BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
BANKNIFTY 24DEC2024 54000 CE | ||||||||||
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Delta: 0.02
Vega: 2.28
Theta: -7.76
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 50759.20 | 8.7 | -23.55 | 26.38 | 6,41,927 | -13,013.5 | 1,26,359 | |||
19 Dec | 51575.70 | 32.25 | -76.15 | 23.52 | 5,48,447 | -8,470 | 1,39,372.5 | |||
18 Dec | 52139.55 | 108.4 | -63.15 | 22.93 | 4,31,535.5 | 33,254.5 | 1,47,842.5 | |||
17 Dec | 52834.80 | 171.55 | -179.45 | 18.52 | 4,95,302.5 | 26,825 | 1,14,588 | |||
16 Dec | 53581.35 | 351 | -2.00 | 16.52 | 5,43,870.5 | 5,276.5 | 87,763 | |||
13 Dec | 53583.80 | 353 | 39.00 | 12.12 | 5,89,487 | -1,462.5 | 82,486.5 | |||
12 Dec | 53216.45 | 314 | -76.00 | 14.54 | 2,63,401 | 2,354.5 | 83,949 | |||
11 Dec | 53391.35 | 390 | -114.00 | 14.23 | 3,49,475.5 | 10,776 | 81,594.5 | |||
10 Dec | 53577.70 | 504 | 28.75 | 14.07 | 3,51,126 | 2,774.5 | 70,818.5 | |||
9 Dec | 53407.75 | 475.25 | -88.05 | 14.73 | 3,25,494 | 11,287 | 68,044 | |||
6 Dec | 53509.50 | 563.3 | -50.80 | 14.26 | 4,27,336 | -1,805 | 56,757 | |||
5 Dec | 53603.55 | 614.1 | 135.10 | 13.70 | 3,98,242.5 | 3,576 | 58,562 | |||
4 Dec | 53266.90 | 479 | 179.00 | 13.78 | 3,98,513 | 5,465.5 | 54,986 | |||
3 Dec | 52695.75 | 300 | 94.00 | 13.70 | 2,45,480.5 | -6,068 | 49,520.5 | |||
2 Dec | 52109.00 | 206 | 2.00 | 14.23 | 2,35,346.5 | 7,651.5 | 55,588.5 | |||
29 Nov | 52055.60 | 204 | -19.00 | 13.58 | 2,02,989 | 1,900 | 47,937 | |||
28 Nov | 51906.85 | 223 | -12.00 | 13.98 | 3,64,369 | 10,471 | 46,037 | |||
27 Nov | 52301.80 | 235 | -15.00 | 12.25 | 74,395 | 18,657 | 35,566 | |||
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26 Nov | 52191.50 | 250 | -19.00 | 12.91 | 26,254 | 3,274 | 16,909 | |||
25 Nov | 52207.50 | 269 | 149.35 | 12.96 | 33,249.5 | 3,304.5 | 13,635 | |||
22 Nov | 51135.40 | 119.65 | 59.60 | 13.28 | 28,107.5 | 965 | 10,330.5 | |||
21 Nov | 50372.90 | 60.05 | -18.30 | 13.09 | 17,614.5 | -862 | 9,365.5 | |||
19 Nov | 50626.50 | 78.35 | 0.80 | 13.37 | 13,899 | 526.5 | 10,227.5 | |||
18 Nov | 50363.80 | 77.55 | -11.55 | 13.44 | 9,692 | 759 | 9,701 | |||
14 Nov | 50179.55 | 89.1 | -38.75 | 13.52 | 13,367.5 | 1,437.5 | 8,942 | |||
13 Nov | 50088.35 | 127.85 | -85.10 | 14.38 | 16,347.5 | 1,328 | 7,504.5 | |||
12 Nov | 51157.80 | 212.95 | -127.95 | 13.32 | 6,635.5 | 504.5 | 6,176.5 | |||
11 Nov | 51876.75 | 340.9 | 2.90 | 12.72 | 5,217 | 109.5 | 5,672 | |||
8 Nov | 51561.20 | 338 | -125.95 | 13.31 | 3,554.5 | 941 | 5,562.5 | |||
7 Nov | 51916.50 | 463.95 | -146.00 | 13.55 | 2,174 | 112.5 | 4,621.5 | |||
6 Nov | 52317.40 | 609.95 | 43.85 | 13.07 | 2,344.5 | 242 | 4,509 | |||
5 Nov | 52207.25 | 566.1 | 154.10 | 13.65 | 2,685.5 | 340 | 4,267 | |||
4 Nov | 51215.25 | 412 | -85.25 | 14.98 | 1,079 | 50.5 | 3,927 | |||
1 Nov | 51673.90 | 497.25 | -17.75 | 13.86 | 139.5 | 13.5 | 3,876.5 | |||
31 Oct | 51475.35 | 515 | -109.40 | - | 1,036.5 | 25.5 | 3,863 | |||
30 Oct | 51807.50 | 624.4 | -80.25 | - | 1,278.5 | 335 | 3,837.5 | |||
29 Oct | 52320.70 | 704.65 | 274.60 | - | 1,641.5 | 109.5 | 3,502.5 | |||
28 Oct | 51259.30 | 430.05 | 55.05 | - | 986.5 | -6 | 3,393 | |||
25 Oct | 50787.45 | 375 | -149.80 | - | 2,700.5 | 560 | 3,399 | |||
24 Oct | 51531.15 | 524.8 | 26.80 | - | 1,460 | 301.5 | 2,839 | |||
23 Oct | 51239.00 | 498 | -12.05 | - | 972 | 315.5 | 2,537.5 | |||
22 Oct | 51257.15 | 510.05 | -173.95 | - | 1,089 | 15 | 2,222 | |||
21 Oct | 51962.70 | 684 | -115.00 | - | 615.5 | 146 | 2,207 | |||
18 Oct | 52094.20 | 799 | 218.95 | - | 1,063.5 | 151.5 | 2,061 | |||
17 Oct | 51288.80 | 580.05 | -152.95 | - | 555 | -44 | 1,909.5 | |||
16 Oct | 51801.05 | 733 | -6.15 | - | 241 | 79.5 | 1,953.5 | |||
15 Oct | 51906.00 | 739.15 | 0.15 | - | 328 | -2 | 1,874 | |||
14 Oct | 51816.90 | 739 | 160.00 | - | 411 | 7.5 | 1,876 | |||
11 Oct | 51172.30 | 579 | -132.70 | - | 837.5 | 239 | 1,868.5 | |||
10 Oct | 51530.90 | 711.7 | 55.70 | - | 442 | -3 | 1,629.5 | |||
9 Oct | 51007.00 | 656 | -31.00 | - | 450.5 | 78.5 | 1,632.5 | |||
8 Oct | 51021.00 | 687 | 68.20 | - | 389 | 39 | 1,554 | |||
7 Oct | 50478.90 | 618.8 | -202.20 | - | 1,181.5 | 62 | 1,515 | |||
4 Oct | 51462.05 | 821 | -118.95 | - | 859.5 | -130 | 1,453 | |||
3 Oct | 51845.20 | 939.95 | -433.05 | - | 1,112 | 116 | 1,583 | |||
1 Oct | 52922.60 | 1373 | -47.80 | - | 391 | 91 | 1,467 | |||
30 Sept | 52978.10 | 1420.8 | -379.20 | - | 787 | -59 | 1,376 | |||
27 Sept | 53834.30 | 1800 | -150.80 | - | 543.5 | 38 | 1,435 | |||
26 Sept | 54375.35 | 1950.8 | 80.80 | - | 465.5 | -25.5 | 1,397 | |||
25 Sept | 54114.80 | 1870.00 | - | 408 | 49.5 | 1,422.5 |
For Nifty Bank - strike price 54000 expiring on 24DEC2024
Delta for 54000 CE is 0.02
Historical price for 54000 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 8.7, which was -23.55 lower than the previous day. The implied volatity was 26.38, the open interest changed by -26027 which decreased total open position to 252718
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 32.25, which was -76.15 lower than the previous day. The implied volatity was 23.52, the open interest changed by -16940 which decreased total open position to 278745
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 108.4, which was -63.15 lower than the previous day. The implied volatity was 22.93, the open interest changed by 66509 which increased total open position to 295685
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 171.55, which was -179.45 lower than the previous day. The implied volatity was 18.52, the open interest changed by 53650 which increased total open position to 229176
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 351, which was -2.00 lower than the previous day. The implied volatity was 16.52, the open interest changed by 10553 which increased total open position to 175526
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 353, which was 39.00 higher than the previous day. The implied volatity was 12.12, the open interest changed by -2925 which decreased total open position to 164973
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 314, which was -76.00 lower than the previous day. The implied volatity was 14.54, the open interest changed by 4709 which increased total open position to 167898
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 390, which was -114.00 lower than the previous day. The implied volatity was 14.23, the open interest changed by 21552 which increased total open position to 163189
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 504, which was 28.75 higher than the previous day. The implied volatity was 14.07, the open interest changed by 5549 which increased total open position to 141637
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 475.25, which was -88.05 lower than the previous day. The implied volatity was 14.73, the open interest changed by 22574 which increased total open position to 136088
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 563.3, which was -50.80 lower than the previous day. The implied volatity was 14.26, the open interest changed by -3610 which decreased total open position to 113514
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 614.1, which was 135.10 higher than the previous day. The implied volatity was 13.70, the open interest changed by 7152 which increased total open position to 117124
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 479, which was 179.00 higher than the previous day. The implied volatity was 13.78, the open interest changed by 10931 which increased total open position to 109972
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 300, which was 94.00 higher than the previous day. The implied volatity was 13.70, the open interest changed by -12136 which decreased total open position to 99041
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 206, which was 2.00 higher than the previous day. The implied volatity was 14.23, the open interest changed by 15303 which increased total open position to 111177
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 204, which was -19.00 lower than the previous day. The implied volatity was 13.58, the open interest changed by 3800 which increased total open position to 95874
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 223, which was -12.00 lower than the previous day. The implied volatity was 13.98, the open interest changed by 20942 which increased total open position to 92074
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 235, which was -15.00 lower than the previous day. The implied volatity was 12.25, the open interest changed by 37314 which increased total open position to 71132
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 250, which was -19.00 lower than the previous day. The implied volatity was 12.91, the open interest changed by 6548 which increased total open position to 33818
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 269, which was 149.35 higher than the previous day. The implied volatity was 12.96, the open interest changed by 6609 which increased total open position to 27270
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 119.65, which was 59.60 higher than the previous day. The implied volatity was 13.28, the open interest changed by 1930 which increased total open position to 20661
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 60.05, which was -18.30 lower than the previous day. The implied volatity was 13.09, the open interest changed by -1724 which decreased total open position to 18731
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 78.35, which was 0.80 higher than the previous day. The implied volatity was 13.37, the open interest changed by 1053 which increased total open position to 20455
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 77.55, which was -11.55 lower than the previous day. The implied volatity was 13.44, the open interest changed by 1518 which increased total open position to 19402
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 89.1, which was -38.75 lower than the previous day. The implied volatity was 13.52, the open interest changed by 2875 which increased total open position to 17884
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 127.85, which was -85.10 lower than the previous day. The implied volatity was 14.38, the open interest changed by 2656 which increased total open position to 15009
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 212.95, which was -127.95 lower than the previous day. The implied volatity was 13.32, the open interest changed by 1009 which increased total open position to 12353
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 340.9, which was 2.90 higher than the previous day. The implied volatity was 12.72, the open interest changed by 219 which increased total open position to 11344
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 338, which was -125.95 lower than the previous day. The implied volatity was 13.31, the open interest changed by 1882 which increased total open position to 11125
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 463.95, which was -146.00 lower than the previous day. The implied volatity was 13.55, the open interest changed by 225 which increased total open position to 9243
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 609.95, which was 43.85 higher than the previous day. The implied volatity was 13.07, the open interest changed by 484 which increased total open position to 9018
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 566.1, which was 154.10 higher than the previous day. The implied volatity was 13.65, the open interest changed by 680 which increased total open position to 8534
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 412, which was -85.25 lower than the previous day. The implied volatity was 14.98, the open interest changed by 101 which increased total open position to 7854
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 497.25, which was -17.75 lower than the previous day. The implied volatity was 13.86, the open interest changed by 27 which increased total open position to 7753
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 515, which was -109.40 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 624.4, which was -80.25 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 704.65, which was 274.60 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 430.05, which was 55.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 375, which was -149.80 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 524.8, which was 26.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 498, which was -12.05 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 510.05, which was -173.95 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 684, which was -115.00 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 799, which was 218.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 580.05, which was -152.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 733, which was -6.15 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 739.15, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 739, which was 160.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 579, which was -132.70 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 711.7, which was 55.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 656, which was -31.00 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 687, which was 68.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 618.8, which was -202.20 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 821, which was -118.95 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 939.95, which was -433.05 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 1373, which was -47.80 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 1420.8, which was -379.20 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 1800, which was -150.80 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 1950.8, which was 80.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept BANKNIFTY was trading at 54114.80. The strike last trading price was 1870.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
BANKNIFTY 24DEC2024 54000 PE | |||||||
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Delta: -0.91
Vega: 8.78
Theta: -32.07
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 50759.20 | 3169 | 878.05 | 41.52 | 3,901.5 | -1,460.5 | 15,545.5 |
19 Dec | 51575.70 | 2290.95 | 496.25 | - | 5,840 | -2,877.5 | 17,006 |
18 Dec | 52139.55 | 1794.7 | 573.15 | 21.58 | 19,532.5 | -2,529.5 | 19,883.5 |
17 Dec | 52834.80 | 1221.55 | 526.50 | 16.21 | 78,471 | 263 | 22,413 |
16 Dec | 53581.35 | 695.05 | 8.65 | 14.93 | 96,103 | 1,153 | 22,150 |
13 Dec | 53583.80 | 686.4 | -218.60 | 15.43 | 64,252.5 | 516 | 20,997 |
12 Dec | 53216.45 | 905 | 46.95 | 14.36 | 59,108 | -1,460 | 20,481 |
11 Dec | 53391.35 | 858.05 | 38.05 | 15.57 | 76,164 | -709.5 | 21,941 |
10 Dec | 53577.70 | 820 | -138.00 | 17.29 | 67,248.5 | 878.5 | 22,650.5 |
9 Dec | 53407.75 | 958 | 87.65 | 17.67 | 84,638 | 2,328 | 21,772 |
6 Dec | 53509.50 | 870.35 | -35.55 | 15.66 | 1,35,965.5 | 2,790.5 | 19,444 |
5 Dec | 53603.55 | 905.9 | -166.60 | 17.37 | 72,837 | 7,462 | 16,653.5 |
4 Dec | 53266.90 | 1072.5 | -348.95 | 16.35 | 22,141.5 | 1,696.5 | 9,191.5 |
3 Dec | 52695.75 | 1421.45 | -381.85 | 15.90 | 11,553 | 446 | 7,495 |
2 Dec | 52109.00 | 1803.3 | -45.60 | 15.35 | 1,096.5 | 86 | 7,049 |
29 Nov | 52055.60 | 1848.9 | -18.20 | 14.53 | 2,040 | 28 | 6,963 |
28 Nov | 51906.85 | 1867.1 | 269.95 | 14.20 | 10,664 | 312 | 6,935 |
27 Nov | 52301.80 | 1597.15 | -137.80 | 13.49 | 4,819.5 | 2,922.5 | 6,623 |
26 Nov | 52191.50 | 1734.95 | -19.65 | 14.58 | 2,122 | 632 | 3,700.5 |
25 Nov | 52207.50 | 1754.6 | -876.55 | 15.13 | 2,896 | 846 | 3,068.5 |
22 Nov | 51135.40 | 2631.15 | -579.75 | 15.65 | 734.5 | 410 | 2,222.5 |
21 Nov | 50372.90 | 3210.9 | -34.45 | 16.41 | 244 | 77 | 1,812.5 |
19 Nov | 50626.50 | 3245.35 | -47.65 | 18.11 | 381 | -48 | 1,735.5 |
18 Nov | 50363.80 | 3293 | -92.65 | 17.26 | 86 | 12.5 | 1,783.5 |
14 Nov | 50179.55 | 3385.65 | 159.70 | 16.70 | 380.5 | 39 | 1,771 |
13 Nov | 50088.35 | 3225.95 | 732.60 | 14.11 | 553.5 | 85.5 | 1,732 |
12 Nov | 51157.80 | 2493.35 | 553.30 | 13.74 | 1,225 | 469 | 1,646.5 |
11 Nov | 51876.75 | 1940.05 | -259.95 | 13.48 | 273 | 37 | 1,177.5 |
8 Nov | 51561.20 | 2200 | 270.00 | 14.36 | 133.5 | -4 | 1,140.5 |
7 Nov | 51916.50 | 1930 | 304.00 | 14.28 | 261.5 | 97.5 | 1,144.5 |
6 Nov | 52317.40 | 1626 | -266.30 | 14.57 | 793 | 96 | 1,047 |
5 Nov | 52207.25 | 1892.3 | -578.70 | 15.77 | 196.5 | 3.5 | 951 |
4 Nov | 51215.25 | 2471 | 258.85 | 15.39 | 104.5 | 3.5 | 947.5 |
1 Nov | 51673.90 | 2212.15 | 117.45 | 16.22 | 7 | 3.5 | 944 |
31 Oct | 51475.35 | 2094.7 | 150.45 | - | 143.5 | 2.5 | 940.5 |
30 Oct | 51807.50 | 1944.25 | 190.10 | - | 299.5 | 9.5 | 938 |
29 Oct | 52320.70 | 1754.15 | -605.85 | - | 279.5 | -2 | 928.5 |
28 Oct | 51259.30 | 2360 | -354.50 | - | 232.5 | 42.5 | 930.5 |
25 Oct | 50787.45 | 2714.5 | 559.50 | - | 300 | -5 | 888 |
24 Oct | 51531.15 | 2155 | -280.00 | - | 135.5 | 17 | 893 |
23 Oct | 51239.00 | 2435 | 58.30 | - | 125.5 | 17.5 | 876 |
22 Oct | 51257.15 | 2376.7 | 373.30 | - | 83.5 | 17.5 | 858.5 |
21 Oct | 51962.70 | 2003.4 | 176.30 | - | 150 | -30.5 | 841 |
18 Oct | 52094.20 | 1827.1 | -503.00 | - | 171.5 | 41 | 871.5 |
17 Oct | 51288.80 | 2330.1 | 330.10 | - | 157.5 | -33 | 830.5 |
16 Oct | 51801.05 | 2000 | 100.00 | - | 66 | -7.5 | 863.5 |
15 Oct | 51906.00 | 1900 | -94.00 | - | 89.5 | -5 | 871 |
14 Oct | 51816.90 | 1994 | -479.05 | - | 131.5 | 22.5 | 876 |
11 Oct | 51172.30 | 2473.05 | 239.65 | - | 144.5 | 14.5 | 853.5 |
10 Oct | 51530.90 | 2233.4 | -306.60 | - | 54 | 0.5 | 839 |
9 Oct | 51007.00 | 2540 | -10.30 | - | 95 | 2 | 838.5 |
8 Oct | 51021.00 | 2550.3 | -178.80 | - | 131 | -23.5 | 836.5 |
7 Oct | 50478.90 | 2729.1 | 517.10 | - | 484 | -114 | 860 |
4 Oct | 51462.05 | 2212 | 372.00 | - | 684 | 99.5 | 974 |
3 Oct | 51845.20 | 1840 | 459.45 | - | 779 | -288.5 | 874.5 |
1 Oct | 52922.60 | 1380.55 | -36.45 | - | 348.5 | 159.5 | 1,163 |
30 Sept | 52978.10 | 1417 | 298.00 | - | 902 | -324 | 1,003.5 |
27 Sept | 53834.30 | 1119 | 48.60 | - | 726.5 | 197.5 | 1,327.5 |
26 Sept | 54375.35 | 1070.4 | -110.40 | - | 461.5 | 131.5 | 1,130 |
25 Sept | 54114.80 | 1180.80 | - | 345.5 | 12 | 998.5 |
For Nifty Bank - strike price 54000 expiring on 24DEC2024
Delta for 54000 PE is -0.91
Historical price for 54000 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 3169, which was 878.05 higher than the previous day. The implied volatity was 41.52, the open interest changed by -2921 which decreased total open position to 31091
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2290.95, which was 496.25 higher than the previous day. The implied volatity was -, the open interest changed by -5755 which decreased total open position to 34012
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1794.7, which was 573.15 higher than the previous day. The implied volatity was 21.58, the open interest changed by -5059 which decreased total open position to 39767
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1221.55, which was 526.50 higher than the previous day. The implied volatity was 16.21, the open interest changed by 526 which increased total open position to 44826
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 695.05, which was 8.65 higher than the previous day. The implied volatity was 14.93, the open interest changed by 2306 which increased total open position to 44300
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 686.4, which was -218.60 lower than the previous day. The implied volatity was 15.43, the open interest changed by 1032 which increased total open position to 41994
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 905, which was 46.95 higher than the previous day. The implied volatity was 14.36, the open interest changed by -2920 which decreased total open position to 40962
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 858.05, which was 38.05 higher than the previous day. The implied volatity was 15.57, the open interest changed by -1419 which decreased total open position to 43882
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 820, which was -138.00 lower than the previous day. The implied volatity was 17.29, the open interest changed by 1757 which increased total open position to 45301
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 958, which was 87.65 higher than the previous day. The implied volatity was 17.67, the open interest changed by 4656 which increased total open position to 43544
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 870.35, which was -35.55 lower than the previous day. The implied volatity was 15.66, the open interest changed by 5581 which increased total open position to 38888
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 905.9, which was -166.60 lower than the previous day. The implied volatity was 17.37, the open interest changed by 14924 which increased total open position to 33307
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1072.5, which was -348.95 lower than the previous day. The implied volatity was 16.35, the open interest changed by 3393 which increased total open position to 18383
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1421.45, which was -381.85 lower than the previous day. The implied volatity was 15.90, the open interest changed by 892 which increased total open position to 14990
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1803.3, which was -45.60 lower than the previous day. The implied volatity was 15.35, the open interest changed by 172 which increased total open position to 14098
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1848.9, which was -18.20 lower than the previous day. The implied volatity was 14.53, the open interest changed by 56 which increased total open position to 13926
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1867.1, which was 269.95 higher than the previous day. The implied volatity was 14.20, the open interest changed by 624 which increased total open position to 13870
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1597.15, which was -137.80 lower than the previous day. The implied volatity was 13.49, the open interest changed by 5845 which increased total open position to 13246
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1734.95, which was -19.65 lower than the previous day. The implied volatity was 14.58, the open interest changed by 1264 which increased total open position to 7401
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1754.6, which was -876.55 lower than the previous day. The implied volatity was 15.13, the open interest changed by 1692 which increased total open position to 6137
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2631.15, which was -579.75 lower than the previous day. The implied volatity was 15.65, the open interest changed by 820 which increased total open position to 4445
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 3210.9, which was -34.45 lower than the previous day. The implied volatity was 16.41, the open interest changed by 154 which increased total open position to 3625
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 3245.35, which was -47.65 lower than the previous day. The implied volatity was 18.11, the open interest changed by -96 which decreased total open position to 3471
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 3293, which was -92.65 lower than the previous day. The implied volatity was 17.26, the open interest changed by 25 which increased total open position to 3567
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 3385.65, which was 159.70 higher than the previous day. The implied volatity was 16.70, the open interest changed by 78 which increased total open position to 3542
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 3225.95, which was 732.60 higher than the previous day. The implied volatity was 14.11, the open interest changed by 171 which increased total open position to 3464
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2493.35, which was 553.30 higher than the previous day. The implied volatity was 13.74, the open interest changed by 938 which increased total open position to 3293
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1940.05, which was -259.95 lower than the previous day. The implied volatity was 13.48, the open interest changed by 74 which increased total open position to 2355
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 2200, which was 270.00 higher than the previous day. The implied volatity was 14.36, the open interest changed by -8 which decreased total open position to 2281
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1930, which was 304.00 higher than the previous day. The implied volatity was 14.28, the open interest changed by 195 which increased total open position to 2289
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1626, which was -266.30 lower than the previous day. The implied volatity was 14.57, the open interest changed by 192 which increased total open position to 2094
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1892.3, which was -578.70 lower than the previous day. The implied volatity was 15.77, the open interest changed by 7 which increased total open position to 1902
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 2471, which was 258.85 higher than the previous day. The implied volatity was 15.39, the open interest changed by 7 which increased total open position to 1895
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 2212.15, which was 117.45 higher than the previous day. The implied volatity was 16.22, the open interest changed by 7 which increased total open position to 1888
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 2094.7, which was 150.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 1944.25, which was 190.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 1754.15, which was -605.85 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 2360, which was -354.50 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 2714.5, which was 559.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 2155, which was -280.00 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 2435, which was 58.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 2376.7, which was 373.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 2003.4, which was 176.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 1827.1, which was -503.00 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 2330.1, which was 330.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 2000, which was 100.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 1900, which was -94.00 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 1994, which was -479.05 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 2473.05, which was 239.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 2233.4, which was -306.60 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 2540, which was -10.30 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 2550.3, which was -178.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 2729.1, which was 517.10 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 2212, which was 372.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 1840, which was 459.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 1380.55, which was -36.45 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 1417, which was 298.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 1119, which was 48.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 1070.4, which was -110.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept BANKNIFTY was trading at 54114.80. The strike last trading price was 1180.80, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to