BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
05 Jul 2024 04:13 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 52660.35 | 26.65 | -73.35 | - | 2,30,53,005 | 7,89,345 | 21,89,625 | |||
| 4 Jul | 53103.70 | 100 | - | 2,02,95,285 | 5,54,775 | 14,00,280 | ||||
| 3 Jul | 53089.25 | 122 | - | 54,68,835 | 4,91,895 | 8,45,505 | ||||
| 2 Jul | 52168.10 | 49.65 | - | 17,78,655 | 1,20,165 | 3,51,015 | ||||
| 1 Jul | 52574.75 | 113 | - | 10,82,040 | 1,02,690 | 2,30,850 | ||||
| 28 Jun | 52342.25 | 124 | - | 5,06,715 | 18,375 | 1,28,160 | ||||
| 27 Jun | 52811.30 | 208.7 | - | 4,27,080 | 41,265 | 1,09,785 | ||||
| 26 Jun | 52870.50 | 215 | - | 2,40,870 | 32,400 | 68,610 | ||||
| 25 Jun | 52606.00 | 204.15 | - | 1,99,665 | 21,255 | 36,210 | ||||
| 24 Jun | 51703.95 | 73.5 | - | 35,100 | 6,330 | 15,135 | ||||
| 21 Jun | 51661.45 | 74.85 | - | 19,680 | 4,155 | 8,460 | ||||
| 20 Jun | 51783.25 | 97.45 | - | 19,995 | 1,395 | 8,340 | ||||
| 19 Jun | 51398.05 | 92.65 | - | 15,180 | 6,150 | 6,945 | ||||
| 18 Jun | 50440.90 | 30.00 | - | 1,080 | 630 | 630 | ||||
| 14 Jun | 50002.00 | 199.95 | - | 0 | 0 | 0 | ||||
| 13 Jun | 49846.70 | 199.95 | - | 0 | 0 | 0 | ||||
| 12 Jun | 49895.10 | 199.95 | - | 0 | 30 | 0 | ||||
| 11 Jun | 49705.75 | 199.95 | - | 30 | 0 | 45 | ||||
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| 10 Jun | 49780.90 | 188.00 | - | 0 | 45 | 0 | ||||
| 7 Jun | 49803.20 | 188.00 | - | 45 | 30 | 30 | ||||
For NIFTY BANK - strike price 54000 expiring on 10JUL2024
Delta for 54000 CE is -
Historical price for 54000 CE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 26.65, which was -73.35 lower than the previous day. The implied volatity was -, the open interest changed by 789345 which increased total open position to 2189625
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 100, which was lower than the previous day. The implied volatity was -, the open interest changed by 554775 which increased total open position to 1400280
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 122, which was lower than the previous day. The implied volatity was -, the open interest changed by 491895 which increased total open position to 845505
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 49.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 120165 which increased total open position to 351015
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 113, which was lower than the previous day. The implied volatity was -, the open interest changed by 102690 which increased total open position to 230850
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 124, which was lower than the previous day. The implied volatity was -, the open interest changed by 18375 which increased total open position to 128160
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 208.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 41265 which increased total open position to 109785
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 215, which was lower than the previous day. The implied volatity was -, the open interest changed by 32400 which increased total open position to 68610
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 204.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 21255 which increased total open position to 36210
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 73.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 6330 which increased total open position to 15135
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 74.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 4155 which increased total open position to 8460
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 97.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1395 which increased total open position to 8340
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 92.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 6150 which increased total open position to 6945
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 30.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 630 which increased total open position to 630
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 199.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 199.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 199.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 0
On 11 Jun BANKNIFTY was trading at 49705.75. The strike last trading price was 199.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 188.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 0
On 7 Jun BANKNIFTY was trading at 49803.20. The strike last trading price was 188.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 30
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 52660.35 | 1416.7 | 455.70 | - | 2,35,575 | -24,615 | 51,660 |
| 4 Jul | 53103.70 | 961 | - | 8,65,275 | 9,390 | 76,275 | |
| 3 Jul | 53089.25 | 1099.95 | - | 2,41,080 | 61,440 | 66,885 | |
| 2 Jul | 52168.10 | 1763.8 | - | 19,725 | 1,890 | 5,565 | |
| 1 Jul | 52574.75 | 1491.45 | - | 12,540 | 465 | 3,675 | |
| 28 Jun | 52342.25 | 1655 | - | 31,050 | 1,680 | 3,210 | |
| 27 Jun | 52811.30 | 1365.9 | - | 10,875 | 375 | 1,530 | |
| 26 Jun | 52870.50 | 1480 | - | 1,365 | 30 | 1,170 | |
| 25 Jun | 52606.00 | 1578.2 | - | 2,115 | 975 | 1,140 | |
| 24 Jun | 51703.95 | 2339.55 | - | 30 | 0 | 135 | |
| 21 Jun | 51661.45 | 2469.85 | - | 60 | 30 | 105 | |
| 20 Jun | 51783.25 | 2301.45 | - | 15 | 15 | 60 | |
| 19 Jun | 51398.05 | 2522.35 | - | 60 | 45 | 45 | |
| 18 Jun | 50440.90 | 4727.40 | - | 0 | 0 | 0 | |
| 14 Jun | 50002.00 | 4727.40 | - | 0 | 0 | 0 | |
| 13 Jun | 49846.70 | 4727.40 | - | 0 | 0 | 0 | |
| 12 Jun | 49895.10 | 4727.40 | - | 0 | 0 | 0 | |
| 11 Jun | 49705.75 | 4727.40 | - | 0 | 0 | 0 | |
| 10 Jun | 49780.90 | 0.00 | - | 0 | 0 | 0 | |
| 7 Jun | 49803.20 | 0.00 | - | 0 | 0 | 0 | |
For NIFTY BANK - strike price 54000 expiring on 10JUL2024
Delta for 54000 PE is -
Historical price for 54000 PE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 1416.7, which was 455.70 higher than the previous day. The implied volatity was -, the open interest changed by -24615 which decreased total open position to 51660
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 961, which was lower than the previous day. The implied volatity was -, the open interest changed by 9390 which increased total open position to 76275
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 1099.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 61440 which increased total open position to 66885
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 1763.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 1890 which increased total open position to 5565
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 1491.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 465 which increased total open position to 3675
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 1655, which was lower than the previous day. The implied volatity was -, the open interest changed by 1680 which increased total open position to 3210
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 1365.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 1530
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 1480, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 1170
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 1578.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 1140
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 2339.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 135
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 2469.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 105
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 2301.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 60
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 2522.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 45
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 4727.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 4727.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 4727.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 4727.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun BANKNIFTY was trading at 49705.75. The strike last trading price was 4727.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun BANKNIFTY was trading at 49803.20. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0