BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 53900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 2.38
Theta: -7.93
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 9 | -26.90 | 25.80 | 1,43,834.5 | -2,271.5 | 20,336 | |||
| 19 Dec | 51575.70 | 35.9 | -84.20 | 23.27 | 1,14,841.5 | -728.5 | 22,607.5 | |||
| 18 Dec | 52139.55 | 120.1 | -72.70 | 22.78 | 90,782.5 | 1,068.5 | 23,336 | |||
| 17 Dec | 52834.80 | 192.8 | -200.20 | 18.96 | 1,28,205 | 5,652.5 | 22,267.5 | |||
| 16 Dec | 53581.35 | 393 | -6.00 | 16.61 | 2,07,970.5 | 4,310.5 | 16,615 | |||
| 13 Dec | 53583.80 | 399 | 51.80 | 12.18 | 1,15,260 | -2,804.5 | 12,304.5 | |||
| 12 Dec | 53216.45 | 347.2 | -79.25 | 14.51 | 78,325 | 1,177.5 | 15,109 | |||
| 11 Dec | 53391.35 | 426.45 | -120.45 | 14.15 | 78,276.5 | 1,848.5 | 13,931.5 | |||
| 10 Dec | 53577.70 | 546.9 | 36.90 | 14.01 | 86,463 | 633 | 12,083 | |||
| 9 Dec | 53407.75 | 510 | -96.00 | 14.57 | 93,915.5 | 1,597.5 | 11,450 | |||
| 6 Dec | 53509.50 | 606 | -59.00 | 14.21 | 1,17,959.5 | 2,366 | 9,852.5 | |||
| 5 Dec | 53603.55 | 665 | 141.55 | 13.76 | 91,131 | 3,565 | 7,486.5 | |||
| 4 Dec | 53266.90 | 523.45 | 192.45 | 13.89 | 86,146.5 | -816 | 3,921.5 | |||
| 3 Dec | 52695.75 | 331 | 100.00 | 13.77 | 58,097 | -490 | 4,737.5 | |||
| 2 Dec | 52109.00 | 231 | 6.80 | 14.35 | 37,409.5 | 355 | 5,227.5 | |||
| 29 Nov | 52055.60 | 224.2 | -16.35 | 13.59 | 40,720.5 | 739 | 4,872.5 | |||
| 28 Nov | 51906.85 | 240.55 | -20.00 | 13.87 | 72,348 | 3,009 | 4,133.5 | |||
| 27 Nov | 52301.80 | 260.55 | -14.55 | 12.30 | 3,129 | 601.5 | 1,124.5 | |||
| 26 Nov | 52191.50 | 275.1 | -20.90 | 12.96 | 691 | 48 | 523 | |||
| 25 Nov | 52207.50 | 296 | 166.55 | 13.03 | 1,113 | 338 | 475 | |||
| 22 Nov | 51135.40 | 129.45 | 57.55 | 13.24 | 926.5 | -112 | 137 | |||
| 21 Nov | 50372.90 | 71.9 | -12.15 | 13.32 | 456 | 216 | 249 | |||
| 19 Nov | 50626.50 | 84.05 | -3.35 | 13.28 | 90 | -44.5 | 33 | |||
| 18 Nov | 50363.80 | 87.4 | -14.05 | 13.57 | 83.5 | -21 | 77.5 | |||
| 14 Nov | 50179.55 | 101.45 | -38.65 | 13.58 | 183 | -12.5 | 98.5 | |||
| 13 Nov | 50088.35 | 140.1 | -249.90 | 14.43 | 214.5 | 106.5 | 111 | |||
| 12 Nov | 51157.80 | 390 | 0.00 | 16.51 | 0.5 | -0.5 | 4.5 | |||
| 11 Nov | 51876.75 | 390 | 37.45 | 13.14 | 2.5 | -1.5 | 5 | |||
| 8 Nov | 51561.20 | 352.55 | -162.30 | 13.17 | 6 | 1 | 6.5 | |||
| 7 Nov | 51916.50 | 514.85 | -93.90 | 13.89 | 1 | -0.5 | 5.5 | |||
| 6 Nov | 52317.40 | 608.75 | 157.75 | 12.57 | 0.5 | 0 | 6 | |||
| 5 Nov | 52207.25 | 451 | 0.00 | 0.00 | 0 | 0 | 6 | |||
| 4 Nov | 51215.25 | 451 | -53.65 | 15.23 | 3.5 | 6 | 6 | |||
| 1 Nov | 51673.90 | 504.65 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 31 Oct | 51475.35 | 504.65 | -190.35 | - | 0.5 | 6 | 6 | |||
| 30 Oct | 51807.50 | 695 | 0.00 | - | 0 | 5.5 | 0 | |||
| 29 Oct | 52320.70 | 695 | 0.00 | - | 0 | 5.5 | 0 | |||
| 28 Oct | 51259.30 | 695 | 0.00 | - | 0 | 5.5 | 0 | |||
| 25 Oct | 50787.45 | 695 | 0.00 | - | 0 | 5.5 | 0 | |||
| 24 Oct | 51531.15 | 695 | 0.00 | - | 0 | 5.5 | 0 | |||
| 23 Oct | 51239.00 | 695 | -37.60 | - | 0.5 | 5.5 | 5.5 | |||
| 22 Oct | 51257.15 | 732.6 | 0.00 | - | 0 | 6 | 0 | |||
| 21 Oct | 51962.70 | 732.6 | 0.00 | - | 0 | 6 | 0 | |||
|
|
||||||||||
| 18 Oct | 52094.20 | 732.6 | 0.00 | - | 0 | 6 | 0 | |||
| 17 Oct | 51288.80 | 732.6 | 0.00 | - | 0 | 6 | 0 | |||
| 16 Oct | 51801.05 | 732.6 | 0.00 | - | 0 | 6 | 0 | |||
| 15 Oct | 51906.00 | 732.6 | 0.00 | - | 0 | 6 | 0 | |||
| 14 Oct | 51816.90 | 732.6 | -97.40 | - | 0.5 | 6 | 6 | |||
| 11 Oct | 51172.30 | 830 | 0.00 | - | 0 | 5.5 | 0 | |||
| 10 Oct | 51530.90 | 830 | 0.00 | - | 0 | 5.5 | 0 | |||
| 9 Oct | 51007.00 | 830 | 0.00 | - | 0 | 5.5 | 0 | |||
| 8 Oct | 51021.00 | 830 | 0.00 | - | 0 | 5.5 | 0 | |||
| 7 Oct | 50478.90 | 830 | -441.20 | - | 7 | 5.5 | 6 | |||
| 4 Oct | 51462.05 | 1271.2 | -646.45 | - | 1 | 0.5 | 0.5 | |||
| 3 Oct | 51845.20 | 1917.65 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 1917.65 | -895.25 | - | 0.5 | 0 | 0 | |||
| 30 Sept | 52978.10 | 2812.9 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 2812.9 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 2812.9 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 53900 expiring on 24DEC2024
Delta for 53900 CE is 0.02
Historical price for 53900 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 9, which was -26.90 lower than the previous day. The implied volatity was 25.80, the open interest changed by -4543 which decreased total open position to 40672
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 35.9, which was -84.20 lower than the previous day. The implied volatity was 23.27, the open interest changed by -1457 which decreased total open position to 45215
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 120.1, which was -72.70 lower than the previous day. The implied volatity was 22.78, the open interest changed by 2137 which increased total open position to 46672
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 192.8, which was -200.20 lower than the previous day. The implied volatity was 18.96, the open interest changed by 11305 which increased total open position to 44535
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 393, which was -6.00 lower than the previous day. The implied volatity was 16.61, the open interest changed by 8621 which increased total open position to 33230
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 399, which was 51.80 higher than the previous day. The implied volatity was 12.18, the open interest changed by -5609 which decreased total open position to 24609
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 347.2, which was -79.25 lower than the previous day. The implied volatity was 14.51, the open interest changed by 2355 which increased total open position to 30218
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 426.45, which was -120.45 lower than the previous day. The implied volatity was 14.15, the open interest changed by 3697 which increased total open position to 27863
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 546.9, which was 36.90 higher than the previous day. The implied volatity was 14.01, the open interest changed by 1266 which increased total open position to 24166
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 510, which was -96.00 lower than the previous day. The implied volatity was 14.57, the open interest changed by 3195 which increased total open position to 22900
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 606, which was -59.00 lower than the previous day. The implied volatity was 14.21, the open interest changed by 4732 which increased total open position to 19705
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 665, which was 141.55 higher than the previous day. The implied volatity was 13.76, the open interest changed by 7130 which increased total open position to 14973
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 523.45, which was 192.45 higher than the previous day. The implied volatity was 13.89, the open interest changed by -1632 which decreased total open position to 7843
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 331, which was 100.00 higher than the previous day. The implied volatity was 13.77, the open interest changed by -980 which decreased total open position to 9475
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 231, which was 6.80 higher than the previous day. The implied volatity was 14.35, the open interest changed by 710 which increased total open position to 10455
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 224.2, which was -16.35 lower than the previous day. The implied volatity was 13.59, the open interest changed by 1478 which increased total open position to 9745
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 240.55, which was -20.00 lower than the previous day. The implied volatity was 13.87, the open interest changed by 6018 which increased total open position to 8267
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 260.55, which was -14.55 lower than the previous day. The implied volatity was 12.30, the open interest changed by 1203 which increased total open position to 2249
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 275.1, which was -20.90 lower than the previous day. The implied volatity was 12.96, the open interest changed by 96 which increased total open position to 1046
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 296, which was 166.55 higher than the previous day. The implied volatity was 13.03, the open interest changed by 676 which increased total open position to 950
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 129.45, which was 57.55 higher than the previous day. The implied volatity was 13.24, the open interest changed by -224 which decreased total open position to 274
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 71.9, which was -12.15 lower than the previous day. The implied volatity was 13.32, the open interest changed by 432 which increased total open position to 498
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 84.05, which was -3.35 lower than the previous day. The implied volatity was 13.28, the open interest changed by -89 which decreased total open position to 66
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 87.4, which was -14.05 lower than the previous day. The implied volatity was 13.57, the open interest changed by -42 which decreased total open position to 155
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 101.45, which was -38.65 lower than the previous day. The implied volatity was 13.58, the open interest changed by -25 which decreased total open position to 197
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 140.1, which was -249.90 lower than the previous day. The implied volatity was 14.43, the open interest changed by 213 which increased total open position to 222
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 390, which was 0.00 lower than the previous day. The implied volatity was 16.51, the open interest changed by -1 which decreased total open position to 9
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 390, which was 37.45 higher than the previous day. The implied volatity was 13.14, the open interest changed by -3 which decreased total open position to 10
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 352.55, which was -162.30 lower than the previous day. The implied volatity was 13.17, the open interest changed by 2 which increased total open position to 13
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 514.85, which was -93.90 lower than the previous day. The implied volatity was 13.89, the open interest changed by -1 which decreased total open position to 11
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 608.75, which was 157.75 higher than the previous day. The implied volatity was 12.57, the open interest changed by 0 which decreased total open position to 12
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 451, 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 12
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 451, which was -53.65 lower than the previous day. The implied volatity was 15.23, the open interest changed by 12 which increased total open position to 12
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 504.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 504.65, which was -190.35 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 695, 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 695, 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 695, 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 695, 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 695, 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 695, which was -37.60 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 732.6, 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 732.6, 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 732.6, 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 732.6, 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 732.6, 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 732.6, 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 732.6, which was -97.40 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 830, 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 830, 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 830, 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 830, 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 830, which was -441.20 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 1271.2, which was -646.45 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 1917.65, 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 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 1917.65, which was -895.25 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 2812.9, 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 2812.9, 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 2812.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 24DEC2024 53900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 11.27
Theta: -53.48
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 3136.4 | 950.20 | 47.20 | 62.5 | -9.5 | 4,254.5 |
| 19 Dec | 51575.70 | 2186.2 | 481.75 | - | 345 | -93.5 | 4,264 |
| 18 Dec | 52139.55 | 1704.45 | 554.30 | 21.37 | 1,141.5 | -188.5 | 4,357.5 |
| 17 Dec | 52834.80 | 1150.15 | 511.25 | 16.68 | 18,817.5 | 702.5 | 4,546 |
| 16 Dec | 53581.35 | 638.9 | 9.70 | 15.11 | 45,021.5 | 199.5 | 3,843.5 |
| 13 Dec | 53583.80 | 629.2 | -213.20 | 15.37 | 13,071.5 | -239 | 3,644 |
| 12 Dec | 53216.45 | 842.4 | 46.40 | 14.44 | 16,403.5 | -255 | 3,883 |
| 11 Dec | 53391.35 | 796 | 29.45 | 15.51 | 25,191 | -65.5 | 4,138 |
| 10 Dec | 53577.70 | 766.55 | -133.50 | 17.28 | 22,200.5 | 112.5 | 4,203.5 |
| 9 Dec | 53407.75 | 900.05 | 75.05 | 17.64 | 34,513 | -84 | 4,091 |
| 6 Dec | 53509.50 | 825 | -40.00 | 15.85 | 67,874 | 1,735.5 | 4,175 |
| 5 Dec | 53603.55 | 865 | -152.65 | 17.56 | 25,518.5 | 1,513.5 | 2,439.5 |
| 4 Dec | 53266.90 | 1017.65 | -354.10 | 16.43 | 4,239 | 346.5 | 926 |
| 3 Dec | 52695.75 | 1371.75 | -356.95 | 16.31 | 1,534 | 270 | 579.5 |
| 2 Dec | 52109.00 | 1728.7 | -32.30 | 15.42 | 45.5 | 16 | 309.5 |
| 29 Nov | 52055.60 | 1761 | -23.90 | 14.29 | 22.5 | 5 | 293.5 |
| 28 Nov | 51906.85 | 1784.9 | 251.05 | 14.12 | 779 | 169 | 288.5 |
| 27 Nov | 52301.80 | 1533.85 | -89.40 | 13.72 | 51.5 | 26 | 119.5 |
| 26 Nov | 52191.50 | 1623.25 | -33.00 | 13.78 | 36 | 0.5 | 93.5 |
| 25 Nov | 52207.50 | 1656.25 | -980.40 | 14.74 | 101 | 73.5 | 93 |
| 22 Nov | 51135.40 | 2636.65 | -563.35 | 17.81 | 4.5 | 19.5 | 19.5 |
| 21 Nov | 50372.90 | 3200 | 0.00 | 0.00 | 0 | 15.5 | 0 |
| 19 Nov | 50626.50 | 3200 | 0.00 | 0.00 | 0 | 15.5 | 0 |
| 18 Nov | 50363.80 | 3200 | -199.15 | 17.07 | 3.5 | 15.5 | 15.5 |
| 14 Nov | 50179.55 | 3399.15 | 0.00 | 0.00 | 0 | 4 | 0 |
| 13 Nov | 50088.35 | 3399.15 | 1167.55 | 20.44 | 0.5 | 4 | 15 |
| 12 Nov | 51157.80 | 2231.6 | 87.95 | 9.10 | 6 | 11 | 11 |
| 11 Nov | 51876.75 | 2143.65 | 0.00 | 0.00 | 0 | -1.5 | 0 |
| 8 Nov | 51561.20 | 2143.65 | 263.05 | 14.66 | 4 | -1.5 | 11 |
| 7 Nov | 51916.50 | 1880.6 | 42.30 | 14.58 | 5 | 12.5 | 12.5 |
| 6 Nov | 52317.40 | 1838.3 | 0.00 | 0.00 | 0 | 10 | 0 |
| 5 Nov | 52207.25 | 1838.3 | 188.55 | 16.36 | 11 | 10 | 10 |
| 4 Nov | 51215.25 | 1649.75 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 51673.90 | 1649.75 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 51475.35 | 1649.75 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 51807.50 | 1649.75 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 52320.70 | 1649.75 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 51259.30 | 1649.75 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 1649.75 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 1649.75 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 1649.75 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 1649.75 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 1649.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 1649.75 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 1649.75 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 1649.75 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 1649.75 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 1649.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 1649.75 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 1649.75 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 1649.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 1649.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 1649.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 1649.75 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 1649.75 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 1649.75 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 1649.75 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 1649.75 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 1649.75 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 53900 expiring on 24DEC2024
Delta for 53900 PE is -0.87
Historical price for 53900 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 3136.4, which was 950.20 higher than the previous day. The implied volatity was 47.20, the open interest changed by -19 which decreased total open position to 8509
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2186.2, which was 481.75 higher than the previous day. The implied volatity was -, the open interest changed by -187 which decreased total open position to 8528
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1704.45, which was 554.30 higher than the previous day. The implied volatity was 21.37, the open interest changed by -377 which decreased total open position to 8715
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1150.15, which was 511.25 higher than the previous day. The implied volatity was 16.68, the open interest changed by 1405 which increased total open position to 9092
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 638.9, which was 9.70 higher than the previous day. The implied volatity was 15.11, the open interest changed by 399 which increased total open position to 7687
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 629.2, which was -213.20 lower than the previous day. The implied volatity was 15.37, the open interest changed by -478 which decreased total open position to 7288
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 842.4, which was 46.40 higher than the previous day. The implied volatity was 14.44, the open interest changed by -510 which decreased total open position to 7766
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 796, which was 29.45 higher than the previous day. The implied volatity was 15.51, the open interest changed by -131 which decreased total open position to 8276
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 766.55, which was -133.50 lower than the previous day. The implied volatity was 17.28, the open interest changed by 225 which increased total open position to 8407
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 900.05, which was 75.05 higher than the previous day. The implied volatity was 17.64, the open interest changed by -168 which decreased total open position to 8182
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 825, which was -40.00 lower than the previous day. The implied volatity was 15.85, the open interest changed by 3471 which increased total open position to 8350
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 865, which was -152.65 lower than the previous day. The implied volatity was 17.56, the open interest changed by 3027 which increased total open position to 4879
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1017.65, which was -354.10 lower than the previous day. The implied volatity was 16.43, the open interest changed by 693 which increased total open position to 1852
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1371.75, which was -356.95 lower than the previous day. The implied volatity was 16.31, the open interest changed by 540 which increased total open position to 1159
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1728.7, which was -32.30 lower than the previous day. The implied volatity was 15.42, the open interest changed by 32 which increased total open position to 619
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1761, which was -23.90 lower than the previous day. The implied volatity was 14.29, the open interest changed by 10 which increased total open position to 587
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1784.9, which was 251.05 higher than the previous day. The implied volatity was 14.12, the open interest changed by 338 which increased total open position to 577
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1533.85, which was -89.40 lower than the previous day. The implied volatity was 13.72, the open interest changed by 52 which increased total open position to 239
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1623.25, which was -33.00 lower than the previous day. The implied volatity was 13.78, the open interest changed by 1 which increased total open position to 187
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1656.25, which was -980.40 lower than the previous day. The implied volatity was 14.74, the open interest changed by 147 which increased total open position to 186
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2636.65, which was -563.35 lower than the previous day. The implied volatity was 17.81, the open interest changed by 39 which increased total open position to 39
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 3200, 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 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 3200, 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 3200, which was -199.15 lower than the previous day. The implied volatity was 17.07, the open interest changed by 31 which increased total open position to 31
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 3399.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 3399.15, which was 1167.55 higher than the previous day. The implied volatity was 20.44, the open interest changed by 8 which increased total open position to 30
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2231.6, which was 87.95 higher than the previous day. The implied volatity was 9.10, the open interest changed by 22 which increased total open position to 22
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 2143.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 2143.65, which was 263.05 higher than the previous day. The implied volatity was 14.66, the open interest changed by -3 which decreased total open position to 22
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1880.6, which was 42.30 higher than the previous day. The implied volatity was 14.58, the open interest changed by 25 which increased total open position to 25
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1838.3, 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 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1838.3, which was 188.55 higher than the previous day. The implied volatity was 16.36, the open interest changed by 20 which increased total open position to 20
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1649.75, 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 1649.75, 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 1649.75, 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 1649.75, 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 1649.75, 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 1649.75, 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 1649.75, 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 1649.75, 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 1649.75, 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 1649.75, 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 1649.75, 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 1649.75, 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 1649.75, 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 1649.75, 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 1649.75, 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 1649.75, 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 1649.75, 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 1649.75, 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 1649.75, 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 1649.75, 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 1649.75, 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 1649.75, 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 1649.75, 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 1649.75, 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 1649.75, 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 1649.75, 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 1649.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
