BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
BANKNIFTY 24DEC2024 55500 CE | ||||||||||
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Delta: 0.01
Vega: 1.21
Theta: -5.29
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 50759.20 | 5 | -7.00 | 34.13 | 2,33,558 | -17,799 | 41,949 | |||
19 Dec | 51575.70 | 12 | -25.30 | 29.09 | 2,94,792.5 | -3,405 | 59,748 | |||
18 Dec | 52139.55 | 37.3 | 4.30 | 27.75 | 2,08,772 | 11,144 | 63,153 | |||
17 Dec | 52834.80 | 33 | -17.40 | 21.13 | 2,24,298 | 15,915.5 | 52,009 | |||
16 Dec | 53581.35 | 50.4 | -1.95 | 16.82 | 1,52,715.5 | 4,699.5 | 36,093.5 | |||
13 Dec | 53583.80 | 52.35 | 0.35 | 13.41 | 2,49,843 | -6,154 | 31,394 | |||
12 Dec | 53216.45 | 52 | -19.85 | 15.00 | 1,06,691 | 3,554.5 | 37,548 | |||
11 Dec | 53391.35 | 71.85 | -35.45 | 14.61 | 1,26,534.5 | 5,692 | 33,993.5 | |||
10 Dec | 53577.70 | 107.3 | 2.30 | 14.41 | 1,27,173 | -1,870 | 28,301.5 | |||
9 Dec | 53407.75 | 105 | -27.60 | 14.84 | 1,26,486 | 4,886 | 30,171.5 | |||
6 Dec | 53509.50 | 132.6 | -20.45 | 13.95 | 1,59,890.5 | 4,024 | 25,285.5 | |||
5 Dec | 53603.55 | 153.05 | 42.85 | 13.56 | 1,28,214.5 | 2,156.5 | 21,261.5 | |||
4 Dec | 53266.90 | 110.2 | 53.60 | 13.60 | 1,51,070 | 811 | 19,105 | |||
3 Dec | 52695.75 | 56.6 | 13.60 | 13.39 | 81,788.5 | 388.5 | 18,294 | |||
2 Dec | 52109.00 | 43 | -0.90 | 14.38 | 72,601 | 1,925 | 17,905.5 | |||
29 Nov | 52055.60 | 43.9 | -13.35 | 13.74 | 56,538.5 | 1,151.5 | 15,980.5 | |||
28 Nov | 51906.85 | 57.25 | 5.25 | 14.37 | 95,285.5 | 7,005.5 | 14,829 | |||
27 Nov | 52301.80 | 52 | -6.65 | 12.62 | 18,431 | 3,833.5 | 7,823.5 | |||
26 Nov | 52191.50 | 58.65 | 0.40 | 13.11 | 5,006 | 233.5 | 3,990 | |||
25 Nov | 52207.50 | 58.25 | 33.25 | 12.77 | 8,036 | 791.5 | 3,756.5 | |||
22 Nov | 51135.40 | 25 | 6.55 | 13.34 | 3,681.5 | 486 | 2,965 | |||
21 Nov | 50372.90 | 18.45 | -7.50 | 14.26 | 1,926 | -28.5 | 2,479 | |||
19 Nov | 50626.50 | 25.95 | -2.70 | 14.47 | 1,490 | 135 | 2,507.5 | |||
18 Nov | 50363.80 | 28.65 | -8.80 | 14.78 | 1,057.5 | 84.5 | 2,372.5 | |||
14 Nov | 50179.55 | 37.45 | -22.90 | 14.98 | 1,568.5 | 104.5 | 2,288 | |||
13 Nov | 50088.35 | 60.35 | -3.15 | 15.96 | 1,284 | 191.5 | 2,183.5 | |||
12 Nov | 51157.80 | 63.5 | -41.85 | 13.46 | 1,879.5 | 355 | 1,992 | |||
11 Nov | 51876.75 | 105.35 | 4.35 | 12.74 | 603.5 | 33.5 | 1,637 | |||
8 Nov | 51561.20 | 101 | -49.10 | 12.94 | 733.5 | 186 | 1,603.5 | |||
7 Nov | 51916.50 | 150.1 | -60.75 | 13.01 | 509.5 | 52.5 | 1,417.5 | |||
6 Nov | 52317.40 | 210.85 | 14.30 | 12.54 | 845.5 | 0.5 | 1,365 | |||
5 Nov | 52207.25 | 196.55 | 41.35 | 13.04 | 284 | 5.5 | 1,364.5 | |||
4 Nov | 51215.25 | 155.2 | -36.75 | 14.70 | 463.5 | 70.5 | 1,359 | |||
1 Nov | 51673.90 | 191.95 | -1.30 | 13.68 | 90.5 | 56.5 | 1,288.5 | |||
31 Oct | 51475.35 | 193.25 | -48.85 | - | 243.5 | 30 | 1,232 | |||
30 Oct | 51807.50 | 242.1 | -42.85 | - | 164.5 | -10 | 1,202 | |||
29 Oct | 52320.70 | 284.95 | 109.35 | - | 585.5 | -79.5 | 1,212 | |||
28 Oct | 51259.30 | 175.6 | 25.60 | - | 70 | -7 | 1,291.5 | |||
25 Oct | 50787.45 | 150 | -56.35 | - | 322.5 | 17 | 1,298.5 | |||
24 Oct | 51531.15 | 206.35 | 11.35 | - | 127.5 | -3.5 | 1,281.5 | |||
23 Oct | 51239.00 | 195 | -35.95 | - | 467.5 | 200 | 1,285 | |||
22 Oct | 51257.15 | 230.95 | -72.05 | - | 534 | 92.5 | 1,085 | |||
21 Oct | 51962.70 | 303 | -75.30 | - | 269 | 51.5 | 992.5 | |||
18 Oct | 52094.20 | 378.3 | 95.55 | - | 336 | 7.5 | 941 | |||
17 Oct | 51288.80 | 282.75 | -57.25 | - | 405 | -120.5 | 933.5 | |||
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16 Oct | 51801.05 | 340 | -12.60 | - | 58 | 18.5 | 1,054 | |||
15 Oct | 51906.00 | 352.6 | -3.40 | - | 152 | 73 | 1,035.5 | |||
14 Oct | 51816.90 | 356 | 64.00 | - | 123 | -6.5 | 962.5 | |||
11 Oct | 51172.30 | 292 | -83.90 | - | 184 | 9 | 969 | |||
10 Oct | 51530.90 | 375.9 | 47.30 | - | 94.5 | -2 | 960 | |||
9 Oct | 51007.00 | 328.6 | -35.00 | - | 114 | 12.5 | 962 | |||
8 Oct | 51021.00 | 363.6 | 46.55 | - | 400.5 | 32 | 949.5 | |||
7 Oct | 50478.90 | 317.05 | -124.00 | - | 419.5 | 10 | 917.5 | |||
4 Oct | 51462.05 | 441.05 | -99.60 | - | 330.5 | 5.5 | 907.5 | |||
3 Oct | 51845.20 | 540.65 | -229.35 | - | 454 | -29.5 | 902 | |||
1 Oct | 52922.60 | 770 | -35.00 | - | 309 | -164 | 931.5 | |||
30 Sept | 52978.10 | 805 | -254.50 | - | 592 | -250.5 | 1,095.5 | |||
27 Sept | 53834.30 | 1059.5 | -113.60 | - | 202.5 | 43 | 1,346 | |||
26 Sept | 54375.35 | 1173.1 | 73.10 | - | 353.5 | 13.5 | 1,303 | |||
25 Sept | 54114.80 | 1100.00 | - | 215.5 | -22.5 | 1,289.5 |
For Nifty Bank - strike price 55500 expiring on 24DEC2024
Delta for 55500 CE is 0.01
Historical price for 55500 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 5, which was -7.00 lower than the previous day. The implied volatity was 34.13, the open interest changed by -35598 which decreased total open position to 83898
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 12, which was -25.30 lower than the previous day. The implied volatity was 29.09, the open interest changed by -6810 which decreased total open position to 119496
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 37.3, which was 4.30 higher than the previous day. The implied volatity was 27.75, the open interest changed by 22288 which increased total open position to 126306
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 33, which was -17.40 lower than the previous day. The implied volatity was 21.13, the open interest changed by 31831 which increased total open position to 104018
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 50.4, which was -1.95 lower than the previous day. The implied volatity was 16.82, the open interest changed by 9399 which increased total open position to 72187
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 52.35, which was 0.35 higher than the previous day. The implied volatity was 13.41, the open interest changed by -12308 which decreased total open position to 62788
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 52, which was -19.85 lower than the previous day. The implied volatity was 15.00, the open interest changed by 7109 which increased total open position to 75096
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 71.85, which was -35.45 lower than the previous day. The implied volatity was 14.61, the open interest changed by 11384 which increased total open position to 67987
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 107.3, which was 2.30 higher than the previous day. The implied volatity was 14.41, the open interest changed by -3740 which decreased total open position to 56603
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 105, which was -27.60 lower than the previous day. The implied volatity was 14.84, the open interest changed by 9772 which increased total open position to 60343
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 132.6, which was -20.45 lower than the previous day. The implied volatity was 13.95, the open interest changed by 8048 which increased total open position to 50571
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 153.05, which was 42.85 higher than the previous day. The implied volatity was 13.56, the open interest changed by 4313 which increased total open position to 42523
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 110.2, which was 53.60 higher than the previous day. The implied volatity was 13.60, the open interest changed by 1622 which increased total open position to 38210
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 56.6, which was 13.60 higher than the previous day. The implied volatity was 13.39, the open interest changed by 777 which increased total open position to 36588
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 43, which was -0.90 lower than the previous day. The implied volatity was 14.38, the open interest changed by 3850 which increased total open position to 35811
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 43.9, which was -13.35 lower than the previous day. The implied volatity was 13.74, the open interest changed by 2303 which increased total open position to 31961
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 57.25, which was 5.25 higher than the previous day. The implied volatity was 14.37, the open interest changed by 14011 which increased total open position to 29658
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 52, which was -6.65 lower than the previous day. The implied volatity was 12.62, the open interest changed by 7667 which increased total open position to 15647
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 58.65, which was 0.40 higher than the previous day. The implied volatity was 13.11, the open interest changed by 467 which increased total open position to 7980
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 58.25, which was 33.25 higher than the previous day. The implied volatity was 12.77, the open interest changed by 1583 which increased total open position to 7513
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 25, which was 6.55 higher than the previous day. The implied volatity was 13.34, the open interest changed by 972 which increased total open position to 5930
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 18.45, which was -7.50 lower than the previous day. The implied volatity was 14.26, the open interest changed by -57 which decreased total open position to 4958
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 25.95, which was -2.70 lower than the previous day. The implied volatity was 14.47, the open interest changed by 270 which increased total open position to 5015
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 28.65, which was -8.80 lower than the previous day. The implied volatity was 14.78, the open interest changed by 169 which increased total open position to 4745
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 37.45, which was -22.90 lower than the previous day. The implied volatity was 14.98, the open interest changed by 209 which increased total open position to 4576
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 60.35, which was -3.15 lower than the previous day. The implied volatity was 15.96, the open interest changed by 383 which increased total open position to 4367
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 63.5, which was -41.85 lower than the previous day. The implied volatity was 13.46, the open interest changed by 710 which increased total open position to 3984
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 105.35, which was 4.35 higher than the previous day. The implied volatity was 12.74, the open interest changed by 67 which increased total open position to 3274
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 101, which was -49.10 lower than the previous day. The implied volatity was 12.94, the open interest changed by 372 which increased total open position to 3207
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 150.1, which was -60.75 lower than the previous day. The implied volatity was 13.01, the open interest changed by 105 which increased total open position to 2835
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 210.85, which was 14.30 higher than the previous day. The implied volatity was 12.54, the open interest changed by 1 which increased total open position to 2730
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 196.55, which was 41.35 higher than the previous day. The implied volatity was 13.04, the open interest changed by 11 which increased total open position to 2729
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 155.2, which was -36.75 lower than the previous day. The implied volatity was 14.70, the open interest changed by 141 which increased total open position to 2718
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 191.95, which was -1.30 lower than the previous day. The implied volatity was 13.68, the open interest changed by 113 which increased total open position to 2577
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 193.25, which was -48.85 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 242.1, which was -42.85 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 284.95, which was 109.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 175.6, which was 25.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 150, which was -56.35 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 206.35, which was 11.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 195, which was -35.95 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 230.95, which was -72.05 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 303, which was -75.30 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 378.3, which was 95.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 282.75, which was -57.25 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 340, which was -12.60 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 352.6, which was -3.40 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 356, which was 64.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 292, which was -83.90 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 375.9, which was 47.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 328.6, which was -35.00 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 363.6, which was 46.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 317.05, which was -124.00 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 441.05, which was -99.60 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 540.65, which was -229.35 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 770, which was -35.00 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 805, which was -254.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 1059.5, which was -113.60 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 1173.1, which was 73.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept BANKNIFTY was trading at 54114.80. The strike last trading price was 1100.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
BANKNIFTY 24DEC2024 55500 PE | |||||||
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Delta: -0.92
Vega: 8.05
Theta: -44.09
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 50759.20 | 4686.3 | 935.75 | 57.80 | 77.5 | -25.5 | 919.5 |
19 Dec | 51575.70 | 3750.55 | 528.95 | - | 210.5 | -68 | 945 |
18 Dec | 52139.55 | 3221.6 | 659.55 | 24.37 | 2,619.5 | -1,212 | 1,013 |
17 Dec | 52834.80 | 2562.05 | 662.90 | - | 409.5 | -102.5 | 2,225 |
16 Dec | 53581.35 | 1899.15 | -1.55 | 12.22 | 388.5 | -4.5 | 2,327.5 |
13 Dec | 53583.80 | 1900.7 | -219.35 | 20.18 | 1,884.5 | 1,210.5 | 2,332 |
12 Dec | 53216.45 | 2120.05 | 91.40 | 13.00 | 242.5 | 43 | 1,121.5 |
11 Dec | 53391.35 | 2028.65 | 107.00 | 16.89 | 242 | -76 | 1,078.5 |
10 Dec | 53577.70 | 1921.65 | -167.20 | 19.45 | 409.5 | 77 | 1,154.5 |
9 Dec | 53407.75 | 2088.85 | 144.85 | 19.69 | 594 | 234.5 | 1,077.5 |
6 Dec | 53509.50 | 1944 | -3.55 | 16.48 | 1,127 | 509 | 843 |
5 Dec | 53603.55 | 1947.55 | -254.15 | 18.85 | 430.5 | 56 | 334 |
4 Dec | 53266.90 | 2201.7 | -487.55 | 17.80 | 154.5 | -15.5 | 278 |
3 Dec | 52695.75 | 2689.25 | -451.95 | 18.13 | 167 | 9 | 293.5 |
2 Dec | 52109.00 | 3141.2 | -28.80 | 17.26 | 28.5 | 14 | 284.5 |
29 Nov | 52055.60 | 3170 | -6.95 | 15.37 | 9.5 | 0.5 | 270.5 |
28 Nov | 51906.85 | 3176.95 | 276.95 | 13.66 | 44 | 7 | 270 |
27 Nov | 52301.80 | 2900 | -104.35 | 14.99 | 27 | 5 | 263 |
26 Nov | 52191.50 | 3004.35 | -5.50 | 15.22 | 61 | 47 | 258 |
25 Nov | 52207.50 | 3009.85 | -1021.75 | 16.01 | 24.5 | 6 | 211 |
22 Nov | 51135.40 | 4031.6 | -983.25 | 18.03 | 8.5 | 2 | 205 |
21 Nov | 50372.90 | 5014.85 | 859.05 | 30.84 | 8.5 | -0.5 | 203 |
19 Nov | 50626.50 | 4155.8 | -551.10 | - | 1 | 1.5 | 203.5 |
18 Nov | 50363.80 | 4706.9 | -30.90 | 19.85 | 24 | 0 | 202 |
14 Nov | 50179.55 | 4737.8 | 210.40 | 16.32 | 3.5 | 0.5 | 202 |
13 Nov | 50088.35 | 4527.4 | 747.40 | - | 121 | 40 | 201.5 |
12 Nov | 51157.80 | 3780 | 630.00 | 11.97 | 15 | -4 | 161.5 |
11 Nov | 51876.75 | 3150 | -268.35 | 12.96 | 26 | 11 | 165.5 |
8 Nov | 51561.20 | 3418.35 | 370.75 | 14.01 | 25.5 | -1 | 154.5 |
7 Nov | 51916.50 | 3047.6 | 350.55 | 12.97 | 35 | 1 | 155.5 |
6 Nov | 52317.40 | 2697.05 | -313.25 | 14.46 | 31.5 | 21.5 | 154.5 |
5 Nov | 52207.25 | 3010.3 | -729.40 | 16.19 | 19.5 | 3 | 133 |
4 Nov | 51215.25 | 3739.7 | 424.65 | 16.45 | 67.5 | -14.5 | 130 |
1 Nov | 51673.90 | 3315.05 | -134.95 | 15.64 | 11 | -2.5 | 144.5 |
31 Oct | 51475.35 | 3450 | 388.65 | - | 38.5 | -2 | 147 |
30 Oct | 51807.50 | 3061.35 | 261.35 | - | 19 | 3.5 | 149 |
29 Oct | 52320.70 | 2800 | -800.00 | - | 26 | 16 | 145.5 |
28 Oct | 51259.30 | 3600 | -357.70 | - | 16.5 | 0 | 129.5 |
25 Oct | 50787.45 | 3957.7 | 567.70 | - | 97 | -51.5 | 129.5 |
24 Oct | 51531.15 | 3390 | -242.50 | - | 40 | -20.5 | 181 |
23 Oct | 51239.00 | 3632.5 | -18.80 | - | 47.5 | -32.5 | 201.5 |
22 Oct | 51257.15 | 3651.3 | 552.30 | - | 14 | -5.5 | 234 |
21 Oct | 51962.70 | 3099 | 254.30 | - | 10.5 | -3.5 | 239.5 |
18 Oct | 52094.20 | 2844.7 | -690.20 | - | 15 | 3.5 | 243 |
17 Oct | 51288.80 | 3534.9 | 512.60 | - | 217.5 | -127.5 | 239.5 |
16 Oct | 51801.05 | 3022.3 | -15.55 | - | 8 | -0.5 | 367 |
15 Oct | 51906.00 | 3037.85 | -62.15 | - | 3.5 | 0.5 | 367.5 |
14 Oct | 51816.90 | 3100 | -453.70 | - | 7.5 | -1.5 | 367 |
11 Oct | 51172.30 | 3553.7 | 143.55 | - | 3.5 | -1.5 | 368.5 |
10 Oct | 51530.90 | 3410.15 | 208.80 | - | 5 | 0 | 370 |
9 Oct | 51007.00 | 3201.35 | -548.65 | - | 5 | -0.5 | 370 |
8 Oct | 51021.00 | 3750 | 87.15 | - | 25.5 | 0 | 370.5 |
7 Oct | 50478.90 | 3662.85 | 382.85 | - | 21 | -1.5 | 370.5 |
4 Oct | 51462.05 | 3280 | 443.10 | - | 69.5 | -24.5 | 372 |
3 Oct | 51845.20 | 2836.9 | 629.65 | - | 84 | -27 | 396.5 |
1 Oct | 52922.60 | 2207.25 | -86.80 | - | 22.5 | 13 | 423.5 |
30 Sept | 52978.10 | 2294.05 | 426.10 | - | 113.5 | -49 | 410.5 |
27 Sept | 53834.30 | 1867.95 | 76.20 | - | 143 | 42.5 | 459.5 |
26 Sept | 54375.35 | 1791.75 | -143.25 | - | 256.5 | 202 | 417 |
25 Sept | 54114.80 | 1935.00 | - | 162 | 34 | 215 |
For Nifty Bank - strike price 55500 expiring on 24DEC2024
Delta for 55500 PE is -0.92
Historical price for 55500 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 4686.3, which was 935.75 higher than the previous day. The implied volatity was 57.80, the open interest changed by -51 which decreased total open position to 1839
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 3750.55, which was 528.95 higher than the previous day. The implied volatity was -, the open interest changed by -136 which decreased total open position to 1890
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 3221.6, which was 659.55 higher than the previous day. The implied volatity was 24.37, the open interest changed by -2424 which decreased total open position to 2026
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2562.05, which was 662.90 higher than the previous day. The implied volatity was -, the open interest changed by -205 which decreased total open position to 4450
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1899.15, which was -1.55 lower than the previous day. The implied volatity was 12.22, the open interest changed by -9 which decreased total open position to 4655
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1900.7, which was -219.35 lower than the previous day. The implied volatity was 20.18, the open interest changed by 2421 which increased total open position to 4664
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 2120.05, which was 91.40 higher than the previous day. The implied volatity was 13.00, the open interest changed by 86 which increased total open position to 2243
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 2028.65, which was 107.00 higher than the previous day. The implied volatity was 16.89, the open interest changed by -152 which decreased total open position to 2157
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1921.65, which was -167.20 lower than the previous day. The implied volatity was 19.45, the open interest changed by 154 which increased total open position to 2309
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 2088.85, which was 144.85 higher than the previous day. The implied volatity was 19.69, the open interest changed by 469 which increased total open position to 2155
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1944, which was -3.55 lower than the previous day. The implied volatity was 16.48, the open interest changed by 1018 which increased total open position to 1686
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1947.55, which was -254.15 lower than the previous day. The implied volatity was 18.85, the open interest changed by 112 which increased total open position to 668
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2201.7, which was -487.55 lower than the previous day. The implied volatity was 17.80, the open interest changed by -31 which decreased total open position to 556
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2689.25, which was -451.95 lower than the previous day. The implied volatity was 18.13, the open interest changed by 18 which increased total open position to 587
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 3141.2, which was -28.80 lower than the previous day. The implied volatity was 17.26, the open interest changed by 28 which increased total open position to 569
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 3170, which was -6.95 lower than the previous day. The implied volatity was 15.37, the open interest changed by 1 which increased total open position to 541
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 3176.95, which was 276.95 higher than the previous day. The implied volatity was 13.66, the open interest changed by 14 which increased total open position to 540
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2900, which was -104.35 lower than the previous day. The implied volatity was 14.99, the open interest changed by 10 which increased total open position to 526
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 3004.35, which was -5.50 lower than the previous day. The implied volatity was 15.22, the open interest changed by 94 which increased total open position to 516
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 3009.85, which was -1021.75 lower than the previous day. The implied volatity was 16.01, the open interest changed by 12 which increased total open position to 422
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 4031.6, which was -983.25 lower than the previous day. The implied volatity was 18.03, the open interest changed by 4 which increased total open position to 410
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 5014.85, which was 859.05 higher than the previous day. The implied volatity was 30.84, the open interest changed by -1 which decreased total open position to 406
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 4155.8, which was -551.10 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 407
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 4706.9, which was -30.90 lower than the previous day. The implied volatity was 19.85, the open interest changed by 0 which decreased total open position to 404
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 4737.8, which was 210.40 higher than the previous day. The implied volatity was 16.32, the open interest changed by 1 which increased total open position to 404
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 4527.4, which was 747.40 higher than the previous day. The implied volatity was -, the open interest changed by 80 which increased total open position to 403
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 3780, which was 630.00 higher than the previous day. The implied volatity was 11.97, the open interest changed by -8 which decreased total open position to 323
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 3150, which was -268.35 lower than the previous day. The implied volatity was 12.96, the open interest changed by 22 which increased total open position to 331
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 3418.35, which was 370.75 higher than the previous day. The implied volatity was 14.01, the open interest changed by -2 which decreased total open position to 309
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 3047.6, which was 350.55 higher than the previous day. The implied volatity was 12.97, the open interest changed by 2 which increased total open position to 311
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 2697.05, which was -313.25 lower than the previous day. The implied volatity was 14.46, the open interest changed by 43 which increased total open position to 309
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 3010.3, which was -729.40 lower than the previous day. The implied volatity was 16.19, the open interest changed by 6 which increased total open position to 266
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 3739.7, which was 424.65 higher than the previous day. The implied volatity was 16.45, the open interest changed by -29 which decreased total open position to 260
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 3315.05, which was -134.95 lower than the previous day. The implied volatity was 15.64, the open interest changed by -5 which decreased total open position to 289
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 3450, which was 388.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 3061.35, which was 261.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 2800, which was -800.00 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 3600, which was -357.70 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 3957.7, which was 567.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 3390, which was -242.50 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 3632.5, which was -18.80 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 3651.3, which was 552.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 3099, which was 254.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 2844.7, which was -690.20 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 3534.9, which was 512.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 3022.3, which was -15.55 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 3037.85, which was -62.15 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 3100, which was -453.70 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 3553.7, which was 143.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 3410.15, which was 208.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 3201.35, which was -548.65 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 3750, which was 87.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 3662.85, which was 382.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 3280, which was 443.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 2836.9, which was 629.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 2207.25, which was -86.80 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 2294.05, which was 426.10 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 1867.95, which was 76.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 1791.75, which was -143.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept BANKNIFTY was trading at 54114.80. The strike last trading price was 1935.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to