BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 53600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 2.89
Theta: -9.12
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 11 | -34.60 | 24.37 | 2,11,984 | 1,319.5 | 40,380.5 | |||
| 19 Dec | 51575.70 | 45.6 | -106.40 | 21.73 | 1,27,979.5 | 1,789.5 | 39,061 | |||
|
|
||||||||||
| 18 Dec | 52139.55 | 152 | -114.10 | 21.76 | 1,25,062 | 912.5 | 37,271.5 | |||
| 17 Dec | 52834.80 | 266.1 | -269.90 | 18.72 | 2,31,826 | 10,571.5 | 36,359 | |||
| 16 Dec | 53581.35 | 536 | -9.00 | 16.86 | 4,55,997 | 2,307.5 | 25,787.5 | |||
| 13 Dec | 53583.80 | 545 | 75.05 | 12.01 | 2,11,196 | -5,731.5 | 23,480 | |||
| 12 Dec | 53216.45 | 469.95 | -95.55 | 14.62 | 1,43,738.5 | 401 | 29,211.5 | |||
| 11 Dec | 53391.35 | 565.5 | -132.50 | 14.28 | 2,50,001.5 | 5,867.5 | 28,810.5 | |||
| 10 Dec | 53577.70 | 698 | 43.00 | 13.95 | 2,26,299 | -68 | 22,943 | |||
| 9 Dec | 53407.75 | 655 | -113.50 | 14.70 | 3,29,706.5 | 6,015.5 | 23,011 | |||
| 6 Dec | 53509.50 | 768.5 | -51.50 | 14.52 | 2,87,832 | 4,227 | 16,995.5 | |||
| 5 Dec | 53603.55 | 820 | 160.00 | 13.76 | 1,63,997 | 5,501 | 12,768.5 | |||
| 4 Dec | 53266.90 | 660 | 225.00 | 13.97 | 92,917.5 | 2,286 | 7,267.5 | |||
| 3 Dec | 52695.75 | 435 | 132.00 | 13.89 | 85,223.5 | 552.5 | 4,981.5 | |||
| 2 Dec | 52109.00 | 303 | 8.00 | 14.39 | 35,895 | -100.5 | 4,429 | |||
| 29 Nov | 52055.60 | 295 | -21.85 | 13.65 | 50,997.5 | 18 | 4,529.5 | |||
| 28 Nov | 51906.85 | 316.85 | -36.95 | 14.02 | 74,083 | 2,816.5 | 4,511.5 | |||
| 27 Nov | 52301.80 | 353.8 | -0.80 | 12.56 | 4,636.5 | 728 | 1,695 | |||
| 26 Nov | 52191.50 | 354.6 | -39.25 | 12.97 | 1,467 | 230 | 967 | |||
| 25 Nov | 52207.50 | 393.85 | 217.50 | 13.35 | 2,006.5 | 485 | 737 | |||
| 22 Nov | 51135.40 | 176.35 | 74.10 | 13.37 | 596.5 | 188 | 252 | |||
| 21 Nov | 50372.90 | 102.25 | -8.05 | 13.51 | 100 | 18 | 64 | |||
| 19 Nov | 50626.50 | 110.3 | -5.70 | 13.18 | 152 | -37 | 46 | |||
| 18 Nov | 50363.80 | 116 | -12.25 | 13.54 | 76.5 | 5.5 | 83 | |||
| 14 Nov | 50179.55 | 128.25 | -48.75 | 13.57 | 46.5 | 32 | 77.5 | |||
| 13 Nov | 50088.35 | 177 | -146.25 | 14.45 | 317.5 | 32.5 | 45.5 | |||
| 12 Nov | 51157.80 | 323.25 | -2659.05 | 14.31 | 15 | 13 | 13 | |||
| 11 Nov | 51876.75 | 2982.3 | 0.00 | 1.56 | 0 | 0 | 0 | |||
| 8 Nov | 51561.20 | 2982.3 | 0.00 | 1.80 | 0 | 0 | 0 | |||
| 7 Nov | 51916.50 | 2982.3 | 0.00 | 1.29 | 0 | 0 | 0 | |||
| 6 Nov | 52317.40 | 2982.3 | 0.00 | 0.64 | 0 | 0 | 0 | |||
| 5 Nov | 52207.25 | 2982.3 | 0.00 | 0.90 | 0 | 0 | 0 | |||
| 4 Nov | 51215.25 | 2982.3 | 0.00 | 2.01 | 0 | 0 | 0 | |||
| 1 Nov | 51673.90 | 2982.3 | 0.00 | 1.29 | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 2982.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 51807.50 | 2982.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 52320.70 | 2982.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 51259.30 | 2982.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 2982.3 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 2982.3 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 2982.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 2982.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 2982.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 2982.3 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 2982.3 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 2982.3 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 2982.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 2982.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 2982.3 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 2982.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 2982.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 2982.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 2982.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 2982.3 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 2982.3 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 2982.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 2982.3 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 2982.3 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 2982.3 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 53600 expiring on 24DEC2024
Delta for 53600 CE is 0.02
Historical price for 53600 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 11, which was -34.60 lower than the previous day. The implied volatity was 24.37, the open interest changed by 2639 which increased total open position to 80761
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 45.6, which was -106.40 lower than the previous day. The implied volatity was 21.73, the open interest changed by 3579 which increased total open position to 78122
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 152, which was -114.10 lower than the previous day. The implied volatity was 21.76, the open interest changed by 1825 which increased total open position to 74543
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 266.1, which was -269.90 lower than the previous day. The implied volatity was 18.72, the open interest changed by 21143 which increased total open position to 72718
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 536, which was -9.00 lower than the previous day. The implied volatity was 16.86, the open interest changed by 4615 which increased total open position to 51575
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 545, which was 75.05 higher than the previous day. The implied volatity was 12.01, the open interest changed by -11463 which decreased total open position to 46960
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 469.95, which was -95.55 lower than the previous day. The implied volatity was 14.62, the open interest changed by 802 which increased total open position to 58423
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 565.5, which was -132.50 lower than the previous day. The implied volatity was 14.28, the open interest changed by 11735 which increased total open position to 57621
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 698, which was 43.00 higher than the previous day. The implied volatity was 13.95, the open interest changed by -136 which decreased total open position to 45886
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 655, which was -113.50 lower than the previous day. The implied volatity was 14.70, the open interest changed by 12031 which increased total open position to 46022
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 768.5, which was -51.50 lower than the previous day. The implied volatity was 14.52, the open interest changed by 8454 which increased total open position to 33991
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 820, which was 160.00 higher than the previous day. The implied volatity was 13.76, the open interest changed by 11002 which increased total open position to 25537
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 660, which was 225.00 higher than the previous day. The implied volatity was 13.97, the open interest changed by 4572 which increased total open position to 14535
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 435, which was 132.00 higher than the previous day. The implied volatity was 13.89, the open interest changed by 1105 which increased total open position to 9963
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 303, which was 8.00 higher than the previous day. The implied volatity was 14.39, the open interest changed by -201 which decreased total open position to 8858
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 295, which was -21.85 lower than the previous day. The implied volatity was 13.65, the open interest changed by 36 which increased total open position to 9059
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 316.85, which was -36.95 lower than the previous day. The implied volatity was 14.02, the open interest changed by 5633 which increased total open position to 9023
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 353.8, which was -0.80 lower than the previous day. The implied volatity was 12.56, the open interest changed by 1456 which increased total open position to 3390
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 354.6, which was -39.25 lower than the previous day. The implied volatity was 12.97, the open interest changed by 460 which increased total open position to 1934
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 393.85, which was 217.50 higher than the previous day. The implied volatity was 13.35, the open interest changed by 970 which increased total open position to 1474
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 176.35, which was 74.10 higher than the previous day. The implied volatity was 13.37, the open interest changed by 376 which increased total open position to 504
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 102.25, which was -8.05 lower than the previous day. The implied volatity was 13.51, the open interest changed by 36 which increased total open position to 128
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 110.3, which was -5.70 lower than the previous day. The implied volatity was 13.18, the open interest changed by -74 which decreased total open position to 92
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 116, which was -12.25 lower than the previous day. The implied volatity was 13.54, the open interest changed by 11 which increased total open position to 166
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 128.25, which was -48.75 lower than the previous day. The implied volatity was 13.57, the open interest changed by 64 which increased total open position to 155
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 177, which was -146.25 lower than the previous day. The implied volatity was 14.45, the open interest changed by 65 which increased total open position to 91
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 323.25, which was -2659.05 lower than the previous day. The implied volatity was 14.31, the open interest changed by 26 which increased total open position to 26
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 2982.3, which was 0.00 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 2982.3, which was 0.00 lower than the previous day. The implied volatity was 1.80, the open interest changed by 0 which decreased total open position to 0
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 2982.3, which was 0.00 lower than the previous day. The implied volatity was 1.29, the open interest changed by 0 which decreased total open position to 0
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 2982.3, which was 0.00 lower than the previous day. The implied volatity was 0.64, the open interest changed by 0 which decreased total open position to 0
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 2982.3, which was 0.00 lower than the previous day. The implied volatity was 0.90, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 2982.3, which was 0.00 lower than the previous day. The implied volatity was 2.01, 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 2982.3, which was 0.00 lower than the previous day. The implied volatity was 1.29, 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 2982.3, 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 2982.3, 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 2982.3, 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 2982.3, 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 2982.3, 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 2982.3, 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 2982.3, 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 2982.3, 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 2982.3, 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 2982.3, 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 2982.3, 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 2982.3, 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 2982.3, 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 2982.3, 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 2982.3, 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 2982.3, 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 2982.3, 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 2982.3, 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 2982.3, 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 2982.3, 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 2982.3, 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 2982.3, 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 2982.3, 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 2982.3, 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 2982.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 24DEC2024 53600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 9.78
Theta: -34.06
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 2779.85 | 875.45 | 38.69 | 602 | -229 | 4,893 |
| 19 Dec | 51575.70 | 1904.4 | 461.45 | - | 891.5 | -252 | 5,122 |
| 18 Dec | 52139.55 | 1442.95 | 521.40 | 20.90 | 7,022 | -1,701 | 5,374 |
| 17 Dec | 52834.80 | 921.55 | 439.05 | 16.56 | 1,29,572.5 | -6,889 | 7,075 |
| 16 Dec | 53581.35 | 482.5 | 6.15 | 15.39 | 3,81,027.5 | 413.5 | 13,964 |
| 13 Dec | 53583.80 | 476.35 | -182.20 | 15.24 | 74,676 | -488 | 13,550.5 |
| 12 Dec | 53216.45 | 658.55 | 21.55 | 14.35 | 1,19,757.5 | -2,671.5 | 14,038.5 |
| 11 Dec | 53391.35 | 637 | 19.40 | 15.63 | 2,24,867 | 2,041 | 16,710 |
| 10 Dec | 53577.70 | 617.6 | -122.40 | 17.24 | 2,01,710 | 3,108.5 | 14,669 |
| 9 Dec | 53407.75 | 740 | 65.00 | 17.60 | 2,81,917.5 | 1,930.5 | 11,560.5 |
| 6 Dec | 53509.50 | 675 | -44.50 | 15.87 | 2,92,016 | 3,494.5 | 9,630 |
| 5 Dec | 53603.55 | 719.5 | -137.60 | 17.56 | 1,10,997.5 | 4,131.5 | 6,135.5 |
| 4 Dec | 53266.90 | 857.1 | -307.90 | 16.50 | 14,364 | 482 | 2,004 |
| 3 Dec | 52695.75 | 1165 | -355.70 | 16.06 | 2,585 | 313.5 | 1,522 |
| 2 Dec | 52109.00 | 1520.7 | -18.70 | 15.77 | 274.5 | -24 | 1,208.5 |
| 29 Nov | 52055.60 | 1539.4 | -29.45 | 14.40 | 707.5 | 18 | 1,232.5 |
| 28 Nov | 51906.85 | 1568.85 | 242.40 | 14.21 | 2,096.5 | 344.5 | 1,214.5 |
| 27 Nov | 52301.80 | 1326.45 | -130.15 | 13.80 | 1,310.5 | 612.5 | 870 |
| 26 Nov | 52191.50 | 1456.6 | -1.85 | 14.73 | 90.5 | 62.5 | 257.5 |
| 25 Nov | 52207.50 | 1458.45 | -1362.35 | 14.84 | 210.5 | 195 | 195 |
| 22 Nov | 51135.40 | 2820.8 | 0.00 | 0.00 | 0 | -0.5 | 0 |
| 21 Nov | 50372.90 | 2820.8 | 57.65 | 15.14 | 4.5 | -0.5 | 4.5 |
| 19 Nov | 50626.50 | 2763.15 | -224.35 | 14.55 | 0.5 | 1 | 5 |
| 18 Nov | 50363.80 | 2987.5 | -18.85 | 17.97 | 2 | 0.5 | 4 |
| 14 Nov | 50179.55 | 3006.35 | 801.30 | 15.79 | 4 | 3.5 | 3.5 |
| 13 Nov | 50088.35 | 2205.05 | 0.00 | 0.00 | 0 | 2 | 0 |
| 12 Nov | 51157.80 | 2205.05 | 569.60 | 14.33 | 1 | 2 | 2 |
| 11 Nov | 51876.75 | 1635.45 | 0.00 | 0.00 | 0 | 1.5 | 0 |
| 8 Nov | 51561.20 | 1635.45 | 0.00 | 0.00 | 0 | 1.5 | 0 |
| 7 Nov | 51916.50 | 1635.45 | 140.80 | 13.93 | 1 | 1.5 | 1.5 |
| 6 Nov | 52317.40 | 1494.65 | -29.80 | 16.03 | 1.5 | 0 | 0 |
| 5 Nov | 52207.25 | 1524.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 51215.25 | 1524.45 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 51673.90 | 1524.45 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 51475.35 | 1524.45 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 51807.50 | 1524.45 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 52320.70 | 1524.45 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 51259.30 | 1524.45 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 1524.45 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 1524.45 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 1524.45 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 1524.45 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 1524.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 1524.45 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 1524.45 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 1524.45 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 1524.45 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 1524.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 1524.45 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 1524.45 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 1524.45 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 1524.45 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 1524.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 1524.45 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 1524.45 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 1524.45 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 1524.45 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 1524.45 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 1524.45 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 53600 expiring on 24DEC2024
Delta for 53600 PE is -0.89
Historical price for 53600 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2779.85, which was 875.45 higher than the previous day. The implied volatity was 38.69, the open interest changed by -458 which decreased total open position to 9786
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1904.4, which was 461.45 higher than the previous day. The implied volatity was -, the open interest changed by -504 which decreased total open position to 10244
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1442.95, which was 521.40 higher than the previous day. The implied volatity was 20.90, the open interest changed by -3402 which decreased total open position to 10748
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 921.55, which was 439.05 higher than the previous day. The implied volatity was 16.56, the open interest changed by -13778 which decreased total open position to 14150
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 482.5, which was 6.15 higher than the previous day. The implied volatity was 15.39, the open interest changed by 827 which increased total open position to 27928
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 476.35, which was -182.20 lower than the previous day. The implied volatity was 15.24, the open interest changed by -976 which decreased total open position to 27101
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 658.55, which was 21.55 higher than the previous day. The implied volatity was 14.35, the open interest changed by -5343 which decreased total open position to 28077
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 637, which was 19.40 higher than the previous day. The implied volatity was 15.63, the open interest changed by 4082 which increased total open position to 33420
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 617.6, which was -122.40 lower than the previous day. The implied volatity was 17.24, the open interest changed by 6217 which increased total open position to 29338
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 740, which was 65.00 higher than the previous day. The implied volatity was 17.60, the open interest changed by 3861 which increased total open position to 23121
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 675, which was -44.50 lower than the previous day. The implied volatity was 15.87, the open interest changed by 6989 which increased total open position to 19260
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 719.5, which was -137.60 lower than the previous day. The implied volatity was 17.56, the open interest changed by 8263 which increased total open position to 12271
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 857.1, which was -307.90 lower than the previous day. The implied volatity was 16.50, the open interest changed by 964 which increased total open position to 4008
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1165, which was -355.70 lower than the previous day. The implied volatity was 16.06, the open interest changed by 627 which increased total open position to 3044
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1520.7, which was -18.70 lower than the previous day. The implied volatity was 15.77, the open interest changed by -48 which decreased total open position to 2417
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1539.4, which was -29.45 lower than the previous day. The implied volatity was 14.40, the open interest changed by 36 which increased total open position to 2465
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1568.85, which was 242.40 higher than the previous day. The implied volatity was 14.21, the open interest changed by 689 which increased total open position to 2429
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1326.45, which was -130.15 lower than the previous day. The implied volatity was 13.80, the open interest changed by 1225 which increased total open position to 1740
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1456.6, which was -1.85 lower than the previous day. The implied volatity was 14.73, the open interest changed by 125 which increased total open position to 515
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1458.45, which was -1362.35 lower than the previous day. The implied volatity was 14.84, the open interest changed by 390 which increased total open position to 390
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2820.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 2820.8, which was 57.65 higher than the previous day. The implied volatity was 15.14, the open interest changed by -1 which decreased total open position to 9
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 2763.15, which was -224.35 lower than the previous day. The implied volatity was 14.55, the open interest changed by 2 which increased total open position to 10
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2987.5, which was -18.85 lower than the previous day. The implied volatity was 17.97, the open interest changed by 1 which increased total open position to 8
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 3006.35, which was 801.30 higher than the previous day. The implied volatity was 15.79, the open interest changed by 7 which increased total open position to 7
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 2205.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2205.05, which was 569.60 higher than the previous day. The implied volatity was 14.33, the open interest changed by 4 which increased total open position to 4
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1635.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1635.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1635.45, which was 140.80 higher than the previous day. The implied volatity was 13.93, the open interest changed by 3 which increased total open position to 3
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1494.65, which was -29.80 lower than the previous day. The implied volatity was 16.03, the open interest changed by 0 which decreased total open position to 0
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1524.45, 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 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1524.45, 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 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1524.45, 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 1524.45, 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 1524.45, 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 1524.45, 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 1524.45, 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 1524.45, 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 1524.45, 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 1524.45, 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 1524.45, 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 1524.45, 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 1524.45, 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 1524.45, 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 1524.45, 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 1524.45, 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 1524.45, 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 1524.45, 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 1524.45, 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 1524.45, 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 1524.45, 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 1524.45, 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 1524.45, 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 1524.45, 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 1524.45, 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 1524.45, 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 1524.45, 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 1524.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
