BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 54400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 1.70
Theta: -6.11
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 6.3 | -16.00 | 27.92 | 1,09,632.5 | -3,237.5 | 15,431.5 | |||
| 19 Dec | 51575.70 | 22.3 | -59.90 | 24.49 | 1,01,874.5 | 266.5 | 18,669 | |||
| 18 Dec | 52139.55 | 82.2 | -27.70 | 24.43 | 81,059 | 1,217.5 | 18,402.5 | |||
| 17 Dec | 52834.80 | 109.9 | -107.10 | 19.45 | 84,575 | 5,539.5 | 17,185 | |||
| 16 Dec | 53581.35 | 217 | -3.00 | 16.33 | 84,878.5 | 801.5 | 11,645.5 | |||
| 13 Dec | 53583.80 | 220 | 20.90 | 12.39 | 80,812 | -2,166.5 | 10,844 | |||
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| 12 Dec | 53216.45 | 199.1 | -56.60 | 14.47 | 42,528.5 | 1,985 | 13,010.5 | |||
| 11 Dec | 53391.35 | 255.7 | -94.60 | 14.15 | 55,947.5 | 1,890 | 11,025.5 | |||
| 10 Dec | 53577.70 | 350.3 | 17.65 | 14.15 | 69,681.5 | -184.5 | 9,135.5 | |||
| 9 Dec | 53407.75 | 332.65 | -71.35 | 14.74 | 1,25,220.5 | 685 | 9,320 | |||
| 6 Dec | 53509.50 | 404 | -44.00 | 14.18 | 99,090 | 3,411.5 | 8,635 | |||
| 5 Dec | 53603.55 | 448 | 107.10 | 13.75 | 60,763 | 1,003.5 | 5,223.5 | |||
| 4 Dec | 53266.90 | 340.9 | 145.85 | 13.76 | 77,337.5 | -35 | 4,220 | |||
| 3 Dec | 52695.75 | 195.05 | 59.25 | 13.40 | 32,768.5 | -1,178 | 4,255 | |||
| 2 Dec | 52109.00 | 135.8 | -5.40 | 14.10 | 30,862.5 | -958 | 5,433 | |||
| 29 Nov | 52055.60 | 141.2 | -7.70 | 13.66 | 34,178 | -740.5 | 6,391 | |||
| 28 Nov | 51906.85 | 148.9 | -3.95 | 13.80 | 59,893 | 5,933.5 | 7,131.5 | |||
| 27 Nov | 52301.80 | 152.85 | -15.50 | 12.06 | 3,230.5 | 612 | 1,198 | |||
| 26 Nov | 52191.50 | 168.35 | -12.65 | 12.76 | 1,195 | 338.5 | 586 | |||
| 25 Nov | 52207.50 | 181 | 108.25 | 12.77 | 946.5 | 126.5 | 247.5 | |||
| 22 Nov | 51135.40 | 72.75 | -62.00 | 12.93 | 228 | 121 | 121 | |||
| 21 Nov | 50372.90 | 134.75 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
| 19 Nov | 50626.50 | 134.75 | 86.15 | 16.77 | 4 | -0.5 | 64.5 | |||
| 18 Nov | 50363.80 | 48.6 | -24.30 | 13.29 | 3 | 1 | 65 | |||
| 14 Nov | 50179.55 | 72.9 | -24.35 | 14.03 | 26 | 16 | 64 | |||
| 13 Nov | 50088.35 | 97.25 | -52.75 | 14.56 | 23.5 | 4.5 | 48 | |||
| 12 Nov | 51157.80 | 150 | -122.35 | 13.17 | 16.5 | 1 | 43.5 | |||
| 11 Nov | 51876.75 | 272.35 | 37.70 | 13.04 | 3 | 1.5 | 42.5 | |||
| 8 Nov | 51561.20 | 234.65 | -146.55 | 12.85 | 50.5 | 32.5 | 41 | |||
| 7 Nov | 51916.50 | 381.2 | -46.35 | 13.86 | 1.5 | 1 | 8.5 | |||
| 6 Nov | 52317.40 | 427.55 | 26.75 | 12.23 | 3.5 | 4 | 7.5 | |||
| 5 Nov | 52207.25 | 400.8 | -52.30 | 12.65 | 3.5 | 3.5 | 3.5 | |||
| 4 Nov | 51215.25 | 453.1 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
| 1 Nov | 51673.90 | 453.1 | 0.00 | 0.00 | 0 | -0.5 | 3.5 | |||
| 31 Oct | 51475.35 | 453.1 | -16.90 | - | 2 | -1.5 | 4 | |||
| 30 Oct | 51807.50 | 470 | -4.95 | - | 7.5 | 2 | 5.5 | |||
| 29 Oct | 52320.70 | 474.95 | -94.80 | - | 2.5 | 3.5 | 3.5 | |||
| 28 Oct | 51259.30 | 569.75 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 569.75 | 0.00 | - | 0 | 0 | 2.5 | |||
| 24 Oct | 51531.15 | 569.75 | 0.00 | - | 0 | 2.5 | 2.5 | |||
| 23 Oct | 51239.00 | 569.75 | 0.00 | - | 0 | 2 | 0 | |||
| 22 Oct | 51257.15 | 569.75 | 0.00 | - | 0.5 | 2 | 2 | |||
| 21 Oct | 51962.70 | 569.75 | 0.00 | - | 0 | 2 | 0 | |||
| 18 Oct | 52094.20 | 569.75 | -114.25 | - | 0.5 | 2 | 2 | |||
| 17 Oct | 51288.80 | 684 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 684 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 684 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 684 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 684 | 33.20 | - | 0.5 | 0 | 1.5 | |||
| 10 Oct | 51530.90 | 650.8 | -95.25 | - | 0.5 | 1.5 | 1.5 | |||
| 9 Oct | 51007.00 | 746.05 | 0.00 | - | 0 | 0.5 | 0 | |||
| 8 Oct | 51021.00 | 746.05 | 0.00 | - | 0 | 0.5 | 0 | |||
| 7 Oct | 50478.90 | 746.05 | 0.00 | - | 0 | 0.5 | 0 | |||
| 4 Oct | 51462.05 | 746.05 | -70.85 | - | 0.5 | 0.5 | 1 | |||
| 3 Oct | 51845.20 | 816.9 | -1727.75 | - | 1 | 0.5 | 0.5 | |||
| 1 Oct | 52922.60 | 2544.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 2544.65 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 2544.65 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 2544.65 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 54400 expiring on 24DEC2024
Delta for 54400 CE is 0.01
Historical price for 54400 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 6.3, which was -16.00 lower than the previous day. The implied volatity was 27.92, the open interest changed by -6475 which decreased total open position to 30863
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 22.3, which was -59.90 lower than the previous day. The implied volatity was 24.49, the open interest changed by 533 which increased total open position to 37338
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 82.2, which was -27.70 lower than the previous day. The implied volatity was 24.43, the open interest changed by 2435 which increased total open position to 36805
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 109.9, which was -107.10 lower than the previous day. The implied volatity was 19.45, the open interest changed by 11079 which increased total open position to 34370
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 217, which was -3.00 lower than the previous day. The implied volatity was 16.33, the open interest changed by 1603 which increased total open position to 23291
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 220, which was 20.90 higher than the previous day. The implied volatity was 12.39, the open interest changed by -4333 which decreased total open position to 21688
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 199.1, which was -56.60 lower than the previous day. The implied volatity was 14.47, the open interest changed by 3970 which increased total open position to 26021
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 255.7, which was -94.60 lower than the previous day. The implied volatity was 14.15, the open interest changed by 3780 which increased total open position to 22051
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 350.3, which was 17.65 higher than the previous day. The implied volatity was 14.15, the open interest changed by -369 which decreased total open position to 18271
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 332.65, which was -71.35 lower than the previous day. The implied volatity was 14.74, the open interest changed by 1370 which increased total open position to 18640
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 404, which was -44.00 lower than the previous day. The implied volatity was 14.18, the open interest changed by 6823 which increased total open position to 17270
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 448, which was 107.10 higher than the previous day. The implied volatity was 13.75, the open interest changed by 2007 which increased total open position to 10447
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 340.9, which was 145.85 higher than the previous day. The implied volatity was 13.76, the open interest changed by -70 which decreased total open position to 8440
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 195.05, which was 59.25 higher than the previous day. The implied volatity was 13.40, the open interest changed by -2356 which decreased total open position to 8510
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 135.8, which was -5.40 lower than the previous day. The implied volatity was 14.10, the open interest changed by -1916 which decreased total open position to 10866
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 141.2, which was -7.70 lower than the previous day. The implied volatity was 13.66, the open interest changed by -1481 which decreased total open position to 12782
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 148.9, which was -3.95 lower than the previous day. The implied volatity was 13.80, the open interest changed by 11867 which increased total open position to 14263
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 152.85, which was -15.50 lower than the previous day. The implied volatity was 12.06, the open interest changed by 1224 which increased total open position to 2396
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 168.35, which was -12.65 lower than the previous day. The implied volatity was 12.76, the open interest changed by 677 which increased total open position to 1172
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 181, which was 108.25 higher than the previous day. The implied volatity was 12.77, the open interest changed by 253 which increased total open position to 495
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 72.75, which was -62.00 lower than the previous day. The implied volatity was 12.93, the open interest changed by 242 which increased total open position to 242
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 134.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 134.75, which was 86.15 higher than the previous day. The implied volatity was 16.77, the open interest changed by -1 which decreased total open position to 129
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 48.6, which was -24.30 lower than the previous day. The implied volatity was 13.29, the open interest changed by 2 which increased total open position to 130
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 72.9, which was -24.35 lower than the previous day. The implied volatity was 14.03, the open interest changed by 32 which increased total open position to 128
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 97.25, which was -52.75 lower than the previous day. The implied volatity was 14.56, the open interest changed by 9 which increased total open position to 96
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 150, which was -122.35 lower than the previous day. The implied volatity was 13.17, the open interest changed by 2 which increased total open position to 87
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 272.35, which was 37.70 higher than the previous day. The implied volatity was 13.04, the open interest changed by 3 which increased total open position to 85
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 234.65, which was -146.55 lower than the previous day. The implied volatity was 12.85, the open interest changed by 65 which increased total open position to 82
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 381.2, which was -46.35 lower than the previous day. The implied volatity was 13.86, the open interest changed by 2 which increased total open position to 17
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 427.55, which was 26.75 higher than the previous day. The implied volatity was 12.23, the open interest changed by 8 which increased total open position to 15
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 400.8, which was -52.30 lower than the previous day. The implied volatity was 12.65, the open interest changed by 7 which increased total open position to 7
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 453.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 453.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 7
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 453.1, which was -16.90 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 470, which was -4.95 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 474.95, which was -94.80 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 569.75, 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 569.75, 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 569.75, 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 569.75, 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 569.75, 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 569.75, 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 569.75, which was -114.25 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 684, 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 684, 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 684, 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 684, 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 684, which was 33.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 650.8, which was -95.25 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 746.05, 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 746.05, 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 746.05, 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 746.05, which was -70.85 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 816.9, which was -1727.75 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 2544.65, 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 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 2544.65, 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 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 2544.65, 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 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 2544.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 24DEC2024 54400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.89
Vega: 9.75
Theta: -46.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 3606.8 | 926.80 | 49.56 | 25.5 | -5 | 1,138 |
| 19 Dec | 51575.70 | 2680 | 518.00 | - | 20 | -18.5 | 1,143 |
| 18 Dec | 52139.55 | 2162 | 593.40 | 22.20 | 395.5 | -180.5 | 1,161.5 |
| 17 Dec | 52834.80 | 1568.6 | 604.45 | 16.21 | 3,078.5 | -223.5 | 1,342 |
| 16 Dec | 53581.35 | 964.15 | 8.05 | 14.63 | 7,297 | 172.5 | 1,565.5 |
| 13 Dec | 53583.80 | 956.1 | -232.85 | 16.12 | 2,027 | -151 | 1,393 |
| 12 Dec | 53216.45 | 1188.95 | 65.30 | 14.26 | 2,329 | -11.5 | 1,544 |
| 11 Dec | 53391.35 | 1123.65 | 58.20 | 15.68 | 3,731 | 303 | 1,555.5 |
| 10 Dec | 53577.70 | 1065.45 | -155.30 | 17.55 | 3,056.5 | 163.5 | 1,252.5 |
| 9 Dec | 53407.75 | 1220.75 | 111.75 | 18.05 | 3,930 | -33 | 1,089 |
| 6 Dec | 53509.50 | 1109 | -30.25 | 15.65 | 6,328.5 | 453 | 1,122 |
| 5 Dec | 53603.55 | 1139.25 | -193.10 | 17.51 | 3,191.5 | 215 | 669 |
| 4 Dec | 53266.90 | 1332.35 | -392.65 | 16.51 | 1,683 | 376 | 454 |
| 3 Dec | 52695.75 | 1725 | -309.20 | 16.10 | 36.5 | 9 | 78 |
| 2 Dec | 52109.00 | 2034.2 | -105.30 | 12.07 | 2 | 1 | 69 |
| 29 Nov | 52055.60 | 2139.5 | -3.50 | 13.45 | 2.5 | 0.5 | 68 |
| 28 Nov | 51906.85 | 2143 | 65.35 | 12.58 | 25.5 | 67.5 | 67.5 |
| 27 Nov | 52301.80 | 2077.65 | 0.00 | 0.00 | 0 | 59.5 | 0 |
| 26 Nov | 52191.50 | 2077.65 | 0.00 | 0.00 | 0 | 59.5 | 0 |
| 25 Nov | 52207.50 | 2077.65 | -841.50 | 15.73 | 74 | 59.5 | 65 |
| 22 Nov | 51135.40 | 2919.15 | -702.50 | 13.71 | 3.5 | 3 | 5.5 |
| 21 Nov | 50372.90 | 3621.65 | -84.55 | 18.32 | 3 | 2.5 | 2.5 |
| 19 Nov | 50626.50 | 3706.2 | 0.00 | 0.00 | 0 | 2.5 | 0 |
| 18 Nov | 50363.80 | 3706.2 | 0.00 | 0.00 | 0 | 2.5 | 0 |
| 14 Nov | 50179.55 | 3706.2 | 455.60 | 15.68 | 3 | 2.5 | 3.5 |
| 13 Nov | 50088.35 | 3250.6 | 1378.05 | - | 2.5 | 1 | 1 |
| 12 Nov | 51157.80 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 51876.75 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 51561.20 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 51916.50 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 52317.40 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 52207.25 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 51215.25 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 51673.90 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 51475.35 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 51807.50 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 52320.70 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 51259.30 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 1872.55 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 1872.55 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 54400 expiring on 24DEC2024
Delta for 54400 PE is -0.89
Historical price for 54400 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 3606.8, which was 926.80 higher than the previous day. The implied volatity was 49.56, the open interest changed by -10 which decreased total open position to 2276
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2680, which was 518.00 higher than the previous day. The implied volatity was -, the open interest changed by -37 which decreased total open position to 2286
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2162, which was 593.40 higher than the previous day. The implied volatity was 22.20, the open interest changed by -361 which decreased total open position to 2323
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1568.6, which was 604.45 higher than the previous day. The implied volatity was 16.21, the open interest changed by -447 which decreased total open position to 2684
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 964.15, which was 8.05 higher than the previous day. The implied volatity was 14.63, the open interest changed by 345 which increased total open position to 3131
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 956.1, which was -232.85 lower than the previous day. The implied volatity was 16.12, the open interest changed by -302 which decreased total open position to 2786
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1188.95, which was 65.30 higher than the previous day. The implied volatity was 14.26, the open interest changed by -23 which decreased total open position to 3088
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1123.65, which was 58.20 higher than the previous day. The implied volatity was 15.68, the open interest changed by 606 which increased total open position to 3111
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1065.45, which was -155.30 lower than the previous day. The implied volatity was 17.55, the open interest changed by 327 which increased total open position to 2505
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1220.75, which was 111.75 higher than the previous day. The implied volatity was 18.05, the open interest changed by -66 which decreased total open position to 2178
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1109, which was -30.25 lower than the previous day. The implied volatity was 15.65, the open interest changed by 906 which increased total open position to 2244
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1139.25, which was -193.10 lower than the previous day. The implied volatity was 17.51, the open interest changed by 430 which increased total open position to 1338
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1332.35, which was -392.65 lower than the previous day. The implied volatity was 16.51, the open interest changed by 752 which increased total open position to 908
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1725, which was -309.20 lower than the previous day. The implied volatity was 16.10, the open interest changed by 18 which increased total open position to 156
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2034.2, which was -105.30 lower than the previous day. The implied volatity was 12.07, the open interest changed by 2 which increased total open position to 138
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2139.5, which was -3.50 lower than the previous day. The implied volatity was 13.45, the open interest changed by 1 which increased total open position to 136
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2143, which was 65.35 higher than the previous day. The implied volatity was 12.58, the open interest changed by 135 which increased total open position to 135
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2077.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 119 which increased total open position to 0
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2077.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 119 which increased total open position to 0
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2077.65, which was -841.50 lower than the previous day. The implied volatity was 15.73, the open interest changed by 119 which increased total open position to 130
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2919.15, which was -702.50 lower than the previous day. The implied volatity was 13.71, the open interest changed by 6 which increased total open position to 11
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 3621.65, which was -84.55 lower than the previous day. The implied volatity was 18.32, the open interest changed by 5 which increased total open position to 5
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 3706.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 3706.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 3706.2, which was 455.60 higher than the previous day. The implied volatity was 15.68, the open interest changed by 5 which increased total open position to 7
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 3250.6, which was 1378.05 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1872.55, 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 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1872.55, 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 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1872.55, 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 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1872.55, 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 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1872.55, 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 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1872.55, 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 1872.55, 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 1872.55, 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 1872.55, 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 1872.55, 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 1872.55, 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 1872.55, 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 1872.55, 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 1872.55, 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 1872.55, 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 1872.55, 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 1872.55, 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 1872.55, 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 1872.55, 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 1872.55, 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 1872.55, 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 1872.55, 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 1872.55, 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 1872.55, 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 1872.55, 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 1872.55, 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 1872.55, 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 1872.55, 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 1872.55, 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 1872.55, 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 1872.55, 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 1872.55, 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 1872.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
