BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 54900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 1.63
Theta: -6.57
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 6.7 | -9.80 | 31.49 | 80,039 | -1,868.5 | 13,343 | |||
| 19 Dec | 51575.70 | 16.5 | -42.75 | 26.61 | 86,978 | -386.5 | 15,211.5 | |||
| 18 Dec | 52139.55 | 59.25 | -0.90 | 26.22 | 74,242.5 | 4,635 | 15,598 | |||
| 17 Dec | 52834.80 | 60.15 | -51.85 | 19.91 | 62,935 | 3,038 | 10,963 | |||
| 16 Dec | 53581.35 | 112 | -2.00 | 16.33 | 68,324 | 1,357.5 | 7,925 | |||
| 13 Dec | 53583.80 | 114 | 3.05 | 12.71 | 59,650.5 | -697 | 6,567.5 | |||
| 12 Dec | 53216.45 | 110.95 | -37.05 | 14.69 | 29,352.5 | 112.5 | 7,264.5 | |||
| 11 Dec | 53391.35 | 148 | -60.35 | 14.36 | 41,687 | 196 | 7,152 | |||
| 10 Dec | 53577.70 | 208.35 | 3.35 | 14.17 | 49,033.5 | 1,499 | 6,956 | |||
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| 9 Dec | 53407.75 | 205 | -41.35 | 14.83 | 42,962 | 1,655.5 | 5,457 | |||
| 6 Dec | 53509.50 | 246.35 | -44.70 | 13.91 | 60,245.5 | 830 | 3,801.5 | |||
| 5 Dec | 53603.55 | 291.05 | 81.05 | 13.80 | 49,287.5 | -1,031.5 | 2,971.5 | |||
| 4 Dec | 53266.90 | 210 | 97.00 | 13.65 | 46,060 | -239 | 4,003 | |||
| 3 Dec | 52695.75 | 113 | 33.20 | 13.32 | 44,443 | 464 | 4,242 | |||
| 2 Dec | 52109.00 | 79.8 | -4.80 | 14.12 | 24,099 | 103.5 | 3,778 | |||
| 29 Nov | 52055.60 | 84.6 | -8.20 | 13.68 | 33,321 | 805 | 3,674.5 | |||
| 28 Nov | 51906.85 | 92.8 | 2.05 | 13.86 | 43,509.5 | 1,585.5 | 2,869.5 | |||
| 27 Nov | 52301.80 | 90.75 | -9.15 | 12.19 | 4,308.5 | 611.5 | 1,284 | |||
| 26 Nov | 52191.50 | 99.9 | 10.50 | 12.70 | 1,823 | 375.5 | 672.5 | |||
| 25 Nov | 52207.50 | 89.4 | 51.30 | 11.98 | 1,244.5 | 199.5 | 297 | |||
| 22 Nov | 51135.40 | 38.1 | 14.65 | 12.67 | 241 | 42 | 97.5 | |||
| 21 Nov | 50372.90 | 23.45 | -12.05 | 13.26 | 90.5 | 45.5 | 55.5 | |||
| 19 Nov | 50626.50 | 35.5 | -69.85 | 13.70 | 2 | 10 | 10 | |||
| 18 Nov | 50363.80 | 105.35 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 14 Nov | 50179.55 | 105.35 | -170.15 | 17.01 | 0.5 | 9 | 9 | |||
| 13 Nov | 50088.35 | 275.5 | 0.00 | 0.00 | 0 | 8.5 | 0 | |||
| 12 Nov | 51157.80 | 275.5 | 0.00 | 0.00 | 0 | 8.5 | 0 | |||
| 11 Nov | 51876.75 | 275.5 | 0.00 | 0.00 | 0 | 8.5 | 0 | |||
| 8 Nov | 51561.20 | 275.5 | 0.00 | 15.24 | 0.5 | 8.5 | 8.5 | |||
| 7 Nov | 51916.50 | 275.5 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 6 Nov | 52317.40 | 275.5 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 5 Nov | 52207.25 | 275.5 | -124.10 | 12.44 | 2.5 | 6 | 6 | |||
| 4 Nov | 51215.25 | 399.6 | 0.00 | 0.00 | 0 | 5.5 | 0 | |||
| 1 Nov | 51673.90 | 399.6 | 0.00 | 15.35 | 0.5 | 5.5 | 5.5 | |||
| 31 Oct | 51475.35 | 399.6 | 0.00 | - | 0 | 5 | 0 | |||
| 30 Oct | 51807.50 | 399.6 | -0.40 | - | 5 | 5 | 5 | |||
| 29 Oct | 52320.70 | 400 | 0.00 | - | 0 | 3.5 | 0 | |||
| 28 Oct | 51259.30 | 400 | 0.00 | - | 0 | 3.5 | 0 | |||
| 25 Oct | 50787.45 | 400 | 0.00 | - | 0 | 3.5 | 3.5 | |||
| 24 Oct | 51531.15 | 400 | 0.00 | - | 0 | 0.5 | 0 | |||
| 23 Oct | 51239.00 | 400 | 0.00 | - | 0 | 0.5 | 0 | |||
| 22 Oct | 51257.15 | 400 | 0.00 | - | 0 | 0.5 | 0 | |||
| 21 Oct | 51962.70 | 400 | 0.00 | - | 0 | 0.5 | 0 | |||
| 18 Oct | 52094.20 | 400 | 0.00 | - | 0 | 0.5 | 0 | |||
| 17 Oct | 51288.80 | 400 | -138.25 | - | 3 | 0.5 | 0.5 | |||
| 16 Oct | 51801.05 | 538.25 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 538.25 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 538.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 538.25 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 538.25 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 538.25 | -1755.50 | - | 0.5 | 0 | 0 | |||
| 8 Oct | 51021.00 | 2293.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 2293.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 2293.75 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 2293.75 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 2293.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 2293.75 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 2293.75 | 2293.75 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 54900 expiring on 24DEC2024
Delta for 54900 CE is 0.01
Historical price for 54900 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 6.7, which was -9.80 lower than the previous day. The implied volatity was 31.49, the open interest changed by -3737 which decreased total open position to 26686
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 16.5, which was -42.75 lower than the previous day. The implied volatity was 26.61, the open interest changed by -773 which decreased total open position to 30423
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 59.25, which was -0.90 lower than the previous day. The implied volatity was 26.22, the open interest changed by 9270 which increased total open position to 31196
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 60.15, which was -51.85 lower than the previous day. The implied volatity was 19.91, the open interest changed by 6076 which increased total open position to 21926
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 112, which was -2.00 lower than the previous day. The implied volatity was 16.33, the open interest changed by 2715 which increased total open position to 15850
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 114, which was 3.05 higher than the previous day. The implied volatity was 12.71, the open interest changed by -1394 which decreased total open position to 13135
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 110.95, which was -37.05 lower than the previous day. The implied volatity was 14.69, the open interest changed by 225 which increased total open position to 14529
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 148, which was -60.35 lower than the previous day. The implied volatity was 14.36, the open interest changed by 392 which increased total open position to 14304
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 208.35, which was 3.35 higher than the previous day. The implied volatity was 14.17, the open interest changed by 2998 which increased total open position to 13912
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 205, which was -41.35 lower than the previous day. The implied volatity was 14.83, the open interest changed by 3311 which increased total open position to 10914
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 246.35, which was -44.70 lower than the previous day. The implied volatity was 13.91, the open interest changed by 1660 which increased total open position to 7603
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 291.05, which was 81.05 higher than the previous day. The implied volatity was 13.80, the open interest changed by -2063 which decreased total open position to 5943
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 210, which was 97.00 higher than the previous day. The implied volatity was 13.65, the open interest changed by -478 which decreased total open position to 8006
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 113, which was 33.20 higher than the previous day. The implied volatity was 13.32, the open interest changed by 928 which increased total open position to 8484
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 79.8, which was -4.80 lower than the previous day. The implied volatity was 14.12, the open interest changed by 207 which increased total open position to 7556
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 84.6, which was -8.20 lower than the previous day. The implied volatity was 13.68, the open interest changed by 1610 which increased total open position to 7349
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 92.8, which was 2.05 higher than the previous day. The implied volatity was 13.86, the open interest changed by 3171 which increased total open position to 5739
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 90.75, which was -9.15 lower than the previous day. The implied volatity was 12.19, the open interest changed by 1223 which increased total open position to 2568
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 99.9, which was 10.50 higher than the previous day. The implied volatity was 12.70, the open interest changed by 751 which increased total open position to 1345
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 89.4, which was 51.30 higher than the previous day. The implied volatity was 11.98, the open interest changed by 399 which increased total open position to 594
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 38.1, which was 14.65 higher than the previous day. The implied volatity was 12.67, the open interest changed by 84 which increased total open position to 195
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 23.45, which was -12.05 lower than the previous day. The implied volatity was 13.26, the open interest changed by 91 which increased total open position to 111
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 35.5, which was -69.85 lower than the previous day. The implied volatity was 13.70, the open interest changed by 20 which increased total open position to 20
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 105.35, 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 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 105.35, which was -170.15 lower than the previous day. The implied volatity was 17.01, the open interest changed by 18 which increased total open position to 18
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 275.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 17 which increased total open position to 0
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 275.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 17 which increased total open position to 0
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 275.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 17 which increased total open position to 0
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 275.5, which was 0.00 lower than the previous day. The implied volatity was 15.24, the open interest changed by 17 which increased total open position to 17
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 275.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 275.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 275.5, which was -124.10 lower than the previous day. The implied volatity was 12.44, the open interest changed by 12 which increased total open position to 12
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 399.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 399.6, which was 0.00 lower than the previous day. The implied volatity was 15.35, the open interest changed by 11 which increased total open position to 11
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 399.6, 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 399.6, which was -0.40 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 400, 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 400, 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 400, 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 400, 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 400, 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 400, 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 400, 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 400, 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 400, which was -138.25 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 538.25, 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 538.25, 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 538.25, 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 538.25, 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 538.25, 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 538.25, which was -1755.50 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 2293.75, 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 2293.75, 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 2293.75, 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 2293.75, 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 2293.75, 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 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 2293.75, 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 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 2293.75, which was 2293.75 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 54900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 9.54
Theta: -52.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 4105.9 | 849.40 | 55.38 | 5 | -3 | 291 |
| 19 Dec | 51575.70 | 3256.5 | 621.65 | 31.65 | 3 | -1 | 294 |
| 18 Dec | 52139.55 | 2634.85 | 628.15 | 22.72 | 24.5 | -5 | 295 |
| 17 Dec | 52834.80 | 2006.7 | 645.45 | - | 191 | 21 | 300 |
| 16 Dec | 53581.35 | 1361.25 | 17.65 | 14.09 | 321.5 | -4.5 | 279 |
| 13 Dec | 53583.80 | 1343.6 | -252.80 | 17.24 | 140.5 | -29.5 | 283.5 |
| 12 Dec | 53216.45 | 1596.4 | 83.40 | 14.27 | 158 | -7.5 | 313 |
| 11 Dec | 53391.35 | 1513 | 63.75 | 16.19 | 127 | 21 | 320.5 |
| 10 Dec | 53577.70 | 1449.25 | -137.10 | 18.70 | 74.5 | 9 | 299.5 |
| 9 Dec | 53407.75 | 1586.35 | 129.95 | 18.52 | 704.5 | 13.5 | 290.5 |
| 6 Dec | 53509.50 | 1456.4 | -21.30 | 15.79 | 1,552.5 | 47 | 277 |
| 5 Dec | 53603.55 | 1477.7 | -224.95 | 17.90 | 875.5 | 184.5 | 230 |
| 4 Dec | 53266.90 | 1702.65 | -374.60 | 16.93 | 30 | 12 | 45.5 |
| 3 Dec | 52695.75 | 2077.25 | -570.35 | 16.24 | 25 | 33.5 | 33.5 |
| 2 Dec | 52109.00 | 2647.6 | 0.00 | 0.00 | 0 | 29.5 | 0 |
| 29 Nov | 52055.60 | 2647.6 | 185.90 | 15.99 | 3 | 29.5 | 29.5 |
| 28 Nov | 51906.85 | 2461.7 | 0.00 | 0.00 | 0 | 29 | 0 |
| 27 Nov | 52301.80 | 2461.7 | 0.00 | 0.00 | 0 | 29 | 0 |
| 26 Nov | 52191.50 | 2461.7 | 0.00 | 0.00 | 0 | 29 | 0 |
| 25 Nov | 52207.50 | 2461.7 | -1633.45 | 15.26 | 30 | 29 | 29 |
| 22 Nov | 51135.40 | 4095.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 50372.90 | 4095.15 | 1982.40 | 19.43 | 2.5 | 0 | 0 |
| 19 Nov | 50626.50 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 50363.80 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 50179.55 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 50088.35 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 51157.80 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 51876.75 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 51561.20 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 51916.50 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 52317.40 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 52207.25 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 51215.25 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 51673.90 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 51475.35 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 51807.50 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 52320.70 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 51259.30 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 2112.75 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 2112.75 | 2112.75 | - | 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 54900 expiring on 24DEC2024
Delta for 54900 PE is -0.90
Historical price for 54900 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 4105.9, which was 849.40 higher than the previous day. The implied volatity was 55.38, the open interest changed by -6 which decreased total open position to 582
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 3256.5, which was 621.65 higher than the previous day. The implied volatity was 31.65, the open interest changed by -2 which decreased total open position to 588
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2634.85, which was 628.15 higher than the previous day. The implied volatity was 22.72, the open interest changed by -10 which decreased total open position to 590
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2006.7, which was 645.45 higher than the previous day. The implied volatity was -, the open interest changed by 42 which increased total open position to 600
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1361.25, which was 17.65 higher than the previous day. The implied volatity was 14.09, the open interest changed by -9 which decreased total open position to 558
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1343.6, which was -252.80 lower than the previous day. The implied volatity was 17.24, the open interest changed by -59 which decreased total open position to 567
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1596.4, which was 83.40 higher than the previous day. The implied volatity was 14.27, the open interest changed by -15 which decreased total open position to 626
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1513, which was 63.75 higher than the previous day. The implied volatity was 16.19, the open interest changed by 42 which increased total open position to 641
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1449.25, which was -137.10 lower than the previous day. The implied volatity was 18.70, the open interest changed by 18 which increased total open position to 599
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1586.35, which was 129.95 higher than the previous day. The implied volatity was 18.52, the open interest changed by 27 which increased total open position to 581
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1456.4, which was -21.30 lower than the previous day. The implied volatity was 15.79, the open interest changed by 94 which increased total open position to 554
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1477.7, which was -224.95 lower than the previous day. The implied volatity was 17.90, the open interest changed by 369 which increased total open position to 460
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1702.65, which was -374.60 lower than the previous day. The implied volatity was 16.93, the open interest changed by 24 which increased total open position to 91
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2077.25, which was -570.35 lower than the previous day. The implied volatity was 16.24, the open interest changed by 67 which increased total open position to 67
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2647.6, 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 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2647.6, which was 185.90 higher than the previous day. The implied volatity was 15.99, the open interest changed by 59 which increased total open position to 59
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2461.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 58 which increased total open position to 0
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2461.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 58 which increased total open position to 0
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2461.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 58 which increased total open position to 0
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2461.7, which was -1633.45 lower than the previous day. The implied volatity was 15.26, the open interest changed by 58 which increased total open position to 58
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 4095.15, 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 4095.15, which was 1982.40 higher than the previous day. The implied volatity was 19.43, 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 2112.75, 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 2112.75, 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 2112.75, 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 2112.75, 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 2112.75, 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 2112.75, 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 2112.75, 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 2112.75, 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 2112.75, 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 2112.75, 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 2112.75, 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 2112.75, 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 2112.75, 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 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 2112.75, 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 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 2112.75, 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 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 2112.75, 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 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 2112.75, 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 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 2112.75, 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 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 2112.75, 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 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 2112.75, 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 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 2112.75, 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 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 2112.75, 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 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 2112.75, 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 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 2112.75, 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 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 2112.75, 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 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 2112.75, 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 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 2112.75, 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 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 2112.75, 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 2112.75, 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 2112.75, 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 2112.75, 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 2112.75, 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 2112.75, 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 2112.75, 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 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 2112.75, which was 2112.75 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
