BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 55100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 1.55
Theta: -6.50
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 6.55 | -7.80 | 32.70 | 58,388 | -4,827.5 | 10,103.5 | |||
| 19 Dec | 51575.70 | 14.35 | -37.65 | 27.32 | 75,547.5 | 2,742.5 | 14,931 | |||
| 18 Dec | 52139.55 | 52 | 5.00 | 26.89 | 83,140 | 1,886.5 | 12,188.5 | |||
| 17 Dec | 52834.80 | 47 | -39.35 | 20.09 | 62,843 | 3,376 | 10,302 | |||
| 16 Dec | 53581.35 | 86.35 | -1.65 | 16.48 | 70,648 | 790.5 | 6,926 | |||
| 13 Dec | 53583.80 | 88 | 2.55 | 12.93 | 68,988 | -1,984 | 6,135.5 | |||
| 12 Dec | 53216.45 | 85.45 | -31.55 | 14.72 | 35,196 | 158.5 | 8,119.5 | |||
| 11 Dec | 53391.35 | 117 | -51.00 | 14.43 | 30,380 | 13 | 7,961 | |||
| 10 Dec | 53577.70 | 168 | 0.40 | 14.24 | 37,800.5 | 24 | 7,948 | |||
| 9 Dec | 53407.75 | 167.6 | -37.40 | 14.90 | 52,615 | 2,313.5 | 7,924 | |||
| 6 Dec | 53509.50 | 205 | -29.25 | 14.01 | 42,149.5 | 1,759 | 5,610.5 | |||
| 5 Dec | 53603.55 | 234.25 | 64.25 | 13.64 | 39,789 | 61.5 | 3,851.5 | |||
| 4 Dec | 53266.90 | 170 | 81.50 | 13.60 | 57,026.5 | -854.5 | 3,790 | |||
| 3 Dec | 52695.75 | 88.5 | 22.90 | 13.26 | 32,380.5 | 679.5 | 4,644.5 | |||
| 2 Dec | 52109.00 | 65.6 | -0.80 | 14.23 | 28,137.5 | 1,250.5 | 3,965 | |||
| 29 Nov | 52055.60 | 66.4 | -11.10 | 13.60 | 23,049.5 | 262 | 2,714.5 | |||
| 28 Nov | 51906.85 | 77.5 | 3.35 | 13.96 | 48,165 | 1,573 | 2,452.5 | |||
| 27 Nov | 52301.80 | 74.15 | -7.85 | 12.25 | 3,805 | 674 | 879.5 | |||
| 26 Nov | 52191.50 | 82 | -2.10 | 12.78 | 548 | 24 | 205.5 | |||
| 25 Nov | 52207.50 | 84.1 | 49.30 | 12.50 | 803.5 | 145 | 181.5 | |||
| 22 Nov | 51135.40 | 34.8 | -45.20 | 13.05 | 300 | 36.5 | 36.5 | |||
| 21 Nov | 50372.90 | 80 | 0.00 | 0.00 | 0 | 70.5 | 0 | |||
| 19 Nov | 50626.50 | 80 | 0.00 | 0.00 | 0 | 70.5 | 0 | |||
| 18 Nov | 50363.80 | 80 | -172.80 | 16.90 | 3 | 70.5 | 70.5 | |||
| 14 Nov | 50179.55 | 252.8 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Nov | 50088.35 | 252.8 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 12 Nov | 51157.80 | 252.8 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 11 Nov | 51876.75 | 252.8 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 8 Nov | 51561.20 | 252.8 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 7 Nov | 51916.50 | 252.8 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 6 Nov | 52317.40 | 252.8 | -54.55 | 12.02 | 2 | 1 | 70.5 | |||
| 5 Nov | 52207.25 | 307.35 | 87.35 | 13.72 | 8 | 6 | 69.5 | |||
| 4 Nov | 51215.25 | 220 | -132.00 | 15.10 | 84 | 63.5 | 63.5 | |||
| 1 Nov | 51673.90 | 352 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 352 | -1846.35 | - | 1 | 0 | 0 | |||
| 30 Oct | 51807.50 | 2198.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 52320.70 | 2198.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 51259.30 | 2198.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 2198.35 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 2198.35 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 2198.35 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 2198.35 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 2198.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 2198.35 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 2198.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 16 Oct | 51801.05 | 2198.35 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 2198.35 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 2198.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 2198.35 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 2198.35 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 2198.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 2198.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 2198.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 2198.35 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 2198.35 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 2198.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 2198.35 | 2198.35 | - | 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 55100 expiring on 24DEC2024
Delta for 55100 CE is 0.01
Historical price for 55100 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 6.55, which was -7.80 lower than the previous day. The implied volatity was 32.70, the open interest changed by -9655 which decreased total open position to 20207
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 14.35, which was -37.65 lower than the previous day. The implied volatity was 27.32, the open interest changed by 5485 which increased total open position to 29862
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 52, which was 5.00 higher than the previous day. The implied volatity was 26.89, the open interest changed by 3773 which increased total open position to 24377
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 47, which was -39.35 lower than the previous day. The implied volatity was 20.09, the open interest changed by 6752 which increased total open position to 20604
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 86.35, which was -1.65 lower than the previous day. The implied volatity was 16.48, the open interest changed by 1581 which increased total open position to 13852
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 88, which was 2.55 higher than the previous day. The implied volatity was 12.93, the open interest changed by -3968 which decreased total open position to 12271
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 85.45, which was -31.55 lower than the previous day. The implied volatity was 14.72, the open interest changed by 317 which increased total open position to 16239
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 117, which was -51.00 lower than the previous day. The implied volatity was 14.43, the open interest changed by 26 which increased total open position to 15922
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 168, which was 0.40 higher than the previous day. The implied volatity was 14.24, the open interest changed by 48 which increased total open position to 15896
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 167.6, which was -37.40 lower than the previous day. The implied volatity was 14.90, the open interest changed by 4627 which increased total open position to 15848
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 205, which was -29.25 lower than the previous day. The implied volatity was 14.01, the open interest changed by 3518 which increased total open position to 11221
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 234.25, which was 64.25 higher than the previous day. The implied volatity was 13.64, the open interest changed by 123 which increased total open position to 7703
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 170, which was 81.50 higher than the previous day. The implied volatity was 13.60, the open interest changed by -1709 which decreased total open position to 7580
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 88.5, which was 22.90 higher than the previous day. The implied volatity was 13.26, the open interest changed by 1359 which increased total open position to 9289
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 65.6, which was -0.80 lower than the previous day. The implied volatity was 14.23, the open interest changed by 2501 which increased total open position to 7930
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 66.4, which was -11.10 lower than the previous day. The implied volatity was 13.60, the open interest changed by 524 which increased total open position to 5429
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 77.5, which was 3.35 higher than the previous day. The implied volatity was 13.96, the open interest changed by 3146 which increased total open position to 4905
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 74.15, which was -7.85 lower than the previous day. The implied volatity was 12.25, the open interest changed by 1348 which increased total open position to 1759
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 82, which was -2.10 lower than the previous day. The implied volatity was 12.78, the open interest changed by 48 which increased total open position to 411
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 84.1, which was 49.30 higher than the previous day. The implied volatity was 12.50, the open interest changed by 290 which increased total open position to 363
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 34.8, which was -45.20 lower than the previous day. The implied volatity was 13.05, the open interest changed by 73 which increased total open position to 73
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 80, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 141 which increased total open position to 0
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 80, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 141 which increased total open position to 0
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 80, which was -172.80 lower than the previous day. The implied volatity was 16.90, the open interest changed by 141 which increased total open position to 141
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 252.8, 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 252.8, 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 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 252.8, 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 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 252.8, 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 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 252.8, 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 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 252.8, 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 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 252.8, which was -54.55 lower than the previous day. The implied volatity was 12.02, the open interest changed by 2 which increased total open position to 141
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 307.35, which was 87.35 higher than the previous day. The implied volatity was 13.72, the open interest changed by 12 which increased total open position to 139
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 220, which was -132.00 lower than the previous day. The implied volatity was 15.10, the open interest changed by 127 which increased total open position to 127
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 352, 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 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 352, which was -1846.35 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 2198.35, 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 2198.35, 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 2198.35, 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 2198.35, 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 2198.35, 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 2198.35, 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 2198.35, 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 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 2198.35, 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 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 2198.35, 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 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 2198.35, 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 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 2198.35, 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 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 2198.35, 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 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 2198.35, 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 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 2198.35, 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 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 2198.35, 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 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 2198.35, 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 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 2198.35, 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 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 2198.35, 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 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 2198.35, 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 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 2198.35, 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 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 2198.35, 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 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 2198.35, which was 2198.35 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
| BANKNIFTY 24DEC2024 55100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 9.21
Theta: -51.84
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 4311.7 | 2189.30 | 56.97 | 4 | 262 | 262 |
| 19 Dec | 51575.70 | 2122.4 | 0.00 | 0.00 | 0 | -3 | 0 |
| 18 Dec | 52139.55 | 2122.4 | 0.00 | 0.00 | 0 | -3 | 0 |
| 17 Dec | 52834.80 | 2122.4 | 588.75 | - | 62.5 | -3 | 262 |
| 16 Dec | 53581.35 | 1533.65 | 8.70 | 13.65 | 203.5 | -6 | 265 |
| 13 Dec | 53583.80 | 1524.95 | -203.75 | 18.08 | 115.5 | -5.5 | 271 |
| 12 Dec | 53216.45 | 1728.7 | 72.45 | 11.64 | 59 | 7.5 | 276.5 |
| 11 Dec | 53391.35 | 1656.25 | 67.95 | 15.52 | 45.5 | -4.5 | 269 |
| 10 Dec | 53577.70 | 1588.3 | -149.70 | 18.51 | 33.5 | -5.5 | 273.5 |
| 9 Dec | 53407.75 | 1738 | 128.00 | 18.56 | 130.5 | -6 | 279 |
| 6 Dec | 53509.50 | 1610 | -24.25 | 15.91 | 306.5 | -13.5 | 285 |
| 5 Dec | 53603.55 | 1634.25 | -248.20 | 18.31 | 296 | 81 | 298.5 |
| 4 Dec | 53266.90 | 1882.45 | -417.55 | 17.66 | 5 | 2.5 | 217.5 |
| 3 Dec | 52695.75 | 2300 | -407.40 | 17.66 | 1 | -0.5 | 215 |
| 2 Dec | 52109.00 | 2707.4 | -240.40 | 13.22 | 2 | 0 | 215.5 |
| 29 Nov | 52055.60 | 2947.8 | 173.30 | 20.00 | 0.5 | 0 | 215.5 |
| 28 Nov | 51906.85 | 2774.5 | 280.05 | 12.28 | 4.5 | 5 | 215.5 |
| 27 Nov | 52301.80 | 2494.45 | -183.30 | 13.16 | 218 | 210.5 | 210.5 |
| 26 Nov | 52191.50 | 2677.75 | 0.00 | 0.00 | 0 | 28 | 0 |
| 25 Nov | 52207.50 | 2677.75 | -1040.75 | 16.14 | 25.5 | 28 | 28 |
| 22 Nov | 51135.40 | 3718.5 | -578.00 | 19.81 | 3 | 0 | 0 |
| 21 Nov | 50372.90 | 4296.5 | 0.00 | 0.00 | 0 | 1.5 | 0 |
| 19 Nov | 50626.50 | 4296.5 | 0.00 | 0.00 | 0 | 1.5 | 0 |
| 18 Nov | 50363.80 | 4296.5 | 0.00 | 0.00 | 0 | 1.5 | 0 |
| 14 Nov | 50179.55 | 4296.5 | 0.00 | 0.00 | 0 | 1.5 | 0 |
| 13 Nov | 50088.35 | 4296.5 | 2082.70 | 16.78 | 3 | 1.5 | 1.5 |
| 12 Nov | 51157.80 | 2213.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 51876.75 | 2213.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 51561.20 | 2213.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 51916.50 | 2213.8 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 52317.40 | 2213.8 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 52207.25 | 2213.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 51215.25 | 2213.8 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 51673.90 | 2213.8 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 51475.35 | 2213.8 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 51807.50 | 2213.8 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 52320.70 | 2213.8 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 51259.30 | 2213.8 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 2213.8 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 2213.8 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 2213.8 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 2213.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 2213.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 2213.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 2213.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 2213.8 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 2213.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 2213.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 2213.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 2213.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 2213.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 2213.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 2213.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 2213.8 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 2213.8 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 2213.8 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 2213.8 | 2213.80 | - | 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 55100 expiring on 24DEC2024
Delta for 55100 PE is -0.90
Historical price for 55100 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 4311.7, which was 2189.30 higher than the previous day. The implied volatity was 56.97, the open interest changed by 524 which increased total open position to 524
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2122.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2122.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2122.4, which was 588.75 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 524
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1533.65, which was 8.70 higher than the previous day. The implied volatity was 13.65, the open interest changed by -12 which decreased total open position to 530
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1524.95, which was -203.75 lower than the previous day. The implied volatity was 18.08, the open interest changed by -11 which decreased total open position to 542
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1728.7, which was 72.45 higher than the previous day. The implied volatity was 11.64, the open interest changed by 15 which increased total open position to 553
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1656.25, which was 67.95 higher than the previous day. The implied volatity was 15.52, the open interest changed by -9 which decreased total open position to 538
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1588.3, which was -149.70 lower than the previous day. The implied volatity was 18.51, the open interest changed by -11 which decreased total open position to 547
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1738, which was 128.00 higher than the previous day. The implied volatity was 18.56, the open interest changed by -12 which decreased total open position to 558
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1610, which was -24.25 lower than the previous day. The implied volatity was 15.91, the open interest changed by -27 which decreased total open position to 570
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1634.25, which was -248.20 lower than the previous day. The implied volatity was 18.31, the open interest changed by 162 which increased total open position to 597
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1882.45, which was -417.55 lower than the previous day. The implied volatity was 17.66, the open interest changed by 5 which increased total open position to 435
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2300, which was -407.40 lower than the previous day. The implied volatity was 17.66, the open interest changed by -1 which decreased total open position to 430
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2707.4, which was -240.40 lower than the previous day. The implied volatity was 13.22, the open interest changed by 0 which decreased total open position to 431
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2947.8, which was 173.30 higher than the previous day. The implied volatity was 20.00, the open interest changed by 0 which decreased total open position to 431
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2774.5, which was 280.05 higher than the previous day. The implied volatity was 12.28, the open interest changed by 10 which increased total open position to 431
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2494.45, which was -183.30 lower than the previous day. The implied volatity was 13.16, the open interest changed by 421 which increased total open position to 421
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2677.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 56 which increased total open position to 0
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2677.75, which was -1040.75 lower than the previous day. The implied volatity was 16.14, the open interest changed by 56 which increased total open position to 56
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 3718.5, which was -578.00 lower than the previous day. The implied volatity was 19.81, 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 4296.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 4296.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 4296.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 4296.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 4296.5, which was 2082.70 higher than the previous day. The implied volatity was 16.78, the open interest changed by 3 which increased total open position to 3
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2213.8, 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 2213.8, 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 2213.8, 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 2213.8, 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 2213.8, 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 2213.8, 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 2213.8, 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 2213.8, 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 2213.8, 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 2213.8, 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 2213.8, 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 2213.8, 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 2213.8, 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 2213.8, 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 2213.8, 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 2213.8, 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 2213.8, 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 2213.8, 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 2213.8, 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 2213.8, 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 2213.8, 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 2213.8, 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 2213.8, 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 2213.8, 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 2213.8, 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 2213.8, 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 2213.8, 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 2213.8, 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 2213.8, 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 2213.8, 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 2213.8, which was 2213.80 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
