BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
05 Jul 2024 04:13 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 52660.35 | 10.95 | -31.80 | - | 1,76,89,470 | 6,95,820 | 19,82,580 | |||
| 4 Jul | 53103.70 | 42.75 | - | 1,33,95,120 | 6,64,110 | 12,86,760 | ||||
| 3 Jul | 53089.25 | 58.15 | - | 37,72,125 | 3,23,940 | 6,22,650 | ||||
| 2 Jul | 52168.10 | 22.6 | - | 15,41,775 | 1,75,035 | 3,00,780 | ||||
| 1 Jul | 52574.75 | 61.05 | - | 7,15,080 | 22,305 | 1,25,745 | ||||
| 28 Jun | 52342.25 | 60 | - | 4,26,135 | 1,515 | 1,03,440 | ||||
| 27 Jun | 52811.30 | 122.5 | - | 5,98,125 | 51,735 | 1,01,925 | ||||
| 26 Jun | 52870.50 | 128.55 | - | 3,79,125 | 25,155 | 52,170 | ||||
| 25 Jun | 52606.00 | 119 | - | 1,44,075 | 19,080 | 27,015 | ||||
| 24 Jun | 51703.95 | 46.45 | - | 11,640 | 5,025 | 7,935 | ||||
| 21 Jun | 51661.45 | 48.00 | - | 2,265 | 1,260 | 3,090 | ||||
| 20 Jun | 51783.25 | 76.45 | - | 2,160 | 1,455 | 1,800 | ||||
| 19 Jun | 51398.05 | 59.30 | - | 1,020 | -525 | 345 | ||||
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| 18 Jun | 50440.90 | 81.25 | - | 15 | 855 | 855 | ||||
| 14 Jun | 50002.00 | 119.95 | - | 0 | 15 | 0 | ||||
| 13 Jun | 49846.70 | 119.95 | - | 15 | 0 | 840 | ||||
| 12 Jun | 49895.10 | 44.45 | - | 1,005 | 840 | 840 | ||||
| 11 Jun | 49705.75 | 118.40 | - | 0 | 0 | 0 | ||||
| 10 Jun | 49780.90 | 118.40 | - | 0 | 0 | 0 | ||||
For NIFTY BANK - strike price 54500 expiring on 10JUL2024
Delta for 54500 CE is -
Historical price for 54500 CE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 10.95, which was -31.80 lower than the previous day. The implied volatity was -, the open interest changed by 695820 which increased total open position to 1982580
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 42.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 664110 which increased total open position to 1286760
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 58.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 323940 which increased total open position to 622650
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 22.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 175035 which increased total open position to 300780
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 61.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 22305 which increased total open position to 125745
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 60, which was lower than the previous day. The implied volatity was -, the open interest changed by 1515 which increased total open position to 103440
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 122.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 51735 which increased total open position to 101925
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 128.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 25155 which increased total open position to 52170
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 119, which was lower than the previous day. The implied volatity was -, the open interest changed by 19080 which increased total open position to 27015
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 46.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 5025 which increased total open position to 7935
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 48.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1260 which increased total open position to 3090
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 76.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1455 which increased total open position to 1800
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 59.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -525 which decreased total open position to 345
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 81.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 855 which increased total open position to 855
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 119.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 119.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 840
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 44.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 840 which increased total open position to 840
On 11 Jun BANKNIFTY was trading at 49705.75. The strike last trading price was 118.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 118.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 52660.35 | 1901.35 | 495.70 | - | 27,390 | -10,170 | 8,640 |
| 4 Jul | 53103.70 | 1405.65 | - | 1,23,945 | 14,445 | 18,810 | |
| 3 Jul | 53089.25 | 1526.35 | - | 18,120 | 870 | 4,365 | |
| 2 Jul | 52168.10 | 2230.1 | - | 1,875 | 555 | 3,510 | |
| 1 Jul | 52574.75 | 1944 | - | 900 | 210 | 2,955 | |
| 28 Jun | 52342.25 | 2112.4 | - | 22,725 | 1,770 | 2,745 | |
| 27 Jun | 52811.30 | 1766.9 | - | 3,360 | 735 | 975 | |
| 26 Jun | 52870.50 | 1981.9 | - | 45 | 15 | 210 | |
| 25 Jun | 52606.00 | 2132.5 | - | 30 | 0 | 195 | |
| 24 Jun | 51703.95 | 2821.05 | - | 45 | 15 | 165 | |
| 21 Jun | 51661.45 | 2999.60 | - | 45 | 0 | 105 | |
| 20 Jun | 51783.25 | 2763.15 | - | 30 | 60 | 75 | |
| 19 Jun | 51398.05 | 2816.85 | - | 75 | 15 | 15 | |
| 18 Jun | 50440.90 | 5184.15 | - | 0 | 0 | 0 | |
| 14 Jun | 50002.00 | 5184.15 | - | 0 | 0 | 0 | |
| 13 Jun | 49846.70 | 5184.15 | - | 0 | 0 | 0 | |
| 12 Jun | 49895.10 | 5184.15 | - | 0 | 0 | 0 | |
| 11 Jun | 49705.75 | 5184.15 | - | 0 | 0 | 0 | |
| 10 Jun | 49780.90 | 0.00 | - | 0 | 0 | 0 | |
For NIFTY BANK - strike price 54500 expiring on 10JUL2024
Delta for 54500 PE is -
Historical price for 54500 PE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 1901.35, which was 495.70 higher than the previous day. The implied volatity was -, the open interest changed by -10170 which decreased total open position to 8640
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 1405.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 14445 which increased total open position to 18810
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 1526.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 870 which increased total open position to 4365
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 2230.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 555 which increased total open position to 3510
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 1944, which was lower than the previous day. The implied volatity was -, the open interest changed by 210 which increased total open position to 2955
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 2112.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 1770 which increased total open position to 2745
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 1766.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 735 which increased total open position to 975
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 1981.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 210
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 2132.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 195
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 2821.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 165
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 2999.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 105
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 2763.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 75
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 2816.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 15
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 5184.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 5184.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 5184.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 5184.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun BANKNIFTY was trading at 49705.75. The strike last trading price was 5184.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0