BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
21 Nov 2024 02:13 PM IST
| BANKNIFTY 27NOV2024 54000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 1.93
Theta: -3.78
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 50412.35 | 5.7 | -1.80 | 22.72 | 3,18,472 | 3,380 | 1,60,605 | |||
| 19 Nov | 50626.50 | 7.5 | -1.10 | 20.08 | 3,68,421 | 19,625 | 1,57,581 | |||
| 18 Nov | 50363.80 | 8.6 | -6.75 | 19.71 | 2,58,208 | 510 | 1,38,299 | |||
| 14 Nov | 50179.55 | 15.35 | -10.30 | 18.32 | 3,64,490 | 72,711 | 1,38,209 | |||
| 13 Nov | 50088.35 | 25.65 | -3.70 | 18.83 | 2,03,953 | 12,666 | 65,650 | |||
| 12 Nov | 51157.80 | 29.35 | -28.65 | 14.78 | 1,19,021 | 3,665 | 52,901 | |||
| 11 Nov | 51876.75 | 58 | -4.15 | 12.99 | 91,818 | 3,407 | 49,827 | |||
| 8 Nov | 51561.20 | 62.15 | -50.90 | 13.33 | 98,653 | -1,954 | 46,309 | |||
| 7 Nov | 51916.50 | 113.05 | -109.35 | 13.34 | 76,995 | 28 | 48,400 | |||
| 6 Nov | 52317.40 | 222.4 | 32.35 | 13.52 | 77,922 | 6,152 | 48,067 | |||
| 5 Nov | 52207.25 | 190.05 | 78.05 | 13.87 | 65,374 | 1,811 | 41,893 | |||
| 4 Nov | 51215.25 | 112 | -59.80 | 15.32 | 52,075 | -4,661 | 40,032 | |||
| 1 Nov | 51673.90 | 171.8 | -14.70 | 14.17 | 6,373 | 1,014 | 44,545 | |||
| 31 Oct | 51475.35 | 186.5 | -56.05 | - | 42,164 | 1,835 | 43,589 | |||
| 30 Oct | 51807.50 | 242.55 | -78.05 | - | 56,404 | 8,127 | 41,596 | |||
| 29 Oct | 52320.70 | 320.6 | 177.60 | - | 55,069 | 10,460 | 33,570 | |||
| 28 Oct | 51259.30 | 143 | 26.00 | - | 34,931 | 2,394 | 23,090 | |||
| 25 Oct | 50787.45 | 117 | -95.50 | - | 40,988 | 918 | 20,696 | |||
| 24 Oct | 51531.15 | 212.5 | 24.50 | - | 20,103 | 4,159 | 19,777 | |||
| 23 Oct | 51239.00 | 188 | -22.00 | - | 18,370 | 2,721 | 15,642 | |||
| 22 Oct | 51257.15 | 210 | -95.00 | - | 17,905 | 1,560 | 12,915 | |||
| 21 Oct | 51962.70 | 305 | -104.00 | - | 24,280 | 2,462 | 11,325 | |||
| 18 Oct | 52094.20 | 409 | 157.00 | - | 15,927 | 1,134 | 8,973 | |||
| 17 Oct | 51288.80 | 252 | -109.35 | - | 8,550 | 193 | 7,844 | |||
| 16 Oct | 51801.05 | 361.35 | -29.95 | - | 2,937 | -81 | 7,664 | |||
| 15 Oct | 51906.00 | 391.3 | 1.20 | - | 3,870 | -12 | 7,762 | |||
| 14 Oct | 51816.90 | 390.1 | 125.10 | - | 5,761 | 642 | 7,769 | |||
| 11 Oct | 51172.30 | 265 | -125.00 | - | 8,187 | -1,342 | 7,303 | |||
| 10 Oct | 51530.90 | 390 | 35.65 | - | 4,565 | 137 | 8,798 | |||
| 9 Oct | 51007.00 | 354.35 | -9.95 | - | 5,474 | 720 | 8,747 | |||
| 8 Oct | 51021.00 | 364.3 | 29.30 | - | 3,966 | 247 | 8,061 | |||
| 7 Oct | 50478.90 | 335 | -124.30 | - | 11,556 | 2,849 | 7,822 | |||
| 4 Oct | 51462.05 | 459.3 | -110.70 | - | 9,076 | 128 | 4,870 | |||
| 3 Oct | 51845.20 | 570 | -400.00 | - | 7,243 | 738 | 4,578 | |||
| 1 Oct | 52922.60 | 970 | -61.35 | - | 2,325 | -247 | 3,823 | |||
| 30 Sept | 52978.10 | 1031.35 | -415.65 | - | 7,773 | -301 | 4,064 | |||
| 27 Sept | 53834.30 | 1447 | -161.80 | - | 3,546 | 239 | 4,368 | |||
| 26 Sept | 54375.35 | 1608.8 | 89.30 | - | 1,918 | 37 | 4,170 | |||
| 25 Sept | 54101.65 | 1519.5 | -35.55 | - | 2,698 | 842 | 4,144 | |||
| 24 Sept | 53968.60 | 1555.05 | -9.95 | - | 1,387 | 516 | 3,313 | |||
| 23 Sept | 54105.80 | 1565 | 274.75 | - | 4,665 | 274 | 2,872 | |||
| 20 Sept | 53793.20 | 1290.25 | 196.30 | - | 3,808 | 1,897 | 2,600 | |||
| 19 Sept | 53037.60 | 1093.95 | 207.15 | - | 807 | 492 | 699 | |||
| 18 Sept | 52750.40 | 886.8 | -488.10 | - | 239 | 207 | 207 | |||
| 17 Sept | 52188.65 | 1374.9 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 52153.15 | 1374.9 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 51938.05 | 1374.9 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 51772.40 | 1374.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 51010.00 | 1374.9 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 51272.30 | 1374.9 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 51117.80 | 1374.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 50576.85 | 1374.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 51473.05 | 1374.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 4 Sept | 51400.25 | 1374.9 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 51689.10 | 1374.9 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 51439.55 | 1374.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Aug | 51351.00 | 1374.9 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Aug | 51165.25 | 1374.90 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 54000 expiring on 27NOV2024
Delta for 54000 CE is 0.01
Historical price for 54000 CE is as follows
On 21 Nov BANKNIFTY was trading at 50412.35. The strike last trading price was 5.7, which was -1.80 lower than the previous day. The implied volatity was 22.72, the open interest changed by 3380 which increased total open position to 160605
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 7.5, which was -1.10 lower than the previous day. The implied volatity was 20.08, the open interest changed by 19625 which increased total open position to 157581
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 8.6, which was -6.75 lower than the previous day. The implied volatity was 19.71, the open interest changed by 510 which increased total open position to 138299
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 15.35, which was -10.30 lower than the previous day. The implied volatity was 18.32, the open interest changed by 72711 which increased total open position to 138209
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 25.65, which was -3.70 lower than the previous day. The implied volatity was 18.83, the open interest changed by 12666 which increased total open position to 65650
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 29.35, which was -28.65 lower than the previous day. The implied volatity was 14.78, the open interest changed by 3665 which increased total open position to 52901
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 58, which was -4.15 lower than the previous day. The implied volatity was 12.99, the open interest changed by 3407 which increased total open position to 49827
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 62.15, which was -50.90 lower than the previous day. The implied volatity was 13.33, the open interest changed by -1954 which decreased total open position to 46309
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 113.05, which was -109.35 lower than the previous day. The implied volatity was 13.34, the open interest changed by 28 which increased total open position to 48400
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 222.4, which was 32.35 higher than the previous day. The implied volatity was 13.52, the open interest changed by 6152 which increased total open position to 48067
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 190.05, which was 78.05 higher than the previous day. The implied volatity was 13.87, the open interest changed by 1811 which increased total open position to 41893
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 112, which was -59.80 lower than the previous day. The implied volatity was 15.32, the open interest changed by -4661 which decreased total open position to 40032
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 171.8, which was -14.70 lower than the previous day. The implied volatity was 14.17, the open interest changed by 1014 which increased total open position to 44545
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 186.5, which was -56.05 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 242.55, which was -78.05 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 320.6, which was 177.60 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 143, which was 26.00 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 117, which was -95.50 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 212.5, which was 24.50 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 188, which was -22.00 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 210, which was -95.00 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 305, which was -104.00 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 409, which was 157.00 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 252, which was -109.35 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 361.35, which was -29.95 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 391.3, which was 1.20 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 390.1, which was 125.10 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 265, which was -125.00 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 390, which was 35.65 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 354.35, which was -9.95 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 364.3, which was 29.30 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 335, which was -124.30 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 459.3, which was -110.70 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 570, which was -400.00 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 970, which was -61.35 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 1031.35, which was -415.65 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 1447, which was -161.80 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 1608.8, which was 89.30 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 54101.65. The strike last trading price was 1519.5, which was -35.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept BANKNIFTY was trading at 53968.60. The strike last trading price was 1555.05, which was -9.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept BANKNIFTY was trading at 54105.80. The strike last trading price was 1565, which was 274.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept BANKNIFTY was trading at 53793.20. The strike last trading price was 1290.25, which was 196.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept BANKNIFTY was trading at 53037.60. The strike last trading price was 1093.95, which was 207.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept BANKNIFTY was trading at 52750.40. The strike last trading price was 886.8, which was -488.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept BANKNIFTY was trading at 52188.65. The strike last trading price was 1374.9, 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 16 Sept BANKNIFTY was trading at 52153.15. The strike last trading price was 1374.9, 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 13 Sept BANKNIFTY was trading at 51938.05. The strike last trading price was 1374.9, 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 12 Sept BANKNIFTY was trading at 51772.40. The strike last trading price was 1374.9, 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 11 Sept BANKNIFTY was trading at 51010.00. The strike last trading price was 1374.9, 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 10 Sept BANKNIFTY was trading at 51272.30. The strike last trading price was 1374.9, 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 9 Sept BANKNIFTY was trading at 51117.80. The strike last trading price was 1374.9, 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 6 Sept BANKNIFTY was trading at 50576.85. The strike last trading price was 1374.9, 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 5 Sept BANKNIFTY was trading at 51473.05. The strike last trading price was 1374.9, 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 4 Sept BANKNIFTY was trading at 51400.25. The strike last trading price was 1374.9, 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 3 Sept BANKNIFTY was trading at 51689.10. The strike last trading price was 1374.9, 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 2 Sept BANKNIFTY was trading at 51439.55. The strike last trading price was 1374.9, 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 30 Aug BANKNIFTY was trading at 51351.00. The strike last trading price was 1374.9, 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 29 Aug BANKNIFTY was trading at 51165.25. The strike last trading price was 1374.90, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 27NOV2024 54000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.95
Vega: 6.47
Theta: -2.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 50412.35 | 3533.95 | 53.60 | 30.88 | 440 | -122 | 9,236 |
| 19 Nov | 50626.50 | 3480.35 | -104.65 | 29.28 | 934 | 121 | 9,357 |
| 18 Nov | 50363.80 | 3585 | -78.85 | 30.18 | 794 | -228 | 9,236 |
| 14 Nov | 50179.55 | 3663.85 | 173.85 | 24.54 | 1,095 | -670 | 9,464 |
| 13 Nov | 50088.35 | 3490 | 830.10 | - | 3,952 | 1,426 | 10,129 |
| 12 Nov | 51157.80 | 2659.9 | 695.00 | 9.91 | 1,329 | -187 | 8,820 |
| 11 Nov | 51876.75 | 1964.9 | -321.65 | 9.57 | 1,242 | 146 | 9,006 |
| 8 Nov | 51561.20 | 2286.55 | 367.55 | 14.67 | 1,018 | -179 | 8,859 |
| 7 Nov | 51916.50 | 1919 | 420.80 | 13.07 | 1,391 | -50 | 9,033 |
| 6 Nov | 52317.40 | 1498.2 | -326.80 | 12.77 | 2,636 | 466 | 9,075 |
| 5 Nov | 52207.25 | 1825 | -697.00 | 15.57 | 2,048 | -56 | 8,615 |
| 4 Nov | 51215.25 | 2522 | 321.00 | 14.51 | 750 | 51 | 8,670 |
| 1 Nov | 51673.90 | 2201 | 54.55 | 16.42 | 150 | 44 | 8,618 |
| 31 Oct | 51475.35 | 2146.45 | 230.50 | - | 2,217 | 476 | 8,553 |
| 30 Oct | 51807.50 | 1915.95 | 246.05 | - | 12,825 | 1,171 | 8,081 |
| 29 Oct | 52320.70 | 1669.9 | -720.05 | - | 5,283 | 1,551 | 6,904 |
| 28 Oct | 51259.30 | 2389.95 | -452.45 | - | 2,190 | 1,035 | 5,356 |
| 25 Oct | 50787.45 | 2842.4 | 652.40 | - | 1,393 | 102 | 4,321 |
| 24 Oct | 51531.15 | 2190 | -295.60 | - | 1,218 | 411 | 4,200 |
| 23 Oct | 51239.00 | 2485.6 | 55.95 | - | 1,782 | 424 | 3,789 |
| 22 Oct | 51257.15 | 2429.65 | 447.20 | - | 1,311 | 8 | 3,368 |
| 21 Oct | 51962.70 | 1982.45 | 215.90 | - | 1,396 | 87 | 3,361 |
| 18 Oct | 52094.20 | 1766.55 | -632.45 | - | 1,303 | 170 | 3,276 |
| 17 Oct | 51288.80 | 2399 | 425.30 | - | 545 | 219 | 3,106 |
| 16 Oct | 51801.05 | 1973.7 | 53.70 | - | 268 | 46 | 2,883 |
| 15 Oct | 51906.00 | 1920 | -78.00 | - | 309 | -71 | 2,843 |
| 14 Oct | 51816.90 | 1998 | -521.60 | - | 485 | 15 | 2,894 |
| 11 Oct | 51172.30 | 2519.6 | 269.10 | - | 610 | -156 | 3,028 |
| 10 Oct | 51530.90 | 2250.5 | -344.05 | - | 346 | 91 | 3,298 |
| 9 Oct | 51007.00 | 2594.55 | -10.40 | - | 477 | -26 | 3,211 |
| 8 Oct | 51021.00 | 2604.95 | -295.05 | - | 535 | 5 | 3,238 |
| 7 Oct | 50478.90 | 2900 | 714.60 | - | 2,610 | -884 | 3,236 |
| 4 Oct | 51462.05 | 2185.4 | 318.40 | - | 1,483 | 243 | 4,121 |
| 3 Oct | 51845.20 | 1867 | 592.00 | - | 4,078 | -591 | 3,913 |
| 1 Oct | 52922.60 | 1275 | -50.80 | - | 1,923 | -102 | 4,514 |
| 30 Sept | 52978.10 | 1325.8 | 341.80 | - | 7,182 | -1,329 | 4,634 |
| 27 Sept | 53834.30 | 984 | 67.30 | - | 4,846 | 1,056 | 5,964 |
| 26 Sept | 54375.35 | 916.7 | -126.15 | - | 3,785 | 797 | 5,014 |
| 25 Sept | 54101.65 | 1042.85 | -18.15 | - | 2,443 | 957 | 4,224 |
| 24 Sept | 53968.60 | 1061 | -29.40 | - | 1,844 | 117 | 3,284 |
| 23 Sept | 54105.80 | 1090.4 | -134.60 | - | 5,875 | 1,491 | 3,169 |
| 20 Sept | 53793.20 | 1225 | -165.45 | - | 2,945 | 1,513 | 1,678 |
| 19 Sept | 53037.60 | 1390.45 | -249.55 | - | 276 | 98 | 165 |
| 18 Sept | 52750.40 | 1640 | -281.50 | - | 61 | 22 | 66 |
| 17 Sept | 52188.65 | 1921.5 | 21.50 | - | 61 | 39 | 44 |
| 16 Sept | 52153.15 | 1900 | -1361.10 | - | 5 | 3 | 3 |
| 13 Sept | 51938.05 | 3261.1 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 51772.40 | 3261.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 51010.00 | 3261.1 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 51272.30 | 3261.1 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 51117.80 | 3261.1 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 50576.85 | 3261.1 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 51473.05 | 3261.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 51400.25 | 3261.1 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 51689.10 | 3261.1 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 51439.55 | 3261.1 | 0.00 | - | 0 | 0 | 0 |
| 30 Aug | 51351.00 | 3261.1 | 0.00 | - | 0 | 0 | 0 |
| 29 Aug | 51165.25 | 3261.10 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 54000 expiring on 27NOV2024
Delta for 54000 PE is -0.95
Historical price for 54000 PE is as follows
On 21 Nov BANKNIFTY was trading at 50412.35. The strike last trading price was 3533.95, which was 53.60 higher than the previous day. The implied volatity was 30.88, the open interest changed by -122 which decreased total open position to 9236
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 3480.35, which was -104.65 lower than the previous day. The implied volatity was 29.28, the open interest changed by 121 which increased total open position to 9357
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 3585, which was -78.85 lower than the previous day. The implied volatity was 30.18, the open interest changed by -228 which decreased total open position to 9236
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 3663.85, which was 173.85 higher than the previous day. The implied volatity was 24.54, the open interest changed by -670 which decreased total open position to 9464
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 3490, which was 830.10 higher than the previous day. The implied volatity was -, the open interest changed by 1426 which increased total open position to 10129
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2659.9, which was 695.00 higher than the previous day. The implied volatity was 9.91, the open interest changed by -187 which decreased total open position to 8820
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1964.9, which was -321.65 lower than the previous day. The implied volatity was 9.57, the open interest changed by 146 which increased total open position to 9006
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 2286.55, which was 367.55 higher than the previous day. The implied volatity was 14.67, the open interest changed by -179 which decreased total open position to 8859
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1919, which was 420.80 higher than the previous day. The implied volatity was 13.07, the open interest changed by -50 which decreased total open position to 9033
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1498.2, which was -326.80 lower than the previous day. The implied volatity was 12.77, the open interest changed by 466 which increased total open position to 9075
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1825, which was -697.00 lower than the previous day. The implied volatity was 15.57, the open interest changed by -56 which decreased total open position to 8615
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 2522, which was 321.00 higher than the previous day. The implied volatity was 14.51, the open interest changed by 51 which increased total open position to 8670
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 2201, which was 54.55 higher than the previous day. The implied volatity was 16.42, the open interest changed by 44 which increased total open position to 8618
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 2146.45, which was 230.50 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 1915.95, which was 246.05 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 1669.9, which was -720.05 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 2389.95, which was -452.45 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 2842.4, which was 652.40 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 2190, which was -295.60 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 2485.6, which was 55.95 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 2429.65, which was 447.20 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 1982.45, which was 215.90 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 1766.55, which was -632.45 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 2399, which was 425.30 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 1973.7, which was 53.70 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 1920, which was -78.00 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 1998, which was -521.60 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 2519.6, which was 269.10 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 2250.5, which was -344.05 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 2594.55, which was -10.40 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 2604.95, which was -295.05 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 2900, which was 714.60 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 2185.4, which was 318.40 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 1867, which was 592.00 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 1275, which was -50.80 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 1325.8, which was 341.80 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 984, which was 67.30 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 916.7, which was -126.15 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 54101.65. The strike last trading price was 1042.85, which was -18.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept BANKNIFTY was trading at 53968.60. The strike last trading price was 1061, which was -29.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept BANKNIFTY was trading at 54105.80. The strike last trading price was 1090.4, which was -134.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept BANKNIFTY was trading at 53793.20. The strike last trading price was 1225, which was -165.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept BANKNIFTY was trading at 53037.60. The strike last trading price was 1390.45, which was -249.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept BANKNIFTY was trading at 52750.40. The strike last trading price was 1640, which was -281.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept BANKNIFTY was trading at 52188.65. The strike last trading price was 1921.5, which was 21.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept BANKNIFTY was trading at 52153.15. The strike last trading price was 1900, which was -1361.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 13 Sept BANKNIFTY was trading at 51938.05. The strike last trading price was 3261.1, 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 12 Sept BANKNIFTY was trading at 51772.40. The strike last trading price was 3261.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept BANKNIFTY was trading at 51010.00. The strike last trading price was 3261.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept BANKNIFTY was trading at 51272.30. The strike last trading price was 3261.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept BANKNIFTY was trading at 51117.80. The strike last trading price was 3261.1, 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 6 Sept BANKNIFTY was trading at 50576.85. The strike last trading price was 3261.1, 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 5 Sept BANKNIFTY was trading at 51473.05. The strike last trading price was 3261.1, 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 Sept BANKNIFTY was trading at 51400.25. The strike last trading price was 3261.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept BANKNIFTY was trading at 51689.10. The strike last trading price was 3261.1, 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 2 Sept BANKNIFTY was trading at 51439.55. The strike last trading price was 3261.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Aug BANKNIFTY was trading at 51351.00. The strike last trading price was 3261.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Aug BANKNIFTY was trading at 51165.25. The strike last trading price was 3261.10, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
