BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 54800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 1.62
Theta: -6.38
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 6.5 | -11.20 | 30.70 | 79,174 | -975 | 14,209 | |||
| 19 Dec | 51575.70 | 17.7 | -45.25 | 26.24 | 1,07,034.5 | -1,500.5 | 15,184 | |||
| 18 Dec | 52139.55 | 62.95 | -7.80 | 25.85 | 91,675.5 | 1,100.5 | 16,684.5 | |||
| 17 Dec | 52834.80 | 70.75 | -61.35 | 20.03 | 82,874 | 6,124 | 15,584 | |||
| 16 Dec | 53581.35 | 132.1 | -1.30 | 16.48 | 63,058 | 358 | 9,460 | |||
| 13 Dec | 53583.80 | 133.4 | 10.35 | 12.71 | 81,537.5 | -495.5 | 9,102 | |||
| 12 Dec | 53216.45 | 123.05 | -41.95 | 14.56 | 33,682.5 | 286.5 | 9,597.5 | |||
| 11 Dec | 53391.35 | 165 | -68.15 | 14.29 | 48,785 | 912 | 9,311 | |||
| 10 Dec | 53577.70 | 233.15 | 5.00 | 14.19 | 52,128.5 | 169.5 | 8,399 | |||
| 9 Dec | 53407.75 | 228.15 | -48.85 | 14.85 | 64,789 | 1,526.5 | 8,229.5 | |||
| 6 Dec | 53509.50 | 277 | -38.80 | 14.05 | 73,407 | 2,183.5 | 6,703 | |||
| 5 Dec | 53603.55 | 315.8 | 86.75 | 13.74 | 51,234 | 545.5 | 4,519.5 | |||
| 4 Dec | 53266.90 | 229.05 | 105.10 | 13.58 | 53,929.5 | 158.5 | 3,974 | |||
| 3 Dec | 52695.75 | 123.95 | 34.75 | 13.24 | 34,612.5 | 237.5 | 3,815.5 | |||
| 2 Dec | 52109.00 | 89.2 | 0.20 | 14.12 | 32,459.5 | 561.5 | 3,578 | |||
| 29 Nov | 52055.60 | 89 | -14.80 | 13.47 | 31,352.5 | 806.5 | 3,016.5 | |||
| 28 Nov | 51906.85 | 103.8 | 3.80 | 13.93 | 39,429.5 | 1,184 | 2,210 | |||
| 27 Nov | 52301.80 | 100 | -15.00 | 12.13 | 4,135.5 | 859 | 1,026 | |||
| 26 Nov | 52191.50 | 115 | -111.85 | 12.85 | 552.5 | 167 | 167 | |||
| 25 Nov | 52207.50 | 226.85 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 22 Nov | 51135.40 | 226.85 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 21 Nov | 50372.90 | 226.85 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 19 Nov | 50626.50 | 226.85 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 18 Nov | 50363.80 | 226.85 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 14 Nov | 50179.55 | 226.85 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Nov | 50088.35 | 226.85 | -179.45 | 19.81 | 0.5 | 1 | 1 | |||
| 12 Nov | 51157.80 | 406.3 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 11 Nov | 51876.75 | 406.3 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 8 Nov | 51561.20 | 406.3 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 7 Nov | 51916.50 | 406.3 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 6 Nov | 52317.40 | 406.3 | -301.05 | 13.54 | 0.5 | 0.5 | 0.5 | |||
| 5 Nov | 52207.25 | 707.35 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 4 Nov | 51215.25 | 707.35 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 1 Nov | 51673.90 | 707.35 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 31 Oct | 51475.35 | 707.35 | 0.00 | - | 0 | 0.5 | 0 | |||
| 30 Oct | 51807.50 | 707.35 | 0.00 | - | 0 | 0.5 | 0 | |||
| 29 Oct | 52320.70 | 707.35 | 0.00 | - | 0 | 0.5 | 0 | |||
| 28 Oct | 51259.30 | 707.35 | 0.00 | - | 0 | 0.5 | 0 | |||
| 25 Oct | 50787.45 | 707.35 | 0.00 | - | 0 | 0.5 | 0.5 | |||
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| 24 Oct | 51531.15 | 707.35 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 707.35 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 707.35 | -1635.15 | - | 0.5 | 0 | 0 | |||
| 21 Oct | 51962.70 | 2342.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 2342.5 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 2342.5 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 2342.5 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 2342.5 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 2342.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 2342.5 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 2342.5 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 2342.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 2342.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 2342.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 2342.5 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 2342.5 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 2342.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 2342.5 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 2342.5 | 2342.50 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 54800 expiring on 24DEC2024
Delta for 54800 CE is 0.01
Historical price for 54800 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 6.5, which was -11.20 lower than the previous day. The implied volatity was 30.70, the open interest changed by -1950 which decreased total open position to 28418
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 17.7, which was -45.25 lower than the previous day. The implied volatity was 26.24, the open interest changed by -3001 which decreased total open position to 30368
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 62.95, which was -7.80 lower than the previous day. The implied volatity was 25.85, the open interest changed by 2201 which increased total open position to 33369
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 70.75, which was -61.35 lower than the previous day. The implied volatity was 20.03, the open interest changed by 12248 which increased total open position to 31168
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 132.1, which was -1.30 lower than the previous day. The implied volatity was 16.48, the open interest changed by 716 which increased total open position to 18920
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 133.4, which was 10.35 higher than the previous day. The implied volatity was 12.71, the open interest changed by -991 which decreased total open position to 18204
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 123.05, which was -41.95 lower than the previous day. The implied volatity was 14.56, the open interest changed by 573 which increased total open position to 19195
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 165, which was -68.15 lower than the previous day. The implied volatity was 14.29, the open interest changed by 1824 which increased total open position to 18622
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 233.15, which was 5.00 higher than the previous day. The implied volatity was 14.19, the open interest changed by 339 which increased total open position to 16798
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 228.15, which was -48.85 lower than the previous day. The implied volatity was 14.85, the open interest changed by 3053 which increased total open position to 16459
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 277, which was -38.80 lower than the previous day. The implied volatity was 14.05, the open interest changed by 4367 which increased total open position to 13406
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 315.8, which was 86.75 higher than the previous day. The implied volatity was 13.74, the open interest changed by 1091 which increased total open position to 9039
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 229.05, which was 105.10 higher than the previous day. The implied volatity was 13.58, the open interest changed by 317 which increased total open position to 7948
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 123.95, which was 34.75 higher than the previous day. The implied volatity was 13.24, the open interest changed by 475 which increased total open position to 7631
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 89.2, which was 0.20 higher than the previous day. The implied volatity was 14.12, the open interest changed by 1123 which increased total open position to 7156
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 89, which was -14.80 lower than the previous day. The implied volatity was 13.47, the open interest changed by 1613 which increased total open position to 6033
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 103.8, which was 3.80 higher than the previous day. The implied volatity was 13.93, the open interest changed by 2368 which increased total open position to 4420
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 100, which was -15.00 lower than the previous day. The implied volatity was 12.13, the open interest changed by 1718 which increased total open position to 2052
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 115, which was -111.85 lower than the previous day. The implied volatity was 12.85, the open interest changed by 334 which increased total open position to 334
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 226.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 226.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 226.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 226.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 226.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 226.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 226.85, which was -179.45 lower than the previous day. The implied volatity was 19.81, the open interest changed by 2 which increased total open position to 2
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 406.3, 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 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 406.3, 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 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 406.3, 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 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 406.3, 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 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 406.3, which was -301.05 lower than the previous day. The implied volatity was 13.54, the open interest changed by 1 which increased total open position to 1
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 707.35, 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 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 707.35, 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 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 707.35, 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 707.35, 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 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 707.35, 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 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 707.35, 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 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 707.35, 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 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 707.35, 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 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 707.35, 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 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 707.35, 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 707.35, which was -1635.15 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 2342.5, 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 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 2342.5, 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 2342.5, 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 2342.5, 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 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 2342.5, 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 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 2342.5, 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 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 2342.5, 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 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 2342.5, 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 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 2342.5, 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 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 2342.5, 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 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 2342.5, 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 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 2342.5, 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 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 2342.5, 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 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 2342.5, 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 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 2342.5, 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 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 2342.5, which was 2342.50 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 54800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 8.33
Theta: -38.52
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 3978.2 | 1322.20 | 50.29 | 19.5 | 380.5 | 380.5 |
| 19 Dec | 51575.70 | 2656 | 0.00 | 0.00 | 0 | -7 | 0 |
| 18 Dec | 52139.55 | 2656 | 738.60 | 32.91 | 11.5 | -7 | 391 |
| 17 Dec | 52834.80 | 1917.4 | 618.50 | 13.18 | 210 | 43.5 | 398 |
| 16 Dec | 53581.35 | 1298.9 | 27.15 | 15.39 | 900 | 2 | 354.5 |
| 13 Dec | 53583.80 | 1271.75 | -239.25 | 17.22 | 559.5 | -49.5 | 352.5 |
| 12 Dec | 53216.45 | 1511 | 78.20 | 14.26 | 235.5 | 13.5 | 402 |
| 11 Dec | 53391.35 | 1432.8 | 90.50 | 16.12 | 442.5 | 23 | 388.5 |
| 10 Dec | 53577.70 | 1342.3 | -167.70 | 17.84 | 472.5 | -39 | 365.5 |
| 9 Dec | 53407.75 | 1510 | 119.50 | 18.42 | 1,960 | 51.5 | 404.5 |
| 6 Dec | 53509.50 | 1390.5 | -15.55 | 15.93 | 2,673.5 | 166.5 | 353 |
| 5 Dec | 53603.55 | 1406.05 | -220.10 | 17.80 | 881 | 113 | 186.5 |
| 4 Dec | 53266.90 | 1626.15 | -423.70 | 16.85 | 64 | 28 | 73.5 |
| 3 Dec | 52695.75 | 2049.85 | -473.90 | 16.54 | 14 | 0.5 | 45.5 |
| 2 Dec | 52109.00 | 2523.75 | -97.20 | 17.19 | 1.5 | 0.5 | 45 |
| 29 Nov | 52055.60 | 2620.95 | 0.00 | 0.00 | 0 | -2 | 44.5 |
| 28 Nov | 51906.85 | 2620.95 | 72.10 | 16.60 | 19 | 46.5 | 46.5 |
| 27 Nov | 52301.80 | 2548.85 | 0.00 | 0.00 | 0 | 29.5 | 0 |
| 26 Nov | 52191.50 | 2548.85 | 0.00 | 0.00 | 0 | 29.5 | 0 |
| 25 Nov | 52207.50 | 2548.85 | -758.00 | 19.48 | 34 | 29.5 | 32 |
| 22 Nov | 51135.40 | 3306.85 | 1243.60 | 14.51 | 5 | 2.5 | 2.5 |
| 21 Nov | 50372.90 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 50626.50 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 50363.80 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 50179.55 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 50088.35 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 51157.80 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 51876.75 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 51561.20 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 51916.50 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 52317.40 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 52207.25 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 51215.25 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 51673.90 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 51475.35 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 51807.50 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 52320.70 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 51259.30 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 2063.25 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 2063.25 | 2063.25 | - | 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 54800 expiring on 24DEC2024
Delta for 54800 PE is -0.91
Historical price for 54800 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 3978.2, which was 1322.20 higher than the previous day. The implied volatity was 50.29, the open interest changed by 761 which increased total open position to 761
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2656, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -14 which decreased total open position to 0
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2656, which was 738.60 higher than the previous day. The implied volatity was 32.91, the open interest changed by -14 which decreased total open position to 782
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1917.4, which was 618.50 higher than the previous day. The implied volatity was 13.18, the open interest changed by 87 which increased total open position to 796
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1298.9, which was 27.15 higher than the previous day. The implied volatity was 15.39, the open interest changed by 4 which increased total open position to 709
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1271.75, which was -239.25 lower than the previous day. The implied volatity was 17.22, the open interest changed by -99 which decreased total open position to 705
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1511, which was 78.20 higher than the previous day. The implied volatity was 14.26, the open interest changed by 27 which increased total open position to 804
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1432.8, which was 90.50 higher than the previous day. The implied volatity was 16.12, the open interest changed by 46 which increased total open position to 777
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1342.3, which was -167.70 lower than the previous day. The implied volatity was 17.84, the open interest changed by -78 which decreased total open position to 731
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1510, which was 119.50 higher than the previous day. The implied volatity was 18.42, the open interest changed by 103 which increased total open position to 809
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1390.5, which was -15.55 lower than the previous day. The implied volatity was 15.93, the open interest changed by 333 which increased total open position to 706
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1406.05, which was -220.10 lower than the previous day. The implied volatity was 17.80, the open interest changed by 226 which increased total open position to 373
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1626.15, which was -423.70 lower than the previous day. The implied volatity was 16.85, the open interest changed by 56 which increased total open position to 147
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2049.85, which was -473.90 lower than the previous day. The implied volatity was 16.54, the open interest changed by 1 which increased total open position to 91
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2523.75, which was -97.20 lower than the previous day. The implied volatity was 17.19, the open interest changed by 1 which increased total open position to 90
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2620.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 89
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2620.95, which was 72.10 higher than the previous day. The implied volatity was 16.60, the open interest changed by 93 which increased total open position to 93
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2548.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 59 which increased total open position to 0
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2548.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 59 which increased total open position to 0
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2548.85, which was -758.00 lower than the previous day. The implied volatity was 19.48, the open interest changed by 59 which increased total open position to 64
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 3306.85, which was 1243.60 higher than the previous day. The implied volatity was 14.51, the open interest changed by 5 which increased total open position to 5
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 2063.25, 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 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, 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 2063.25, which was 2063.25 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
