BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 55200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 1.44
Theta: -6.08
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 6 | -7.15 | 32.93 | 53,730 | -617.5 | 11,060 | |||
| 19 Dec | 51575.70 | 13.15 | -34.95 | 27.59 | 75,682 | -888 | 11,677.5 | |||
| 18 Dec | 52139.55 | 48.1 | 4.25 | 27.14 | 76,392 | 5,557 | 12,565.5 | |||
| 17 Dec | 52834.80 | 43.85 | -31.15 | 20.47 | 54,894.5 | 265 | 7,008.5 | |||
| 16 Dec | 53581.35 | 75 | -3.10 | 16.53 | 64,725.5 | 1,947.5 | 6,743.5 | |||
| 13 Dec | 53583.80 | 78.1 | 2.10 | 13.09 | 75,156.5 | -1,403.5 | 4,796 | |||
| 12 Dec | 53216.45 | 76 | -27.05 | 14.81 | 41,166.5 | 281.5 | 6,199.5 | |||
| 11 Dec | 53391.35 | 103.05 | -49.50 | 14.44 | 31,077.5 | -414.5 | 5,918 | |||
| 10 Dec | 53577.70 | 152.55 | 4.65 | 14.40 | 36,622.5 | 705 | 6,332.5 | |||
| 9 Dec | 53407.75 | 147.9 | -33.90 | 14.82 | 36,097.5 | 1,221.5 | 5,627.5 | |||
| 6 Dec | 53509.50 | 181.8 | -32.65 | 13.91 | 52,959 | -1,177 | 4,406 | |||
| 5 Dec | 53603.55 | 214.45 | 65.45 | 13.69 | 42,225 | 1,061.5 | 5,583 | |||
| 4 Dec | 53266.90 | 149 | 69.45 | 13.48 | 57,866 | -737 | 4,521.5 | |||
| 3 Dec | 52695.75 | 79.55 | 20.15 | 13.31 | 34,416.5 | -439.5 | 5,258.5 | |||
| 2 Dec | 52109.00 | 59.4 | -4.15 | 14.28 | 39,537 | 559 | 5,698 | |||
| 29 Nov | 52055.60 | 63.55 | -7.45 | 13.82 | 27,458.5 | 2,769 | 5,139 | |||
| 28 Nov | 51906.85 | 71 | 4.25 | 14.06 | 40,407 | 1,933 | 2,370 | |||
| 27 Nov | 52301.80 | 66.75 | -6.30 | 12.31 | 2,261.5 | 314.5 | 437 | |||
| 26 Nov | 52191.50 | 73.05 | -1.25 | 12.76 | 541 | 3 | 122.5 | |||
| 25 Nov | 52207.50 | 74.3 | 41.45 | 12.46 | 343 | 58 | 119.5 | |||
| 22 Nov | 51135.40 | 32.85 | 12.85 | 13.17 | 379 | -12.5 | 61.5 | |||
| 21 Nov | 50372.90 | 20 | -8.00 | 13.69 | 85 | -7 | 74 | |||
| 19 Nov | 50626.50 | 28 | -3.70 | 13.91 | 85.5 | 13 | 81 | |||
| 18 Nov | 50363.80 | 31.7 | -204.35 | 14.29 | 197.5 | 68 | 68 | |||
| 14 Nov | 50179.55 | 236.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 50088.35 | 236.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 51157.80 | 236.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 51876.75 | 236.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 51561.20 | 236.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 51916.50 | 236.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 52317.40 | 236.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 52207.25 | 236.05 | -1915.65 | 12.85 | 5 | 0 | 0 | |||
| 4 Nov | 51215.25 | 2151.7 | 0.00 | 3.68 | 0 | 0 | 0 | |||
| 1 Nov | 51673.90 | 2151.7 | 0.00 | 3.03 | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 2151.7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 51807.50 | 2151.7 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 52320.70 | 2151.7 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 51259.30 | 2151.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 2151.7 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 2151.7 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 2151.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 22 Oct | 51257.15 | 2151.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 2151.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 2151.7 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 2151.7 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 2151.7 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 2151.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 2151.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 2151.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 2151.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 2151.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 2151.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 2151.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 2151.7 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 2151.7 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 2151.7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 2151.7 | 2151.70 | - | 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 55200 expiring on 24DEC2024
Delta for 55200 CE is 0.01
Historical price for 55200 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 6, which was -7.15 lower than the previous day. The implied volatity was 32.93, the open interest changed by -1235 which decreased total open position to 22120
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 13.15, which was -34.95 lower than the previous day. The implied volatity was 27.59, the open interest changed by -1776 which decreased total open position to 23355
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 48.1, which was 4.25 higher than the previous day. The implied volatity was 27.14, the open interest changed by 11114 which increased total open position to 25131
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 43.85, which was -31.15 lower than the previous day. The implied volatity was 20.47, the open interest changed by 530 which increased total open position to 14017
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 75, which was -3.10 lower than the previous day. The implied volatity was 16.53, the open interest changed by 3895 which increased total open position to 13487
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 78.1, which was 2.10 higher than the previous day. The implied volatity was 13.09, the open interest changed by -2807 which decreased total open position to 9592
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 76, which was -27.05 lower than the previous day. The implied volatity was 14.81, the open interest changed by 563 which increased total open position to 12399
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 103.05, which was -49.50 lower than the previous day. The implied volatity was 14.44, the open interest changed by -829 which decreased total open position to 11836
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 152.55, which was 4.65 higher than the previous day. The implied volatity was 14.40, the open interest changed by 1410 which increased total open position to 12665
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 147.9, which was -33.90 lower than the previous day. The implied volatity was 14.82, the open interest changed by 2443 which increased total open position to 11255
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 181.8, which was -32.65 lower than the previous day. The implied volatity was 13.91, the open interest changed by -2354 which decreased total open position to 8812
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 214.45, which was 65.45 higher than the previous day. The implied volatity was 13.69, the open interest changed by 2123 which increased total open position to 11166
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 149, which was 69.45 higher than the previous day. The implied volatity was 13.48, the open interest changed by -1474 which decreased total open position to 9043
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 79.55, which was 20.15 higher than the previous day. The implied volatity was 13.31, the open interest changed by -879 which decreased total open position to 10517
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 59.4, which was -4.15 lower than the previous day. The implied volatity was 14.28, the open interest changed by 1118 which increased total open position to 11396
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 63.55, which was -7.45 lower than the previous day. The implied volatity was 13.82, the open interest changed by 5538 which increased total open position to 10278
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 71, which was 4.25 higher than the previous day. The implied volatity was 14.06, the open interest changed by 3866 which increased total open position to 4740
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 66.75, which was -6.30 lower than the previous day. The implied volatity was 12.31, the open interest changed by 629 which increased total open position to 874
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 73.05, which was -1.25 lower than the previous day. The implied volatity was 12.76, the open interest changed by 6 which increased total open position to 245
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 74.3, which was 41.45 higher than the previous day. The implied volatity was 12.46, the open interest changed by 116 which increased total open position to 239
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 32.85, which was 12.85 higher than the previous day. The implied volatity was 13.17, the open interest changed by -25 which decreased total open position to 123
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 20, which was -8.00 lower than the previous day. The implied volatity was 13.69, the open interest changed by -14 which decreased total open position to 148
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 28, which was -3.70 lower than the previous day. The implied volatity was 13.91, the open interest changed by 26 which increased total open position to 162
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 31.7, which was -204.35 lower than the previous day. The implied volatity was 14.29, the open interest changed by 136 which increased total open position to 136
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 236.05, 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 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 236.05, 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 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 236.05, 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 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 236.05, 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 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 236.05, 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 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 236.05, 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 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 236.05, 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 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 236.05, which was -1915.65 lower than the previous day. The implied volatity was 12.85, 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 2151.7, which was 0.00 lower than the previous day. The implied volatity was 3.68, 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 2151.7, which was 0.00 lower than the previous day. The implied volatity was 3.03, 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 2151.7, 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 2151.7, 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 2151.7, 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 2151.7, 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 2151.7, 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 2151.7, 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 2151.7, 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 2151.7, 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 2151.7, 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 2151.7, 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 2151.7, 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 2151.7, 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 2151.7, 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 2151.7, 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 2151.7, 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 2151.7, 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 2151.7, 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 2151.7, 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 2151.7, 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 2151.7, 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 2151.7, 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 2151.7, 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 2151.7, which was 2151.70 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 55200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 12.44
Theta: -98.77
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 4563.75 | 1007.75 | 71.92 | 3 | -3 | 160 |
| 19 Dec | 51575.70 | 3556 | 469.30 | 33.88 | 4 | -3.5 | 163 |
| 18 Dec | 52139.55 | 3086.7 | 1494.10 | 38.50 | 31.5 | 166.5 | 166.5 |
| 17 Dec | 52834.80 | 1592.6 | 0.00 | 0.00 | 0 | 9 | 0 |
| 16 Dec | 53581.35 | 1592.6 | -24.65 | 11.12 | 64.5 | 9 | 166 |
| 13 Dec | 53583.80 | 1617.25 | -243.95 | 18.57 | 73.5 | 20 | 157 |
| 12 Dec | 53216.45 | 1861.2 | 128.60 | 14.33 | 54 | 18 | 137 |
| 11 Dec | 53391.35 | 1732.6 | 72.60 | 15.22 | 76 | 23.5 | 119 |
| 10 Dec | 53577.70 | 1660 | -162.50 | 18.56 | 51.5 | 2 | 95.5 |
| 9 Dec | 53407.75 | 1822.5 | 168.30 | 18.78 | 118 | -2.5 | 93.5 |
| 6 Dec | 53509.50 | 1654.2 | -61.35 | 15.00 | 66.5 | 1.5 | 96 |
| 5 Dec | 53603.55 | 1715.55 | -234.45 | 18.55 | 32 | 8.5 | 94.5 |
| 4 Dec | 53266.90 | 1950 | -452.55 | 17.43 | 8 | 0.5 | 86 |
| 3 Dec | 52695.75 | 2402.55 | -647.40 | 17.62 | 69 | 85.5 | 85.5 |
| 2 Dec | 52109.00 | 3049.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 52055.60 | 3049.95 | 0.00 | 20.54 | 0.5 | 0 | 26 |
| 28 Nov | 51906.85 | 3049.95 | 259.55 | 19.40 | 5.5 | 26 | 26 |
| 27 Nov | 52301.80 | 2790.4 | 0.00 | 0.00 | 0 | 24.5 | 0 |
| 26 Nov | 52191.50 | 2790.4 | 0.00 | 0.00 | 0 | 24.5 | 0 |
| 25 Nov | 52207.50 | 2790.4 | -1567.90 | 17.33 | 23 | 24.5 | 24.5 |
| 22 Nov | 51135.40 | 4358.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 50372.90 | 4358.3 | 2092.95 | 18.63 | 2.5 | 0 | 0 |
| 19 Nov | 50626.50 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 50363.80 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 50179.55 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 50088.35 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 51157.80 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 51876.75 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 51561.20 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 51916.50 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 52317.40 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 52207.25 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 51215.25 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 51673.90 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 51475.35 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 51807.50 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 52320.70 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 51259.30 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 2265.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 2265.35 | 2265.35 | - | 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 55200 expiring on 24DEC2024
Delta for 55200 PE is -0.85
Historical price for 55200 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 4563.75, which was 1007.75 higher than the previous day. The implied volatity was 71.92, the open interest changed by -6 which decreased total open position to 320
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 3556, which was 469.30 higher than the previous day. The implied volatity was 33.88, the open interest changed by -7 which decreased total open position to 326
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 3086.7, which was 1494.10 higher than the previous day. The implied volatity was 38.50, the open interest changed by 333 which increased total open position to 333
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1592.6, 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 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1592.6, which was -24.65 lower than the previous day. The implied volatity was 11.12, the open interest changed by 18 which increased total open position to 332
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1617.25, which was -243.95 lower than the previous day. The implied volatity was 18.57, the open interest changed by 40 which increased total open position to 314
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1861.2, which was 128.60 higher than the previous day. The implied volatity was 14.33, the open interest changed by 36 which increased total open position to 274
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1732.6, which was 72.60 higher than the previous day. The implied volatity was 15.22, the open interest changed by 47 which increased total open position to 238
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1660, which was -162.50 lower than the previous day. The implied volatity was 18.56, the open interest changed by 4 which increased total open position to 191
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1822.5, which was 168.30 higher than the previous day. The implied volatity was 18.78, the open interest changed by -5 which decreased total open position to 187
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1654.2, which was -61.35 lower than the previous day. The implied volatity was 15.00, the open interest changed by 3 which increased total open position to 192
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1715.55, which was -234.45 lower than the previous day. The implied volatity was 18.55, the open interest changed by 17 which increased total open position to 189
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1950, which was -452.55 lower than the previous day. The implied volatity was 17.43, the open interest changed by 1 which increased total open position to 172
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2402.55, which was -647.40 lower than the previous day. The implied volatity was 17.62, the open interest changed by 171 which increased total open position to 171
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 3049.95, 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 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 3049.95, which was 0.00 lower than the previous day. The implied volatity was 20.54, the open interest changed by 0 which decreased total open position to 52
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 3049.95, which was 259.55 higher than the previous day. The implied volatity was 19.40, the open interest changed by 52 which increased total open position to 52
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2790.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 49 which increased total open position to 0
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2790.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 49 which increased total open position to 0
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2790.4, which was -1567.90 lower than the previous day. The implied volatity was 17.33, the open interest changed by 49 which increased total open position to 49
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 4358.3, 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 4358.3, which was 2092.95 higher than the previous day. The implied volatity was 18.63, 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 2265.35, 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 2265.35, 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 2265.35, 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 2265.35, 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 2265.35, 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 2265.35, 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 2265.35, 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 2265.35, 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 2265.35, 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 2265.35, 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 2265.35, 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 2265.35, 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 2265.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 2265.35, 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 2265.35, 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 2265.35, 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 2265.35, 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 2265.35, 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 2265.35, 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 2265.35, 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 2265.35, 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 2265.35, 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 2265.35, 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 2265.35, 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 2265.35, 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 2265.35, 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 2265.35, 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 2265.35, 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 2265.35, 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 2265.35, 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 2265.35, 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 2265.35, 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 2265.35, 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 2265.35, 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 2265.35, which was 2265.35 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
