BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 54500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 1.46
Theta: -5.22
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 5.15 | -15.50 | 27.86 | 4,61,061 | 2,849 | 80,321 | |||
| 19 Dec | 51575.70 | 20.65 | -54.95 | 24.86 | 3,77,795.5 | 6,534 | 77,472 | |||
| 18 Dec | 52139.55 | 75.6 | -19.25 | 24.68 | 2,89,091 | 26.5 | 70,938 | |||
| 17 Dec | 52834.80 | 94.85 | -96.35 | 19.36 | 2,96,172 | 15,138 | 70,911.5 | |||
| 16 Dec | 53581.35 | 191.2 | 0.60 | 16.31 | 2,56,223.5 | 6,619 | 55,773.5 | |||
| 13 Dec | 53583.80 | 190.6 | 12.80 | 12.34 | 3,66,457.5 | -10,970.5 | 49,154.5 | |||
| 12 Dec | 53216.45 | 177.8 | -52.55 | 14.51 | 1,34,827.5 | 7,213.5 | 60,125 | |||
| 11 Dec | 53391.35 | 230.35 | -86.65 | 14.20 | 1,73,316.5 | 11,849 | 52,911.5 | |||
| 10 Dec | 53577.70 | 317 | 14.00 | 14.15 | 1,75,552.5 | 952.5 | 41,062.5 | |||
| 9 Dec | 53407.75 | 303 | -60.00 | 14.75 | 2,31,966.5 | 3,634.5 | 40,110 | |||
| 6 Dec | 53509.50 | 363 | -50.55 | 14.01 | 2,92,406 | 4,614.5 | 36,475.5 | |||
| 5 Dec | 53603.55 | 413.55 | 107.55 | 13.78 | 2,01,350 | -2,014.5 | 31,861 | |||
| 4 Dec | 53266.90 | 306 | 128.05 | 13.62 | 2,02,007 | 5,394 | 33,875.5 | |||
| 3 Dec | 52695.75 | 177.95 | 53.20 | 13.46 | 1,31,884 | 61.5 | 28,481.5 | |||
| 2 Dec | 52109.00 | 124.75 | 0.75 | 14.19 | 1,22,174.5 | 1,695 | 28,420 | |||
| 29 Nov | 52055.60 | 124 | -14.00 | 13.53 | 96,006 | 1,884 | 26,725 | |||
| 28 Nov | 51906.85 | 138 | -0.55 | 13.89 | 1,50,628.5 | 9,768 | 24,841 | |||
| 27 Nov | 52301.80 | 138.55 | -13.50 | 12.12 | 36,715.5 | 7,999 | 15,073 | |||
| 26 Nov | 52191.50 | 152.05 | -12.95 | 12.76 | 11,853.5 | 1,490 | 7,074 | |||
| 25 Nov | 52207.50 | 165 | 96.75 | 12.78 | 18,695 | 1,892 | 5,584 | |||
| 22 Nov | 51135.40 | 68.25 | 29.60 | 13.06 | 10,422 | 695.5 | 3,692 | |||
| 21 Nov | 50372.90 | 38.65 | -11.70 | 13.37 | 8,917 | -700 | 2,996.5 | |||
| 19 Nov | 50626.50 | 50.35 | 0.00 | 13.55 | 5,370.5 | 951.5 | 3,696.5 | |||
| 18 Nov | 50363.80 | 50.35 | -21.50 | 13.62 | 2,967.5 | -419 | 2,745 | |||
| 14 Nov | 50179.55 | 71.85 | -17.25 | 14.27 | 8,654 | -624 | 3,164 | |||
| 13 Nov | 50088.35 | 89.1 | -45.75 | 14.54 | 9,480.5 | 2,279 | 3,788 | |||
| 12 Nov | 51157.80 | 134.85 | -90.10 | 13.07 | 4,342.5 | 125.5 | 1,509 | |||
| 11 Nov | 51876.75 | 224.95 | -0.55 | 12.46 | 2,792 | 688.5 | 1,383.5 | |||
| 8 Nov | 51561.20 | 225.5 | -99.30 | 13.01 | 1,198 | 46 | 695 | |||
| 7 Nov | 51916.50 | 324.8 | -115.30 | 13.28 | 823.5 | 53.5 | 649 | |||
| 6 Nov | 52317.40 | 440.1 | 13.90 | 12.85 | 731 | -8.5 | 595.5 | |||
| 5 Nov | 52207.25 | 426.2 | 132.20 | 13.68 | 345.5 | 85.5 | 604 | |||
| 4 Nov | 51215.25 | 294 | -60.95 | 14.69 | 149.5 | -17.5 | 518.5 | |||
| 1 Nov | 51673.90 | 354.95 | -25.05 | 13.55 | 36.5 | -1.5 | 536 | |||
| 31 Oct | 51475.35 | 380 | -85.00 | - | 83 | -24.5 | 537.5 | |||
| 30 Oct | 51807.50 | 465 | -66.05 | - | 73.5 | 23.5 | 562 | |||
| 29 Oct | 52320.70 | 531.05 | 214.05 | - | 557.5 | -36 | 538.5 | |||
| 28 Oct | 51259.30 | 317 | 33.90 | - | 290 | 14 | 574.5 | |||
| 25 Oct | 50787.45 | 283.1 | -101.90 | - | 569.5 | 123.5 | 560.5 | |||
| 24 Oct | 51531.15 | 385 | 18.00 | - | 435.5 | 154.5 | 437 | |||
| 23 Oct | 51239.00 | 367 | -18.00 | - | 200 | 6.5 | 282.5 | |||
| 22 Oct | 51257.15 | 385 | -152.70 | - | 373 | 113.5 | 276 | |||
| 21 Oct | 51962.70 | 537.7 | -97.20 | - | 21 | 7.5 | 162.5 | |||
| 18 Oct | 52094.20 | 634.9 | 171.95 | - | 211 | 31 | 155 | |||
| 17 Oct | 51288.80 | 462.95 | -97.05 | - | 56 | 12.5 | 124 | |||
| 16 Oct | 51801.05 | 560 | -24.00 | - | 13.5 | 2.5 | 111.5 | |||
| 15 Oct | 51906.00 | 584 | 14.00 | - | 31 | 13.5 | 109 | |||
| 14 Oct | 51816.90 | 570 | 104.15 | - | 14.5 | 6 | 95.5 | |||
| 11 Oct | 51172.30 | 465.85 | -99.20 | - | 66.5 | 17 | 89.5 | |||
| 10 Oct | 51530.90 | 565.05 | 44.30 | - | 17 | 3.5 | 72.5 | |||
| 9 Oct | 51007.00 | 520.75 | 13.05 | - | 23.5 | -2 | 69 | |||
| 8 Oct | 51021.00 | 507.7 | 33.70 | - | 35.5 | 4 | 71 | |||
| 7 Oct | 50478.90 | 474 | -183.95 | - | 243.5 | -19 | 67 | |||
| 4 Oct | 51462.05 | 657.95 | -93.00 | - | 139 | 26 | 86 | |||
| 3 Oct | 51845.20 | 750.95 | -369.10 | - | 511 | 48.5 | 60 | |||
|
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| 1 Oct | 52922.60 | 1120.05 | -70.40 | - | 10.5 | 2 | 11.5 | |||
| 30 Sept | 52978.10 | 1190.45 | -324.55 | - | 7 | 7 | 9.5 | |||
| 27 Sept | 53834.30 | 1515 | -140.00 | - | 5 | 2.5 | 2.5 | |||
| 26 Sept | 54375.35 | 1655 | - | 0.5 | 0 | 0 | ||||
For Nifty Bank - strike price 54500 expiring on 24DEC2024
Delta for 54500 CE is 0.01
Historical price for 54500 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 5.15, which was -15.50 lower than the previous day. The implied volatity was 27.86, the open interest changed by 5698 which increased total open position to 160642
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 20.65, which was -54.95 lower than the previous day. The implied volatity was 24.86, the open interest changed by 13068 which increased total open position to 154944
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 75.6, which was -19.25 lower than the previous day. The implied volatity was 24.68, the open interest changed by 53 which increased total open position to 141876
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 94.85, which was -96.35 lower than the previous day. The implied volatity was 19.36, the open interest changed by 30276 which increased total open position to 141823
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 191.2, which was 0.60 higher than the previous day. The implied volatity was 16.31, the open interest changed by 13238 which increased total open position to 111547
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 190.6, which was 12.80 higher than the previous day. The implied volatity was 12.34, the open interest changed by -21941 which decreased total open position to 98309
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 177.8, which was -52.55 lower than the previous day. The implied volatity was 14.51, the open interest changed by 14427 which increased total open position to 120250
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 230.35, which was -86.65 lower than the previous day. The implied volatity was 14.20, the open interest changed by 23698 which increased total open position to 105823
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 317, which was 14.00 higher than the previous day. The implied volatity was 14.15, the open interest changed by 1905 which increased total open position to 82125
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 303, which was -60.00 lower than the previous day. The implied volatity was 14.75, the open interest changed by 7269 which increased total open position to 80220
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 363, which was -50.55 lower than the previous day. The implied volatity was 14.01, the open interest changed by 9229 which increased total open position to 72951
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 413.55, which was 107.55 higher than the previous day. The implied volatity was 13.78, the open interest changed by -4029 which decreased total open position to 63722
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 306, which was 128.05 higher than the previous day. The implied volatity was 13.62, the open interest changed by 10788 which increased total open position to 67751
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 177.95, which was 53.20 higher than the previous day. The implied volatity was 13.46, the open interest changed by 123 which increased total open position to 56963
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 124.75, which was 0.75 higher than the previous day. The implied volatity was 14.19, the open interest changed by 3390 which increased total open position to 56840
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 124, which was -14.00 lower than the previous day. The implied volatity was 13.53, the open interest changed by 3768 which increased total open position to 53450
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 138, which was -0.55 lower than the previous day. The implied volatity was 13.89, the open interest changed by 19536 which increased total open position to 49682
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 138.55, which was -13.50 lower than the previous day. The implied volatity was 12.12, the open interest changed by 15998 which increased total open position to 30146
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 152.05, which was -12.95 lower than the previous day. The implied volatity was 12.76, the open interest changed by 2980 which increased total open position to 14148
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 165, which was 96.75 higher than the previous day. The implied volatity was 12.78, the open interest changed by 3784 which increased total open position to 11168
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 68.25, which was 29.60 higher than the previous day. The implied volatity was 13.06, the open interest changed by 1391 which increased total open position to 7384
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 38.65, which was -11.70 lower than the previous day. The implied volatity was 13.37, the open interest changed by -1400 which decreased total open position to 5993
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 50.35, which was 0.00 lower than the previous day. The implied volatity was 13.55, the open interest changed by 1903 which increased total open position to 7393
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 50.35, which was -21.50 lower than the previous day. The implied volatity was 13.62, the open interest changed by -838 which decreased total open position to 5490
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 71.85, which was -17.25 lower than the previous day. The implied volatity was 14.27, the open interest changed by -1248 which decreased total open position to 6328
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 89.1, which was -45.75 lower than the previous day. The implied volatity was 14.54, the open interest changed by 4558 which increased total open position to 7576
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 134.85, which was -90.10 lower than the previous day. The implied volatity was 13.07, the open interest changed by 251 which increased total open position to 3018
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 224.95, which was -0.55 lower than the previous day. The implied volatity was 12.46, the open interest changed by 1377 which increased total open position to 2767
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 225.5, which was -99.30 lower than the previous day. The implied volatity was 13.01, the open interest changed by 92 which increased total open position to 1390
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 324.8, which was -115.30 lower than the previous day. The implied volatity was 13.28, the open interest changed by 107 which increased total open position to 1298
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 440.1, which was 13.90 higher than the previous day. The implied volatity was 12.85, the open interest changed by -17 which decreased total open position to 1191
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 426.2, which was 132.20 higher than the previous day. The implied volatity was 13.68, the open interest changed by 171 which increased total open position to 1208
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 294, which was -60.95 lower than the previous day. The implied volatity was 14.69, the open interest changed by -35 which decreased total open position to 1037
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 354.95, which was -25.05 lower than the previous day. The implied volatity was 13.55, the open interest changed by -3 which decreased total open position to 1072
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 380, which was -85.00 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 465, which was -66.05 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 531.05, which was 214.05 higher 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 317, which was 33.90 higher 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 283.1, which was -101.90 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 385, which was 18.00 higher 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 367, which was -18.00 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 385, which was -152.70 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 537.7, which was -97.20 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 634.9, which was 171.95 higher 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 462.95, which was -97.05 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 560, which was -24.00 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 584, which was 14.00 higher 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 570, which was 104.15 higher 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 465.85, which was -99.20 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 565.05, which was 44.30 higher 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 520.75, which was 13.05 higher 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 507.7, which was 33.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 474, which was -183.95 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 657.95, which was -93.00 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 750.95, which was -369.10 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 1120.05, which was -70.40 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 1190.45, which was -324.55 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 1515, which was -140.00 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 1655, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 24DEC2024 54500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 8.31
Theta: -34.63
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 3670.75 | 890.80 | 46.55 | 405.5 | -322.5 | 4,575 |
| 19 Dec | 51575.70 | 2779.95 | 520.60 | - | 457 | -222.5 | 4,897.5 |
| 18 Dec | 52139.55 | 2259.35 | 611.75 | 22.72 | 1,701 | -491.5 | 5,120 |
| 17 Dec | 52834.80 | 1647.6 | 610.60 | 15.45 | 5,137.5 | -500.5 | 5,611.5 |
| 16 Dec | 53581.35 | 1037 | 3.95 | 14.47 | 13,247.5 | 471.5 | 6,112 |
| 13 Dec | 53583.80 | 1033.05 | -231.30 | 16.41 | 9,719.5 | 43 | 5,640.5 |
| 12 Dec | 53216.45 | 1264.35 | 66.35 | 14.18 | 10,689 | 90.5 | 5,597.5 |
| 11 Dec | 53391.35 | 1198 | 71.40 | 15.78 | 11,395 | 950.5 | 5,507 |
| 10 Dec | 53577.70 | 1126.6 | -163.40 | 17.49 | 12,790.5 | 203.5 | 4,556.5 |
| 9 Dec | 53407.75 | 1290 | 123.00 | 18.13 | 11,539 | 180 | 4,353 |
| 6 Dec | 53509.50 | 1167 | -39.00 | 15.50 | 16,276 | -534.5 | 4,173 |
| 5 Dec | 53603.55 | 1206 | -194.00 | 17.63 | 9,971.5 | 1,750.5 | 4,707.5 |
| 4 Dec | 53266.90 | 1400 | -400.00 | 16.52 | 3,233 | 641.5 | 2,957 |
| 3 Dec | 52695.75 | 1800 | -430.00 | 16.06 | 402.5 | -33.5 | 2,315.5 |
| 2 Dec | 52109.00 | 2230 | -29.35 | 15.94 | 166 | 35.5 | 2,349 |
| 29 Nov | 52055.60 | 2259.35 | -21.35 | 14.54 | 74 | 38 | 2,313.5 |
| 28 Nov | 51906.85 | 2280.7 | 289.75 | 13.99 | 1,335 | 450 | 2,275.5 |
| 27 Nov | 52301.80 | 1990.95 | -141.55 | 13.66 | 1,958.5 | 1,326 | 1,825.5 |
| 26 Nov | 52191.50 | 2132.5 | 4.05 | 14.77 | 551 | 288 | 499.5 |
| 25 Nov | 52207.50 | 2128.45 | -965.90 | 15.07 | 234.5 | 107.5 | 211.5 |
| 22 Nov | 51135.40 | 3094.35 | -590.55 | 16.67 | 14.5 | 11 | 104 |
| 21 Nov | 50372.90 | 3684.9 | 486.90 | 17.40 | 36 | 14 | 93 |
| 19 Nov | 50626.50 | 3198 | -580.55 | - | 1.5 | 0.5 | 79 |
| 18 Nov | 50363.80 | 3778.55 | -129.35 | 18.75 | 8.5 | -1.5 | 78.5 |
| 14 Nov | 50179.55 | 3907.9 | 140.65 | 19.15 | 11 | 1.5 | 80 |
| 13 Nov | 50088.35 | 3767.25 | 912.95 | 17.13 | 11 | 1 | 78.5 |
| 12 Nov | 51157.80 | 2854.3 | 664.30 | 11.97 | 84 | 21.5 | 77.5 |
| 11 Nov | 51876.75 | 2190 | -360.00 | 10.59 | 23.5 | 0 | 56 |
| 8 Nov | 51561.20 | 2550 | 226.45 | 13.62 | 21.5 | 1 | 56 |
| 7 Nov | 51916.50 | 2323.55 | 380.30 | 14.78 | 6.5 | 5.5 | 55 |
| 6 Nov | 52317.40 | 1943.25 | -306.45 | 14.38 | 23.5 | 14 | 49.5 |
| 5 Nov | 52207.25 | 2249.7 | -568.05 | 16.03 | 8 | 0 | 35.5 |
| 4 Nov | 51215.25 | 2817.75 | 366.20 | 14.62 | 3.5 | 35.5 | 35.5 |
| 1 Nov | 51673.90 | 2451.55 | 0.00 | 0.00 | 0 | 35 | 0 |
| 31 Oct | 51475.35 | 2451.55 | -227.25 | - | 1 | 35 | 35 |
| 30 Oct | 51807.50 | 2678.8 | 0.00 | - | 0 | -0.5 | 0 |
| 29 Oct | 52320.70 | 2678.8 | -121.20 | - | 2 | -0.5 | 35 |
| 28 Oct | 51259.30 | 2800 | -408.55 | - | 24.5 | 5.5 | 35.5 |
| 25 Oct | 50787.45 | 3208.55 | 708.55 | - | 2.5 | 0 | 30 |
| 24 Oct | 51531.15 | 2500 | -222.35 | - | 0.5 | 30 | 30 |
| 23 Oct | 51239.00 | 2722.35 | 0.00 | - | 0 | 3.5 | 0 |
| 22 Oct | 51257.15 | 2722.35 | 451.95 | - | 2.5 | 3.5 | 30 |
| 21 Oct | 51962.70 | 2270.4 | 134.50 | - | 6 | 0.5 | 26.5 |
| 18 Oct | 52094.20 | 2135.9 | -482.55 | - | 11.5 | -1 | 26 |
| 17 Oct | 51288.80 | 2618.45 | 258.45 | - | 1.5 | 27 | 27 |
| 16 Oct | 51801.05 | 2360 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 2360 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 2360 | -392.60 | - | 1.5 | 0 | 25.5 |
| 11 Oct | 51172.30 | 2752.6 | 222.60 | - | 2.5 | -1.5 | 25.5 |
| 10 Oct | 51530.90 | 2530 | -207.55 | - | 6 | 0.5 | 27 |
| 9 Oct | 51007.00 | 2737.55 | 0.00 | - | 0.5 | 26.5 | 26.5 |
| 8 Oct | 51021.00 | 2737.55 | 0.00 | - | 0 | 27 | 0 |
| 7 Oct | 50478.90 | 2737.55 | 651.20 | - | 1.5 | 27 | 27 |
| 4 Oct | 51462.05 | 2086.35 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 2086.35 | 435.35 | - | 9 | 0 | 26.5 |
| 1 Oct | 52922.60 | 1651 | 31.10 | - | 1 | -0.5 | 26.5 |
| 30 Sept | 52978.10 | 1619.9 | 277.85 | - | 13 | 5.5 | 27 |
| 27 Sept | 53834.30 | 1342.05 | 71.85 | - | 23.5 | 20.5 | 21.5 |
| 26 Sept | 54375.35 | 1270.2 | - | 5.5 | 1 | 1 | |
For Nifty Bank - strike price 54500 expiring on 24DEC2024
Delta for 54500 PE is -0.91
Historical price for 54500 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 3670.75, which was 890.80 higher than the previous day. The implied volatity was 46.55, the open interest changed by -645 which decreased total open position to 9150
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2779.95, which was 520.60 higher than the previous day. The implied volatity was -, the open interest changed by -445 which decreased total open position to 9795
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2259.35, which was 611.75 higher than the previous day. The implied volatity was 22.72, the open interest changed by -983 which decreased total open position to 10240
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1647.6, which was 610.60 higher than the previous day. The implied volatity was 15.45, the open interest changed by -1001 which decreased total open position to 11223
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1037, which was 3.95 higher than the previous day. The implied volatity was 14.47, the open interest changed by 943 which increased total open position to 12224
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1033.05, which was -231.30 lower than the previous day. The implied volatity was 16.41, the open interest changed by 86 which increased total open position to 11281
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1264.35, which was 66.35 higher than the previous day. The implied volatity was 14.18, the open interest changed by 181 which increased total open position to 11195
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1198, which was 71.40 higher than the previous day. The implied volatity was 15.78, the open interest changed by 1901 which increased total open position to 11014
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1126.6, which was -163.40 lower than the previous day. The implied volatity was 17.49, the open interest changed by 407 which increased total open position to 9113
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1290, which was 123.00 higher than the previous day. The implied volatity was 18.13, the open interest changed by 360 which increased total open position to 8706
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1167, which was -39.00 lower than the previous day. The implied volatity was 15.50, the open interest changed by -1069 which decreased total open position to 8346
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1206, which was -194.00 lower than the previous day. The implied volatity was 17.63, the open interest changed by 3501 which increased total open position to 9415
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1400, which was -400.00 lower than the previous day. The implied volatity was 16.52, the open interest changed by 1283 which increased total open position to 5914
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1800, which was -430.00 lower than the previous day. The implied volatity was 16.06, the open interest changed by -67 which decreased total open position to 4631
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2230, which was -29.35 lower than the previous day. The implied volatity was 15.94, the open interest changed by 71 which increased total open position to 4698
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2259.35, which was -21.35 lower than the previous day. The implied volatity was 14.54, the open interest changed by 76 which increased total open position to 4627
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2280.7, which was 289.75 higher than the previous day. The implied volatity was 13.99, the open interest changed by 900 which increased total open position to 4551
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1990.95, which was -141.55 lower than the previous day. The implied volatity was 13.66, the open interest changed by 2652 which increased total open position to 3651
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2132.5, which was 4.05 higher than the previous day. The implied volatity was 14.77, the open interest changed by 576 which increased total open position to 999
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2128.45, which was -965.90 lower than the previous day. The implied volatity was 15.07, the open interest changed by 215 which increased total open position to 423
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 3094.35, which was -590.55 lower than the previous day. The implied volatity was 16.67, the open interest changed by 22 which increased total open position to 208
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 3684.9, which was 486.90 higher than the previous day. The implied volatity was 17.40, the open interest changed by 28 which increased total open position to 186
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 3198, which was -580.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 158
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 3778.55, which was -129.35 lower than the previous day. The implied volatity was 18.75, the open interest changed by -3 which decreased total open position to 157
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 3907.9, which was 140.65 higher than the previous day. The implied volatity was 19.15, the open interest changed by 3 which increased total open position to 160
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 3767.25, which was 912.95 higher than the previous day. The implied volatity was 17.13, the open interest changed by 2 which increased total open position to 157
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2854.3, which was 664.30 higher than the previous day. The implied volatity was 11.97, the open interest changed by 43 which increased total open position to 155
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 2190, which was -360.00 lower than the previous day. The implied volatity was 10.59, the open interest changed by 0 which decreased total open position to 112
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 2550, which was 226.45 higher than the previous day. The implied volatity was 13.62, the open interest changed by 2 which increased total open position to 112
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 2323.55, which was 380.30 higher than the previous day. The implied volatity was 14.78, the open interest changed by 11 which increased total open position to 110
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1943.25, which was -306.45 lower than the previous day. The implied volatity was 14.38, the open interest changed by 28 which increased total open position to 99
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 2249.7, which was -568.05 lower than the previous day. The implied volatity was 16.03, the open interest changed by 0 which decreased total open position to 71
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 2817.75, which was 366.20 higher than the previous day. The implied volatity was 14.62, the open interest changed by 71 which increased total open position to 71
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 2451.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 70 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 2451.55, which was -227.25 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 2678.8, 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 2678.8, which was -121.20 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 2800, which was -408.55 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 3208.55, which was 708.55 higher 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 2500, which was -222.35 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 2722.35, 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 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 2722.35, which was 451.95 higher 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 2270.4, which was 134.50 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 2135.9, which was -482.55 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 2618.45, which was 258.45 higher 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 2360, 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 2360, 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 2360, which was -392.60 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 2752.6, which was 222.60 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 2530, which was -207.55 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 2737.55, 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 2737.55, 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 2737.55, which was 651.20 higher 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 2086.35, 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 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 2086.35, which was 435.35 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 1651, which was 31.10 higher 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 1619.9, which was 277.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 1342.05, which was 71.85 higher 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 1270.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
