | 14.68 | 6,223 | 53.5 | 1,690 | |||
12 Nov | 51157.80 | 314.45 | -172.15 | 13.46 | 3,254 | 514.5 | 1,636.5 | |||
11 Nov | 51876.75 | 486.6 | 22.60 | 12.86 | 1,576.5 | 290 | 1,122 | |||
8 Nov | 51561.20 | 464 | -170.95 | 13.30 | 935.5 | 144.5 | 832 | |||
7 Nov | 51916.50 | 634.95 | -197.40 | 13.77 | 371 | 30.5 | 687.5 | |||
6 Nov | 52317.40 | 832.35 | 97.20 | 13.49 | 343 | 17 | 657 | |||
5 Nov | 52207.25 | 735.15 | 178.85 | 13.59 | 489.5 | 83.5 | 640 | |||
4 Nov | 51215.25 | 556.3 | -90.90 | 15.23 | 432.5 | 16 | 556.5 | |||
1 Nov | 51673.90 | 647.2 | -36.35 | 13.83 | 21.5 | 0.5 | 540.5 | |||
31 Oct | 51475.35 | 683.55 | -121.80 | - | 247 | 25.5 | 540 | |||
30 Oct | 51807.50 | 805.35 | -109.65 | - | 190.5 | -34 | 514.5 | |||
29 Oct | 52320.70 | 915 | 335.00 | - | 584.5 | 33.5 | 548.5 | |||
28 Oct | 51259.30 | 580 | 72.50 | - | 304.5 | 113 | 515 | |||
25 Oct | 50787.45 | 507.5 | -179.45 | - | 592 | 93.5 | 402 | |||
24 Oct | 51531.15 | 686.95 | 42.95 | - | 190 | 74.5 | 308.5 | |||
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23 Oct | 51239.00 | 644 | -57.45 | - | 207.5 | 45 | 234 | |||
22 Oct | 51257.15 | 701.45 | -193.55 | - | 192 | 16 | 189 | |||
21 Oct | 51962.70 | 895 | -136.80 | - | 172.5 | 11 | 173 | |||
18 Oct | 52094.20 | 1031.8 | 271.80 | - | 57 | 16.5 | 162 | |||
17 Oct | 51288.80 | 760 | -179.95 | - | 50.5 | 21 | 145.5 | |||
16 Oct | 51801.05 | 939.95 | 18.05 | - | 7.5 | 3 | 124.5 | |||
15 Oct | 51906.00 | 921.9 | 24.90 | - | 22.5 | 6.5 | 121.5 | |||
14 Oct | 51816.90 | 897 | 166.85 | - | 27 | 12.5 | 115 | |||
11 Oct | 51172.30 | 730.15 | -163.05 | - | 37.5 | -17.5 | 102.5 | |||
10 Oct | 51530.90 | 893.2 | 95.20 | - | 48.5 | 13.5 | 120 | |||
9 Oct | 51007.00 | 798 | -32.45 | - | 52 | 23.5 | 106.5 | |||
8 Oct | 51021.00 | 830.45 | 84.25 | - | 70 | -1 | 83 | |||
7 Oct | 50478.90 | 746.2 | -260.90 | - | 77.5 | 2 | 84 | |||
4 Oct | 51462.05 | 1007.1 | -125.90 | - | 457 | 21 | 82 | |||
3 Oct | 51845.20 | 1133 | -497.00 | - | 142.5 | 39 | 61 | |||
1 Oct | 52922.60 | 1630 | -25.50 | - | 15 | 5.5 | 22 | |||
30 Sept | 52978.10 | 1655.5 | -1384.65 | - | 33.5 | 16.5 | 16.5 | |||
27 Sept | 53834.30 | 3040.15 | 0.00 | - | 0 | 0 | 0 | |||
26 Sept | 54375.35 | 3040.15 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 53500 expiring on 24DEC2024
Delta for 53500 CE is 0.02
Historical price for 53500 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 11.35, which was -39.65 lower than the previous day. The implied volatity was 23.74, the open interest changed by 30107 which increased total open position to 223788
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 51, which was -111.60 lower than the previous day. The implied volatity was 21.47, the open interest changed by 8592 which increased total open position to 193681
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 162.6, which was -136.65 lower than the previous day. The implied volatity was 21.31, the open interest changed by 25767 which increased total open position to 185089
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 299.25, which was -289.75 lower than the previous day. The implied volatity was 18.80, the open interest changed by 39575 which increased total open position to 159322
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 589, which was -5.90 lower than the previous day. The implied volatity was 16.92, the open interest changed by 3127 which increased total open position to 119747
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 594.9, which was 78.80 higher than the previous day. The implied volatity was 11.79, the open interest changed by -17198 which decreased total open position to 116620
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 516.1, which was -98.90 lower than the previous day. The implied volatity was 14.65, the open interest changed by 19061 which increased total open position to 133818
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 615, which was -135.00 lower than the previous day. The implied volatity was 14.26, the open interest changed by 32164 which increased total open position to 114757
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 750, which was 45.00 higher than the previous day. The implied volatity was 13.84, the open interest changed by 1804 which increased total open position to 82593
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 705, which was -117.00 lower than the previous day. The implied volatity was 14.66, the open interest changed by 14600 which increased total open position to 80789
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 822, which was -46.00 lower than the previous day. The implied volatity was 14.51, the open interest changed by 4312 which increased total open position to 66189
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 868, which was 158.55 higher than the previous day. The implied volatity was 13.57, the open interest changed by -19499 which decreased total open position to 61877
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 709.45, which was 234.95 higher than the previous day. The implied volatity was 14.00, the open interest changed by 11949 which increased total open position to 81376
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 474.5, which was 141.50 higher than the previous day. The implied volatity was 13.95, the open interest changed by 17774 which increased total open position to 69427
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 333, which was 3.00 higher than the previous day. The implied volatity was 14.46, the open interest changed by 1217 which increased total open position to 51653
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 330, which was -17.35 lower than the previous day. The implied volatity was 13.84, the open interest changed by 3096 which increased total open position to 50436
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 347.35, which was -41.05 lower than the previous day. The implied volatity was 14.10, the open interest changed by 7547 which increased total open position to 47340
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 388.4, which was -7.75 lower than the previous day. The implied volatity was 12.63, the open interest changed by 17957 which increased total open position to 39793
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 396.15, which was -25.85 lower than the previous day. The implied volatity was 13.20, the open interest changed by 2092 which increased total open position to 21836
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 422, which was 217.15 higher than the previous day. The implied volatity was 13.30, the open interest changed by 4270 which increased total open position to 19744
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 204.85, which was 95.10 higher than the previous day. The implied volatity was 13.71, the open interest changed by 3918 which increased total open position to 15474
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 109.75, which was -12.15 lower than the previous day. The implied volatity was 13.42, the open interest changed by 1356 which increased total open position to 11556
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 121.9, which was -1.05 lower than the previous day. The implied volatity was 13.26, the open interest changed by 2695 which increased total open position to 10200
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 122.95, which was -14.60 lower than the previous day. The implied volatity was 13.42, the open interest changed by 1323 which increased total open position to 7505
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 137.55, which was -62.25 lower than the previous day. The implied volatity was 13.52, the open interest changed by 2802 which increased total open position to 6182
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 199.8, which was -114.65 lower than the previous day. The implied volatity was 14.68, the open interest changed by 107 which increased total open position to 3380
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 314.45, which was -172.15 lower than the previous day. The implied volatity was 13.46, the open interest changed by 1029 which increased total open position to 3273
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 486.6, which was 22.60 higher than the previous day. The implied volatity was 12.86, the open interest changed by 580 which increased total open position to 2244
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 464, which was -170.95 lower than the previous day. The implied volatity was 13.30, the open interest changed by 289 which increased total open position to 1664
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 634.95, which was -197.40 lower than the previous day. The implied volatity was 13.77, the open interest changed by 61 which increased total open position to 1375
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 832.35, which was 97.20 higher than the previous day. The implied volatity was 13.49, the open interest changed by 34 which increased total open position to 1314
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 735.15, which was 178.85 higher than the previous day. The implied volatity was 13.59, the open interest changed by 167 which increased total open position to 1280
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 556.3, which was -90.90 lower than the previous day. The implied volatity was 15.23, the open interest changed by 32 which increased total open position to 1113
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 647.2, which was -36.35 lower than the previous day. The implied volatity was 13.83, the open interest changed by 1 which increased total open position to 1081
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 683.55, which was -121.80 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 805.35, which was -109.65 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 915, which was 335.00 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 580, which was 72.50 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 507.5, which was -179.45 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 686.95, which was 42.95 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 644, which was -57.45 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 701.45, which was -193.55 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 895, which was -136.80 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 1031.8, which was 271.80 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 760, which was -179.95 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 939.95, which was 18.05 higher 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 921.9, which was 24.90 higher 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 897, which was 166.85 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 730.15, which was -163.05 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 893.2, which was 95.20 higher 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 798, which was -32.45 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 830.45, which was 84.25 higher 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 746.2, which was -260.90 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 1007.1, which was -125.90 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 1133, which was -497.00 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 1630, which was -25.50 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 1655.5, which was -1384.65 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 3040.15, 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 3040.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
BANKNIFTY 24DEC2024 53500 PE | |||||||
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Delta: -0.89
Vega: 9.74
Theta: -32.09
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 50759.20 | 2675.4 | 875.40 | 37.21 | 7,930 | -3,115 | 26,498.5 |
19 Dec | 51575.70 | 1800 | 453.10 | - | 12,835.5 | -6,835 | 29,613.5 |
18 Dec | 52139.55 | 1346.9 | 502.50 | 20.12 | 46,213.5 | -7,937 | 36,448.5 |
17 Dec | 52834.80 | 844.4 | 406.35 | 16.32 | 3,74,861 | -6,397.5 | 44,385.5 |
16 Dec | 53581.35 | 438.05 | 8.05 | 15.51 | 6,67,852.5 | 3,142.5 | 50,783 |
13 Dec | 53583.80 | 430 | -180.00 | 15.17 | 2,68,469 | -8,979 | 47,640.5 |
12 Dec | 53216.45 | 610 | 25.00 | 14.50 | 3,59,961.5 | -1,825 | 56,619.5 |
11 Dec | 53391.35 | 585 | 13.00 | 15.57 | 5,25,984.5 | 12,654.5 | 58,444.5 |
10 Dec | 53577.70 | 572 | -120.35 | 17.22 | 4,69,628 | 3,577.5 | 45,790 |
9 Dec | 53407.75 | 692.35 | 54.45 | 17.62 | 4,47,722.5 | 8,875.5 | 42,212.5 |
6 Dec | 53509.50 | 637.9 | -32.10 | 16.06 | 3,63,456 | 6,714.5 | 33,337 |
5 Dec | 53603.55 | 670 | -143.95 | 17.43 | 2,33,477.5 | 8,062 | 26,622.5 |
4 Dec | 53266.90 | 813.95 | -293.90 | 16.65 | 84,954.5 | 10,466.5 | 18,560.5 |
3 Dec | 52695.75 | 1107.85 | -330.25 | 16.15 | 12,398 | 1,635.5 | 8,094 |
2 Dec | 52109.00 | 1438.1 | -23.30 | 15.51 | 2,828.5 | 96.5 | 6,458.5 |
29 Nov | 52055.60 | 1461.4 | -41.80 | 14.28 | 3,850.5 | 299.5 | 6,362 |
28 Nov | 51906.85 | 1503.2 | 245.20 | 14.50 | 13,138.5 | 1,875 | 6,062.5 |
27 Nov | 52301.80 | 1258 | -132.00 | 13.77 | 5,385.5 | 2,042 | 4,187.5 |
26 Nov | 52191.50 | 1390 | -18.90 | 14.75 | 1,162 | 377.5 | 2,145.5 |
25 Nov | 52207.50 | 1408.9 | -800.85 | 15.16 | 1,759.5 | 525.5 | 1,768 |
22 Nov | 51135.40 | 2209.75 | -590.50 | 15.34 | 823 | 489 | 1,242.5 |
21 Nov | 50372.90 | 2800.25 | 40.55 | 16.94 | 44 | 19.5 | 753.5 |
19 Nov | 50626.50 | 2759.7 | -48.70 | 16.42 | 110.5 | -18 | 734 |
18 Nov | 50363.80 | 2808.4 | -373.70 | 15.60 | 90 | -32.5 | 752 |
14 Nov | 50179.55 | 3182.1 | 433.10 | 21.28 | 11.5 | -6 | 784.5 |
13 Nov | 50088.35 | 2749 | 644.90 | 13.02 | 172.5 | 26 | 790.5 |
12 Nov | 51157.80 | 2104.1 | 492.75 | 13.88 | 179 | 65 | 764.5 |
11 Nov | 51876.75 | 1611.35 | -250.65 | 13.84 | 1,105.5 | 415.5 | 699.5 |
8 Nov | 51561.20 | 1862 | 278.90 | 14.69 | 282 | -9 | 284 |
7 Nov | 51916.50 | 1583.1 | 230.00 | 14.11 | 74 | -1.5 | 293 |
6 Nov | 52317.40 | 1353.1 | -251.95 | 14.90 | 151.5 | 99 | 294.5 |
5 Nov | 52207.25 | 1605.05 | -487.40 | 16.09 | 49.5 | 13.5 | 195.5 |
4 Nov | 51215.25 | 2092.45 | 259.35 | 15.15 | 103.5 | 92.5 | 182 |
1 Nov | 51673.90 | 1833.1 | 0.10 | 15.56 | 0.5 | 0 | 89.5 |
31 Oct | 51475.35 | 1833 | 163.05 | - | 36.5 | 3 | 89.5 |
30 Oct | 51807.50 | 1669.95 | 183.80 | - | 14 | 2.5 | 86.5 |
29 Oct | 52320.70 | 1486.15 | -484.75 | - | 55 | 18 | 84 |
28 Oct | 51259.30 | 1970.9 | -529.10 | - | 23.5 | 0.5 | 66 |
25 Oct | 50787.45 | 2500 | 640.00 | - | 34 | 3.5 | 65.5 |
24 Oct | 51531.15 | 1860 | -262.30 | - | 4.5 | -0.5 | 62 |
23 Oct | 51239.00 | 2122.3 | 60.75 | - | 3.5 | 0 | 62.5 |
22 Oct | 51257.15 | 2061.55 | 359.55 | - | 23.5 | -2.5 | 62.5 |
21 Oct | 51962.70 | 1702 | 147.00 | - | 19 | 1.5 | 65 |
18 Oct | 52094.20 | 1555 | -530.00 | - | 9.5 | -3.5 | 63.5 |
17 Oct | 51288.80 | 2085 | 478.05 | - | 12.5 | 3.5 | 67 |
16 Oct | 51801.05 | 1606.95 | -73.05 | - | 1.5 | 1 | 63.5 |
15 Oct | 51906.00 | 1680 | -52.40 | - | 1.5 | 0 | 62.5 |
14 Oct | 51816.90 | 1732.4 | -367.60 | - | 1.5 | 0 | 62.5 |
11 Oct | 51172.30 | 2100 | 186.45 | - | 3 | 0 | 62.5 |
10 Oct | 51530.90 | 1913.55 | -296.30 | - | 3 | 2.5 | 62.5 |
9 Oct | 51007.00 | 2209.85 | -76.15 | - | 4.5 | 0 | 60 |
8 Oct | 51021.00 | 2286 | -185.80 | - | 5.5 | -2 | 60 |
7 Oct | 50478.90 | 2471.8 | 608.95 | - | 28.5 | -23 | 62 |
4 Oct | 51462.05 | 1862.85 | 230.35 | - | 10.5 | -1 | 85 |
3 Oct | 51845.20 | 1632.5 | 468.90 | - | 98.5 | -1.5 | 86 |
1 Oct | 52922.60 | 1163.6 | -0.30 | - | 54.5 | -7 | 87.5 |
30 Sept | 52978.10 | 1163.9 | 248.90 | - | 114 | 61 | 94.5 |
27 Sept | 53834.30 | 915 | 35.95 | - | 41 | 14.5 | 33.5 |
26 Sept | 54375.35 | 879.05 | - | 28.5 | 19 | 19 |
For Nifty Bank - strike price 53500 expiring on 24DEC2024
Delta for 53500 PE is -0.89
Historical price for 53500 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2675.4, which was 875.40 higher than the previous day. The implied volatity was 37.21, the open interest changed by -6230 which decreased total open position to 52997
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1800, which was 453.10 higher than the previous day. The implied volatity was -, the open interest changed by -13670 which decreased total open position to 59227
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1346.9, which was 502.50 higher than the previous day. The implied volatity was 20.12, the open interest changed by -15874 which decreased total open position to 72897
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 844.4, which was 406.35 higher than the previous day. The implied volatity was 16.32, the open interest changed by -12795 which decreased total open position to 88771
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 438.05, which was 8.05 higher than the previous day. The implied volatity was 15.51, the open interest changed by 6285 which increased total open position to 101566
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 430, which was -180.00 lower than the previous day. The implied volatity was 15.17, the open interest changed by -17958 which decreased total open position to 95281
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 610, which was 25.00 higher than the previous day. The implied volatity was 14.50, the open interest changed by -3650 which decreased total open position to 113239
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 585, which was 13.00 higher than the previous day. The implied volatity was 15.57, the open interest changed by 25309 which increased total open position to 116889
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 572, which was -120.35 lower than the previous day. The implied volatity was 17.22, the open interest changed by 7155 which increased total open position to 91580
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 692.35, which was 54.45 higher than the previous day. The implied volatity was 17.62, the open interest changed by 17751 which increased total open position to 84425
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 637.9, which was -32.10 lower than the previous day. The implied volatity was 16.06, the open interest changed by 13429 which increased total open position to 66674
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 670, which was -143.95 lower than the previous day. The implied volatity was 17.43, the open interest changed by 16124 which increased total open position to 53245
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 813.95, which was -293.90 lower than the previous day. The implied volatity was 16.65, the open interest changed by 20933 which increased total open position to 37121
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1107.85, which was -330.25 lower than the previous day. The implied volatity was 16.15, the open interest changed by 3271 which increased total open position to 16188
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1438.1, which was -23.30 lower than the previous day. The implied volatity was 15.51, the open interest changed by 193 which increased total open position to 12917
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1461.4, which was -41.80 lower than the previous day. The implied volatity was 14.28, the open interest changed by 599 which increased total open position to 12724
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1503.2, which was 245.20 higher than the previous day. The implied volatity was 14.50, the open interest changed by 3750 which increased total open position to 12125
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1258, which was -132.00 lower than the previous day. The implied volatity was 13.77, the open interest changed by 4084 which increased total open position to 8375
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1390, which was -18.90 lower than the previous day. The implied volatity was 14.75, the open interest changed by 755 which increased total open position to 4291
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1408.9, which was -800.85 lower than the previous day. The implied volatity was 15.16, the open interest changed by 1051 which increased total open position to 3536
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2209.75, which was -590.50 lower than the previous day. The implied volatity was 15.34, the open interest changed by 978 which increased total open position to 2485
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 2800.25, which was 40.55 higher than the previous day. The implied volatity was 16.94, the open interest changed by 39 which increased total open position to 1507
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 2759.7, which was -48.70 lower than the previous day. The implied volatity was 16.42, the open interest changed by -36 which decreased total open position to 1468
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2808.4, which was -373.70 lower than the previous day. The implied volatity was 15.60, the open interest changed by -65 which decreased total open position to 1504
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 3182.1, which was 433.10 higher than the previous day. The implied volatity was 21.28, the open interest changed by -12 which decreased total open position to 1569
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 2749, which was 644.90 higher than the previous day. The implied volatity was 13.02, the open interest changed by 52 which increased total open position to 1581
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2104.1, which was 492.75 higher than the previous day. The implied volatity was 13.88, the open interest changed by 130 which increased total open position to 1529
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1611.35, which was -250.65 lower than the previous day. The implied volatity was 13.84, the open interest changed by 831 which increased total open position to 1399
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1862, which was 278.90 higher than the previous day. The implied volatity was 14.69, the open interest changed by -18 which decreased total open position to 568
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1583.1, which was 230.00 higher than the previous day. The implied volatity was 14.11, the open interest changed by -3 which decreased total open position to 586
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1353.1, which was -251.95 lower than the previous day. The implied volatity was 14.90, the open interest changed by 198 which increased total open position to 589
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1605.05, which was -487.40 lower than the previous day. The implied volatity was 16.09, the open interest changed by 27 which increased total open position to 391
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 2092.45, which was 259.35 higher than the previous day. The implied volatity was 15.15, the open interest changed by 185 which increased total open position to 364
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1833.1, which was 0.10 higher than the previous day. The implied volatity was 15.56, the open interest changed by 0 which decreased total open position to 179
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1833, which was 163.05 higher 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 1669.95, which was 183.80 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 1486.15, which was -484.75 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 1970.9, which was -529.10 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 2500, which was 640.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 1860, which was -262.30 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 2122.3, which was 60.75 higher 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 2061.55, which was 359.55 higher 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 1702, which was 147.00 higher 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 1555, which was -530.00 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 2085, which was 478.05 higher 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 1606.95, which was -73.05 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 1680, which was -52.40 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 1732.4, which was -367.60 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 2100, which was 186.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 1913.55, which was -296.30 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 2209.85, which was -76.15 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 2286, which was -185.80 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 2471.8, which was 608.95 higher 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 1862.85, which was 230.35 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 1632.5, which was 468.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 1163.6, which was -0.30 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 1163.9, which was 248.90 higher 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 915, which was 35.95 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 879.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to