BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 53700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 2.71
Theta: -8.72
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 10.3 | -33.70 | 24.86 | 1,91,898 | 869 | 36,342.5 | |||
| 19 Dec | 51575.70 | 44 | -97.85 | 22.38 | 1,46,290 | -1,968.5 | 35,473.5 | |||
| 18 Dec | 52139.55 | 141.85 | -97.85 | 22.19 | 1,24,046 | 227.5 | 37,442 | |||
| 17 Dec | 52834.80 | 239.7 | -245.30 | 18.81 | 1,96,387 | 8,593.5 | 37,214.5 | |||
| 16 Dec | 53581.35 | 485 | 0.90 | 16.76 | 3,64,361 | 5,334.5 | 28,621 | |||
| 13 Dec | 53583.80 | 484.1 | 59.10 | 11.83 | 1,75,746.5 | -4,371.5 | 23,286.5 | |||
| 12 Dec | 53216.45 | 425 | -91.00 | 14.55 | 1,11,033.5 | 5,376 | 27,658 | |||
| 11 Dec | 53391.35 | 516 | -129.00 | 14.23 | 1,81,547 | 3,003.5 | 22,282 | |||
| 10 Dec | 53577.70 | 645 | 42.95 | 13.98 | 1,57,732 | 615.5 | 19,278.5 | |||
| 9 Dec | 53407.75 | 602.05 | -110.45 | 14.60 | 2,43,043 | 3,999.5 | 18,663 | |||
| 6 Dec | 53509.50 | 712.5 | -53.00 | 14.43 | 2,88,695 | 3,569.5 | 14,663.5 | |||
| 5 Dec | 53603.55 | 765.5 | 153.50 | 13.73 | 1,61,502 | 3,166 | 11,094 | |||
| 4 Dec | 53266.90 | 612 | 216.00 | 13.94 | 1,49,854 | 3,197.5 | 7,928 | |||
| 3 Dec | 52695.75 | 396 | 119.65 | 13.79 | 78,507 | -211.5 | 4,730.5 | |||
| 2 Dec | 52109.00 | 276.35 | 0.55 | 14.35 | 39,043.5 | -978.5 | 4,942 | |||
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| 29 Nov | 52055.60 | 275.8 | -17.20 | 13.77 | 47,740.5 | 1,418 | 5,920.5 | |||
| 28 Nov | 51906.85 | 293 | -25.00 | 14.04 | 67,331 | 2,762 | 4,502.5 | |||
| 27 Nov | 52301.80 | 318 | -14.75 | 12.42 | 3,427 | 503.5 | 1,740.5 | |||
| 26 Nov | 52191.50 | 332.75 | -11.40 | 13.09 | 1,830.5 | 271 | 1,237 | |||
| 25 Nov | 52207.50 | 344.15 | 177.90 | 12.95 | 3,505 | 774.5 | 966 | |||
| 22 Nov | 51135.40 | 166.25 | 74.65 | 13.50 | 556 | 71.5 | 191.5 | |||
| 21 Nov | 50372.90 | 91.6 | -14.15 | 13.47 | 187 | 22.5 | 120 | |||
| 19 Nov | 50626.50 | 105.75 | -56.45 | 13.37 | 218.5 | 97.5 | 97.5 | |||
| 18 Nov | 50363.80 | 162.2 | 0.00 | 0.00 | 0 | 43.5 | 0 | |||
| 14 Nov | 50179.55 | 162.2 | 0.00 | 0.00 | 0 | 43.5 | 0 | |||
| 13 Nov | 50088.35 | 162.2 | -107.80 | 14.40 | 170.5 | 43.5 | 75.5 | |||
| 12 Nov | 51157.80 | 270 | -210.35 | 13.40 | 11.5 | 3 | 32 | |||
| 11 Nov | 51876.75 | 480.35 | 43.05 | 13.70 | 4 | -1 | 29 | |||
| 8 Nov | 51561.20 | 437.3 | -87.35 | 13.77 | 44.5 | 25.5 | 30 | |||
| 7 Nov | 51916.50 | 524.65 | -188.65 | 13.22 | 6.5 | 1.5 | 4.5 | |||
| 6 Nov | 52317.40 | 713.3 | 9.90 | 12.98 | 4.5 | 2 | 3 | |||
| 5 Nov | 52207.25 | 703.4 | -2221.70 | 13.88 | 3 | 1 | 1 | |||
| 4 Nov | 51215.25 | 2925.1 | 0.00 | 2.13 | 0 | 0 | 0 | |||
| 1 Nov | 51673.90 | 2925.1 | 0.00 | 1.40 | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 2925.1 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 51807.50 | 2925.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 52320.70 | 2925.1 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 51259.30 | 2925.1 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 2925.1 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 2925.1 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 2925.1 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 2925.1 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 2925.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 2925.1 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 2925.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 2925.1 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 2925.1 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 2925.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 2925.1 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 2925.1 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 2925.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 2925.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 2925.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 2925.1 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 2925.1 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 2925.1 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 2925.1 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 2925.1 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 2925.1 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 53700 expiring on 24DEC2024
Delta for 53700 CE is 0.02
Historical price for 53700 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 10.3, which was -33.70 lower than the previous day. The implied volatity was 24.86, the open interest changed by 1738 which increased total open position to 72685
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 44, which was -97.85 lower than the previous day. The implied volatity was 22.38, the open interest changed by -3937 which decreased total open position to 70947
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 141.85, which was -97.85 lower than the previous day. The implied volatity was 22.19, the open interest changed by 455 which increased total open position to 74884
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 239.7, which was -245.30 lower than the previous day. The implied volatity was 18.81, the open interest changed by 17187 which increased total open position to 74429
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 485, which was 0.90 higher than the previous day. The implied volatity was 16.76, the open interest changed by 10669 which increased total open position to 57242
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 484.1, which was 59.10 higher than the previous day. The implied volatity was 11.83, the open interest changed by -8743 which decreased total open position to 46573
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 425, which was -91.00 lower than the previous day. The implied volatity was 14.55, the open interest changed by 10752 which increased total open position to 55316
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 516, which was -129.00 lower than the previous day. The implied volatity was 14.23, the open interest changed by 6007 which increased total open position to 44564
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 645, which was 42.95 higher than the previous day. The implied volatity was 13.98, the open interest changed by 1231 which increased total open position to 38557
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 602.05, which was -110.45 lower than the previous day. The implied volatity was 14.60, the open interest changed by 7999 which increased total open position to 37326
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 712.5, which was -53.00 lower than the previous day. The implied volatity was 14.43, the open interest changed by 7139 which increased total open position to 29327
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 765.5, which was 153.50 higher than the previous day. The implied volatity was 13.73, the open interest changed by 6332 which increased total open position to 22188
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 612, which was 216.00 higher than the previous day. The implied volatity was 13.94, the open interest changed by 6395 which increased total open position to 15856
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 396, which was 119.65 higher than the previous day. The implied volatity was 13.79, the open interest changed by -423 which decreased total open position to 9461
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 276.35, which was 0.55 higher than the previous day. The implied volatity was 14.35, the open interest changed by -1957 which decreased total open position to 9884
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 275.8, which was -17.20 lower than the previous day. The implied volatity was 13.77, the open interest changed by 2836 which increased total open position to 11841
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 293, which was -25.00 lower than the previous day. The implied volatity was 14.04, the open interest changed by 5524 which increased total open position to 9005
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 318, which was -14.75 lower than the previous day. The implied volatity was 12.42, the open interest changed by 1007 which increased total open position to 3481
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 332.75, which was -11.40 lower than the previous day. The implied volatity was 13.09, the open interest changed by 542 which increased total open position to 2474
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 344.15, which was 177.90 higher than the previous day. The implied volatity was 12.95, the open interest changed by 1549 which increased total open position to 1932
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 166.25, which was 74.65 higher than the previous day. The implied volatity was 13.50, the open interest changed by 143 which increased total open position to 383
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 91.6, which was -14.15 lower than the previous day. The implied volatity was 13.47, the open interest changed by 45 which increased total open position to 240
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 105.75, which was -56.45 lower than the previous day. The implied volatity was 13.37, the open interest changed by 195 which increased total open position to 195
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 162.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 87 which increased total open position to 0
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 162.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 87 which increased total open position to 0
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 162.2, which was -107.80 lower than the previous day. The implied volatity was 14.40, the open interest changed by 87 which increased total open position to 151
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 270, which was -210.35 lower than the previous day. The implied volatity was 13.40, the open interest changed by 6 which increased total open position to 64
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 480.35, which was 43.05 higher than the previous day. The implied volatity was 13.70, the open interest changed by -2 which decreased total open position to 58
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 437.3, which was -87.35 lower than the previous day. The implied volatity was 13.77, the open interest changed by 51 which increased total open position to 60
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 524.65, which was -188.65 lower than the previous day. The implied volatity was 13.22, the open interest changed by 3 which increased total open position to 9
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 713.3, which was 9.90 higher than the previous day. The implied volatity was 12.98, the open interest changed by 4 which increased total open position to 6
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 703.4, which was -2221.70 lower than the previous day. The implied volatity was 13.88, the open interest changed by 2 which increased total open position to 2
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 2925.1, which was 0.00 lower than the previous day. The implied volatity was 2.13, 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 2925.1, which was 0.00 lower than the previous day. The implied volatity was 1.40, 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 2925.1, 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 2925.1, 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 2925.1, 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 2925.1, 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 2925.1, 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 2925.1, 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 2925.1, 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 2925.1, 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 2925.1, 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 2925.1, 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 2925.1, 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 2925.1, 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 2925.1, 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 2925.1, 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 2925.1, 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 2925.1, 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 2925.1, 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 2925.1, 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 2925.1, 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 2925.1, 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 2925.1, 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 2925.1, 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 2925.1, 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 2925.1, 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 2925.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 24DEC2024 53700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 9.75
Theta: -35.52
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 2882.75 | 879.10 | 40.01 | 705 | -387 | 7,148.5 |
| 19 Dec | 51575.70 | 2003.65 | 470.75 | - | 662 | -409 | 7,535.5 |
| 18 Dec | 52139.55 | 1532.9 | 540.85 | 21.30 | 5,617.5 | -2,002.5 | 7,944.5 |
| 17 Dec | 52834.80 | 992.05 | 461.65 | 16.43 | 68,364.5 | -3,196.5 | 9,947 |
| 16 Dec | 53581.35 | 530.4 | 8.70 | 15.26 | 2,41,143 | 1,725.5 | 13,143.5 |
| 13 Dec | 53583.80 | 521.7 | -198.30 | 15.21 | 41,411.5 | -2,117 | 11,418 |
| 12 Dec | 53216.45 | 720 | 37.50 | 14.45 | 63,605.5 | 356 | 13,535 |
| 11 Dec | 53391.35 | 682.5 | 22.50 | 15.47 | 1,20,503.5 | 416 | 13,179 |
| 10 Dec | 53577.70 | 660 | -128.75 | 17.14 | 1,08,571.5 | 1,157 | 12,763 |
| 9 Dec | 53407.75 | 788.75 | 61.80 | 17.55 | 1,88,365 | 2,040 | 11,606 |
| 6 Dec | 53509.50 | 726.95 | -35.05 | 15.95 | 2,57,824.5 | 2,999.5 | 9,566 |
| 5 Dec | 53603.55 | 762 | -150.00 | 17.48 | 73,254.5 | 5,076 | 6,566.5 |
| 4 Dec | 53266.90 | 912 | -322.00 | 16.54 | 9,104 | 671.5 | 1,490.5 |
| 3 Dec | 52695.75 | 1234 | -361.10 | 16.18 | 1,875.5 | 214.5 | 819 |
| 2 Dec | 52109.00 | 1595.1 | -19.90 | 15.82 | 86.5 | -4 | 604.5 |
| 29 Nov | 52055.60 | 1615 | -23.80 | 14.44 | 129.5 | -12 | 608.5 |
| 28 Nov | 51906.85 | 1638.8 | 244.80 | 14.27 | 1,090.5 | 283 | 620.5 |
| 27 Nov | 52301.80 | 1394 | -101.00 | 13.78 | 72.5 | 23 | 337.5 |
| 26 Nov | 52191.50 | 1495 | -39.40 | 14.12 | 4.5 | 0 | 314.5 |
| 25 Nov | 52207.50 | 1534.4 | -1432.10 | 14.99 | 318 | 314.5 | 314.5 |
| 22 Nov | 51135.40 | 2966.5 | 0.00 | 0.00 | 0 | 42 | 0 |
| 21 Nov | 50372.90 | 2966.5 | 5.85 | 16.88 | 40 | 42 | 42 |
| 19 Nov | 50626.50 | 2960.65 | 0.00 | 0.00 | 0 | -22.5 | 0 |
| 18 Nov | 50363.80 | 2960.65 | 0.00 | 0.00 | 0 | -22.5 | 0 |
| 14 Nov | 50179.55 | 2960.65 | 0.00 | 0.00 | 0 | -22.5 | 0 |
| 13 Nov | 50088.35 | 2960.65 | 697.75 | 14.08 | 22.5 | -22.5 | 10.5 |
| 12 Nov | 51157.80 | 2262.9 | 515.20 | 13.95 | 7 | 2.5 | 33 |
| 11 Nov | 51876.75 | 1747.7 | -153.80 | 13.85 | 29.5 | 26.5 | 30.5 |
| 8 Nov | 51561.20 | 1901.5 | 445.60 | 13.09 | 1 | 4 | 4 |
| 7 Nov | 51916.50 | 1455.9 | 0.00 | 0.00 | 0 | 3 | 0 |
| 6 Nov | 52317.40 | 1455.9 | -288.10 | 14.74 | 4 | 3 | 3.5 |
| 5 Nov | 52207.25 | 1744 | 231.65 | 16.48 | 0.5 | 0.5 | 0.5 |
| 4 Nov | 51215.25 | 1512.35 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 1 Nov | 51673.90 | 1512.35 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 31 Oct | 51475.35 | 1512.35 | 0.00 | - | 0 | 0.5 | 0 |
| 30 Oct | 51807.50 | 1512.35 | 0.00 | - | 0 | 0.5 | 0 |
| 29 Oct | 52320.70 | 1512.35 | 0.00 | - | 0 | 0.5 | 0 |
| 28 Oct | 51259.30 | 1512.35 | 0.00 | - | 0 | 0.5 | 0 |
| 25 Oct | 50787.45 | 1512.35 | 0.00 | - | 0 | 0.5 | 0 |
| 24 Oct | 51531.15 | 1512.35 | 0.00 | - | 0 | 0.5 | 0 |
| 23 Oct | 51239.00 | 1512.35 | 0.00 | - | 0 | 0.5 | 0 |
| 22 Oct | 51257.15 | 1512.35 | 0.00 | - | 0 | 0.5 | 0 |
| 21 Oct | 51962.70 | 1512.35 | 0.00 | - | 0 | 0.5 | 0 |
| 18 Oct | 52094.20 | 1512.35 | 0.00 | - | 0 | 0.5 | 0 |
| 17 Oct | 51288.80 | 1512.35 | 0.00 | - | 0 | 0.5 | 0 |
| 16 Oct | 51801.05 | 1512.35 | 0.00 | - | 0 | 0.5 | 0 |
| 15 Oct | 51906.00 | 1512.35 | 0.00 | - | 0 | 0.5 | 0 |
| 14 Oct | 51816.90 | 1512.35 | 0.00 | - | 0 | 0.5 | 0 |
| 11 Oct | 51172.30 | 1512.35 | 0.00 | - | 0 | 0.5 | 0 |
| 10 Oct | 51530.90 | 1512.35 | 0.00 | - | 0 | 0.5 | 0 |
| 9 Oct | 51007.00 | 1512.35 | 0.00 | - | 0 | 0.5 | 0 |
| 8 Oct | 51021.00 | 1512.35 | 0.00 | - | 0 | 0.5 | 0 |
| 7 Oct | 50478.90 | 1512.35 | 0.00 | - | 0 | 0.5 | 0 |
| 4 Oct | 51462.05 | 1512.35 | 0.00 | - | 0 | 0.5 | 0 |
| 3 Oct | 51845.20 | 1512.35 | -53.15 | - | 0.5 | 0.5 | 0.5 |
| 1 Oct | 52922.60 | 1565.5 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 1565.5 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 1565.5 | 0.00 | - | 0.5 | 0 | 0 |
| 26 Sept | 54375.35 | 1565.5 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 53700 expiring on 24DEC2024
Delta for 53700 PE is -0.89
Historical price for 53700 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2882.75, which was 879.10 higher than the previous day. The implied volatity was 40.01, the open interest changed by -774 which decreased total open position to 14297
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2003.65, which was 470.75 higher than the previous day. The implied volatity was -, the open interest changed by -818 which decreased total open position to 15071
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1532.9, which was 540.85 higher than the previous day. The implied volatity was 21.30, the open interest changed by -4005 which decreased total open position to 15889
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 992.05, which was 461.65 higher than the previous day. The implied volatity was 16.43, the open interest changed by -6393 which decreased total open position to 19894
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 530.4, which was 8.70 higher than the previous day. The implied volatity was 15.26, the open interest changed by 3451 which increased total open position to 26287
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 521.7, which was -198.30 lower than the previous day. The implied volatity was 15.21, the open interest changed by -4234 which decreased total open position to 22836
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 720, which was 37.50 higher than the previous day. The implied volatity was 14.45, the open interest changed by 712 which increased total open position to 27070
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 682.5, which was 22.50 higher than the previous day. The implied volatity was 15.47, the open interest changed by 832 which increased total open position to 26358
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 660, which was -128.75 lower than the previous day. The implied volatity was 17.14, the open interest changed by 2314 which increased total open position to 25526
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 788.75, which was 61.80 higher than the previous day. The implied volatity was 17.55, the open interest changed by 4080 which increased total open position to 23212
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 726.95, which was -35.05 lower than the previous day. The implied volatity was 15.95, the open interest changed by 5999 which increased total open position to 19132
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 762, which was -150.00 lower than the previous day. The implied volatity was 17.48, the open interest changed by 10152 which increased total open position to 13133
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 912, which was -322.00 lower than the previous day. The implied volatity was 16.54, the open interest changed by 1343 which increased total open position to 2981
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1234, which was -361.10 lower than the previous day. The implied volatity was 16.18, the open interest changed by 429 which increased total open position to 1638
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1595.1, which was -19.90 lower than the previous day. The implied volatity was 15.82, the open interest changed by -8 which decreased total open position to 1209
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1615, which was -23.80 lower than the previous day. The implied volatity was 14.44, the open interest changed by -24 which decreased total open position to 1217
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1638.8, which was 244.80 higher than the previous day. The implied volatity was 14.27, the open interest changed by 566 which increased total open position to 1241
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1394, which was -101.00 lower than the previous day. The implied volatity was 13.78, the open interest changed by 46 which increased total open position to 675
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1495, which was -39.40 lower than the previous day. The implied volatity was 14.12, the open interest changed by 0 which decreased total open position to 629
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1534.4, which was -1432.10 lower than the previous day. The implied volatity was 14.99, the open interest changed by 629 which increased total open position to 629
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2966.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 84 which increased total open position to 0
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 2966.5, which was 5.85 higher than the previous day. The implied volatity was 16.88, the open interest changed by 84 which increased total open position to 84
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 2960.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -45 which decreased total open position to 0
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2960.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -45 which decreased total open position to 0
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2960.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -45 which decreased total open position to 0
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 2960.65, which was 697.75 higher than the previous day. The implied volatity was 14.08, the open interest changed by -45 which decreased total open position to 21
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2262.9, which was 515.20 higher than the previous day. The implied volatity was 13.95, the open interest changed by 5 which increased total open position to 66
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1747.7, which was -153.80 lower than the previous day. The implied volatity was 13.85, the open interest changed by 53 which increased total open position to 61
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1901.5, which was 445.60 higher than the previous day. The implied volatity was 13.09, the open interest changed by 8 which increased total open position to 8
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1455.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1455.9, which was -288.10 lower than the previous day. The implied volatity was 14.74, the open interest changed by 6 which increased total open position to 7
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1744, which was 231.65 higher than the previous day. The implied volatity was 16.48, the open interest changed by 1 which increased total open position to 1
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1512.35, 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 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1512.35, 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 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1512.35, 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 1512.35, 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 1512.35, 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 1512.35, 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 1512.35, 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 1512.35, 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 1512.35, 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 1512.35, 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 1512.35, 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 1512.35, 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 1512.35, 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 1512.35, 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 1512.35, 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 1512.35, 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 1512.35, 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 1512.35, 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 1512.35, 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 1512.35, 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 1512.35, 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 1512.35, 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 1512.35, which was -53.15 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 1565.5, 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 1565.5, 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 1565.5, 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 1565.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
