BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 55400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 1.40
Theta: -6.12
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 6 | -6.40 | 34.26 | 52,258.5 | -636 | 10,896.5 | |||
| 19 Dec | 51575.70 | 12.4 | -28.00 | 28.61 | 74,726.5 | 37 | 11,532.5 | |||
| 18 Dec | 52139.55 | 40.4 | 4.40 | 27.52 | 59,149 | 1,875 | 11,495.5 | |||
| 17 Dec | 52834.80 | 36 | -21.90 | 20.89 | 50,384.5 | 2,278.5 | 9,620.5 | |||
| 16 Dec | 53581.35 | 57.9 | -1.10 | 16.74 | 47,267.5 | 777.5 | 7,342 | |||
| 13 Dec | 53583.80 | 59 | -1.00 | 13.25 | 54,783 | -859 | 6,564.5 | |||
| 12 Dec | 53216.45 | 60 | -21.30 | 14.99 | 29,855 | 635.5 | 7,423.5 | |||
| 11 Dec | 53391.35 | 81.3 | -41.70 | 14.56 | 44,395.5 | 1,950 | 6,788 | |||
| 10 Dec | 53577.70 | 123 | 5.00 | 14.47 | 30,558.5 | 290.5 | 4,838 | |||
| 9 Dec | 53407.75 | 118 | -27.00 | 14.83 | 33,607.5 | 268 | 4,547.5 | |||
| 6 Dec | 53509.50 | 145 | -29.90 | 13.85 | 43,211 | 574.5 | 4,279.5 | |||
| 5 Dec | 53603.55 | 174.9 | 54.90 | 13.71 | 37,078 | 948 | 3,705 | |||
| 4 Dec | 53266.90 | 120 | 58.95 | 13.49 | 53,218 | -308.5 | 2,757 | |||
| 3 Dec | 52695.75 | 61.05 | 12.55 | 13.17 | 26,618 | 451 | 3,065.5 | |||
| 2 Dec | 52109.00 | 48.5 | -0.70 | 14.38 | 24,869 | 70.5 | 2,614.5 | |||
| 29 Nov | 52055.60 | 49.2 | -14.75 | 13.73 | 16,610 | 679.5 | 2,544 | |||
| 28 Nov | 51906.85 | 63.95 | 5.95 | 14.38 | 34,331.5 | 1,317 | 1,864.5 | |||
| 27 Nov | 52301.80 | 58 | -4.55 | 12.57 | 1,815 | 397.5 | 547.5 | |||
| 26 Nov | 52191.50 | 62.55 | -1.85 | 12.97 | 194 | -3 | 150 | |||
| 25 Nov | 52207.50 | 64.4 | 36.50 | 12.71 | 108 | 26.5 | 153 | |||
| 22 Nov | 51135.40 | 27.9 | 5.75 | 13.32 | 342.5 | 5 | 126.5 | |||
| 21 Nov | 50372.90 | 22.15 | 1.60 | 14.43 | 190 | 59 | 121.5 | |||
| 19 Nov | 50626.50 | 20.55 | -8.00 | 13.72 | 105 | 28.5 | 62.5 | |||
| 18 Nov | 50363.80 | 28.55 | -12.50 | 14.52 | 9 | 3.5 | 34 | |||
| 14 Nov | 50179.55 | 41.05 | -17.55 | 14.90 | 40.5 | -31.5 | 30.5 | |||
| 13 Nov | 50088.35 | 58.6 | -52.40 | 15.60 | 23.5 | 1.5 | 62 | |||
| 12 Nov | 51157.80 | 111 | 9.85 | 15.06 | 2 | -0.5 | 60.5 | |||
| 11 Nov | 51876.75 | 101.15 | -113.85 | 12.31 | 9.5 | 3 | 61 | |||
| 8 Nov | 51561.20 | 215 | -5.40 | 15.75 | 3.5 | 58 | 58 | |||
| 7 Nov | 51916.50 | 220.4 | 0.00 | 0.00 | 0 | 57 | 0 | |||
| 6 Nov | 52317.40 | 220.4 | 19.00 | 12.41 | 69 | 57 | 58 | |||
| 5 Nov | 52207.25 | 201.4 | -1859.10 | 12.83 | 2 | 1 | 1 | |||
| 4 Nov | 51215.25 | 2060.5 | 0.00 | 3.40 | 0 | 0 | 0 | |||
| 1 Nov | 51673.90 | 2060.5 | 0.00 | 3.23 | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 2060.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 51807.50 | 2060.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 52320.70 | 2060.5 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 51259.30 | 2060.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 2060.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 2060.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 2060.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 2060.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 2060.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 2060.5 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 2060.5 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 2060.5 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 2060.5 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 2060.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 2060.5 | 0.00 | - | 0 | 0 | 0 | |||
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| 10 Oct | 51530.90 | 2060.5 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 2060.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 2060.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 2060.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 2060.5 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 2060.5 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 2060.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 2060.5 | 2060.50 | - | 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 55400 expiring on 24DEC2024
Delta for 55400 CE is 0.01
Historical price for 55400 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 6, which was -6.40 lower than the previous day. The implied volatity was 34.26, the open interest changed by -1272 which decreased total open position to 21793
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 12.4, which was -28.00 lower than the previous day. The implied volatity was 28.61, the open interest changed by 74 which increased total open position to 23065
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 40.4, which was 4.40 higher than the previous day. The implied volatity was 27.52, the open interest changed by 3750 which increased total open position to 22991
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 36, which was -21.90 lower than the previous day. The implied volatity was 20.89, the open interest changed by 4557 which increased total open position to 19241
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 57.9, which was -1.10 lower than the previous day. The implied volatity was 16.74, the open interest changed by 1555 which increased total open position to 14684
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 59, which was -1.00 lower than the previous day. The implied volatity was 13.25, the open interest changed by -1718 which decreased total open position to 13129
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 60, which was -21.30 lower than the previous day. The implied volatity was 14.99, the open interest changed by 1271 which increased total open position to 14847
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 81.3, which was -41.70 lower than the previous day. The implied volatity was 14.56, the open interest changed by 3900 which increased total open position to 13576
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 123, which was 5.00 higher than the previous day. The implied volatity was 14.47, the open interest changed by 581 which increased total open position to 9676
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 118, which was -27.00 lower than the previous day. The implied volatity was 14.83, the open interest changed by 536 which increased total open position to 9095
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 145, which was -29.90 lower than the previous day. The implied volatity was 13.85, the open interest changed by 1149 which increased total open position to 8559
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 174.9, which was 54.90 higher than the previous day. The implied volatity was 13.71, the open interest changed by 1896 which increased total open position to 7410
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 120, which was 58.95 higher than the previous day. The implied volatity was 13.49, the open interest changed by -617 which decreased total open position to 5514
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 61.05, which was 12.55 higher than the previous day. The implied volatity was 13.17, the open interest changed by 902 which increased total open position to 6131
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 48.5, which was -0.70 lower than the previous day. The implied volatity was 14.38, the open interest changed by 141 which increased total open position to 5229
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 49.2, which was -14.75 lower than the previous day. The implied volatity was 13.73, the open interest changed by 1359 which increased total open position to 5088
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 63.95, which was 5.95 higher than the previous day. The implied volatity was 14.38, the open interest changed by 2634 which increased total open position to 3729
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 58, which was -4.55 lower than the previous day. The implied volatity was 12.57, the open interest changed by 795 which increased total open position to 1095
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 62.55, which was -1.85 lower than the previous day. The implied volatity was 12.97, the open interest changed by -6 which decreased total open position to 300
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 64.4, which was 36.50 higher than the previous day. The implied volatity was 12.71, the open interest changed by 53 which increased total open position to 306
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 27.9, which was 5.75 higher than the previous day. The implied volatity was 13.32, the open interest changed by 10 which increased total open position to 253
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 22.15, which was 1.60 higher than the previous day. The implied volatity was 14.43, the open interest changed by 118 which increased total open position to 243
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 20.55, which was -8.00 lower than the previous day. The implied volatity was 13.72, the open interest changed by 57 which increased total open position to 125
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 28.55, which was -12.50 lower than the previous day. The implied volatity was 14.52, the open interest changed by 7 which increased total open position to 68
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 41.05, which was -17.55 lower than the previous day. The implied volatity was 14.90, the open interest changed by -63 which decreased total open position to 61
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 58.6, which was -52.40 lower than the previous day. The implied volatity was 15.60, the open interest changed by 3 which increased total open position to 124
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 111, which was 9.85 higher than the previous day. The implied volatity was 15.06, the open interest changed by -1 which decreased total open position to 121
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 101.15, which was -113.85 lower than the previous day. The implied volatity was 12.31, the open interest changed by 6 which increased total open position to 122
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 215, which was -5.40 lower than the previous day. The implied volatity was 15.75, the open interest changed by 116 which increased total open position to 116
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 220.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 114 which increased total open position to 0
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 220.4, which was 19.00 higher than the previous day. The implied volatity was 12.41, the open interest changed by 114 which increased total open position to 116
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 201.4, which was -1859.10 lower than the previous day. The implied volatity was 12.83, the open interest changed by 2 which increased total open position to 2
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 2060.5, which was 0.00 lower than the previous day. The implied volatity was 3.40, 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 2060.5, which was 0.00 lower than the previous day. The implied volatity was 3.23, 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 2060.5, 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 2060.5, 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 2060.5, 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 2060.5, 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 2060.5, 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 2060.5, 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 2060.5, 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 2060.5, 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 2060.5, 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 2060.5, 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 2060.5, 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 2060.5, 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 2060.5, 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 2060.5, 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 2060.5, 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 2060.5, 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 2060.5, 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 2060.5, 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 2060.5, 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 2060.5, 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 2060.5, 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 2060.5, 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 2060.5, which was 2060.50 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 55400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 8.69
Theta: -49.98
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 4603 | 1450.10 | 58.86 | 2.5 | 65 | 65 |
| 19 Dec | 51575.70 | 3152.9 | 0.00 | 0.00 | 0 | -0.5 | 0 |
| 18 Dec | 52139.55 | 3152.9 | 723.45 | 28.71 | 1 | -0.5 | 65.5 |
| 17 Dec | 52834.80 | 2429.45 | 625.55 | - | 4.5 | -0.5 | 66 |
| 16 Dec | 53581.35 | 1803.9 | 9.70 | 12.63 | 37.5 | 6.5 | 66.5 |
| 13 Dec | 53583.80 | 1794.2 | -247.30 | 20.05 | 6.5 | 1.5 | 60 |
| 12 Dec | 53216.45 | 2041.5 | 101.30 | 14.22 | 23.5 | -3.5 | 58.5 |
| 11 Dec | 53391.35 | 1940.2 | 110.20 | 16.79 | 25 | 7 | 62 |
| 10 Dec | 53577.70 | 1830 | -186.40 | 19.02 | 3 | 1 | 55 |
| 9 Dec | 53407.75 | 2016.4 | 182.50 | 19.93 | 7 | 0.5 | 54 |
| 6 Dec | 53509.50 | 1833.9 | 32.80 | 15.59 | 23 | 2 | 53.5 |
| 5 Dec | 53603.55 | 1801.1 | -729.50 | 17.04 | 54.5 | 51.5 | 51.5 |
| 4 Dec | 53266.90 | 2530.6 | 0.00 | 0.00 | 0 | 5.5 | 0 |
| 3 Dec | 52695.75 | 2530.6 | -1927.70 | 16.17 | 1 | 5.5 | 5.5 |
| 2 Dec | 52109.00 | 4458.3 | 0.00 | 0.00 | 0 | 5.5 | 0 |
| 29 Nov | 52055.60 | 4458.3 | 0.00 | 0.00 | 0 | 5.5 | 5.5 |
| 28 Nov | 51906.85 | 4458.3 | 0.00 | 0.00 | 0 | 5.5 | 0 |
| 27 Nov | 52301.80 | 4458.3 | 0.00 | 0.00 | 0 | 5.5 | 0 |
| 26 Nov | 52191.50 | 4458.3 | 0.00 | 0.00 | 0 | 5.5 | 0 |
| 25 Nov | 52207.50 | 4458.3 | 0.00 | 0.00 | 0 | 5.5 | 0 |
| 22 Nov | 51135.40 | 4458.3 | 0.00 | 0.00 | 0 | 5.5 | 0 |
| 21 Nov | 50372.90 | 4458.3 | 1458.30 | - | 5 | 5.5 | 5.5 |
| 19 Nov | 50626.50 | 3000 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 18 Nov | 50363.80 | 3000 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 14 Nov | 50179.55 | 3000 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 13 Nov | 50088.35 | 3000 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 12 Nov | 51157.80 | 3000 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 11 Nov | 51876.75 | 3000 | 251.80 | 10.87 | 0.5 | 0.5 | 0.5 |
| 8 Nov | 51561.20 | 2748.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 51916.50 | 2748.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 52317.40 | 2748.2 | 377.65 | 16.71 | 0.5 | 0 | 0 |
| 5 Nov | 52207.25 | 2370.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 51215.25 | 2370.55 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 51673.90 | 2370.55 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 51475.35 | 2370.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 51807.50 | 2370.55 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 52320.70 | 2370.55 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 51259.30 | 2370.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 2370.55 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 2370.55 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 2370.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 2370.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 2370.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 2370.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 2370.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 2370.55 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 2370.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 2370.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 2370.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 2370.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 2370.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 2370.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 2370.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 2370.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 2370.55 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 2370.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 2370.55 | 2370.55 | - | 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 55400 expiring on 24DEC2024
Delta for 55400 PE is -0.91
Historical price for 55400 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 4603, which was 1450.10 higher than the previous day. The implied volatity was 58.86, the open interest changed by 130 which increased total open position to 130
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 3152.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 3152.9, which was 723.45 higher than the previous day. The implied volatity was 28.71, the open interest changed by -1 which decreased total open position to 131
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2429.45, which was 625.55 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 132
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1803.9, which was 9.70 higher than the previous day. The implied volatity was 12.63, the open interest changed by 13 which increased total open position to 133
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1794.2, which was -247.30 lower than the previous day. The implied volatity was 20.05, the open interest changed by 3 which increased total open position to 120
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 2041.5, which was 101.30 higher than the previous day. The implied volatity was 14.22, the open interest changed by -7 which decreased total open position to 117
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1940.2, which was 110.20 higher than the previous day. The implied volatity was 16.79, the open interest changed by 14 which increased total open position to 124
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1830, which was -186.40 lower than the previous day. The implied volatity was 19.02, the open interest changed by 2 which increased total open position to 110
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 2016.4, which was 182.50 higher than the previous day. The implied volatity was 19.93, the open interest changed by 1 which increased total open position to 108
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1833.9, which was 32.80 higher than the previous day. The implied volatity was 15.59, the open interest changed by 4 which increased total open position to 107
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1801.1, which was -729.50 lower than the previous day. The implied volatity was 17.04, the open interest changed by 103 which increased total open position to 103
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2530.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2530.6, which was -1927.70 lower than the previous day. The implied volatity was 16.17, the open interest changed by 11 which increased total open position to 11
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 4458.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 4458.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 11
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 4458.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 4458.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 4458.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 4458.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 4458.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 4458.3, which was 1458.30 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 11
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 3000, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 3000, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 3000, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 3000, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 3000, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 3000, which was 251.80 higher than the previous day. The implied volatity was 10.87, the open interest changed by 1 which increased total open position to 1
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 2748.2, 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 2748.2, 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 2748.2, which was 377.65 higher than the previous day. The implied volatity was 16.71, 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 2370.55, 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 2370.55, 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 2370.55, 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 2370.55, 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 2370.55, 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 2370.55, 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 2370.55, 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 2370.55, 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 2370.55, 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 2370.55, 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 2370.55, 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 2370.55, 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 2370.55, 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 2370.55, 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 2370.55, 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 2370.55, 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 2370.55, 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 2370.55, 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 2370.55, 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 2370.55, 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 2370.55, 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 2370.55, 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 2370.55, 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 2370.55, 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 2370.55, 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 2370.55, which was 2370.55 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
