BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 53800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 2.56
Theta: -8.40
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 9.75 | -28.25 | 25.38 | 1,68,638 | -976.5 | 28,822.5 | |||
| 19 Dec | 51575.70 | 38 | -90.00 | 22.46 | 1,50,007 | -676.5 | 29,799 | |||
| 18 Dec | 52139.55 | 128 | -89.75 | 22.34 | 1,26,006 | 6,156.5 | 30,475.5 | |||
| 17 Dec | 52834.80 | 217.75 | -220.95 | 18.99 | 1,73,403 | 6,706.5 | 24,319 | |||
| 16 Dec | 53581.35 | 438.7 | 0.70 | 16.73 | 2,66,300.5 | 2,601.5 | 17,612.5 | |||
| 13 Dec | 53583.80 | 438 | 52.20 | 11.96 | 1,56,195 | -3,984.5 | 15,011 | |||
| 12 Dec | 53216.45 | 385.8 | -84.20 | 14.56 | 93,204.5 | 933 | 18,995.5 | |||
| 11 Dec | 53391.35 | 470 | -127.30 | 14.19 | 1,28,374 | 2,680 | 18,062.5 | |||
| 10 Dec | 53577.70 | 597.3 | 41.55 | 14.05 | 1,13,333 | -1,777 | 15,382.5 | |||
| 9 Dec | 53407.75 | 555.75 | -98.50 | 14.61 | 1,58,405 | -604 | 17,159.5 | |||
| 6 Dec | 53509.50 | 654.25 | -52.75 | 14.24 | 2,12,461 | 5,618 | 17,763.5 | |||
| 5 Dec | 53603.55 | 707 | 139.70 | 13.63 | 1,38,432.5 | 2,974.5 | 12,145.5 | |||
| 4 Dec | 53266.90 | 567.3 | 205.30 | 13.93 | 1,40,044.5 | 2,965.5 | 9,171 | |||
| 3 Dec | 52695.75 | 362 | 107.10 | 13.75 | 69,999 | 408 | 6,205.5 | |||
| 2 Dec | 52109.00 | 254.9 | 7.85 | 14.40 | 41,925 | -898.5 | 5,797.5 | |||
| 29 Nov | 52055.60 | 247.05 | -18.95 | 13.63 | 56,276.5 | 2,088 | 6,696 | |||
| 28 Nov | 51906.85 | 266 | -24.00 | 13.96 | 70,749 | 2,633.5 | 4,608 | |||
| 27 Nov | 52301.80 | 290 | -12.70 | 12.40 | 4,776.5 | 919.5 | 1,974.5 | |||
| 26 Nov | 52191.50 | 302.7 | -22.35 | 13.02 | 1,760.5 | 116.5 | 1,055 | |||
| 25 Nov | 52207.50 | 325.05 | 169.80 | 13.06 | 2,650.5 | 455.5 | 938.5 | |||
| 22 Nov | 51135.40 | 155.25 | 73.55 | 13.59 | 888.5 | 203 | 483 | |||
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| 21 Nov | 50372.90 | 81.7 | -16.45 | 13.41 | 476 | 117 | 280 | |||
| 19 Nov | 50626.50 | 98.15 | 11.70 | 13.49 | 109 | 0 | 163 | |||
| 18 Nov | 50363.80 | 86.45 | -13.60 | 13.22 | 149.5 | 36 | 163 | |||
| 14 Nov | 50179.55 | 100.05 | -52.20 | 13.30 | 121 | 57 | 127 | |||
| 13 Nov | 50088.35 | 152.25 | -97.50 | 14.45 | 317.5 | -28 | 70 | |||
| 12 Nov | 51157.80 | 249.75 | -144.80 | 13.37 | 52 | 32.5 | 98 | |||
| 11 Nov | 51876.75 | 394.55 | 15.00 | 12.77 | 14 | 1 | 65.5 | |||
| 8 Nov | 51561.20 | 379.55 | -145.40 | 13.22 | 58.5 | 19.5 | 64.5 | |||
| 7 Nov | 51916.50 | 524.95 | -139.75 | 13.59 | 4 | 45 | 45 | |||
| 6 Nov | 52317.40 | 664.7 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Nov | 52207.25 | 664.7 | 239.70 | 13.84 | 6.5 | 1 | 43 | |||
| 4 Nov | 51215.25 | 425 | -199.90 | 14.42 | 0.5 | 0 | 42 | |||
| 1 Nov | 51673.90 | 624.9 | 0.00 | 0.00 | 3 | 0 | 42 | |||
| 31 Oct | 51475.35 | 624.9 | -18.70 | - | 3 | 1 | 42 | |||
| 30 Oct | 51807.50 | 643.6 | -114.20 | - | 1 | 1 | 41 | |||
| 29 Oct | 52320.70 | 757.8 | 93.40 | - | 1 | 0 | 40 | |||
| 28 Oct | 51259.30 | 664.4 | 0.00 | - | 0 | 0 | 40 | |||
| 25 Oct | 50787.45 | 664.4 | 0.00 | - | 0 | 0 | 40 | |||
| 24 Oct | 51531.15 | 664.4 | 0.00 | - | 0 | 40 | 40 | |||
| 23 Oct | 51239.00 | 664.4 | 0.00 | - | 0 | 40 | 0 | |||
| 22 Oct | 51257.15 | 664.4 | 0.00 | - | 0 | 40 | 0 | |||
| 21 Oct | 51962.70 | 664.4 | 0.00 | - | 0 | 40 | 0 | |||
| 18 Oct | 52094.20 | 664.4 | -32.30 | - | 0.5 | 40 | 40 | |||
| 17 Oct | 51288.80 | 696.7 | 0.00 | - | 0 | 40 | 0 | |||
| 16 Oct | 51801.05 | 696.7 | 0.00 | - | 0 | 40 | 0 | |||
| 15 Oct | 51906.00 | 696.7 | 0.00 | - | 0 | 40 | 0 | |||
| 14 Oct | 51816.90 | 696.7 | 0.00 | - | 0 | 40 | 0 | |||
| 11 Oct | 51172.30 | 696.7 | 0.00 | - | 0 | 40 | 0 | |||
| 10 Oct | 51530.90 | 696.7 | 0.00 | - | 0 | 40 | 0 | |||
| 9 Oct | 51007.00 | 696.7 | -153.40 | - | 2 | 40 | 40 | |||
| 8 Oct | 51021.00 | 850.1 | 0.00 | - | 0 | 0.5 | 0 | |||
| 7 Oct | 50478.90 | 850.1 | 0.00 | - | 0 | 0.5 | 0 | |||
| 4 Oct | 51462.05 | 850.1 | -274.90 | - | 40.5 | 0.5 | 0.5 | |||
| 3 Oct | 51845.20 | 1125 | -1743.65 | - | 0.5 | 0 | 0 | |||
| 1 Oct | 52922.60 | 2868.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 2868.65 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 2868.65 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 2868.65 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 53800 expiring on 24DEC2024
Delta for 53800 CE is 0.02
Historical price for 53800 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 9.75, which was -28.25 lower than the previous day. The implied volatity was 25.38, the open interest changed by -1953 which decreased total open position to 57645
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 38, which was -90.00 lower than the previous day. The implied volatity was 22.46, the open interest changed by -1353 which decreased total open position to 59598
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 128, which was -89.75 lower than the previous day. The implied volatity was 22.34, the open interest changed by 12313 which increased total open position to 60951
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 217.75, which was -220.95 lower than the previous day. The implied volatity was 18.99, the open interest changed by 13413 which increased total open position to 48638
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 438.7, which was 0.70 higher than the previous day. The implied volatity was 16.73, the open interest changed by 5203 which increased total open position to 35225
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 438, which was 52.20 higher than the previous day. The implied volatity was 11.96, the open interest changed by -7969 which decreased total open position to 30022
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 385.8, which was -84.20 lower than the previous day. The implied volatity was 14.56, the open interest changed by 1866 which increased total open position to 37991
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 470, which was -127.30 lower than the previous day. The implied volatity was 14.19, the open interest changed by 5360 which increased total open position to 36125
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 597.3, which was 41.55 higher than the previous day. The implied volatity was 14.05, the open interest changed by -3554 which decreased total open position to 30765
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 555.75, which was -98.50 lower than the previous day. The implied volatity was 14.61, the open interest changed by -1208 which decreased total open position to 34319
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 654.25, which was -52.75 lower than the previous day. The implied volatity was 14.24, the open interest changed by 11236 which increased total open position to 35527
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 707, which was 139.70 higher than the previous day. The implied volatity was 13.63, the open interest changed by 5949 which increased total open position to 24291
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 567.3, which was 205.30 higher than the previous day. The implied volatity was 13.93, the open interest changed by 5931 which increased total open position to 18342
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 362, which was 107.10 higher than the previous day. The implied volatity was 13.75, the open interest changed by 816 which increased total open position to 12411
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 254.9, which was 7.85 higher than the previous day. The implied volatity was 14.40, the open interest changed by -1797 which decreased total open position to 11595
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 247.05, which was -18.95 lower than the previous day. The implied volatity was 13.63, the open interest changed by 4176 which increased total open position to 13392
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 266, which was -24.00 lower than the previous day. The implied volatity was 13.96, the open interest changed by 5267 which increased total open position to 9216
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 290, which was -12.70 lower than the previous day. The implied volatity was 12.40, the open interest changed by 1839 which increased total open position to 3949
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 302.7, which was -22.35 lower than the previous day. The implied volatity was 13.02, the open interest changed by 233 which increased total open position to 2110
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 325.05, which was 169.80 higher than the previous day. The implied volatity was 13.06, the open interest changed by 911 which increased total open position to 1877
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 155.25, which was 73.55 higher than the previous day. The implied volatity was 13.59, the open interest changed by 406 which increased total open position to 966
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 81.7, which was -16.45 lower than the previous day. The implied volatity was 13.41, the open interest changed by 234 which increased total open position to 560
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 98.15, which was 11.70 higher than the previous day. The implied volatity was 13.49, the open interest changed by 0 which decreased total open position to 326
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 86.45, which was -13.60 lower than the previous day. The implied volatity was 13.22, the open interest changed by 72 which increased total open position to 326
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 100.05, which was -52.20 lower than the previous day. The implied volatity was 13.30, the open interest changed by 114 which increased total open position to 254
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 152.25, which was -97.50 lower than the previous day. The implied volatity was 14.45, the open interest changed by -56 which decreased total open position to 140
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 249.75, which was -144.80 lower than the previous day. The implied volatity was 13.37, the open interest changed by 65 which increased total open position to 196
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 394.55, which was 15.00 higher than the previous day. The implied volatity was 12.77, the open interest changed by 2 which increased total open position to 131
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 379.55, which was -145.40 lower than the previous day. The implied volatity was 13.22, the open interest changed by 39 which increased total open position to 129
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 524.95, which was -139.75 lower than the previous day. The implied volatity was 13.59, the open interest changed by 90 which increased total open position to 90
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 664.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 664.7, which was 239.70 higher than the previous day. The implied volatity was 13.84, the open interest changed by 2 which increased total open position to 86
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 425, which was -199.90 lower than the previous day. The implied volatity was 14.42, the open interest changed by 0 which decreased total open position to 84
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 624.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 84
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 624.9, which was -18.70 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 643.6, which was -114.20 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 757.8, which was 93.40 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 664.4, 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 664.4, 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 664.4, 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 664.4, 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 664.4, 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 664.4, 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 664.4, which was -32.30 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 696.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 696.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 696.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 696.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 696.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 696.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 696.7, which was -153.40 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 850.1, 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 850.1, 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 850.1, which was -274.90 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 1125, which was -1743.65 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 2868.65, 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 2868.65, 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 2868.65, 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 2868.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 24DEC2024 53800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 9.15
Theta: -32.21
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 2971.75 | 881.40 | 39.86 | 191 | -34 | 7,059.5 |
| 19 Dec | 51575.70 | 2090.35 | 475.85 | - | 957 | -595.5 | 7,093.5 |
| 18 Dec | 52139.55 | 1614.5 | 539.20 | 21.12 | 2,691 | -632.5 | 7,689 |
| 17 Dec | 52834.80 | 1075.3 | 491.80 | 16.74 | 40,471 | -2,468.5 | 8,321.5 |
| 16 Dec | 53581.35 | 583.5 | 1.70 | 15.20 | 1,24,836 | 2,323.5 | 10,790 |
| 13 Dec | 53583.80 | 581.8 | -195.25 | 15.50 | 25,450.5 | -671.5 | 8,466.5 |
| 12 Dec | 53216.45 | 777.05 | 36.75 | 14.37 | 41,598.5 | -1,453 | 9,138 |
| 11 Dec | 53391.35 | 740.3 | 27.00 | 15.54 | 57,196.5 | 404 | 10,591 |
| 10 Dec | 53577.70 | 713.3 | -134.10 | 17.24 | 53,667.5 | -431 | 10,187 |
| 9 Dec | 53407.75 | 847.4 | 71.55 | 17.69 | 1,02,388.5 | -1,946.5 | 10,618 |
| 6 Dec | 53509.50 | 775.85 | -38.95 | 15.92 | 1,50,037.5 | 7,568 | 12,564.5 |
| 5 Dec | 53603.55 | 814.8 | -151.20 | 17.56 | 56,403.5 | 3,648.5 | 4,996.5 |
| 4 Dec | 53266.90 | 966 | -329.35 | 16.52 | 7,455 | 250 | 1,348 |
| 3 Dec | 52695.75 | 1295.35 | -364.75 | 16.10 | 1,832 | 186.5 | 1,098 |
| 2 Dec | 52109.00 | 1660.1 | -5.65 | 15.60 | 132.5 | 10.5 | 911.5 |
| 29 Nov | 52055.60 | 1665.75 | -42.70 | 13.86 | 257.5 | 119 | 901 |
| 28 Nov | 51906.85 | 1708.45 | 248.20 | 13.97 | 1,530.5 | 350 | 782 |
| 27 Nov | 52301.80 | 1460.25 | -69.75 | 13.69 | 499.5 | 332.5 | 432 |
| 26 Nov | 52191.50 | 1530 | -57.85 | 13.38 | 15 | 4 | 99.5 |
| 25 Nov | 52207.50 | 1587.85 | -1477.40 | 14.68 | 64.5 | 95.5 | 95.5 |
| 22 Nov | 51135.40 | 3065.25 | 0.00 | 0.00 | 0 | 42 | 0 |
| 21 Nov | 50372.90 | 3065.25 | -113.50 | 17.26 | 46 | 42 | 42 |
| 19 Nov | 50626.50 | 3178.75 | 0.00 | 0.00 | 0 | 15.5 | 0 |
| 18 Nov | 50363.80 | 3178.75 | 0.00 | 0.00 | 0 | 15.5 | 0 |
| 14 Nov | 50179.55 | 3178.75 | 952.00 | 15.77 | 5.5 | 15.5 | 15.5 |
| 13 Nov | 50088.35 | 2226.75 | 0.00 | 0.00 | 0 | 18 | 0 |
| 12 Nov | 51157.80 | 2226.75 | 161.70 | 11.45 | 4 | 18 | 18 |
| 11 Nov | 51876.75 | 2065.05 | 0.00 | 0.00 | 0 | 11 | 0 |
| 8 Nov | 51561.20 | 2065.05 | 561.50 | 14.56 | 4.5 | 11 | 11 |
| 7 Nov | 51916.50 | 1503.55 | 0.00 | 0.00 | 0 | 10 | 0 |
| 6 Nov | 52317.40 | 1503.55 | -262.95 | 14.58 | 2 | 10 | 11 |
| 5 Nov | 52207.25 | 1766.5 | -738.50 | 16.24 | 11 | 1 | 1 |
| 4 Nov | 51215.25 | 2505 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 1 Nov | 51673.90 | 2505 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 31 Oct | 51475.35 | 2505 | 0.00 | - | 0 | 0.5 | 0 |
| 30 Oct | 51807.50 | 2505 | 0.00 | - | 0 | 0.5 | 0 |
| 29 Oct | 52320.70 | 2505 | 0.00 | - | 0 | 0.5 | 0 |
| 28 Oct | 51259.30 | 2505 | 0.00 | - | 0 | 0.5 | 0 |
| 25 Oct | 50787.45 | 2505 | 0.00 | - | 0 | 0.5 | 0 |
| 24 Oct | 51531.15 | 2505 | 0.00 | - | 0 | 0.5 | 0 |
| 23 Oct | 51239.00 | 2505 | 0.00 | - | 0 | 0.5 | 0 |
| 22 Oct | 51257.15 | 2505 | 0.00 | - | 0 | 0.5 | 0 |
| 21 Oct | 51962.70 | 2505 | 0.00 | - | 0 | 0.5 | 0 |
| 18 Oct | 52094.20 | 2505 | 0.00 | - | 0 | 0.5 | 0 |
| 17 Oct | 51288.80 | 2505 | 0.00 | - | 0 | 0.5 | 0 |
| 16 Oct | 51801.05 | 2505 | 0.00 | - | 0 | 0.5 | 0 |
| 15 Oct | 51906.00 | 2505 | 0.00 | - | 0 | 0.5 | 0 |
| 14 Oct | 51816.90 | 2505 | 0.00 | - | 0 | 0.5 | 0 |
| 11 Oct | 51172.30 | 2505 | 0.00 | - | 0 | 0.5 | 0 |
| 10 Oct | 51530.90 | 2505 | 0.00 | - | 0 | 0.5 | 0 |
| 9 Oct | 51007.00 | 2505 | 0.00 | - | 0 | 0.5 | 0 |
| 8 Oct | 51021.00 | 2505 | 0.00 | - | 0 | 0.5 | 0 |
| 7 Oct | 50478.90 | 2505 | 1380.50 | - | 0.5 | 0.5 | 0.5 |
| 4 Oct | 51462.05 | 1124.5 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 1124.5 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 1124.5 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 1124.5 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 1124.5 | -482.80 | - | 0.5 | 0 | 0 |
| 26 Sept | 54375.35 | 1607.3 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 53800 expiring on 24DEC2024
Delta for 53800 PE is -0.90
Historical price for 53800 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2971.75, which was 881.40 higher than the previous day. The implied volatity was 39.86, the open interest changed by -68 which decreased total open position to 14119
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2090.35, which was 475.85 higher than the previous day. The implied volatity was -, the open interest changed by -1191 which decreased total open position to 14187
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1614.5, which was 539.20 higher than the previous day. The implied volatity was 21.12, the open interest changed by -1265 which decreased total open position to 15378
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1075.3, which was 491.80 higher than the previous day. The implied volatity was 16.74, the open interest changed by -4937 which decreased total open position to 16643
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 583.5, which was 1.70 higher than the previous day. The implied volatity was 15.20, the open interest changed by 4647 which increased total open position to 21580
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 581.8, which was -195.25 lower than the previous day. The implied volatity was 15.50, the open interest changed by -1343 which decreased total open position to 16933
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 777.05, which was 36.75 higher than the previous day. The implied volatity was 14.37, the open interest changed by -2906 which decreased total open position to 18276
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 740.3, which was 27.00 higher than the previous day. The implied volatity was 15.54, the open interest changed by 808 which increased total open position to 21182
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 713.3, which was -134.10 lower than the previous day. The implied volatity was 17.24, the open interest changed by -862 which decreased total open position to 20374
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 847.4, which was 71.55 higher than the previous day. The implied volatity was 17.69, the open interest changed by -3893 which decreased total open position to 21236
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 775.85, which was -38.95 lower than the previous day. The implied volatity was 15.92, the open interest changed by 15136 which increased total open position to 25129
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 814.8, which was -151.20 lower than the previous day. The implied volatity was 17.56, the open interest changed by 7297 which increased total open position to 9993
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 966, which was -329.35 lower than the previous day. The implied volatity was 16.52, the open interest changed by 500 which increased total open position to 2696
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1295.35, which was -364.75 lower than the previous day. The implied volatity was 16.10, the open interest changed by 373 which increased total open position to 2196
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1660.1, which was -5.65 lower than the previous day. The implied volatity was 15.60, the open interest changed by 21 which increased total open position to 1823
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1665.75, which was -42.70 lower than the previous day. The implied volatity was 13.86, the open interest changed by 238 which increased total open position to 1802
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1708.45, which was 248.20 higher than the previous day. The implied volatity was 13.97, the open interest changed by 700 which increased total open position to 1564
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1460.25, which was -69.75 lower than the previous day. The implied volatity was 13.69, the open interest changed by 665 which increased total open position to 864
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1530, which was -57.85 lower than the previous day. The implied volatity was 13.38, the open interest changed by 8 which increased total open position to 199
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1587.85, which was -1477.40 lower than the previous day. The implied volatity was 14.68, the open interest changed by 191 which increased total open position to 191
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 3065.25, 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 3065.25, which was -113.50 lower than the previous day. The implied volatity was 17.26, 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 3178.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 31 which increased total open position to 0
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 3178.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 31 which increased total open position to 0
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 3178.75, which was 952.00 higher than the previous day. The implied volatity was 15.77, the open interest changed by 31 which increased total open position to 31
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 2226.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 36 which increased total open position to 0
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2226.75, which was 161.70 higher than the previous day. The implied volatity was 11.45, the open interest changed by 36 which increased total open position to 36
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 2065.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 2065.05, which was 561.50 higher than the previous day. The implied volatity was 14.56, the open interest changed by 22 which increased total open position to 22
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1503.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1503.55, which was -262.95 lower than the previous day. The implied volatity was 14.58, the open interest changed by 20 which increased total open position to 22
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1766.5, which was -738.50 lower than the previous day. The implied volatity was 16.24, 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 2505, 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 2505, 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 2505, 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 2505, 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 2505, 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 2505, 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 2505, 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 2505, 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 2505, 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 2505, 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 2505, 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 2505, 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 2505, 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 2505, 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 2505, 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 2505, 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 2505, 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 2505, 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 2505, 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 2505, 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 2505, which was 1380.50 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 1124.5, 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 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 1124.5, 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 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 1124.5, 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 1124.5, 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 1124.5, which was -482.80 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 1607.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
