BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
BANKNIFTY 24DEC2024 55000 CE | ||||||||||
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Delta: 0.01
Vega: 1.41
Theta: -5.66
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 50759.20 | 5.55 | -8.55 | 31.38 | 4,22,775.5 | -4,019 | 1,04,266 | |||
19 Dec | 51575.70 | 14.1 | -38.15 | 26.60 | 4,84,550.5 | 17,956.5 | 1,08,285 | |||
18 Dec | 52139.55 | 52.25 | -5.20 | 26.19 | 3,16,619.5 | 22,175 | 90,328.5 | |||
17 Dec | 52834.80 | 57.45 | -41.30 | 20.39 | 3,36,255.5 | 2,178.5 | 68,153.5 | |||
16 Dec | 53581.35 | 98.75 | -2.15 | 16.42 | 2,94,445.5 | 2,800 | 65,975 | |||
13 Dec | 53583.80 | 100.9 | 4.40 | 12.85 | 4,27,455.5 | -5,684 | 63,175 | |||
12 Dec | 53216.45 | 96.5 | -35.50 | 14.66 | 1,78,309.5 | 4,072 | 68,859 | |||
11 Dec | 53391.35 | 132 | -55.30 | 14.40 | 1,94,838 | 1,306.5 | 64,787 | |||
10 Dec | 53577.70 | 187.3 | 3.05 | 14.20 | 2,21,861.5 | -1,601.5 | 63,480.5 | |||
9 Dec | 53407.75 | 184.25 | -40.55 | 14.82 | 2,64,290.5 | 3,886.5 | 65,082 | |||
6 Dec | 53509.50 | 224.8 | -32.30 | 13.95 | 3,06,305 | 9,539 | 61,195.5 | |||
5 Dec | 53603.55 | 257.1 | 73.95 | 13.62 | 2,81,628 | 351 | 51,656.5 | |||
4 Dec | 53266.90 | 183.15 | 84.15 | 13.45 | 2,95,773.5 | 2,518 | 51,305.5 | |||
3 Dec | 52695.75 | 99 | 26.00 | 13.25 | 2,08,936 | -1,467 | 48,787.5 | |||
2 Dec | 52109.00 | 73 | -1.30 | 14.21 | 1,72,041.5 | 2,144.5 | 50,254.5 | |||
29 Nov | 52055.60 | 74.3 | -9.70 | 13.60 | 1,61,261 | 4,508.5 | 48,110 | |||
28 Nov | 51906.85 | 84 | 4.00 | 13.91 | 2,74,810.5 | 12,440.5 | 43,601.5 | |||
27 Nov | 52301.80 | 80 | -10.00 | 12.15 | 64,521.5 | 9,666 | 31,161 | |||
26 Nov | 52191.50 | 90 | -3.50 | 12.72 | 43,830.5 | -6,283 | 21,495 | |||
25 Nov | 52207.50 | 93.5 | 53.70 | 12.53 | 42,372 | 3,404.5 | 27,778 | |||
22 Nov | 51135.40 | 39.8 | 16.25 | 13.08 | 19,835.5 | 1,966 | 24,373.5 | |||
21 Nov | 50372.90 | 23.55 | -5.90 | 13.53 | 21,515 | 1,293.5 | 22,407.5 | |||
19 Nov | 50626.50 | 29.45 | -3.60 | 13.49 | 13,551.5 | 917.5 | 21,114 | |||
18 Nov | 50363.80 | 33.05 | -8.20 | 13.86 | 8,775.5 | -459.5 | 20,196.5 | |||
14 Nov | 50179.55 | 41.25 | -24.75 | 13.99 | 17,280.5 | 5,085 | 20,656 | |||
13 Nov | 50088.35 | 66 | -22.60 | 14.93 | 20,033.5 | -1,438.5 | 15,571 | |||
12 Nov | 51157.80 | 88.6 | -51.80 | 13.11 | 12,728 | 123 | 17,009.5 | |||
11 Nov | 51876.75 | 140.4 | -8.60 | 12.22 | 6,409 | 541.5 | 16,886.5 | |||
8 Nov | 51561.20 | 149 | -64.60 | 12.87 | 4,450.5 | 49.5 | 16,345 | |||
7 Nov | 51916.50 | 213.6 | -91.90 | 12.91 | 3,639.5 | 86.5 | 16,295.5 | |||
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6 Nov | 52317.40 | 305.5 | -0.50 | 12.62 | 16,672 | 10,533 | 16,209 | |||
5 Nov | 52207.25 | 306 | 89.15 | 13.54 | 4,536 | 1,948.5 | 5,676 | |||
4 Nov | 51215.25 | 216.85 | -43.15 | 14.72 | 1,827.5 | 637.5 | 3,727.5 | |||
1 Nov | 51673.90 | 260 | -17.00 | 13.56 | 389.5 | 18 | 3,090 | |||
31 Oct | 51475.35 | 277 | -67.95 | - | 576.5 | 49 | 3,072 | |||
30 Oct | 51807.50 | 344.95 | -44.05 | - | 1,030 | 307.5 | 3,023 | |||
29 Oct | 52320.70 | 389 | 163.15 | - | 3,302 | -154.5 | 2,715.5 | |||
28 Oct | 51259.30 | 225.85 | 23.30 | - | 1,156 | 261.5 | 2,870 | |||
25 Oct | 50787.45 | 202.55 | -82.45 | - | 1,734 | 730 | 2,608.5 | |||
24 Oct | 51531.15 | 285 | 19.90 | - | 718.5 | -74 | 1,878.5 | |||
23 Oct | 51239.00 | 265.1 | -30.30 | - | 1,085 | 345 | 1,952.5 | |||
22 Oct | 51257.15 | 295.4 | -90.60 | - | 948 | 338 | 1,607.5 | |||
21 Oct | 51962.70 | 386 | -41.85 | - | 705 | 123 | 1,269.5 | |||
18 Oct | 52094.20 | 427.85 | 76.85 | - | 678.5 | 147 | 1,146.5 | |||
17 Oct | 51288.80 | 351 | -82.00 | - | 472 | 66.5 | 999.5 | |||
16 Oct | 51801.05 | 433 | -20.40 | - | 152.5 | 42.5 | 933 | |||
15 Oct | 51906.00 | 453.4 | 13.40 | - | 196 | 22 | 890.5 | |||
14 Oct | 51816.90 | 440 | 90.00 | - | 433.5 | 87.5 | 868.5 | |||
11 Oct | 51172.30 | 350 | -77.00 | - | 498 | 61.5 | 781 | |||
10 Oct | 51530.90 | 427 | 41.95 | - | 155.5 | 39.5 | 719.5 | |||
9 Oct | 51007.00 | 385.05 | -43.85 | - | 277 | 24 | 680 | |||
8 Oct | 51021.00 | 428.9 | 48.90 | - | 291.5 | 61 | 656 | |||
7 Oct | 50478.90 | 380 | -160.00 | - | 626 | 181 | 595 | |||
4 Oct | 51462.05 | 540 | -70.05 | - | 484.5 | 81.5 | 414 | |||
3 Oct | 51845.20 | 610.05 | -319.95 | - | 575.5 | 11 | 332.5 | |||
1 Oct | 52922.60 | 930 | -40.00 | - | 217 | 27 | 321.5 | |||
30 Sept | 52978.10 | 970 | -334.05 | - | 514 | 84 | 294.5 | |||
27 Sept | 53834.30 | 1304.05 | -108.35 | - | 264.5 | 204 | 210.5 | |||
26 Sept | 54375.35 | 1412.4 | - | 17.5 | 6.5 | 6.5 |
For Nifty Bank - strike price 55000 expiring on 24DEC2024
Delta for 55000 CE is 0.01
Historical price for 55000 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 5.55, which was -8.55 lower than the previous day. The implied volatity was 31.38, the open interest changed by -8038 which decreased total open position to 208532
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 14.1, which was -38.15 lower than the previous day. The implied volatity was 26.60, the open interest changed by 35913 which increased total open position to 216570
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 52.25, which was -5.20 lower than the previous day. The implied volatity was 26.19, the open interest changed by 44350 which increased total open position to 180657
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 57.45, which was -41.30 lower than the previous day. The implied volatity was 20.39, the open interest changed by 4357 which increased total open position to 136307
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 98.75, which was -2.15 lower than the previous day. The implied volatity was 16.42, the open interest changed by 5600 which increased total open position to 131950
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 100.9, which was 4.40 higher than the previous day. The implied volatity was 12.85, the open interest changed by -11368 which decreased total open position to 126350
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 96.5, which was -35.50 lower than the previous day. The implied volatity was 14.66, the open interest changed by 8144 which increased total open position to 137718
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 132, which was -55.30 lower than the previous day. The implied volatity was 14.40, the open interest changed by 2613 which increased total open position to 129574
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 187.3, which was 3.05 higher than the previous day. The implied volatity was 14.20, the open interest changed by -3203 which decreased total open position to 126961
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 184.25, which was -40.55 lower than the previous day. The implied volatity was 14.82, the open interest changed by 7773 which increased total open position to 130164
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 224.8, which was -32.30 lower than the previous day. The implied volatity was 13.95, the open interest changed by 19078 which increased total open position to 122391
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 257.1, which was 73.95 higher than the previous day. The implied volatity was 13.62, the open interest changed by 702 which increased total open position to 103313
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 183.15, which was 84.15 higher than the previous day. The implied volatity was 13.45, the open interest changed by 5036 which increased total open position to 102611
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 99, which was 26.00 higher than the previous day. The implied volatity was 13.25, the open interest changed by -2934 which decreased total open position to 97575
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 73, which was -1.30 lower than the previous day. The implied volatity was 14.21, the open interest changed by 4289 which increased total open position to 100509
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 74.3, which was -9.70 lower than the previous day. The implied volatity was 13.60, the open interest changed by 9017 which increased total open position to 96220
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 84, which was 4.00 higher than the previous day. The implied volatity was 13.91, the open interest changed by 24881 which increased total open position to 87203
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 80, which was -10.00 lower than the previous day. The implied volatity was 12.15, the open interest changed by 19332 which increased total open position to 62322
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 90, which was -3.50 lower than the previous day. The implied volatity was 12.72, the open interest changed by -12566 which decreased total open position to 42990
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 93.5, which was 53.70 higher than the previous day. The implied volatity was 12.53, the open interest changed by 6809 which increased total open position to 55556
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 39.8, which was 16.25 higher than the previous day. The implied volatity was 13.08, the open interest changed by 3932 which increased total open position to 48747
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 23.55, which was -5.90 lower than the previous day. The implied volatity was 13.53, the open interest changed by 2587 which increased total open position to 44815
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 29.45, which was -3.60 lower than the previous day. The implied volatity was 13.49, the open interest changed by 1835 which increased total open position to 42228
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 33.05, which was -8.20 lower than the previous day. The implied volatity was 13.86, the open interest changed by -919 which decreased total open position to 40393
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 41.25, which was -24.75 lower than the previous day. The implied volatity was 13.99, the open interest changed by 10170 which increased total open position to 41312
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 66, which was -22.60 lower than the previous day. The implied volatity was 14.93, the open interest changed by -2877 which decreased total open position to 31142
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 88.6, which was -51.80 lower than the previous day. The implied volatity was 13.11, the open interest changed by 246 which increased total open position to 34019
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 140.4, which was -8.60 lower than the previous day. The implied volatity was 12.22, the open interest changed by 1083 which increased total open position to 33773
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 149, which was -64.60 lower than the previous day. The implied volatity was 12.87, the open interest changed by 99 which increased total open position to 32690
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 213.6, which was -91.90 lower than the previous day. The implied volatity was 12.91, the open interest changed by 173 which increased total open position to 32591
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 305.5, which was -0.50 lower than the previous day. The implied volatity was 12.62, the open interest changed by 21066 which increased total open position to 32418
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 306, which was 89.15 higher than the previous day. The implied volatity was 13.54, the open interest changed by 3897 which increased total open position to 11352
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 216.85, which was -43.15 lower than the previous day. The implied volatity was 14.72, the open interest changed by 1275 which increased total open position to 7455
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 260, which was -17.00 lower than the previous day. The implied volatity was 13.56, the open interest changed by 36 which increased total open position to 6180
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 277, which was -67.95 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 344.95, which was -44.05 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 389, which was 163.15 higher 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 225.85, which was 23.30 higher 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 202.55, which was -82.45 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 285, which was 19.90 higher 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 265.1, which was -30.30 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 295.4, which was -90.60 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 386, which was -41.85 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 427.85, which was 76.85 higher 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 351, which was -82.00 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 433, which was -20.40 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 453.4, which was 13.40 higher 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 440, which was 90.00 higher 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 350, which was -77.00 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 427, which was 41.95 higher 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 385.05, which was -43.85 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 428.9, which was 48.90 higher 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 380, which was -160.00 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 540, which was -70.05 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 610.05, which was -319.95 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 930, which was -40.00 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 970, which was -334.05 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 1304.05, which was -108.35 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 1412.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
BANKNIFTY 24DEC2024 55000 PE | |||||||
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Delta: -0.91
Vega: 8.41
Theta: -41.78
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 50759.20 | 4177.35 | 907.20 | 52.91 | 1,287 | -422.5 | 13,114 |
19 Dec | 51575.70 | 3270.15 | 524.65 | - | 1,825.5 | -199.5 | 13,536.5 |
18 Dec | 52139.55 | 2745.5 | 628.90 | 24.89 | 4,335 | -447 | 13,736 |
17 Dec | 52834.80 | 2116.6 | 675.35 | 14.20 | 6,179.5 | 1,316.5 | 14,183 |
16 Dec | 53581.35 | 1441.25 | 10.40 | 13.52 | 4,187 | 88.5 | 12,866.5 |
13 Dec | 53583.80 | 1430.85 | -253.25 | 17.49 | 6,285 | -509.5 | 12,778 |
12 Dec | 53216.45 | 1684.1 | 90.25 | 14.33 | 3,509 | -45 | 13,287.5 |
11 Dec | 53391.35 | 1593.85 | 98.85 | 16.24 | 3,239 | -200.5 | 13,332.5 |
10 Dec | 53577.70 | 1495 | -165.60 | 18.10 | 3,564 | -223 | 13,533 |
9 Dec | 53407.75 | 1660.6 | 128.40 | 18.51 | 5,131 | -163 | 13,756 |
6 Dec | 53509.50 | 1532.2 | -20.40 | 15.84 | 10,216 | -679.5 | 13,919 |
5 Dec | 53603.55 | 1552.6 | -228.10 | 18.04 | 14,654 | -2,361.5 | 14,598.5 |
4 Dec | 53266.90 | 1780.7 | -429.95 | 17.00 | 19,123 | -6,015.5 | 16,960 |
3 Dec | 52695.75 | 2210.65 | -458.50 | 16.31 | 10,997.5 | -8,728.5 | 22,975.5 |
2 Dec | 52109.00 | 2669.15 | -25.80 | 16.23 | 2,187 | -506 | 31,704 |
29 Nov | 52055.60 | 2694.95 | -12.20 | 14.47 | 1,485.5 | -149.5 | 32,210 |
28 Nov | 51906.85 | 2707.15 | 267.10 | 13.35 | 3,809.5 | -1,344.5 | 32,359.5 |
27 Nov | 52301.80 | 2440.05 | -118.10 | 14.30 | 12,766.5 | 4,485.5 | 33,704 |
26 Nov | 52191.50 | 2558.15 | 2.90 | 14.99 | 4,249 | 548 | 29,218.5 |
25 Nov | 52207.50 | 2555.25 | -975.10 | 15.53 | 8,498.5 | 6,407 | 28,670.5 |
22 Nov | 51135.40 | 3530.35 | -622.45 | 16.41 | 9,893 | 8,483.5 | 22,263.5 |
21 Nov | 50372.90 | 4152.8 | 2.20 | 17.93 | 8,401 | 7,760.5 | 13,780 |
19 Nov | 50626.50 | 4150.6 | -81.00 | 19.46 | 5,461.5 | 5,140.5 | 6,019.5 |
18 Nov | 50363.80 | 4231.6 | -68.40 | 18.79 | 682.5 | 592.5 | 879 |
14 Nov | 50179.55 | 4300 | 200.00 | 17.50 | 98.5 | -15 | 286.5 |
13 Nov | 50088.35 | 4100 | 767.35 | 9.71 | 183 | 65.5 | 301.5 |
12 Nov | 51157.80 | 3332.65 | 613.25 | 12.88 | 104.5 | 11 | 236 |
11 Nov | 51876.75 | 2719.4 | -254.80 | 13.12 | 62 | 18 | 225 |
8 Nov | 51561.20 | 2974.2 | 279.90 | 13.78 | 93.5 | 20 | 207 |
7 Nov | 51916.50 | 2694.3 | 375.90 | 14.43 | 74.5 | 10 | 187 |
6 Nov | 52317.40 | 2318.4 | -281.60 | 14.60 | 49 | 17.5 | 177 |
5 Nov | 52207.25 | 2600 | -700.00 | 15.78 | 87 | 24 | 159.5 |
4 Nov | 51215.25 | 3300 | 334.25 | 16.06 | 12 | 1 | 135.5 |
1 Nov | 51673.90 | 2965.75 | 0.05 | 16.56 | 1 | 0 | 134.5 |
31 Oct | 51475.35 | 2965.7 | 365.70 | - | 9 | 6 | 134.5 |
30 Oct | 51807.50 | 2600 | 185.00 | - | 37 | 10 | 128.5 |
29 Oct | 52320.70 | 2415 | -668.40 | - | 47 | 5 | 118.5 |
28 Oct | 51259.30 | 3083.4 | -876.60 | - | 32 | 2.5 | 113.5 |
25 Oct | 50787.45 | 3960 | 950.00 | - | 32 | 1.5 | 111 |
24 Oct | 51531.15 | 3010 | -232.80 | - | 39.5 | -19 | 109.5 |
23 Oct | 51239.00 | 3242.8 | 129.50 | - | 22 | 0.5 | 128.5 |
22 Oct | 51257.15 | 3113.3 | 439.60 | - | 14 | 0.5 | 128 |
21 Oct | 51962.70 | 2673.7 | 189.00 | - | 33.5 | -2.5 | 127.5 |
18 Oct | 52094.20 | 2484.7 | -615.30 | - | 28 | -4.5 | 130 |
17 Oct | 51288.80 | 3100 | 400.00 | - | 31 | -4 | 134.5 |
16 Oct | 51801.05 | 2700 | 57.00 | - | 9 | -1.5 | 138.5 |
15 Oct | 51906.00 | 2643 | -46.50 | - | 20.5 | 2.5 | 140 |
14 Oct | 51816.90 | 2689.5 | -453.40 | - | 20.5 | 2.5 | 137.5 |
11 Oct | 51172.30 | 3142.9 | 192.90 | - | 22 | -4 | 135 |
10 Oct | 51530.90 | 2950 | -350.00 | - | 19.5 | 5 | 139 |
9 Oct | 51007.00 | 3300 | 37.10 | - | 35 | -0.5 | 134 |
8 Oct | 51021.00 | 3262.9 | -192.30 | - | 12.5 | -3 | 134.5 |
7 Oct | 50478.90 | 3455.2 | 516.55 | - | 16.5 | -2.5 | 137.5 |
4 Oct | 51462.05 | 2938.65 | 364.65 | - | 74.5 | 24.5 | 140 |
3 Oct | 51845.20 | 2574 | 652.00 | - | 167.5 | -43 | 115.5 |
1 Oct | 52922.60 | 1922 | -14.05 | - | 126 | 30 | 158.5 |
30 Sept | 52978.10 | 1936.05 | 343.05 | - | 134 | 63 | 128.5 |
27 Sept | 53834.30 | 1593 | 72.45 | - | 75 | 28.5 | 65.5 |
26 Sept | 54375.35 | 1520.55 | - | 48.5 | 37 | 37 |
For Nifty Bank - strike price 55000 expiring on 24DEC2024
Delta for 55000 PE is -0.91
Historical price for 55000 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 4177.35, which was 907.20 higher than the previous day. The implied volatity was 52.91, the open interest changed by -845 which decreased total open position to 26228
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 3270.15, which was 524.65 higher than the previous day. The implied volatity was -, the open interest changed by -399 which decreased total open position to 27073
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2745.5, which was 628.90 higher than the previous day. The implied volatity was 24.89, the open interest changed by -894 which decreased total open position to 27472
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2116.6, which was 675.35 higher than the previous day. The implied volatity was 14.20, the open interest changed by 2633 which increased total open position to 28366
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1441.25, which was 10.40 higher than the previous day. The implied volatity was 13.52, the open interest changed by 177 which increased total open position to 25733
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1430.85, which was -253.25 lower than the previous day. The implied volatity was 17.49, the open interest changed by -1019 which decreased total open position to 25556
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1684.1, which was 90.25 higher than the previous day. The implied volatity was 14.33, the open interest changed by -90 which decreased total open position to 26575
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1593.85, which was 98.85 higher than the previous day. The implied volatity was 16.24, the open interest changed by -401 which decreased total open position to 26665
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1495, which was -165.60 lower than the previous day. The implied volatity was 18.10, the open interest changed by -446 which decreased total open position to 27066
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1660.6, which was 128.40 higher than the previous day. The implied volatity was 18.51, the open interest changed by -326 which decreased total open position to 27512
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1532.2, which was -20.40 lower than the previous day. The implied volatity was 15.84, the open interest changed by -1359 which decreased total open position to 27838
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1552.6, which was -228.10 lower than the previous day. The implied volatity was 18.04, the open interest changed by -4723 which decreased total open position to 29197
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1780.7, which was -429.95 lower than the previous day. The implied volatity was 17.00, the open interest changed by -12031 which decreased total open position to 33920
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2210.65, which was -458.50 lower than the previous day. The implied volatity was 16.31, the open interest changed by -17457 which decreased total open position to 45951
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2669.15, which was -25.80 lower than the previous day. The implied volatity was 16.23, the open interest changed by -1012 which decreased total open position to 63408
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2694.95, which was -12.20 lower than the previous day. The implied volatity was 14.47, the open interest changed by -299 which decreased total open position to 64420
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2707.15, which was 267.10 higher than the previous day. The implied volatity was 13.35, the open interest changed by -2689 which decreased total open position to 64719
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2440.05, which was -118.10 lower than the previous day. The implied volatity was 14.30, the open interest changed by 8971 which increased total open position to 67408
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2558.15, which was 2.90 higher than the previous day. The implied volatity was 14.99, the open interest changed by 1096 which increased total open position to 58437
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2555.25, which was -975.10 lower than the previous day. The implied volatity was 15.53, the open interest changed by 12814 which increased total open position to 57341
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 3530.35, which was -622.45 lower than the previous day. The implied volatity was 16.41, the open interest changed by 16967 which increased total open position to 44527
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 4152.8, which was 2.20 higher than the previous day. The implied volatity was 17.93, the open interest changed by 15521 which increased total open position to 27560
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 4150.6, which was -81.00 lower than the previous day. The implied volatity was 19.46, the open interest changed by 10281 which increased total open position to 12039
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 4231.6, which was -68.40 lower than the previous day. The implied volatity was 18.79, the open interest changed by 1185 which increased total open position to 1758
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 4300, which was 200.00 higher than the previous day. The implied volatity was 17.50, the open interest changed by -30 which decreased total open position to 573
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 4100, which was 767.35 higher than the previous day. The implied volatity was 9.71, the open interest changed by 131 which increased total open position to 603
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 3332.65, which was 613.25 higher than the previous day. The implied volatity was 12.88, the open interest changed by 22 which increased total open position to 472
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 2719.4, which was -254.80 lower than the previous day. The implied volatity was 13.12, the open interest changed by 36 which increased total open position to 450
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 2974.2, which was 279.90 higher than the previous day. The implied volatity was 13.78, the open interest changed by 40 which increased total open position to 414
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 2694.3, which was 375.90 higher than the previous day. The implied volatity was 14.43, the open interest changed by 20 which increased total open position to 374
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 2318.4, which was -281.60 lower than the previous day. The implied volatity was 14.60, the open interest changed by 35 which increased total open position to 354
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 2600, which was -700.00 lower than the previous day. The implied volatity was 15.78, the open interest changed by 48 which increased total open position to 319
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 3300, which was 334.25 higher than the previous day. The implied volatity was 16.06, the open interest changed by 2 which increased total open position to 271
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 2965.75, which was 0.05 higher than the previous day. The implied volatity was 16.56, the open interest changed by 0 which decreased total open position to 269
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 2965.7, which was 365.70 higher 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 2600, which was 185.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 2415, which was -668.40 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 3083.4, which was -876.60 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 3960, which was 950.00 higher 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 3010, which was -232.80 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 3242.8, which was 129.50 higher 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 3113.3, which was 439.60 higher 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 2673.7, which was 189.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 2484.7, which was -615.30 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 3100, which was 400.00 higher 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 2700, which was 57.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 2643, which was -46.50 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 2689.5, which was -453.40 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 3142.9, which was 192.90 higher 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 2950, which was -350.00 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 3300, which was 37.10 higher 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 3262.9, which was -192.30 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 3455.2, which was 516.55 higher 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 2938.65, which was 364.65 higher 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 2574, which was 652.00 higher 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 1922, which was -14.05 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 1936.05, which was 343.05 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 1593, which was 72.45 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 1520.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to