BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
05 Jul 2024 04:13 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 52660.35 | 5.25 | -10.80 | - | 2,33,29,335 | 16,57,635 | 39,65,100 | |||
| 4 Jul | 53103.70 | 16.05 | - | 1,65,56,970 | 9,12,585 | 23,07,465 | ||||
| 3 Jul | 53089.25 | 24.65 | - | 53,83,530 | 9,08,685 | 13,94,880 | ||||
| 2 Jul | 52168.10 | 13 | - | 14,55,615 | 1,84,080 | 4,84,395 | ||||
| 1 Jul | 52574.75 | 34.3 | - | 11,74,605 | 98,550 | 3,00,315 | ||||
| 28 Jun | 52342.25 | 49.95 | - | 6,69,375 | 53,235 | 2,01,765 | ||||
| 27 Jun | 52811.30 | 74.9 | - | 8,56,725 | 55,005 | 1,48,530 | ||||
| 26 Jun | 52870.50 | 79.25 | - | 3,68,505 | 48,375 | 92,190 | ||||
| 25 Jun | 52606.00 | 73 | - | 1,52,715 | 32,445 | 43,815 | ||||
| 24 Jun | 51703.95 | 32.05 | - | 10,590 | 2,445 | 11,355 | ||||
| 21 Jun | 51661.45 | 30.00 | - | 15,465 | 4,815 | 9,000 | ||||
| 20 Jun | 51783.25 | 45.00 | - | 3,120 | 1,410 | 4,275 | ||||
| 19 Jun | 51398.05 | 39.90 | - | 6,135 | 1,680 | 2,865 | ||||
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| 18 Jun | 50440.90 | 22.40 | - | 2,220 | 1,200 | 1,230 | ||||
| 14 Jun | 50002.00 | 84.95 | - | 15 | 0 | 30 | ||||
| 13 Jun | 49846.70 | 109.45 | - | 0 | 0 | 0 | ||||
| 12 Jun | 49895.10 | 109.45 | - | 0 | 30 | 0 | ||||
| 11 Jun | 49705.75 | 109.45 | - | 30 | 15 | 15 | ||||
| 10 Jun | 49780.90 | 87.65 | - | 0 | 0 | 0 | ||||
For NIFTY BANK - strike price 55000 expiring on 10JUL2024
Delta for 55000 CE is -
Historical price for 55000 CE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 5.25, which was -10.80 lower than the previous day. The implied volatity was -, the open interest changed by 1657635 which increased total open position to 3965100
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 16.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 912585 which increased total open position to 2307465
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 24.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 908685 which increased total open position to 1394880
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 13, which was lower than the previous day. The implied volatity was -, the open interest changed by 184080 which increased total open position to 484395
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 34.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 98550 which increased total open position to 300315
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 49.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 53235 which increased total open position to 201765
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 74.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 55005 which increased total open position to 148530
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 79.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 48375 which increased total open position to 92190
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 73, which was lower than the previous day. The implied volatity was -, the open interest changed by 32445 which increased total open position to 43815
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 32.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 2445 which increased total open position to 11355
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 30.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4815 which increased total open position to 9000
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 45.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1410 which increased total open position to 4275
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 39.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1680 which increased total open position to 2865
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 22.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 1230
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 84.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 109.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 109.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 0
On 11 Jun BANKNIFTY was trading at 49705.75. The strike last trading price was 109.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 15
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 87.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 52660.35 | 2393.4 | 524.25 | - | 8,610 | 75 | 12,960 |
| 4 Jul | 53103.70 | 1869.15 | - | 31,845 | 6,000 | 12,885 | |
| 3 Jul | 53089.25 | 2003.55 | - | 10,815 | 2,550 | 6,885 | |
| 2 Jul | 52168.10 | 2684.9 | - | 1,455 | 525 | 4,350 | |
| 1 Jul | 52574.75 | 2422 | - | 1,605 | 960 | 3,825 | |
| 28 Jun | 52342.25 | 2582.85 | - | 11,655 | 2,175 | 2,865 | |
| 27 Jun | 52811.30 | 2205 | - | 1,440 | 135 | 690 | |
| 26 Jun | 52870.50 | 2299.95 | - | 195 | 165 | 555 | |
| 25 Jun | 52606.00 | 2603.8 | - | 195 | 120 | 390 | |
| 24 Jun | 51703.95 | 3315.95 | - | 30 | 0 | 240 | |
| 21 Jun | 51661.45 | 3478.25 | - | 75 | 0 | 165 | |
| 20 Jun | 51783.25 | 3262.50 | - | 120 | 120 | 150 | |
| 19 Jun | 51398.05 | 3248.80 | - | 105 | -15 | 30 | |
| 18 Jun | 50440.90 | 5000.00 | - | 0 | 0 | 0 | |
| 14 Jun | 50002.00 | 5000.00 | - | 0 | 0 | 0 | |
| 13 Jun | 49846.70 | 5000.00 | - | 0 | 0 | 0 | |
| 12 Jun | 49895.10 | 5000.00 | - | 0 | 0 | 0 | |
| 11 Jun | 49705.75 | 5000.00 | - | 0 | 0 | 45 | |
| 10 Jun | 49780.90 | 5000.00 | - | 105 | 45 | 45 | |
For NIFTY BANK - strike price 55000 expiring on 10JUL2024
Delta for 55000 PE is -
Historical price for 55000 PE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 2393.4, which was 524.25 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 12960
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 1869.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 12885
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 2003.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2550 which increased total open position to 6885
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 2684.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 4350
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 2422, which was lower than the previous day. The implied volatity was -, the open interest changed by 960 which increased total open position to 3825
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 2582.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2175 which increased total open position to 2865
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 2205, which was lower than the previous day. The implied volatity was -, the open interest changed by 135 which increased total open position to 690
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 2299.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 165 which increased total open position to 555
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 2603.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 120 which increased total open position to 390
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 3315.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 240
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 3478.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 165
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 3262.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 120 which increased total open position to 150
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 3248.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 30
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 5000.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 5000.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 5000.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 5000.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun BANKNIFTY was trading at 49705.75. The strike last trading price was 5000.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 5000.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 45