BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 54300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 2.01
Theta: -7.27
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 7.85 | -17.15 | 28.08 | 1,06,007.5 | -240.5 | 14,177.5 | |||
| 19 Dec | 51575.70 | 25 | -64.95 | 24.28 | 82,846 | -1,058.5 | 14,418 | |||
| 18 Dec | 52139.55 | 89.95 | -32.05 | 24.21 | 96,552 | 589.5 | 15,476.5 | |||
| 17 Dec | 52834.80 | 122 | -123.05 | 19.25 | 91,977 | 3,622.5 | 14,887 | |||
| 16 Dec | 53581.35 | 245.05 | -0.40 | 16.33 | 90,149 | 97 | 11,264.5 | |||
| 13 Dec | 53583.80 | 245.45 | 19.50 | 12.22 | 89,498.5 | -1,588 | 11,167.5 | |||
| 12 Dec | 53216.45 | 225.95 | -60.05 | 14.54 | 44,657 | -553 | 12,755.5 | |||
| 11 Dec | 53391.35 | 286 | -98.00 | 14.18 | 72,609 | 1,448.5 | 13,308.5 | |||
| 10 Dec | 53577.70 | 384 | 18.05 | 14.11 | 1,00,451 | 421 | 11,860 | |||
| 9 Dec | 53407.75 | 365.95 | -70.10 | 14.76 | 73,761 | 1,677.5 | 11,439 | |||
| 6 Dec | 53509.50 | 436.05 | -52.85 | 14.10 | 78,706 | 620.5 | 9,761.5 | |||
| 5 Dec | 53603.55 | 488.9 | 116.90 | 13.78 | 96,088.5 | 2,876 | 9,141 | |||
| 4 Dec | 53266.90 | 372 | 151.75 | 13.76 | 75,036.5 | 1,189 | 6,265 | |||
| 3 Dec | 52695.75 | 220.25 | 69.15 | 13.49 | 43,622 | -808 | 5,076 | |||
| 2 Dec | 52109.00 | 151.1 | 0.35 | 14.13 | 29,391.5 | -1,459 | 5,884 | |||
| 29 Nov | 52055.60 | 150.75 | -18.85 | 13.51 | 40,075.5 | 1,929.5 | 7,343 | |||
| 28 Nov | 51906.85 | 169.6 | -2.30 | 13.92 | 57,477 | 4,098.5 | 5,413.5 | |||
| 27 Nov | 52301.80 | 171.9 | -15.30 | 12.16 | 4,067.5 | 675.5 | 1,315 | |||
| 26 Nov | 52191.50 | 187.2 | -12.60 | 12.83 | 1,229 | 235.5 | 639.5 | |||
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| 25 Nov | 52207.50 | 199.8 | 109.60 | 12.80 | 2,069.5 | 263 | 404 | |||
| 22 Nov | 51135.40 | 90.2 | 41.20 | 13.34 | 585.5 | 33.5 | 141 | |||
| 21 Nov | 50372.90 | 49 | -8.55 | 13.42 | 251 | 40.5 | 107.5 | |||
| 19 Nov | 50626.50 | 57.55 | -4.90 | 13.34 | 151.5 | -20.5 | 67 | |||
| 18 Nov | 50363.80 | 62.45 | -7.20 | 13.67 | 54 | 4.5 | 87.5 | |||
| 14 Nov | 50179.55 | 69.65 | -32.50 | 13.58 | 22 | 9 | 83 | |||
| 13 Nov | 50088.35 | 102.15 | -85.30 | 14.44 | 35 | 13 | 74 | |||
| 12 Nov | 51157.80 | 187.45 | -105.85 | 13.79 | 18.5 | -0.5 | 61 | |||
| 11 Nov | 51876.75 | 293.3 | 32.00 | 13.06 | 9.5 | 2 | 61.5 | |||
| 8 Nov | 51561.20 | 261.3 | -132.60 | 13.03 | 23.5 | -5 | 59.5 | |||
| 7 Nov | 51916.50 | 393.9 | -83.10 | 13.68 | 72.5 | 64 | 64.5 | |||
| 6 Nov | 52317.40 | 477 | -2119.90 | 12.54 | 1 | 0.5 | 0.5 | |||
| 5 Nov | 52207.25 | 2596.9 | 0.00 | 1.73 | 0 | 0 | 0 | |||
| 4 Nov | 51215.25 | 2596.9 | 0.00 | 2.68 | 0 | 0 | 0 | |||
| 1 Nov | 51673.90 | 2596.9 | 0.00 | 2.08 | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 2596.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 51807.50 | 2596.9 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 52320.70 | 2596.9 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 51259.30 | 2596.9 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 2596.9 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 2596.9 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 2596.9 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 2596.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 2596.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 2596.9 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 2596.9 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 2596.9 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 2596.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 2596.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 2596.9 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 2596.9 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 2596.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 2596.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 2596.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 2596.9 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 2596.9 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 2596.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 2596.9 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 2596.9 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 2596.9 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 54300 expiring on 24DEC2024
Delta for 54300 CE is 0.01
Historical price for 54300 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 7.85, which was -17.15 lower than the previous day. The implied volatity was 28.08, the open interest changed by -481 which decreased total open position to 28355
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 25, which was -64.95 lower than the previous day. The implied volatity was 24.28, the open interest changed by -2117 which decreased total open position to 28836
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 89.95, which was -32.05 lower than the previous day. The implied volatity was 24.21, the open interest changed by 1179 which increased total open position to 30953
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 122, which was -123.05 lower than the previous day. The implied volatity was 19.25, the open interest changed by 7245 which increased total open position to 29774
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 245.05, which was -0.40 lower than the previous day. The implied volatity was 16.33, the open interest changed by 194 which increased total open position to 22529
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 245.45, which was 19.50 higher than the previous day. The implied volatity was 12.22, the open interest changed by -3176 which decreased total open position to 22335
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 225.95, which was -60.05 lower than the previous day. The implied volatity was 14.54, the open interest changed by -1106 which decreased total open position to 25511
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 286, which was -98.00 lower than the previous day. The implied volatity was 14.18, the open interest changed by 2897 which increased total open position to 26617
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 384, which was 18.05 higher than the previous day. The implied volatity was 14.11, the open interest changed by 842 which increased total open position to 23720
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 365.95, which was -70.10 lower than the previous day. The implied volatity was 14.76, the open interest changed by 3355 which increased total open position to 22878
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 436.05, which was -52.85 lower than the previous day. The implied volatity was 14.10, the open interest changed by 1241 which increased total open position to 19523
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 488.9, which was 116.90 higher than the previous day. The implied volatity was 13.78, the open interest changed by 5752 which increased total open position to 18282
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 372, which was 151.75 higher than the previous day. The implied volatity was 13.76, the open interest changed by 2378 which increased total open position to 12530
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 220.25, which was 69.15 higher than the previous day. The implied volatity was 13.49, the open interest changed by -1616 which decreased total open position to 10152
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 151.1, which was 0.35 higher than the previous day. The implied volatity was 14.13, the open interest changed by -2918 which decreased total open position to 11768
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 150.75, which was -18.85 lower than the previous day. The implied volatity was 13.51, the open interest changed by 3859 which increased total open position to 14686
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 169.6, which was -2.30 lower than the previous day. The implied volatity was 13.92, the open interest changed by 8197 which increased total open position to 10827
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 171.9, which was -15.30 lower than the previous day. The implied volatity was 12.16, the open interest changed by 1351 which increased total open position to 2630
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 187.2, which was -12.60 lower than the previous day. The implied volatity was 12.83, the open interest changed by 471 which increased total open position to 1279
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 199.8, which was 109.60 higher than the previous day. The implied volatity was 12.80, the open interest changed by 526 which increased total open position to 808
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 90.2, which was 41.20 higher than the previous day. The implied volatity was 13.34, the open interest changed by 67 which increased total open position to 282
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 49, which was -8.55 lower than the previous day. The implied volatity was 13.42, the open interest changed by 81 which increased total open position to 215
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 57.55, which was -4.90 lower than the previous day. The implied volatity was 13.34, the open interest changed by -41 which decreased total open position to 134
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 62.45, which was -7.20 lower than the previous day. The implied volatity was 13.67, the open interest changed by 9 which increased total open position to 175
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 69.65, which was -32.50 lower than the previous day. The implied volatity was 13.58, the open interest changed by 18 which increased total open position to 166
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 102.15, which was -85.30 lower than the previous day. The implied volatity was 14.44, the open interest changed by 26 which increased total open position to 148
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 187.45, which was -105.85 lower than the previous day. The implied volatity was 13.79, the open interest changed by -1 which decreased total open position to 122
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 293.3, which was 32.00 higher than the previous day. The implied volatity was 13.06, the open interest changed by 4 which increased total open position to 123
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 261.3, which was -132.60 lower than the previous day. The implied volatity was 13.03, the open interest changed by -10 which decreased total open position to 119
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 393.9, which was -83.10 lower than the previous day. The implied volatity was 13.68, the open interest changed by 128 which increased total open position to 129
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 477, which was -2119.90 lower than the previous day. The implied volatity was 12.54, the open interest changed by 1 which increased total open position to 1
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 2596.9, which was 0.00 lower than the previous day. The implied volatity was 1.73, 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 2596.9, which was 0.00 lower than the previous day. The implied volatity was 2.68, 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 2596.9, which was 0.00 lower than the previous day. The implied volatity was 2.08, 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 2596.9, 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 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 2596.9, 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 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 2596.9, 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 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 2596.9, 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 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 2596.9, 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 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 2596.9, 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 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 2596.9, 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 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 2596.9, 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 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 2596.9, 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 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 2596.9, 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 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 2596.9, 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 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 2596.9, 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 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 2596.9, 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 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 2596.9, 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 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 2596.9, 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 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 2596.9, 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 2596.9, 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 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 2596.9, 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 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 2596.9, 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 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 2596.9, 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 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 2596.9, 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 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 2596.9, 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 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 2596.9, 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 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 2596.9, 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 2596.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 24DEC2024 54300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.89
Vega: 10.28
Theta: -50.72
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 3519.85 | 917.25 | 49.85 | 80.5 | -40 | 1,704.5 |
| 19 Dec | 51575.70 | 2602.6 | 529.80 | - | 394.5 | -51.5 | 1,744.5 |
| 18 Dec | 52139.55 | 2072.8 | 599.25 | 22.38 | 1,686.5 | -970.5 | 1,796 |
| 17 Dec | 52834.80 | 1473.55 | 581.35 | 15.78 | 2,126.5 | 18.5 | 2,766.5 |
| 16 Dec | 53581.35 | 892.2 | -0.65 | 14.70 | 16,101.5 | -97 | 2,748 |
| 13 Dec | 53583.80 | 892.85 | -221.65 | 16.17 | 8,573 | -2,920.5 | 2,845 |
| 12 Dec | 53216.45 | 1114.5 | 60.60 | 14.29 | 5,770 | 76 | 5,765.5 |
| 11 Dec | 53391.35 | 1053.9 | 54.35 | 15.65 | 13,132.5 | 3,554 | 5,689.5 |
| 10 Dec | 53577.70 | 999.55 | -152.95 | 17.45 | 11,074 | -3,506.5 | 2,135.5 |
| 9 Dec | 53407.75 | 1152.5 | 99.10 | 17.96 | 11,565.5 | 4,389.5 | 5,642 |
| 6 Dec | 53509.50 | 1053.4 | -27.70 | 15.81 | 8,256 | 507.5 | 1,252.5 |
| 5 Dec | 53603.55 | 1081.1 | -188.70 | 17.56 | 7,334.5 | 470 | 745 |
| 4 Dec | 53266.90 | 1269.8 | -407.50 | 16.57 | 2,256 | 188.5 | 275 |
| 3 Dec | 52695.75 | 1677.3 | -341.70 | 16.85 | 20 | -4.5 | 86.5 |
| 2 Dec | 52109.00 | 2019 | -154.30 | 14.53 | 2.5 | 0.5 | 91 |
| 29 Nov | 52055.60 | 2173.3 | 65.40 | 16.72 | 12 | 0.5 | 90.5 |
| 28 Nov | 51906.85 | 2107.9 | 261.70 | 13.90 | 94.5 | 21.5 | 90 |
| 27 Nov | 52301.80 | 1846.2 | -124.40 | 13.91 | 62 | 68.5 | 68.5 |
| 26 Nov | 52191.50 | 1970.6 | 0.00 | 0.00 | 0 | 43.5 | 0 |
| 25 Nov | 52207.50 | 1970.6 | -858.55 | 15.07 | 46 | 43.5 | 49 |
| 22 Nov | 51135.40 | 2829.15 | -709.35 | 13.74 | 5 | 5.5 | 5.5 |
| 21 Nov | 50372.90 | 3538.5 | 0.00 | 0.00 | 0 | 3 | 0 |
| 19 Nov | 50626.50 | 3538.5 | 0.00 | 0.00 | 0 | 3 | 0 |
| 18 Nov | 50363.80 | 3538.5 | 0.00 | 0.00 | 0 | 3 | 0 |
| 14 Nov | 50179.55 | 3538.5 | 0.00 | 0.00 | 0 | 3 | 0 |
| 13 Nov | 50088.35 | 3538.5 | 1383.50 | 15.55 | 4 | 3 | 3 |
| 12 Nov | 51157.80 | 2155 | 0.00 | 0.00 | 0 | 1.5 | 0 |
| 11 Nov | 51876.75 | 2155 | 0.00 | 0.00 | 0 | 1.5 | 0 |
| 8 Nov | 51561.20 | 2155 | 0.00 | 0.00 | 0 | 1.5 | 0 |
| 7 Nov | 51916.50 | 2155 | 184.10 | 14.44 | 3 | 1.5 | 1.5 |
| 6 Nov | 52317.40 | 1970.9 | 144.30 | 16.70 | 1.5 | 0 | 0 |
| 5 Nov | 52207.25 | 1826.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 51215.25 | 1826.6 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 51673.90 | 1826.6 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 51475.35 | 1826.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 51807.50 | 1826.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 52320.70 | 1826.6 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 51259.30 | 1826.6 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 1826.6 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 1826.6 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 1826.6 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 1826.6 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 1826.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 1826.6 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 1826.6 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 1826.6 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 1826.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 1826.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 1826.6 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 1826.6 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 1826.6 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 1826.6 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 1826.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 1826.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 1826.6 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 1826.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 1826.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 1826.6 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 1826.6 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 54300 expiring on 24DEC2024
Delta for 54300 PE is -0.89
Historical price for 54300 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 3519.85, which was 917.25 higher than the previous day. The implied volatity was 49.85, the open interest changed by -80 which decreased total open position to 3409
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2602.6, which was 529.80 higher than the previous day. The implied volatity was -, the open interest changed by -103 which decreased total open position to 3489
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2072.8, which was 599.25 higher than the previous day. The implied volatity was 22.38, the open interest changed by -1941 which decreased total open position to 3592
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1473.55, which was 581.35 higher than the previous day. The implied volatity was 15.78, the open interest changed by 37 which increased total open position to 5533
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 892.2, which was -0.65 lower than the previous day. The implied volatity was 14.70, the open interest changed by -194 which decreased total open position to 5496
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 892.85, which was -221.65 lower than the previous day. The implied volatity was 16.17, the open interest changed by -5841 which decreased total open position to 5690
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1114.5, which was 60.60 higher than the previous day. The implied volatity was 14.29, the open interest changed by 152 which increased total open position to 11531
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1053.9, which was 54.35 higher than the previous day. The implied volatity was 15.65, the open interest changed by 7108 which increased total open position to 11379
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 999.55, which was -152.95 lower than the previous day. The implied volatity was 17.45, the open interest changed by -7013 which decreased total open position to 4271
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1152.5, which was 99.10 higher than the previous day. The implied volatity was 17.96, the open interest changed by 8779 which increased total open position to 11284
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1053.4, which was -27.70 lower than the previous day. The implied volatity was 15.81, the open interest changed by 1015 which increased total open position to 2505
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1081.1, which was -188.70 lower than the previous day. The implied volatity was 17.56, the open interest changed by 940 which increased total open position to 1490
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1269.8, which was -407.50 lower than the previous day. The implied volatity was 16.57, the open interest changed by 377 which increased total open position to 550
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1677.3, which was -341.70 lower than the previous day. The implied volatity was 16.85, the open interest changed by -9 which decreased total open position to 173
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2019, which was -154.30 lower than the previous day. The implied volatity was 14.53, the open interest changed by 1 which increased total open position to 182
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2173.3, which was 65.40 higher than the previous day. The implied volatity was 16.72, the open interest changed by 1 which increased total open position to 181
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2107.9, which was 261.70 higher than the previous day. The implied volatity was 13.90, the open interest changed by 43 which increased total open position to 180
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1846.2, which was -124.40 lower than the previous day. The implied volatity was 13.91, the open interest changed by 137 which increased total open position to 137
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1970.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 87 which increased total open position to 0
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1970.6, which was -858.55 lower than the previous day. The implied volatity was 15.07, the open interest changed by 87 which increased total open position to 98
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2829.15, which was -709.35 lower than the previous day. The implied volatity was 13.74, the open interest changed by 11 which increased total open position to 11
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 3538.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 3538.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 3538.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 3538.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 3538.5, which was 1383.50 higher than the previous day. The implied volatity was 15.55, the open interest changed by 6 which increased total open position to 6
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2155, 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 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 2155, 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 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 2155, 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 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 2155, which was 184.10 higher than the previous day. The implied volatity was 14.44, the open interest changed by 3 which increased total open position to 3
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1970.9, which was 144.30 higher than the previous day. The implied volatity was 16.70, 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 1826.6, which was 0.00 lower than the previous day. The implied volatity was -, 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 1826.6, which was 0.00 lower than the previous day. The implied volatity was -, 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 1826.6, which was 0.00 lower than the previous day. The implied volatity was -, 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 1826.6, 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 1826.6, 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 1826.6, 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 1826.6, 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 1826.6, 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 1826.6, 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 1826.6, 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 1826.6, 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 1826.6, 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 1826.6, 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 1826.6, 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 1826.6, 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 1826.6, 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 1826.6, 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 1826.6, 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 1826.6, 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 1826.6, 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 1826.6, 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 1826.6, 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 1826.6, 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 1826.6, 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 1826.6, 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 1826.6, 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 1826.6, 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 1826.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
