BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
05 Jul 2024 04:13 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 52660.35 | 2.15 | -1.75 | - | 94,43,265 | 3,86,700 | 19,89,000 | |||
| 4 Jul | 53103.70 | 3.9 | - | 92,27,745 | 6,07,710 | 16,02,300 | ||||
| 3 Jul | 53089.25 | 6.3 | - | 33,67,860 | 7,24,710 | 9,94,590 | ||||
| 2 Jul | 52168.10 | 6.95 | - | 6,54,660 | 1,22,235 | 2,69,745 | ||||
| 1 Jul | 52574.75 | 14.5 | - | 2,61,480 | 27,690 | 1,47,510 | ||||
| 28 Jun | 52342.25 | 21.5 | - | 3,70,350 | 46,260 | 1,19,820 | ||||
| 27 Jun | 52811.30 | 29.5 | - | 2,77,215 | 41,250 | 73,560 | ||||
| 26 Jun | 52870.50 | 34 | - | 86,445 | 26,475 | 34,095 | ||||
| 25 Jun | 52606.00 | 28 | - | 21,375 | 3,510 | 7,620 | ||||
| 24 Jun | 51703.95 | 17 | - | 1,785 | 600 | 4,125 | ||||
| 21 Jun | 51661.45 | 18.65 | - | 1,080 | 465 | 3,525 | ||||
| 20 Jun | 51783.25 | 22.00 | - | 1,875 | 1,020 | 3,090 | ||||
| 19 Jun | 51398.05 | 24.80 | - | 4,785 | 735 | 2,070 | ||||
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| 18 Jun | 50440.90 | 16.95 | - | 930 | 630 | 1,320 | ||||
| 14 Jun | 50002.00 | 14.95 | - | 720 | 90 | 690 | ||||
| 13 Jun | 49846.70 | 26.95 | - | 300 | 210 | 645 | ||||
| 12 Jun | 49895.10 | 29.35 | - | 840 | 210 | 495 | ||||
| 11 Jun | 49705.75 | 47.30 | - | 300 | 195 | 195 | ||||
| 10 Jun | 49780.90 | 46.45 | - | 0 | 0 | 0 | ||||
For NIFTY BANK - strike price 56000 expiring on 10JUL2024
Delta for 56000 CE is -
Historical price for 56000 CE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 2.15, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 386700 which increased total open position to 1989000
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 3.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 607710 which increased total open position to 1602300
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 6.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 724710 which increased total open position to 994590
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 6.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 122235 which increased total open position to 269745
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 14.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 27690 which increased total open position to 147510
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 21.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 46260 which increased total open position to 119820
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 29.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 41250 which increased total open position to 73560
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 34, which was lower than the previous day. The implied volatity was -, the open interest changed by 26475 which increased total open position to 34095
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 28, which was lower than the previous day. The implied volatity was -, the open interest changed by 3510 which increased total open position to 7620
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 17, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 4125
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 18.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 465 which increased total open position to 3525
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 22.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1020 which increased total open position to 3090
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 24.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 735 which increased total open position to 2070
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 16.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 630 which increased total open position to 1320
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 14.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 690
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 26.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 210 which increased total open position to 645
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 29.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 210 which increased total open position to 495
On 11 Jun BANKNIFTY was trading at 49705.75. The strike last trading price was 47.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 195 which increased total open position to 195
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 46.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 52660.35 | 3480 | 621.15 | - | 3,180 | 495 | 5,100 |
| 4 Jul | 53103.70 | 2858.85 | - | 5,385 | 1,515 | 4,605 | |
| 3 Jul | 53089.25 | 2961.05 | - | 4,110 | 2,880 | 3,090 | |
| 2 Jul | 52168.10 | 3400 | - | 0 | 195 | 0 | |
| 1 Jul | 52574.75 | 3400 | - | 15 | 195 | 195 | |
| 28 Jun | 52342.25 | 3171 | - | 0 | 15 | 0 | |
| 27 Jun | 52811.30 | 3171 | - | 0 | 15 | 0 | |
| 26 Jun | 52870.50 | 3171 | - | 30 | 60 | 195 | |
| 25 Jun | 52606.00 | 3534.3 | - | 45 | 0 | 135 | |
| 24 Jun | 51703.95 | 4297.45 | - | 30 | 0 | 105 | |
| 21 Jun | 51661.45 | 4474.00 | - | 30 | 0 | 75 | |
| 20 Jun | 51783.25 | 4530.65 | - | 0 | 30 | 0 | |
| 19 Jun | 51398.05 | 4530.65 | - | 75 | 30 | 30 | |
| 18 Jun | 50440.90 | 6601.75 | - | 0 | 0 | 0 | |
| 14 Jun | 50002.00 | 6601.75 | - | 0 | 0 | 0 | |
| 13 Jun | 49846.70 | 6601.75 | - | 0 | 0 | 0 | |
| 12 Jun | 49895.10 | 6601.75 | - | 0 | 0 | 0 | |
| 11 Jun | 49705.75 | 6601.75 | - | 0 | 0 | 0 | |
| 10 Jun | 49780.90 | 0.00 | - | 0 | 0 | 0 | |
For NIFTY BANK - strike price 56000 expiring on 10JUL2024
Delta for 56000 PE is -
Historical price for 56000 PE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 3480, which was 621.15 higher than the previous day. The implied volatity was -, the open interest changed by 495 which increased total open position to 5100
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 2858.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1515 which increased total open position to 4605
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 2961.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 2880 which increased total open position to 3090
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 3400, which was lower than the previous day. The implied volatity was -, the open interest changed by 195 which increased total open position to 0
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 3400, which was lower than the previous day. The implied volatity was -, the open interest changed by 195 which increased total open position to 195
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 3171, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 3171, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 3171, which was lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 195
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 3534.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 135
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 4297.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 105
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 4474.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 4530.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 0
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 4530.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 30
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 6601.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 6601.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 6601.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 6601.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun BANKNIFTY was trading at 49705.75. The strike last trading price was 6601.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0