BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 54100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 2.27
Theta: -7.95
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 8.9 | -20.55 | 27.12 | 1,05,140.5 | -7,058 | 14,320.5 | |||
| 19 Dec | 51575.70 | 29.45 | -71.30 | 23.56 | 85,161.5 | 2,072 | 21,378.5 | |||
| 18 Dec | 52139.55 | 100.75 | -54.25 | 23.29 | 80,540 | -198.5 | 19,306.5 | |||
| 17 Dec | 52834.80 | 155 | -156.30 | 19.17 | 97,031 | 5,926 | 19,505 | |||
| 16 Dec | 53581.35 | 311.3 | -1.70 | 16.41 | 1,22,538.5 | 2,182.5 | 13,579 | |||
| 13 Dec | 53583.80 | 313 | 32.85 | 12.13 | 1,04,775.5 | -2,371.5 | 11,396.5 | |||
| 12 Dec | 53216.45 | 280.15 | -72.85 | 14.48 | 49,744 | 889 | 13,768 | |||
| 11 Dec | 53391.35 | 353 | -106.90 | 14.22 | 82,292 | 2,422.5 | 12,879 | |||
| 10 Dec | 53577.70 | 459.9 | 23.00 | 14.05 | 64,999.5 | 388.5 | 10,456.5 | |||
| 9 Dec | 53407.75 | 436.9 | -81.30 | 14.75 | 68,918 | 1,400.5 | 10,068 | |||
| 6 Dec | 53509.50 | 518.2 | -51.80 | 14.20 | 72,761.5 | 1,532.5 | 8,667.5 | |||
| 5 Dec | 53603.55 | 570 | 129.90 | 13.72 | 63,442.5 | 1,152.5 | 7,135 | |||
| 4 Dec | 53266.90 | 440.1 | 167.10 | 13.76 | 84,063.5 | 1,482.5 | 5,982.5 | |||
| 3 Dec | 52695.75 | 273 | 85.95 | 13.64 | 40,716.5 | -56.5 | 4,500 | |||
| 2 Dec | 52109.00 | 187.05 | 2.05 | 14.22 | 41,778.5 | 392 | 4,556.5 | |||
| 29 Nov | 52055.60 | 185 | -17.40 | 13.56 | 31,499 | -759 | 4,164.5 | |||
| 28 Nov | 51906.85 | 202.4 | -10.95 | 13.89 | 45,877 | 3,169 | 4,923.5 | |||
| 27 Nov | 52301.80 | 213.35 | -11.55 | 12.24 | 6,896.5 | 880.5 | 1,754.5 | |||
| 26 Nov | 52191.50 | 224.9 | -20.05 | 12.82 | 2,457 | 359.5 | 874 | |||
| 25 Nov | 52207.50 | 244.95 | 141.75 | 12.88 | 1,328.5 | 447 | 514.5 | |||
| 22 Nov | 51135.40 | 103.2 | -61.80 | 13.11 | 102.5 | 67.5 | 67.5 | |||
| 21 Nov | 50372.90 | 165 | 0.00 | 0.00 | 0 | 1.5 | 0 | |||
| 19 Nov | 50626.50 | 165 | 0.00 | 0.00 | 0 | 1.5 | 0 | |||
| 18 Nov | 50363.80 | 165 | 0.00 | 0.00 | 0 | 1.5 | 0 | |||
| 14 Nov | 50179.55 | 165 | -261.90 | 16.28 | 1.5 | 1.5 | 1.5 | |||
| 13 Nov | 50088.35 | 426.9 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 12 Nov | 51157.80 | 426.9 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 11 Nov | 51876.75 | 426.9 | 0.00 | 0.00 | 0 | 1 | 1 | |||
| 8 Nov | 51561.20 | 426.9 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 7 Nov | 51916.50 | 426.9 | -2276.60 | 13.39 | 1 | 0.5 | 0.5 | |||
| 6 Nov | 52317.40 | 2703.5 | 0.00 | 1.25 | 0 | 0 | 0 | |||
| 5 Nov | 52207.25 | 2703.5 | 0.00 | 1.50 | 0 | 0 | 0 | |||
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| 4 Nov | 51215.25 | 2703.5 | 0.00 | 2.41 | 0 | 0 | 0 | |||
| 1 Nov | 51673.90 | 2703.5 | 0.00 | 1.86 | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 2703.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 51807.50 | 2703.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 52320.70 | 2703.5 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 51259.30 | 2703.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 2703.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 2703.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 2703.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 2703.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 2703.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 2703.5 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 2703.5 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 2703.5 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 2703.5 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 2703.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 2703.5 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 2703.5 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 2703.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 2703.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 2703.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 2703.5 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 2703.5 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 2703.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 2703.5 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 2703.5 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 2703.5 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 54100 expiring on 24DEC2024
Delta for 54100 CE is 0.02
Historical price for 54100 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 8.9, which was -20.55 lower than the previous day. The implied volatity was 27.12, the open interest changed by -14116 which decreased total open position to 28641
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 29.45, which was -71.30 lower than the previous day. The implied volatity was 23.56, the open interest changed by 4144 which increased total open position to 42757
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 100.75, which was -54.25 lower than the previous day. The implied volatity was 23.29, the open interest changed by -397 which decreased total open position to 38613
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 155, which was -156.30 lower than the previous day. The implied volatity was 19.17, the open interest changed by 11852 which increased total open position to 39010
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 311.3, which was -1.70 lower than the previous day. The implied volatity was 16.41, the open interest changed by 4365 which increased total open position to 27158
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 313, which was 32.85 higher than the previous day. The implied volatity was 12.13, the open interest changed by -4743 which decreased total open position to 22793
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 280.15, which was -72.85 lower than the previous day. The implied volatity was 14.48, the open interest changed by 1778 which increased total open position to 27536
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 353, which was -106.90 lower than the previous day. The implied volatity was 14.22, the open interest changed by 4845 which increased total open position to 25758
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 459.9, which was 23.00 higher than the previous day. The implied volatity was 14.05, the open interest changed by 777 which increased total open position to 20913
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 436.9, which was -81.30 lower than the previous day. The implied volatity was 14.75, the open interest changed by 2801 which increased total open position to 20136
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 518.2, which was -51.80 lower than the previous day. The implied volatity was 14.20, the open interest changed by 3065 which increased total open position to 17335
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 570, which was 129.90 higher than the previous day. The implied volatity was 13.72, the open interest changed by 2305 which increased total open position to 14270
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 440.1, which was 167.10 higher than the previous day. The implied volatity was 13.76, the open interest changed by 2965 which increased total open position to 11965
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 273, which was 85.95 higher than the previous day. The implied volatity was 13.64, the open interest changed by -113 which decreased total open position to 9000
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 187.05, which was 2.05 higher than the previous day. The implied volatity was 14.22, the open interest changed by 784 which increased total open position to 9113
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 185, which was -17.40 lower than the previous day. The implied volatity was 13.56, the open interest changed by -1518 which decreased total open position to 8329
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 202.4, which was -10.95 lower than the previous day. The implied volatity was 13.89, the open interest changed by 6338 which increased total open position to 9847
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 213.35, which was -11.55 lower than the previous day. The implied volatity was 12.24, the open interest changed by 1761 which increased total open position to 3509
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 224.9, which was -20.05 lower than the previous day. The implied volatity was 12.82, the open interest changed by 719 which increased total open position to 1748
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 244.95, which was 141.75 higher than the previous day. The implied volatity was 12.88, the open interest changed by 894 which increased total open position to 1029
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 103.2, which was -61.80 lower than the previous day. The implied volatity was 13.11, the open interest changed by 135 which increased total open position to 135
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 165, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 165, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 165, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 165, which was -261.90 lower than the previous day. The implied volatity was 16.28, the open interest changed by 3 which increased total open position to 3
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 426.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 426.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 426.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 2
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 426.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 426.9, which was -2276.60 lower than the previous day. The implied volatity was 13.39, the open interest changed by 1 which increased total open position to 1
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 2703.5, which was 0.00 lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 2703.5, which was 0.00 lower than the previous day. The implied volatity was 1.50, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 2703.5, which was 0.00 lower than the previous day. The implied volatity was 2.41, 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 2703.5, which was 0.00 lower than the previous day. The implied volatity was 1.86, 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 2703.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 2703.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 2703.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 2703.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 2703.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 2703.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 2703.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 2703.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 2703.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 2703.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 2703.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 2703.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 2703.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 2703.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 2703.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 2703.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 2703.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 2703.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 2703.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 2703.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 2703.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 2703.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 2703.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 2703.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 2703.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 24DEC2024 54100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 9.67
Theta: -41.33
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 3294.35 | 915.85 | 45.26 | 102 | -9.5 | 953 |
| 19 Dec | 51575.70 | 2378.5 | 494.25 | - | 104 | -44 | 962.5 |
| 18 Dec | 52139.55 | 1884.25 | 562.90 | 21.66 | 1,612.5 | -936.5 | 1,006.5 |
| 17 Dec | 52834.80 | 1321.35 | 561.80 | 16.99 | 8,936.5 | 246.5 | 1,943 |
| 16 Dec | 53581.35 | 759.55 | 11.55 | 14.92 | 17,782.5 | 296.5 | 1,696.5 |
| 13 Dec | 53583.80 | 748 | -224.75 | 15.54 | 6,188.5 | -243.5 | 1,400 |
| 12 Dec | 53216.45 | 972.75 | 49.90 | 14.34 | 7,575 | 36.5 | 1,643.5 |
| 11 Dec | 53391.35 | 922.85 | 42.10 | 15.65 | 10,746.5 | -130.5 | 1,607 |
| 10 Dec | 53577.70 | 880.75 | -139.25 | 17.42 | 7,237.5 | 26 | 1,737.5 |
| 9 Dec | 53407.75 | 1020 | 79.20 | 17.74 | 11,432 | -248.5 | 1,711.5 |
| 6 Dec | 53509.50 | 940.8 | -27.15 | 15.95 | 15,820.5 | 425.5 | 1,960 |
| 5 Dec | 53603.55 | 967.95 | -167.40 | 17.54 | 5,837.5 | 237 | 1,534.5 |
| 4 Dec | 53266.90 | 1135.35 | -374.45 | 16.40 | 3,748.5 | 421 | 1,297.5 |
| 3 Dec | 52695.75 | 1509.8 | -392.55 | 16.22 | 1,827.5 | 649.5 | 876.5 |
| 2 Dec | 52109.00 | 1902.35 | -27.65 | 15.88 | 9.5 | -0.5 | 227 |
| 29 Nov | 52055.60 | 1930 | -11.35 | 14.57 | 7.5 | 5.5 | 227.5 |
| 28 Nov | 51906.85 | 1941.35 | 335.05 | 14.06 | 560 | 154 | 222 |
| 27 Nov | 52301.80 | 1606.3 | -233.70 | 12.05 | 26.5 | 16 | 68 |
| 26 Nov | 52191.50 | 1840 | -59.60 | 15.18 | 5.5 | 3.5 | 52 |
| 25 Nov | 52207.50 | 1899.6 | -783.65 | 16.86 | 9.5 | 5.5 | 48.5 |
| 22 Nov | 51135.40 | 2683.25 | -168.75 | 14.72 | 30 | 43 | 43 |
| 21 Nov | 50372.90 | 2852 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 50626.50 | 2852 | -548.00 | - | 0.5 | 0 | 13.5 |
| 18 Nov | 50363.80 | 3400 | -37.45 | 17.33 | 4 | 0 | 13.5 |
| 14 Nov | 50179.55 | 3437.45 | 677.20 | 15.67 | 7 | 1.5 | 13.5 |
| 13 Nov | 50088.35 | 2760.25 | 160.70 | - | 3 | 1.5 | 12 |
| 12 Nov | 51157.80 | 2599.55 | 536.90 | 14.26 | 3.5 | 0 | 10.5 |
| 11 Nov | 51876.75 | 2062.65 | 230.55 | 14.31 | 4 | 10.5 | 10.5 |
| 8 Nov | 51561.20 | 1832.1 | 0.00 | 0.00 | 0 | 4.5 | 0 |
| 7 Nov | 51916.50 | 1832.1 | 7.30 | 11.57 | 7 | 4.5 | 7.5 |
| 6 Nov | 52317.40 | 1824.8 | -437.70 | 16.44 | 5 | 3 | 3 |
| 5 Nov | 52207.25 | 2262.5 | 0.00 | 0.00 | 0 | 2 | 0 |
| 4 Nov | 51215.25 | 2262.5 | 0.00 | 0.00 | 0 | 2 | 0 |
| 1 Nov | 51673.90 | 2262.5 | 0.00 | 0.00 | 0 | 2 | 0 |
| 31 Oct | 51475.35 | 2262.5 | 0.00 | - | 0 | 2 | 0 |
| 30 Oct | 51807.50 | 2262.5 | 0.00 | - | 0 | 2 | 0 |
| 29 Oct | 52320.70 | 2262.5 | 0.00 | - | 0 | 2 | 0 |
| 28 Oct | 51259.30 | 2262.5 | -256.15 | - | 1 | 2 | 2 |
| 25 Oct | 50787.45 | 2518.65 | 0.00 | - | 0 | 2 | 0 |
| 24 Oct | 51531.15 | 2518.65 | 0.00 | - | 0 | 2 | 0 |
| 23 Oct | 51239.00 | 2518.65 | 0.00 | - | 0 | 2 | 0 |
| 22 Oct | 51257.15 | 2518.65 | 0.00 | - | 0 | 2 | 0 |
| 21 Oct | 51962.70 | 2518.65 | 0.00 | - | 0 | 2 | 0 |
| 18 Oct | 52094.20 | 2518.65 | 0.00 | - | 0 | 2 | 0 |
| 17 Oct | 51288.80 | 2518.65 | 0.00 | - | 0 | 2 | 0 |
| 16 Oct | 51801.05 | 2518.65 | 0.00 | - | 0 | 2 | 0 |
| 15 Oct | 51906.00 | 2518.65 | 0.00 | - | 0 | 2 | 0 |
| 14 Oct | 51816.90 | 2518.65 | 0.00 | - | 0 | 2 | 0 |
| 11 Oct | 51172.30 | 2518.65 | 0.00 | - | 0 | 2 | 0 |
| 10 Oct | 51530.90 | 2518.65 | 0.00 | - | 0 | 2 | 0 |
| 9 Oct | 51007.00 | 2518.65 | 0.00 | - | 0 | 2 | 0 |
| 8 Oct | 51021.00 | 2518.65 | 647.65 | - | 1.5 | 2 | 2 |
| 7 Oct | 50478.90 | 1871 | 0.00 | - | 0 | 3 | 0 |
| 4 Oct | 51462.05 | 1871 | 0.00 | - | 0 | 3 | 0 |
| 3 Oct | 51845.20 | 1871 | 571.00 | - | 0.5 | 3 | 3 |
| 1 Oct | 52922.60 | 1300 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 1300 | 98.10 | - | 0.5 | 0 | 2.5 |
| 27 Sept | 53834.30 | 1201.9 | 0.00 | - | 0.5 | 0.5 | 2.5 |
| 26 Sept | 54375.35 | 1201.9 | - | 4.5 | 2 | 2 | |
For Nifty Bank - strike price 54100 expiring on 24DEC2024
Delta for 54100 PE is -0.90
Historical price for 54100 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 3294.35, which was 915.85 higher than the previous day. The implied volatity was 45.26, the open interest changed by -19 which decreased total open position to 1906
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2378.5, which was 494.25 higher than the previous day. The implied volatity was -, the open interest changed by -88 which decreased total open position to 1925
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1884.25, which was 562.90 higher than the previous day. The implied volatity was 21.66, the open interest changed by -1873 which decreased total open position to 2013
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1321.35, which was 561.80 higher than the previous day. The implied volatity was 16.99, the open interest changed by 493 which increased total open position to 3886
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 759.55, which was 11.55 higher than the previous day. The implied volatity was 14.92, the open interest changed by 593 which increased total open position to 3393
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 748, which was -224.75 lower than the previous day. The implied volatity was 15.54, the open interest changed by -487 which decreased total open position to 2800
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 972.75, which was 49.90 higher than the previous day. The implied volatity was 14.34, the open interest changed by 73 which increased total open position to 3287
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 922.85, which was 42.10 higher than the previous day. The implied volatity was 15.65, the open interest changed by -261 which decreased total open position to 3214
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 880.75, which was -139.25 lower than the previous day. The implied volatity was 17.42, the open interest changed by 52 which increased total open position to 3475
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1020, which was 79.20 higher than the previous day. The implied volatity was 17.74, the open interest changed by -497 which decreased total open position to 3423
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 940.8, which was -27.15 lower than the previous day. The implied volatity was 15.95, the open interest changed by 851 which increased total open position to 3920
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 967.95, which was -167.40 lower than the previous day. The implied volatity was 17.54, the open interest changed by 474 which increased total open position to 3069
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1135.35, which was -374.45 lower than the previous day. The implied volatity was 16.40, the open interest changed by 842 which increased total open position to 2595
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1509.8, which was -392.55 lower than the previous day. The implied volatity was 16.22, the open interest changed by 1299 which increased total open position to 1753
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1902.35, which was -27.65 lower than the previous day. The implied volatity was 15.88, the open interest changed by -1 which decreased total open position to 454
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1930, which was -11.35 lower than the previous day. The implied volatity was 14.57, the open interest changed by 11 which increased total open position to 455
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1941.35, which was 335.05 higher than the previous day. The implied volatity was 14.06, the open interest changed by 308 which increased total open position to 444
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1606.3, which was -233.70 lower than the previous day. The implied volatity was 12.05, the open interest changed by 32 which increased total open position to 136
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1840, which was -59.60 lower than the previous day. The implied volatity was 15.18, the open interest changed by 7 which increased total open position to 104
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1899.6, which was -783.65 lower than the previous day. The implied volatity was 16.86, the open interest changed by 11 which increased total open position to 97
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2683.25, which was -168.75 lower than the previous day. The implied volatity was 14.72, the open interest changed by 86 which increased total open position to 86
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 2852, 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 0
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 2852, which was -548.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 3400, which was -37.45 lower than the previous day. The implied volatity was 17.33, the open interest changed by 0 which decreased total open position to 27
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 3437.45, which was 677.20 higher than the previous day. The implied volatity was 15.67, the open interest changed by 3 which increased total open position to 27
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 2760.25, which was 160.70 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 24
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2599.55, which was 536.90 higher than the previous day. The implied volatity was 14.26, the open interest changed by 0 which decreased total open position to 21
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 2062.65, which was 230.55 higher than the previous day. The implied volatity was 14.31, the open interest changed by 21 which increased total open position to 21
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1832.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1832.1, which was 7.30 higher than the previous day. The implied volatity was 11.57, the open interest changed by 9 which increased total open position to 15
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1824.8, which was -437.70 lower than the previous day. The implied volatity was 16.44, the open interest changed by 6 which increased total open position to 6
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 2262.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 2262.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 2262.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 2262.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 2262.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 2262.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 2262.5, which was -256.15 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 2518.65, 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 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 2518.65, 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 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 2518.65, 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 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 2518.65, 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 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 2518.65, 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 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 2518.65, 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 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 2518.65, 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 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 2518.65, 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 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 2518.65, 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 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 2518.65, 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 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 2518.65, 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 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 2518.65, 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 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 2518.65, 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 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 2518.65, which was 647.65 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 1871, 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 1871, 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 1871, which was 571.00 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 1300, 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 1300, which was 98.10 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 1201.9, 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 1201.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
