BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 54700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 1.79
Theta: -6.98
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 7.3 | -11.65 | 30.45 | 59,681.5 | -1,747.5 | 12,375 | |||
| 19 Dec | 51575.70 | 18.95 | -47.55 | 25.86 | 97,112.5 | -689 | 14,122.5 | |||
| 18 Dec | 52139.55 | 66.5 | -12.05 | 25.43 | 74,936 | 4,062.5 | 14,811.5 | |||
| 17 Dec | 52834.80 | 78.55 | -71.45 | 19.85 | 64,112.5 | 2,503 | 10,749 | |||
| 16 Dec | 53581.35 | 150 | 1.65 | 16.43 | 66,011 | 1,473 | 8,246 | |||
| 13 Dec | 53583.80 | 148.35 | 7.80 | 12.54 | 76,430.5 | -319.5 | 6,773 | |||
| 12 Dec | 53216.45 | 140.55 | -45.45 | 14.58 | 29,192 | -219 | 7,092.5 | |||
| 11 Dec | 53391.35 | 186 | -71.90 | 14.29 | 39,485.5 | -131 | 7,311.5 | |||
| 10 Dec | 53577.70 | 257.9 | 9.80 | 14.15 | 41,188 | 223.5 | 7,442.5 | |||
| 9 Dec | 53407.75 | 248.1 | -58.05 | 14.73 | 65,454 | 1,448.5 | 7,219 | |||
| 6 Dec | 53509.50 | 306.15 | -37.40 | 14.09 | 72,418.5 | 1,069.5 | 5,770.5 | |||
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| 5 Dec | 53603.55 | 343.55 | 88.55 | 13.67 | 56,367.5 | -589.5 | 4,701 | |||
| 4 Dec | 53266.90 | 255 | 111.95 | 13.65 | 51,052 | 902.5 | 5,290.5 | |||
| 3 Dec | 52695.75 | 143.05 | 43.05 | 13.39 | 33,748 | 95.5 | 4,388 | |||
| 2 Dec | 52109.00 | 100 | 0.15 | 14.15 | 34,874 | 590.5 | 4,292.5 | |||
| 29 Nov | 52055.60 | 99.85 | -10.80 | 13.50 | 29,238.5 | 651.5 | 3,702 | |||
| 28 Nov | 51906.85 | 110.65 | -1.55 | 13.75 | 40,659 | 2,030 | 3,050.5 | |||
| 27 Nov | 52301.80 | 112.2 | -10.80 | 12.14 | 3,974 | 319.5 | 1,020.5 | |||
| 26 Nov | 52191.50 | 123 | -8.40 | 12.71 | 1,741.5 | 99 | 701 | |||
| 25 Nov | 52207.50 | 131.4 | 76.95 | 12.60 | 2,071 | 482 | 602 | |||
| 22 Nov | 51135.40 | 54.45 | 21.45 | 13.03 | 80.5 | 27 | 120 | |||
| 21 Nov | 50372.90 | 33 | -9.85 | 13.53 | 332 | -3.5 | 93 | |||
| 19 Nov | 50626.50 | 42.85 | -3.35 | 13.67 | 345 | 19.5 | 96.5 | |||
| 18 Nov | 50363.80 | 46.2 | -6.45 | 13.96 | 110 | -3.5 | 77 | |||
| 14 Nov | 50179.55 | 52.65 | -27.25 | 13.92 | 37.5 | -17 | 80.5 | |||
| 13 Nov | 50088.35 | 79.9 | -36.10 | 14.73 | 14 | 5.5 | 97.5 | |||
| 12 Nov | 51157.80 | 116 | -258.70 | 13.14 | 88.5 | 92 | 92 | |||
| 11 Nov | 51876.75 | 374.7 | 0.00 | 0.00 | 0 | 101.5 | 0 | |||
| 8 Nov | 51561.20 | 374.7 | 0.00 | 0.00 | 0 | 101.5 | 0 | |||
| 7 Nov | 51916.50 | 374.7 | 0.00 | 0.00 | 0 | 101.5 | 0 | |||
| 6 Nov | 52317.40 | 374.7 | 50.20 | 12.63 | 151.5 | 101.5 | 156.5 | |||
| 5 Nov | 52207.25 | 324.5 | 89.50 | 12.78 | 4 | 2 | 55 | |||
| 4 Nov | 51215.25 | 235 | 0.00 | 14.17 | 2.5 | 53 | 53 | |||
| 1 Nov | 51673.90 | 235 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 31 Oct | 51475.35 | 235 | 0.00 | - | 0 | 0.5 | 0 | |||
| 30 Oct | 51807.50 | 235 | 0.00 | - | 0 | 0.5 | 0 | |||
| 29 Oct | 52320.70 | 235 | 0.00 | - | 0 | 0.5 | 0 | |||
| 28 Oct | 51259.30 | 235 | -15.00 | - | 0.5 | 0.5 | 52.5 | |||
| 25 Oct | 50787.45 | 250 | -70.20 | - | 0.5 | 0 | 52 | |||
| 24 Oct | 51531.15 | 320.2 | -5.10 | - | 2 | 1 | 52 | |||
| 23 Oct | 51239.00 | 325.3 | -135.35 | - | 7 | 1 | 51 | |||
| 22 Oct | 51257.15 | 460.65 | -25.05 | - | 0.5 | 0 | 50 | |||
| 21 Oct | 51962.70 | 485.7 | -1906.45 | - | 55 | 50 | 50 | |||
| 18 Oct | 52094.20 | 2392.15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 2392.15 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 2392.15 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 2392.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 2392.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 2392.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 2392.15 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 2392.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 2392.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 2392.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 2392.15 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 2392.15 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 2392.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 2392.15 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 2392.15 | 2392.15 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 54700 expiring on 24DEC2024
Delta for 54700 CE is 0.01
Historical price for 54700 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 7.3, which was -11.65 lower than the previous day. The implied volatity was 30.45, the open interest changed by -3495 which decreased total open position to 24750
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 18.95, which was -47.55 lower than the previous day. The implied volatity was 25.86, the open interest changed by -1378 which decreased total open position to 28245
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 66.5, which was -12.05 lower than the previous day. The implied volatity was 25.43, the open interest changed by 8125 which increased total open position to 29623
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 78.55, which was -71.45 lower than the previous day. The implied volatity was 19.85, the open interest changed by 5006 which increased total open position to 21498
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 150, which was 1.65 higher than the previous day. The implied volatity was 16.43, the open interest changed by 2946 which increased total open position to 16492
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 148.35, which was 7.80 higher than the previous day. The implied volatity was 12.54, the open interest changed by -639 which decreased total open position to 13546
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 140.55, which was -45.45 lower than the previous day. The implied volatity was 14.58, the open interest changed by -438 which decreased total open position to 14185
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 186, which was -71.90 lower than the previous day. The implied volatity was 14.29, the open interest changed by -262 which decreased total open position to 14623
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 257.9, which was 9.80 higher than the previous day. The implied volatity was 14.15, the open interest changed by 447 which increased total open position to 14885
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 248.1, which was -58.05 lower than the previous day. The implied volatity was 14.73, the open interest changed by 2897 which increased total open position to 14438
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 306.15, which was -37.40 lower than the previous day. The implied volatity was 14.09, the open interest changed by 2139 which increased total open position to 11541
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 343.55, which was 88.55 higher than the previous day. The implied volatity was 13.67, the open interest changed by -1179 which decreased total open position to 9402
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 255, which was 111.95 higher than the previous day. The implied volatity was 13.65, the open interest changed by 1805 which increased total open position to 10581
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 143.05, which was 43.05 higher than the previous day. The implied volatity was 13.39, the open interest changed by 191 which increased total open position to 8776
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 100, which was 0.15 higher than the previous day. The implied volatity was 14.15, the open interest changed by 1181 which increased total open position to 8585
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 99.85, which was -10.80 lower than the previous day. The implied volatity was 13.50, the open interest changed by 1303 which increased total open position to 7404
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 110.65, which was -1.55 lower than the previous day. The implied volatity was 13.75, the open interest changed by 4060 which increased total open position to 6101
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 112.2, which was -10.80 lower than the previous day. The implied volatity was 12.14, the open interest changed by 639 which increased total open position to 2041
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 123, which was -8.40 lower than the previous day. The implied volatity was 12.71, the open interest changed by 198 which increased total open position to 1402
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 131.4, which was 76.95 higher than the previous day. The implied volatity was 12.60, the open interest changed by 964 which increased total open position to 1204
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 54.45, which was 21.45 higher than the previous day. The implied volatity was 13.03, the open interest changed by 54 which increased total open position to 240
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 33, which was -9.85 lower than the previous day. The implied volatity was 13.53, the open interest changed by -7 which decreased total open position to 186
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 42.85, which was -3.35 lower than the previous day. The implied volatity was 13.67, the open interest changed by 39 which increased total open position to 193
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 46.2, which was -6.45 lower than the previous day. The implied volatity was 13.96, the open interest changed by -7 which decreased total open position to 154
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 52.65, which was -27.25 lower than the previous day. The implied volatity was 13.92, the open interest changed by -34 which decreased total open position to 161
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 79.9, which was -36.10 lower than the previous day. The implied volatity was 14.73, the open interest changed by 11 which increased total open position to 195
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 116, which was -258.70 lower than the previous day. The implied volatity was 13.14, the open interest changed by 184 which increased total open position to 184
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 374.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 203 which increased total open position to 0
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 374.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 203 which increased total open position to 0
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 374.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 203 which increased total open position to 0
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 374.7, which was 50.20 higher than the previous day. The implied volatity was 12.63, the open interest changed by 203 which increased total open position to 313
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 324.5, which was 89.50 higher than the previous day. The implied volatity was 12.78, the open interest changed by 4 which increased total open position to 110
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 235, which was 0.00 lower than the previous day. The implied volatity was 14.17, the open interest changed by 106 which increased total open position to 106
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 235, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 235, 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 235, 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 235, 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 235, which was -15.00 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 250, which was -70.20 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 320.2, which was -5.10 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 325.3, which was -135.35 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 460.65, which was -25.05 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 485.7, which was -1906.45 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 2392.15, 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 2392.15, 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 2392.15, 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 2392.15, 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 2392.15, 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 2392.15, 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 2392.15, 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 2392.15, 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 2392.15, 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 2392.15, 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 2392.15, 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 2392.15, 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 2392.15, 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 2392.15, 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 2392.15, which was 2392.15 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 54700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 9.35
Theta: -47.30
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 3896.15 | 840.05 | 52.14 | 59.5 | -39 | 818.5 |
| 19 Dec | 51575.70 | 3056.1 | 611.85 | 30.04 | 6 | -2 | 857.5 |
| 18 Dec | 52139.55 | 2444.25 | 618.40 | 22.55 | 65.5 | -17.5 | 859.5 |
| 17 Dec | 52834.80 | 1825.85 | 629.60 | 14.08 | 724 | -23.5 | 877 |
| 16 Dec | 53581.35 | 1196.25 | 6.00 | 14.38 | 1,017 | 65.5 | 900.5 |
| 13 Dec | 53583.80 | 1190.25 | -237.60 | 16.94 | 1,545 | -459 | 835 |
| 12 Dec | 53216.45 | 1427.85 | 72.65 | 14.26 | 270 | 19 | 1,294 |
| 11 Dec | 53391.35 | 1355.2 | 82.20 | 16.08 | 1,009.5 | 19 | 1,275 |
| 10 Dec | 53577.70 | 1273 | -160.00 | 17.84 | 1,154.5 | 37.5 | 1,256 |
| 9 Dec | 53407.75 | 1433 | 112.05 | 18.26 | 2,298.5 | -140 | 1,218.5 |
| 6 Dec | 53509.50 | 1320.95 | -20.40 | 15.94 | 4,960.5 | 983 | 1,358.5 |
| 5 Dec | 53603.55 | 1341.35 | -204.85 | 17.86 | 1,168.5 | 239 | 375.5 |
| 4 Dec | 53266.90 | 1546.2 | -423.10 | 16.66 | 194.5 | 97.5 | 136.5 |
| 3 Dec | 52695.75 | 1969.3 | -510.70 | 17.61 | 5.5 | 39 | 39 |
| 2 Dec | 52109.00 | 2480 | 0.00 | 0.00 | 0 | 2 | 0 |
| 29 Nov | 52055.60 | 2480 | 390.45 | 16.11 | 1 | 2 | 39.5 |
| 28 Nov | 51906.85 | 2089.55 | -202.45 | - | 20 | 7 | 37.5 |
| 27 Nov | 52301.80 | 2292 | 24.30 | 17.14 | 4.5 | 30.5 | 30.5 |
| 26 Nov | 52191.50 | 2267.7 | 0.00 | 0.00 | 0 | 21.5 | 0 |
| 25 Nov | 52207.50 | 2267.7 | -953.45 | 14.33 | 22.5 | 21.5 | 30.5 |
| 22 Nov | 51135.40 | 3221.15 | -767.85 | 14.95 | 6 | 6 | 9 |
| 21 Nov | 50372.90 | 3989 | 18.20 | 21.58 | 0.5 | 3 | 3 |
| 19 Nov | 50626.50 | 3970.8 | 0.00 | 0.00 | 0 | 1.5 | 0 |
| 18 Nov | 50363.80 | 3970.8 | 0.00 | 0.00 | 0 | 1.5 | 0 |
| 14 Nov | 50179.55 | 3970.8 | 58.25 | 16.20 | 3 | 1.5 | 3 |
| 13 Nov | 50088.35 | 3912.55 | 1897.85 | 16.05 | 3 | 1.5 | 1.5 |
| 12 Nov | 51157.80 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 51876.75 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 51561.20 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 51916.50 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 52317.40 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 52207.25 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 51215.25 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 51673.90 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 51475.35 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 51807.50 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 52320.70 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 51259.30 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 2014.7 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 2014.7 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 54700 expiring on 24DEC2024
Delta for 54700 PE is -0.90
Historical price for 54700 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 3896.15, which was 840.05 higher than the previous day. The implied volatity was 52.14, the open interest changed by -78 which decreased total open position to 1637
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 3056.1, which was 611.85 higher than the previous day. The implied volatity was 30.04, the open interest changed by -4 which decreased total open position to 1715
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2444.25, which was 618.40 higher than the previous day. The implied volatity was 22.55, the open interest changed by -35 which decreased total open position to 1719
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1825.85, which was 629.60 higher than the previous day. The implied volatity was 14.08, the open interest changed by -47 which decreased total open position to 1754
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1196.25, which was 6.00 higher than the previous day. The implied volatity was 14.38, the open interest changed by 131 which increased total open position to 1801
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1190.25, which was -237.60 lower than the previous day. The implied volatity was 16.94, the open interest changed by -918 which decreased total open position to 1670
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1427.85, which was 72.65 higher than the previous day. The implied volatity was 14.26, the open interest changed by 38 which increased total open position to 2588
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1355.2, which was 82.20 higher than the previous day. The implied volatity was 16.08, the open interest changed by 38 which increased total open position to 2550
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1273, which was -160.00 lower than the previous day. The implied volatity was 17.84, the open interest changed by 75 which increased total open position to 2512
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1433, which was 112.05 higher than the previous day. The implied volatity was 18.26, the open interest changed by -280 which decreased total open position to 2437
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1320.95, which was -20.40 lower than the previous day. The implied volatity was 15.94, the open interest changed by 1966 which increased total open position to 2717
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1341.35, which was -204.85 lower than the previous day. The implied volatity was 17.86, the open interest changed by 478 which increased total open position to 751
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1546.2, which was -423.10 lower than the previous day. The implied volatity was 16.66, the open interest changed by 195 which increased total open position to 273
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1969.3, which was -510.70 lower than the previous day. The implied volatity was 17.61, the open interest changed by 78 which increased total open position to 78
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2480, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2480, which was 390.45 higher than the previous day. The implied volatity was 16.11, the open interest changed by 4 which increased total open position to 79
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2089.55, which was -202.45 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 75
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2292, which was 24.30 higher than the previous day. The implied volatity was 17.14, the open interest changed by 61 which increased total open position to 61
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2267.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 43 which increased total open position to 0
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2267.7, which was -953.45 lower than the previous day. The implied volatity was 14.33, the open interest changed by 43 which increased total open position to 61
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 3221.15, which was -767.85 lower than the previous day. The implied volatity was 14.95, the open interest changed by 12 which increased total open position to 18
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 3989, which was 18.20 higher than the previous day. The implied volatity was 21.58, the open interest changed by 6 which increased total open position to 6
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 3970.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 3970.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 3970.8, which was 58.25 higher than the previous day. The implied volatity was 16.20, the open interest changed by 3 which increased total open position to 6
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 3912.55, which was 1897.85 higher than the previous day. The implied volatity was 16.05, the open interest changed by 3 which increased total open position to 3
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2014.7, 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 2014.7, 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 2014.7, 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 2014.7, 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 2014.7, 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 2014.7, 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 2014.7, 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 2014.7, 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 2014.7, 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 2014.7, 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 2014.7, 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 2014.7, 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 2014.7, 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 2014.7, 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 2014.7, 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 2014.7, 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 2014.7, 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 2014.7, 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 2014.7, 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 2014.7, 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 2014.7, 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 2014.7, 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 2014.7, 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 2014.7, 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 2014.7, 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 2014.7, 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 2014.7, 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 2014.7, 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 2014.7, 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 2014.7, 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 2014.7, 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 2014.7, 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 2014.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
