BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 54600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 1.77
Theta: -6.76
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 7.05 | -12.65 | 29.70 | 93,766.5 | -3,754 | 15,668 | |||
| 19 Dec | 51575.70 | 19.7 | -53.35 | 25.35 | 1,10,800.5 | 948.5 | 19,422 | |||
| 18 Dec | 52139.55 | 73.05 | -15.75 | 25.25 | 74,893.5 | 3,098.5 | 18,473.5 | |||
| 17 Dec | 52834.80 | 88.8 | -79.00 | 19.75 | 80,747 | 2,076 | 15,375 | |||
| 16 Dec | 53581.35 | 167.8 | 0.30 | 16.30 | 77,649 | 1,890 | 13,299 | |||
| 13 Dec | 53583.80 | 167.5 | 10.50 | 12.41 | 80,665 | -4,045 | 11,409 | |||
| 12 Dec | 53216.45 | 157 | -52.00 | 14.50 | 41,250 | 3,195 | 15,454 | |||
| 11 Dec | 53391.35 | 209 | -78.65 | 14.30 | 41,046 | 1,340 | 12,259 | |||
| 10 Dec | 53577.70 | 287.65 | 9.65 | 14.18 | 56,729 | -544.5 | 10,919 | |||
| 9 Dec | 53407.75 | 278 | -56.65 | 14.83 | 71,124.5 | 1,955.5 | 11,463.5 | |||
| 6 Dec | 53509.50 | 334.65 | -44.35 | 14.08 | 1,21,521.5 | 3,854.5 | 9,508 | |||
| 5 Dec | 53603.55 | 379 | 99.00 | 13.75 | 67,963.5 | 1,326.5 | 5,653.5 | |||
| 4 Dec | 53266.90 | 280 | 122.45 | 13.64 | 51,566 | 545.5 | 4,327 | |||
| 3 Dec | 52695.75 | 157.55 | 44.80 | 13.37 | 33,426.5 | -139.5 | 3,781.5 | |||
| 2 Dec | 52109.00 | 112.75 | 0.85 | 14.20 | 39,901.5 | 974 | 3,921 | |||
| 29 Nov | 52055.60 | 111.9 | -14.40 | 13.53 | 28,097.5 | 754 | 2,947 | |||
| 28 Nov | 51906.85 | 126.3 | -0.70 | 13.92 | 38,864 | 1,204 | 2,193 | |||
| 27 Nov | 52301.80 | 127 | -10.55 | 12.20 | 4,641 | 648 | 989 | |||
| 26 Nov | 52191.50 | 137.55 | -9.30 | 12.76 | 1,195 | 25 | 341 | |||
| 25 Nov | 52207.50 | 146.85 | 87.55 | 12.69 | 1,434 | 225.5 | 316 | |||
| 22 Nov | 51135.40 | 59.3 | 21.60 | 12.99 | 462.5 | 7 | 90.5 | |||
| 21 Nov | 50372.90 | 37.7 | -28.95 | 13.59 | 334.5 | -52.5 | 83.5 | |||
| 19 Nov | 50626.50 | 66.65 | 19.35 | 14.67 | 112 | 13.5 | 136 | |||
| 18 Nov | 50363.80 | 47.3 | -9.00 | 13.75 | 242 | 8.5 | 122.5 | |||
| 14 Nov | 50179.55 | 56.3 | -53.95 | 13.80 | 70 | 25.5 | 114 | |||
| 13 Nov | 50088.35 | 110.25 | -32.90 | 15.63 | 5 | 1.5 | 88.5 | |||
| 12 Nov | 51157.80 | 143.15 | -69.75 | 13.40 | 118 | 2 | 87 | |||
| 11 Nov | 51876.75 | 212.9 | -271.35 | 12.57 | 19 | 15.5 | 85 | |||
| 8 Nov | 51561.20 | 484.25 | 160.40 | 18.20 | 0.5 | 0 | 69.5 | |||
| 7 Nov | 51916.50 | 323.85 | -445.80 | 13.64 | 76 | 69.5 | 69.5 | |||
| 6 Nov | 52317.40 | 769.65 | 0.00 | 0.00 | 0 | 3.5 | 0 | |||
| 5 Nov | 52207.25 | 769.65 | 0.00 | 0.00 | 0 | 3.5 | 0 | |||
| 4 Nov | 51215.25 | 769.65 | 0.00 | 0.00 | 0 | 3.5 | 3.5 | |||
| 1 Nov | 51673.90 | 769.65 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 31 Oct | 51475.35 | 769.65 | 0.00 | - | 0 | 3 | 0 | |||
| 30 Oct | 51807.50 | 769.65 | 289.65 | - | 1 | 3 | 3 | |||
| 29 Oct | 52320.70 | 480 | 0.00 | - | 0 | 0.5 | 0 | |||
| 28 Oct | 51259.30 | 480 | 0.00 | - | 0 | 0.5 | 0 | |||
| 25 Oct | 50787.45 | 480 | 0.00 | - | 0 | 0.5 | 2.5 | |||
| 24 Oct | 51531.15 | 480 | 0.00 | - | 0.5 | 2 | 2 | |||
| 23 Oct | 51239.00 | 480 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 480 | -42.00 | - | 0.5 | 0 | 1.5 | |||
| 21 Oct | 51962.70 | 522 | 1.50 | - | 0.5 | -0.5 | 1.5 | |||
| 18 Oct | 52094.20 | 520.5 | 0.00 | - | 1 | 2 | 2 | |||
| 17 Oct | 51288.80 | 520.5 | 0.00 | - | 0 | 2 | 0 | |||
| 16 Oct | 51801.05 | 520.5 | 13.05 | - | 1.5 | 2 | 2 | |||
| 15 Oct | 51906.00 | 507.45 | 0.00 | - | 0 | 0.5 | 0 | |||
| 14 Oct | 51816.90 | 507.45 | 0.00 | - | 0 | 0.5 | 0 | |||
| 11 Oct | 51172.30 | 507.45 | -523.30 | - | 0.5 | 0.5 | 0.5 | |||
| 10 Oct | 51530.90 | 1030.75 | 0.00 | - | 0 | 0.5 | 0 | |||
| 9 Oct | 51007.00 | 1030.75 | 0.00 | - | 0 | 0.5 | 0 | |||
| 8 Oct | 51021.00 | 1030.75 | 0.00 | - | 0 | 0.5 | 0 | |||
| 7 Oct | 50478.90 | 1030.75 | 0.00 | - | 0 | 0.5 | 0 | |||
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| 4 Oct | 51462.05 | 1030.75 | 0.00 | - | 0 | 0.5 | 0.5 | |||
| 3 Oct | 51845.20 | 1030.75 | 0.00 | - | 0 | 0.5 | 0 | |||
| 1 Oct | 52922.60 | 1030.75 | -1411.55 | - | 1 | 0.5 | 0.5 | |||
| 30 Sept | 52978.10 | 2442.3 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 2442.3 | 2442.30 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 54600 expiring on 24DEC2024
Delta for 54600 CE is 0.01
Historical price for 54600 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 7.05, which was -12.65 lower than the previous day. The implied volatity was 29.70, the open interest changed by -7508 which decreased total open position to 31336
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 19.7, which was -53.35 lower than the previous day. The implied volatity was 25.35, the open interest changed by 1897 which increased total open position to 38844
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 73.05, which was -15.75 lower than the previous day. The implied volatity was 25.25, the open interest changed by 6197 which increased total open position to 36947
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 88.8, which was -79.00 lower than the previous day. The implied volatity was 19.75, the open interest changed by 4152 which increased total open position to 30750
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 167.8, which was 0.30 higher than the previous day. The implied volatity was 16.30, the open interest changed by 3780 which increased total open position to 26598
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 167.5, which was 10.50 higher than the previous day. The implied volatity was 12.41, the open interest changed by -8090 which decreased total open position to 22818
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 157, which was -52.00 lower than the previous day. The implied volatity was 14.50, the open interest changed by 6390 which increased total open position to 30908
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 209, which was -78.65 lower than the previous day. The implied volatity was 14.30, the open interest changed by 2680 which increased total open position to 24518
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 287.65, which was 9.65 higher than the previous day. The implied volatity was 14.18, the open interest changed by -1089 which decreased total open position to 21838
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 278, which was -56.65 lower than the previous day. The implied volatity was 14.83, the open interest changed by 3911 which increased total open position to 22927
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 334.65, which was -44.35 lower than the previous day. The implied volatity was 14.08, the open interest changed by 7709 which increased total open position to 19016
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 379, which was 99.00 higher than the previous day. The implied volatity was 13.75, the open interest changed by 2653 which increased total open position to 11307
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 280, which was 122.45 higher than the previous day. The implied volatity was 13.64, the open interest changed by 1091 which increased total open position to 8654
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 157.55, which was 44.80 higher than the previous day. The implied volatity was 13.37, the open interest changed by -279 which decreased total open position to 7563
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 112.75, which was 0.85 higher than the previous day. The implied volatity was 14.20, the open interest changed by 1948 which increased total open position to 7842
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 111.9, which was -14.40 lower than the previous day. The implied volatity was 13.53, the open interest changed by 1508 which increased total open position to 5894
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 126.3, which was -0.70 lower than the previous day. The implied volatity was 13.92, the open interest changed by 2408 which increased total open position to 4386
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 127, which was -10.55 lower than the previous day. The implied volatity was 12.20, the open interest changed by 1296 which increased total open position to 1978
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 137.55, which was -9.30 lower than the previous day. The implied volatity was 12.76, the open interest changed by 50 which increased total open position to 682
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 146.85, which was 87.55 higher than the previous day. The implied volatity was 12.69, the open interest changed by 451 which increased total open position to 632
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 59.3, which was 21.60 higher than the previous day. The implied volatity was 12.99, the open interest changed by 14 which increased total open position to 181
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 37.7, which was -28.95 lower than the previous day. The implied volatity was 13.59, the open interest changed by -105 which decreased total open position to 167
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 66.65, which was 19.35 higher than the previous day. The implied volatity was 14.67, the open interest changed by 27 which increased total open position to 272
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 47.3, which was -9.00 lower than the previous day. The implied volatity was 13.75, the open interest changed by 17 which increased total open position to 245
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 56.3, which was -53.95 lower than the previous day. The implied volatity was 13.80, the open interest changed by 51 which increased total open position to 228
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 110.25, which was -32.90 lower than the previous day. The implied volatity was 15.63, the open interest changed by 3 which increased total open position to 177
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 143.15, which was -69.75 lower than the previous day. The implied volatity was 13.40, the open interest changed by 4 which increased total open position to 174
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 212.9, which was -271.35 lower than the previous day. The implied volatity was 12.57, the open interest changed by 31 which increased total open position to 170
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 484.25, which was 160.40 higher than the previous day. The implied volatity was 18.20, the open interest changed by 0 which decreased total open position to 139
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 323.85, which was -445.80 lower than the previous day. The implied volatity was 13.64, the open interest changed by 139 which increased total open position to 139
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 769.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 769.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 769.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 7
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 769.65, 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 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 769.65, 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 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 769.65, which was 289.65 higher 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 480, 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 480, 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 480, 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 480, 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 480, 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 480, which was -42.00 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 522, which was 1.50 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 520.5, 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 520.5, 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 520.5, 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 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 507.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 507.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 507.45, which was -523.30 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 1030.75, 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 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 1030.75, 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 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 1030.75, 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 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 1030.75, 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 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 1030.75, 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 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 1030.75, 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 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 1030.75, which was -1411.55 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 2442.3, 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 2442.3, which was 2442.30 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 24DEC2024 54600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.99
Vega: 1.32
Theta: 10.16
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 3680 | 815.80 | 28.11 | 12.5 | -4.5 | 1,869 |
| 19 Dec | 51575.70 | 2864.2 | 514.20 | - | 197 | -80 | 1,873.5 |
| 18 Dec | 52139.55 | 2350 | 614.15 | 22.48 | 201.5 | -74.5 | 1,953.5 |
| 17 Dec | 52834.80 | 1735.85 | 624.30 | 14.71 | 752.5 | 10.5 | 2,028 |
| 16 Dec | 53581.35 | 1111.55 | 1.80 | 14.25 | 3,459.5 | 303 | 2,017.5 |
| 13 Dec | 53583.80 | 1109.75 | -236.15 | 16.75 | 585.5 | 6 | 1,714.5 |
| 12 Dec | 53216.45 | 1345.9 | 73.15 | 14.24 | 935.5 | -33 | 1,708.5 |
| 11 Dec | 53391.35 | 1272.75 | 69.20 | 15.84 | 3,751 | 435 | 1,741.5 |
| 10 Dec | 53577.70 | 1203.55 | -152.05 | 17.78 | 1,923.5 | 19.5 | 1,306.5 |
| 9 Dec | 53407.75 | 1355.6 | 105.80 | 18.06 | 3,102 | 78 | 1,287 |
| 6 Dec | 53509.50 | 1249.8 | -16.90 | 15.87 | 3,600 | 365 | 1,209 |
| 5 Dec | 53603.55 | 1266.7 | -205.70 | 17.60 | 2,691.5 | 550.5 | 844 |
| 4 Dec | 53266.90 | 1472.4 | -358.25 | 16.59 | 668.5 | 215 | 293.5 |
| 3 Dec | 52695.75 | 1830.65 | -323.35 | 14.90 | 15 | 78.5 | 78.5 |
| 2 Dec | 52109.00 | 2154 | 0.00 | 0.00 | 0 | 9 | 0 |
| 29 Nov | 52055.60 | 2154 | 0.00 | 0.00 | 0 | 9 | 0 |
| 28 Nov | 51906.85 | 2154 | 58.65 | - | 21.5 | 9 | 79.5 |
| 27 Nov | 52301.80 | 2095.35 | -86.75 | 14.10 | 42 | 70.5 | 70.5 |
| 26 Nov | 52191.50 | 2182.1 | 0.00 | 0.00 | 0 | 34 | 0 |
| 25 Nov | 52207.50 | 2182.1 | -1626.20 | 14.41 | 32.5 | 34 | 34 |
| 22 Nov | 51135.40 | 3808.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 50372.90 | 3808.3 | 1841.70 | 18.64 | 3 | 0 | 0 |
| 19 Nov | 50626.50 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 50363.80 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 50179.55 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 50088.35 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 51157.80 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 51876.75 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 51561.20 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 51916.50 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 52317.40 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 52207.25 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 51215.25 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 51673.90 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 51475.35 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 51807.50 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 52320.70 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 51259.30 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 1966.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 1966.6 | 1966.60 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 54600 expiring on 24DEC2024
Delta for 54600 PE is -0.99
Historical price for 54600 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 3680, which was 815.80 higher than the previous day. The implied volatity was 28.11, the open interest changed by -9 which decreased total open position to 3738
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2864.2, which was 514.20 higher than the previous day. The implied volatity was -, the open interest changed by -160 which decreased total open position to 3747
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2350, which was 614.15 higher than the previous day. The implied volatity was 22.48, the open interest changed by -149 which decreased total open position to 3907
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1735.85, which was 624.30 higher than the previous day. The implied volatity was 14.71, the open interest changed by 21 which increased total open position to 4056
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1111.55, which was 1.80 higher than the previous day. The implied volatity was 14.25, the open interest changed by 606 which increased total open position to 4035
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1109.75, which was -236.15 lower than the previous day. The implied volatity was 16.75, the open interest changed by 12 which increased total open position to 3429
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1345.9, which was 73.15 higher than the previous day. The implied volatity was 14.24, the open interest changed by -66 which decreased total open position to 3417
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1272.75, which was 69.20 higher than the previous day. The implied volatity was 15.84, the open interest changed by 870 which increased total open position to 3483
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1203.55, which was -152.05 lower than the previous day. The implied volatity was 17.78, the open interest changed by 39 which increased total open position to 2613
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1355.6, which was 105.80 higher than the previous day. The implied volatity was 18.06, the open interest changed by 156 which increased total open position to 2574
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1249.8, which was -16.90 lower than the previous day. The implied volatity was 15.87, the open interest changed by 730 which increased total open position to 2418
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1266.7, which was -205.70 lower than the previous day. The implied volatity was 17.60, the open interest changed by 1101 which increased total open position to 1688
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1472.4, which was -358.25 lower than the previous day. The implied volatity was 16.59, the open interest changed by 430 which increased total open position to 587
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1830.65, which was -323.35 lower than the previous day. The implied volatity was 14.90, the open interest changed by 157 which increased total open position to 157
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2154, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2154, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2154, which was 58.65 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 159
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2095.35, which was -86.75 lower than the previous day. The implied volatity was 14.10, the open interest changed by 141 which increased total open position to 141
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2182.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 68 which increased total open position to 0
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2182.1, which was -1626.20 lower than the previous day. The implied volatity was 14.41, the open interest changed by 68 which increased total open position to 68
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 3808.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 3808.3, which was 1841.70 higher than the previous day. The implied volatity was 18.64, the open interest changed by 0 which decreased total open position to 0
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1966.6, 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 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1966.6, 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 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1966.6, 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 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1966.6, 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 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1966.6, 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 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1966.6, 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 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1966.6, 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 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1966.6, 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 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1966.6, 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 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1966.6, 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 1966.6, 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 1966.6, 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 1966.6, 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 1966.6, 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 1966.6, 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 1966.6, 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 1966.6, 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 1966.6, 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 1966.6, 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 1966.6, 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 1966.6, 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 1966.6, 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 1966.6, 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 1966.6, 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 1966.6, 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 1966.6, 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 1966.6, 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 1966.6, 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 1966.6, 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 1966.6, 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 1966.6, 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 1966.6, 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 1966.6, 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 1966.6, 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 1966.6, which was 1966.60 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
