BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 54200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 2.12
Theta: -7.52
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 8.25 | -19.45 | 27.52 | 1,11,237.5 | -4,815.5 | 16,021.5 | |||
| 19 Dec | 51575.70 | 27.7 | -66.30 | 24.02 | 99,950 | 840 | 20,837 | |||
| 18 Dec | 52139.55 | 94 | -44.30 | 23.67 | 85,488 | 303 | 19,997 | |||
| 17 Dec | 52834.80 | 138.3 | -137.75 | 19.26 | 1,07,607 | 4,151 | 19,694 | |||
| 16 Dec | 53581.35 | 276.05 | -5.95 | 16.34 | 1,23,966 | 2,348 | 15,543 | |||
| 13 Dec | 53583.80 | 282 | 29.65 | 12.30 | 1,07,829 | -679 | 13,195 | |||
| 12 Dec | 53216.45 | 252.35 | -64.65 | 14.53 | 51,699 | -391 | 13,874 | |||
| 11 Dec | 53391.35 | 317 | -104.00 | 14.17 | 84,352.5 | 1,394 | 14,265 | |||
| 10 Dec | 53577.70 | 421 | 20.00 | 14.09 | 1,00,805.5 | 472 | 12,871 | |||
| 9 Dec | 53407.75 | 401 | -76.05 | 14.77 | 86,422.5 | 2,873 | 12,399 | |||
| 6 Dec | 53509.50 | 477.05 | -51.90 | 14.17 | 94,755.5 | 1,788 | 9,526 | |||
| 5 Dec | 53603.55 | 528.95 | 119.65 | 13.79 | 90,769 | 1,116 | 7,738 | |||
| 4 Dec | 53266.90 | 409.3 | 161.55 | 13.85 | 99,242.5 | 2,450 | 6,622 | |||
| 3 Dec | 52695.75 | 247.75 | 76.05 | 13.62 | 44,118.5 | -566 | 4,172 | |||
| 2 Dec | 52109.00 | 171.7 | 3.70 | 14.27 | 34,410 | -458 | 4,738 | |||
| 29 Nov | 52055.60 | 168 | -18.95 | 13.55 | 42,292 | 587 | 5,196 | |||
| 28 Nov | 51906.85 | 186.95 | -7.25 | 13.95 | 54,930 | 3,061.5 | 4,609 | |||
| 27 Nov | 52301.80 | 194.2 | -10.85 | 12.26 | 5,660.5 | 808.5 | 1,547.5 | |||
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| 26 Nov | 52191.50 | 205.05 | -14.80 | 12.81 | 1,938.5 | 278 | 739 | |||
| 25 Nov | 52207.50 | 219.85 | 128.70 | 12.82 | 1,427 | 318 | 461 | |||
| 22 Nov | 51135.40 | 91.15 | 36.70 | 13.00 | 408 | 41.5 | 143 | |||
| 21 Nov | 50372.90 | 54.45 | -13.45 | 13.42 | 574.5 | 24 | 101.5 | |||
| 19 Nov | 50626.50 | 67.9 | 0.95 | 13.50 | 95 | -20.5 | 77.5 | |||
| 18 Nov | 50363.80 | 66.95 | -11.50 | 13.61 | 108 | 13.5 | 98 | |||
| 14 Nov | 50179.55 | 78.45 | -30.85 | 13.66 | 33.5 | 13 | 84.5 | |||
| 13 Nov | 50088.35 | 109.3 | -66.80 | 14.39 | 233.5 | -63.5 | 71.5 | |||
| 12 Nov | 51157.80 | 176.1 | -133.50 | 13.16 | 215.5 | 110.5 | 135 | |||
| 11 Nov | 51876.75 | 309.6 | 47.95 | 12.97 | 10.5 | 5 | 24.5 | |||
| 8 Nov | 51561.20 | 261.65 | -181.55 | 12.67 | 7 | 6.5 | 19.5 | |||
| 7 Nov | 51916.50 | 443.2 | 85.20 | 14.07 | 13.5 | 13 | 13 | |||
| 6 Nov | 52317.40 | 358 | 0.00 | 0.00 | 0 | 3.5 | 0 | |||
| 5 Nov | 52207.25 | 358 | 0.00 | 0.00 | 0 | 3.5 | 0 | |||
| 4 Nov | 51215.25 | 358 | -122.00 | 14.80 | 0.5 | 3.5 | 3.5 | |||
| 1 Nov | 51673.90 | 480 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 480 | -40.35 | - | 0.5 | 0 | 3 | |||
| 30 Oct | 51807.50 | 520.35 | -91.20 | - | 2 | 1 | 3 | |||
| 29 Oct | 52320.70 | 611.55 | -48.45 | - | 1 | 2 | 2 | |||
| 28 Oct | 51259.30 | 660 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 660 | 0.00 | - | 0 | 0 | 1.5 | |||
| 24 Oct | 51531.15 | 660 | 0.00 | - | 0 | 1.5 | 1.5 | |||
| 23 Oct | 51239.00 | 660 | 0.00 | - | 0 | 1 | 0 | |||
| 22 Oct | 51257.15 | 660 | 0.00 | - | 0 | 1 | 0 | |||
| 21 Oct | 51962.70 | 660 | 106.00 | - | 0.5 | 1 | 1 | |||
| 18 Oct | 52094.20 | 554 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 554 | -0.35 | - | 0.5 | 0 | 0.5 | |||
| 16 Oct | 51801.05 | 554.35 | 0.00 | - | 0 | 0 | 0.5 | |||
| 15 Oct | 51906.00 | 554.35 | 0.00 | - | 1.5 | 0 | 0.5 | |||
| 14 Oct | 51816.90 | 554.35 | 0.00 | - | 1.5 | -0.5 | 0.5 | |||
| 11 Oct | 51172.30 | 554.35 | -45.55 | - | 1.5 | 1 | 1 | |||
| 10 Oct | 51530.90 | 599.9 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 599.9 | -2049.95 | - | 4 | 0 | 0 | |||
| 8 Oct | 51021.00 | 2649.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 2649.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 2649.85 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 2649.85 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 2649.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 2649.85 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 2649.85 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 2649.85 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 54200 expiring on 24DEC2024
Delta for 54200 CE is 0.02
Historical price for 54200 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 8.25, which was -19.45 lower than the previous day. The implied volatity was 27.52, the open interest changed by -9631 which decreased total open position to 32043
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 27.7, which was -66.30 lower than the previous day. The implied volatity was 24.02, the open interest changed by 1680 which increased total open position to 41674
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 94, which was -44.30 lower than the previous day. The implied volatity was 23.67, the open interest changed by 606 which increased total open position to 39994
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 138.3, which was -137.75 lower than the previous day. The implied volatity was 19.26, the open interest changed by 8302 which increased total open position to 39388
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 276.05, which was -5.95 lower than the previous day. The implied volatity was 16.34, the open interest changed by 4696 which increased total open position to 31086
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 282, which was 29.65 higher than the previous day. The implied volatity was 12.30, the open interest changed by -1358 which decreased total open position to 26390
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 252.35, which was -64.65 lower than the previous day. The implied volatity was 14.53, the open interest changed by -782 which decreased total open position to 27748
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 317, which was -104.00 lower than the previous day. The implied volatity was 14.17, the open interest changed by 2788 which increased total open position to 28530
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 421, which was 20.00 higher than the previous day. The implied volatity was 14.09, the open interest changed by 944 which increased total open position to 25742
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 401, which was -76.05 lower than the previous day. The implied volatity was 14.77, the open interest changed by 5746 which increased total open position to 24798
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 477.05, which was -51.90 lower than the previous day. The implied volatity was 14.17, the open interest changed by 3576 which increased total open position to 19052
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 528.95, which was 119.65 higher than the previous day. The implied volatity was 13.79, the open interest changed by 2232 which increased total open position to 15476
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 409.3, which was 161.55 higher than the previous day. The implied volatity was 13.85, the open interest changed by 4900 which increased total open position to 13244
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 247.75, which was 76.05 higher than the previous day. The implied volatity was 13.62, the open interest changed by -1132 which decreased total open position to 8344
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 171.7, which was 3.70 higher than the previous day. The implied volatity was 14.27, the open interest changed by -916 which decreased total open position to 9476
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 168, which was -18.95 lower than the previous day. The implied volatity was 13.55, the open interest changed by 1174 which increased total open position to 10392
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 186.95, which was -7.25 lower than the previous day. The implied volatity was 13.95, the open interest changed by 6123 which increased total open position to 9218
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 194.2, which was -10.85 lower than the previous day. The implied volatity was 12.26, the open interest changed by 1617 which increased total open position to 3095
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 205.05, which was -14.80 lower than the previous day. The implied volatity was 12.81, the open interest changed by 556 which increased total open position to 1478
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 219.85, which was 128.70 higher than the previous day. The implied volatity was 12.82, the open interest changed by 636 which increased total open position to 922
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 91.15, which was 36.70 higher than the previous day. The implied volatity was 13.00, the open interest changed by 83 which increased total open position to 286
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 54.45, which was -13.45 lower than the previous day. The implied volatity was 13.42, the open interest changed by 48 which increased total open position to 203
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 67.9, which was 0.95 higher than the previous day. The implied volatity was 13.50, the open interest changed by -41 which decreased total open position to 155
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 66.95, which was -11.50 lower than the previous day. The implied volatity was 13.61, the open interest changed by 27 which increased total open position to 196
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 78.45, which was -30.85 lower than the previous day. The implied volatity was 13.66, the open interest changed by 26 which increased total open position to 169
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 109.3, which was -66.80 lower than the previous day. The implied volatity was 14.39, the open interest changed by -127 which decreased total open position to 143
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 176.1, which was -133.50 lower than the previous day. The implied volatity was 13.16, the open interest changed by 221 which increased total open position to 270
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 309.6, which was 47.95 higher than the previous day. The implied volatity was 12.97, the open interest changed by 10 which increased total open position to 49
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 261.65, which was -181.55 lower than the previous day. The implied volatity was 12.67, the open interest changed by 13 which increased total open position to 39
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 443.2, which was 85.20 higher than the previous day. The implied volatity was 14.07, the open interest changed by 26 which increased total open position to 26
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 358, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 358, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 358, which was -122.00 lower than the previous day. The implied volatity was 14.80, the open interest changed by 7 which increased total open position to 7
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 480, 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 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 480, which was -40.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 520.35, which was -91.20 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 611.55, which was -48.45 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 660, 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 660, 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 660, 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 660, 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 660, 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 660, which was 106.00 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 554, 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 554, which was -0.35 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 554.35, 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 554.35, 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 554.35, 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 554.35, which was -45.55 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 599.9, 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 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 599.9, which was -2049.95 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 2649.85, 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 2649.85, 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 2649.85, 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 2649.85, 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 2649.85, 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 2649.85, 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 2649.85, 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 2649.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 24DEC2024 54200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 9.62
Theta: -42.42
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 3396.15 | 921.55 | 46.45 | 262.5 | -145.5 | 1,569 |
| 19 Dec | 51575.70 | 2474.6 | 499.25 | - | 113.5 | -62 | 1,714.5 |
| 18 Dec | 52139.55 | 1975.35 | 587.10 | 21.78 | 441 | -173.5 | 1,776.5 |
| 17 Dec | 52834.80 | 1388.25 | 560.65 | 15.94 | 5,881.5 | 292 | 1,950 |
| 16 Dec | 53581.35 | 827.6 | 7.60 | 14.93 | 11,192 | 118.5 | 1,658 |
| 13 Dec | 53583.80 | 820 | -221.40 | 15.87 | 5,097 | -109 | 1,539.5 |
| 12 Dec | 53216.45 | 1041.4 | 52.30 | 14.28 | 5,581.5 | -180.5 | 1,648.5 |
| 11 Dec | 53391.35 | 989.1 | 59.00 | 15.70 | 7,001 | 80.5 | 1,829 |
| 10 Dec | 53577.70 | 930.1 | -157.95 | 17.22 | 5,943.5 | 144 | 1,748.5 |
| 9 Dec | 53407.75 | 1088.05 | 97.15 | 17.91 | 8,739 | 24.5 | 1,604.5 |
| 6 Dec | 53509.50 | 990.9 | -28.75 | 15.77 | 12,302 | 406.5 | 1,580 |
| 5 Dec | 53603.55 | 1019.65 | -180.15 | 17.44 | 5,653.5 | 558.5 | 1,173.5 |
| 4 Dec | 53266.90 | 1199.8 | -364.50 | 16.44 | 2,910.5 | 296 | 615 |
| 3 Dec | 52695.75 | 1564.3 | -397.50 | 15.81 | 185.5 | 17 | 319 |
| 2 Dec | 52109.00 | 1961.8 | -55.80 | 15.32 | 114 | -6.5 | 302 |
| 29 Nov | 52055.60 | 2017.6 | -4.40 | 14.76 | 50 | -5 | 308.5 |
| 28 Nov | 51906.85 | 2022 | 258.15 | 14.01 | 447 | 104 | 313.5 |
| 27 Nov | 52301.80 | 1763.85 | -155.35 | 13.93 | 60 | 209.5 | 209.5 |
| 26 Nov | 52191.50 | 1919.2 | 0.00 | 0.00 | 0 | 180 | 0 |
| 25 Nov | 52207.50 | 1919.2 | -1990.20 | 15.60 | 350.5 | 180 | 180 |
| 22 Nov | 51135.40 | 3909.4 | 0.00 | 0.00 | 0 | 212 | 0 |
| 21 Nov | 50372.90 | 3909.4 | 1226.80 | 29.37 | 3 | 212 | 212 |
| 19 Nov | 50626.50 | 2682.6 | 0.00 | 0.00 | 0 | 210.5 | 0 |
| 18 Nov | 50363.80 | 2682.6 | 0.00 | 0.00 | 0 | 210.5 | 0 |
| 14 Nov | 50179.55 | 2682.6 | 0.00 | 0.00 | 0 | 210.5 | 0 |
| 13 Nov | 50088.35 | 2682.6 | 0.00 | 0.00 | 0 | 210.5 | 0 |
| 12 Nov | 51157.80 | 2682.6 | 413.35 | 14.27 | 3.5 | 210.5 | 210.5 |
| 11 Nov | 51876.75 | 2269.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 51561.20 | 2269.25 | 199.25 | 12.85 | 39.5 | 0 | 210.5 |
| 7 Nov | 51916.50 | 2070 | -674.10 | 14.25 | 31 | 210.5 | 210.5 |
| 6 Nov | 52317.40 | 2744.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 52207.25 | 2744.1 | 525.20 | 26.11 | 29.5 | 0 | 210 |
| 4 Nov | 51215.25 | 2218.9 | 338.90 | - | 225 | 210 | 210 |
| 1 Nov | 51673.90 | 1880 | 0.00 | 0.00 | 0 | 2 | 0 |
| 31 Oct | 51475.35 | 1880 | 0.00 | - | 0 | 2 | 0 |
| 30 Oct | 51807.50 | 1880 | 0.00 | - | 0 | 2 | 0 |
| 29 Oct | 52320.70 | 1880 | -354.70 | - | 1.5 | 2 | 2 |
| 28 Oct | 51259.30 | 2234.7 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 2234.7 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 2234.7 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 2234.7 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 2234.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 2234.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 2234.7 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 2234.7 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 2234.7 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 2234.7 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 2234.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 2234.7 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 2234.7 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 2234.7 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 2234.7 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 2234.7 | -115.30 | - | 1 | 0 | 2 |
| 4 Oct | 51462.05 | 2350 | 289.40 | - | 1 | -0.5 | 2 |
| 3 Oct | 51845.20 | 2060.6 | 882.15 | - | 0.5 | 2.5 | 2.5 |
| 1 Oct | 52922.60 | 1178.45 | 0.00 | - | 0 | 2.5 | 0 |
| 30 Sept | 52978.10 | 1178.45 | 0.00 | - | 0 | 2.5 | 0 |
| 27 Sept | 53834.30 | 1178.45 | -21.55 | - | 4 | 2.5 | 2.5 |
| 26 Sept | 54375.35 | 1200 | - | 0.5 | 0 | 0 | |
For Nifty Bank - strike price 54200 expiring on 24DEC2024
Delta for 54200 PE is -0.90
Historical price for 54200 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 3396.15, which was 921.55 higher than the previous day. The implied volatity was 46.45, the open interest changed by -291 which decreased total open position to 3138
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2474.6, which was 499.25 higher than the previous day. The implied volatity was -, the open interest changed by -124 which decreased total open position to 3429
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1975.35, which was 587.10 higher than the previous day. The implied volatity was 21.78, the open interest changed by -347 which decreased total open position to 3553
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1388.25, which was 560.65 higher than the previous day. The implied volatity was 15.94, the open interest changed by 584 which increased total open position to 3900
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 827.6, which was 7.60 higher than the previous day. The implied volatity was 14.93, the open interest changed by 237 which increased total open position to 3316
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 820, which was -221.40 lower than the previous day. The implied volatity was 15.87, the open interest changed by -218 which decreased total open position to 3079
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1041.4, which was 52.30 higher than the previous day. The implied volatity was 14.28, the open interest changed by -361 which decreased total open position to 3297
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 989.1, which was 59.00 higher than the previous day. The implied volatity was 15.70, the open interest changed by 161 which increased total open position to 3658
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 930.1, which was -157.95 lower than the previous day. The implied volatity was 17.22, the open interest changed by 288 which increased total open position to 3497
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1088.05, which was 97.15 higher than the previous day. The implied volatity was 17.91, the open interest changed by 49 which increased total open position to 3209
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 990.9, which was -28.75 lower than the previous day. The implied volatity was 15.77, the open interest changed by 813 which increased total open position to 3160
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1019.65, which was -180.15 lower than the previous day. The implied volatity was 17.44, the open interest changed by 1117 which increased total open position to 2347
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1199.8, which was -364.50 lower than the previous day. The implied volatity was 16.44, the open interest changed by 592 which increased total open position to 1230
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1564.3, which was -397.50 lower than the previous day. The implied volatity was 15.81, the open interest changed by 34 which increased total open position to 638
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1961.8, which was -55.80 lower than the previous day. The implied volatity was 15.32, the open interest changed by -13 which decreased total open position to 604
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2017.6, which was -4.40 lower than the previous day. The implied volatity was 14.76, the open interest changed by -10 which decreased total open position to 617
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2022, which was 258.15 higher than the previous day. The implied volatity was 14.01, the open interest changed by 208 which increased total open position to 627
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1763.85, which was -155.35 lower than the previous day. The implied volatity was 13.93, the open interest changed by 419 which increased total open position to 419
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1919.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 360 which increased total open position to 0
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1919.2, which was -1990.20 lower than the previous day. The implied volatity was 15.60, the open interest changed by 360 which increased total open position to 360
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 3909.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 424 which increased total open position to 0
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 3909.4, which was 1226.80 higher than the previous day. The implied volatity was 29.37, the open interest changed by 424 which increased total open position to 424
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 2682.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 421 which increased total open position to 0
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2682.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 421 which increased total open position to 0
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2682.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 421 which increased total open position to 0
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 2682.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 421 which increased total open position to 0
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2682.6, which was 413.35 higher than the previous day. The implied volatity was 14.27, the open interest changed by 421 which increased total open position to 421
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 2269.25, 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 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 2269.25, which was 199.25 higher than the previous day. The implied volatity was 12.85, the open interest changed by 0 which decreased total open position to 421
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 2070, which was -674.10 lower than the previous day. The implied volatity was 14.25, the open interest changed by 421 which increased total open position to 421
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 2744.1, 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 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 2744.1, which was 525.20 higher than the previous day. The implied volatity was 26.11, the open interest changed by 0 which decreased total open position to 420
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 2218.9, which was 338.90 higher than the previous day. The implied volatity was -, the open interest changed by 420 which increased total open position to 420
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1880, 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 1880, 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 1880, 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 1880, which was -354.70 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 2234.7, 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 2234.7, 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 2234.7, 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 2234.7, 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 2234.7, 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 2234.7, 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 2234.7, 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 2234.7, 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 2234.7, 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 2234.7, 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 2234.7, 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 2234.7, 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 2234.7, 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 2234.7, 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 2234.7, 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 2234.7, which was -115.30 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 2350, which was 289.40 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 2060.6, which was 882.15 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 1178.45, 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 1178.45, 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 1178.45, which was -21.55 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 1200, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
