BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 56000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 1.07
Theta: -5.02
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 4.6 | -5.65 | 36.86 | 2,95,037 | -19,491 | 63,945.5 | |||
| 19 Dec | 51575.70 | 10.25 | -19.15 | 31.46 | 2,93,288 | 3,352 | 83,436.5 | |||
| 18 Dec | 52139.55 | 29.4 | 8.20 | 29.70 | 2,70,969.5 | 6,939.5 | 80,084.5 | |||
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| 17 Dec | 52834.80 | 21.2 | -5.00 | 22.33 | 2,21,819.5 | 4,919.5 | 73,145 | |||
| 16 Dec | 53581.35 | 26.2 | -3.30 | 17.42 | 2,16,357 | 4,675 | 68,225.5 | |||
| 13 Dec | 53583.80 | 29.5 | -0.60 | 14.27 | 2,64,743.5 | 6,172 | 63,550.5 | |||
| 12 Dec | 53216.45 | 30.1 | -10.00 | 15.66 | 1,16,954.5 | 2,516 | 57,378.5 | |||
| 11 Dec | 53391.35 | 40.1 | -20.15 | 15.04 | 1,34,681.5 | 566 | 54,862.5 | |||
| 10 Dec | 53577.70 | 60.25 | 0.05 | 14.74 | 1,58,346 | -534 | 54,296.5 | |||
| 9 Dec | 53407.75 | 60.2 | -13.95 | 15.09 | 1,80,960 | 8,340 | 54,830.5 | |||
| 6 Dec | 53509.50 | 74.15 | -15.40 | 13.96 | 2,86,350 | 2,880.5 | 46,490.5 | |||
| 5 Dec | 53603.55 | 89.55 | 29.05 | 13.70 | 2,24,795 | 3,470.5 | 43,610 | |||
| 4 Dec | 53266.90 | 60.5 | 28.45 | 13.57 | 2,01,946.5 | 8,389 | 40,139.5 | |||
| 3 Dec | 52695.75 | 32.05 | 4.55 | 13.61 | 95,618.5 | 37 | 31,750.5 | |||
| 2 Dec | 52109.00 | 27.5 | -1.55 | 14.83 | 83,555.5 | 3,434.5 | 31,713.5 | |||
| 29 Nov | 52055.60 | 29.05 | -11.60 | 14.23 | 81,625.5 | 1,729.5 | 28,279 | |||
| 28 Nov | 51906.85 | 40.65 | 7.65 | 14.96 | 1,26,266.5 | 13,204 | 26,549.5 | |||
| 27 Nov | 52301.80 | 33 | -7.00 | 13.00 | 25,578 | 6,717 | 13,345.5 | |||
| 26 Nov | 52191.50 | 40 | 1.30 | 13.63 | 9,253 | 2,516.5 | 6,628.5 | |||
| 25 Nov | 52207.50 | 38.7 | 18.35 | 13.22 | 13,511.5 | 1,305.5 | 4,112 | |||
| 22 Nov | 51135.40 | 20.35 | 4.40 | 14.17 | 2,787 | 287.5 | 2,806.5 | |||
| 21 Nov | 50372.90 | 15.95 | -3.30 | 15.16 | 2,731.5 | 168.5 | 2,519 | |||
| 19 Nov | 50626.50 | 19.25 | -3.95 | 15.02 | 1,639 | -209.5 | 2,350.5 | |||
| 18 Nov | 50363.80 | 23.2 | -9.00 | 15.54 | 1,603 | -288 | 2,560 | |||
| 14 Nov | 50179.55 | 32.2 | -17.70 | 15.77 | 2,799.5 | 381.5 | 2,848 | |||
| 13 Nov | 50088.35 | 49.9 | 4.90 | 16.61 | 3,632.5 | -466.5 | 2,466.5 | |||
| 12 Nov | 51157.80 | 45 | -19.95 | 13.78 | 2,261.5 | -27.5 | 2,933 | |||
| 11 Nov | 51876.75 | 64.95 | -8.05 | 12.64 | 2,170 | 441 | 2,960.5 | |||
| 8 Nov | 51561.20 | 73 | -32.90 | 13.25 | 1,192.5 | 62 | 2,519.5 | |||
| 7 Nov | 51916.50 | 105.9 | -39.10 | 13.17 | 667.5 | 122 | 2,457.5 | |||
| 6 Nov | 52317.40 | 145 | -3.55 | 12.57 | 1,443 | 151 | 2,335.5 | |||
| 5 Nov | 52207.25 | 148.55 | 37.55 | 13.39 | 1,745 | 228.5 | 2,184.5 | |||
| 4 Nov | 51215.25 | 111 | -25.00 | 14.74 | 1,474.5 | 364.5 | 1,956 | |||
| 1 Nov | 51673.90 | 136 | -6.00 | 13.69 | 148.5 | -6 | 1,591.5 | |||
| 31 Oct | 51475.35 | 142 | -38.00 | - | 895.5 | 390.5 | 1,597.5 | |||
| 30 Oct | 51807.50 | 180 | -34.00 | - | 491.5 | 84.5 | 1,207 | |||
| 29 Oct | 52320.70 | 214 | 80.00 | - | 647.5 | 195.5 | 1,122.5 | |||
| 28 Oct | 51259.30 | 134 | 8.00 | - | 327 | 109 | 927 | |||
| 25 Oct | 50787.45 | 126 | -29.75 | - | 266.5 | -20.5 | 818 | |||
| 24 Oct | 51531.15 | 155.75 | 11.75 | - | 163.5 | 29.5 | 838.5 | |||
| 23 Oct | 51239.00 | 144 | -29.40 | - | 363 | 67 | 809 | |||
| 22 Oct | 51257.15 | 173.4 | -48.10 | - | 374 | -21 | 742 | |||
| 21 Oct | 51962.70 | 221.5 | -58.50 | - | 398 | 98 | 763 | |||
| 18 Oct | 52094.20 | 280 | 80.00 | - | 533 | 274.5 | 665 | |||
| 17 Oct | 51288.80 | 200 | -50.00 | - | 194.5 | 3 | 390.5 | |||
| 16 Oct | 51801.05 | 250 | 1.25 | - | 97 | 13 | 387.5 | |||
| 15 Oct | 51906.00 | 248.75 | -1.25 | - | 134.5 | 22.5 | 374.5 | |||
| 14 Oct | 51816.90 | 250 | 37.00 | - | 135.5 | 79 | 352 | |||
| 11 Oct | 51172.30 | 213 | -50.00 | - | 400 | 78 | 273 | |||
| 10 Oct | 51530.90 | 263 | 3.00 | - | 87 | 50 | 195 | |||
| 9 Oct | 51007.00 | 260 | -28.40 | - | 90 | 35.5 | 145 | |||
| 8 Oct | 51021.00 | 288.4 | 47.40 | - | 195 | 29 | 109.5 | |||
| 7 Oct | 50478.90 | 241 | -64.30 | - | 85 | 8 | 80.5 | |||
| 4 Oct | 51462.05 | 305.3 | -354.70 | - | 84 | 72.5 | 72.5 | |||
| 3 Oct | 51845.20 | 660 | 0.00 | - | 0 | 2 | 0 | |||
| 1 Oct | 52922.60 | 660 | 0.00 | - | 0 | 2 | 0 | |||
| 30 Sept | 52978.10 | 660 | -1143.25 | - | 3 | 2 | 2 | |||
| 27 Sept | 53834.30 | 1803.25 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 1803.25 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 56000 expiring on 24DEC2024
Delta for 56000 CE is 0.01
Historical price for 56000 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 4.6, which was -5.65 lower than the previous day. The implied volatity was 36.86, the open interest changed by -38982 which decreased total open position to 127891
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 10.25, which was -19.15 lower than the previous day. The implied volatity was 31.46, the open interest changed by 6704 which increased total open position to 166873
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 29.4, which was 8.20 higher than the previous day. The implied volatity was 29.70, the open interest changed by 13879 which increased total open position to 160169
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 21.2, which was -5.00 lower than the previous day. The implied volatity was 22.33, the open interest changed by 9839 which increased total open position to 146290
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 26.2, which was -3.30 lower than the previous day. The implied volatity was 17.42, the open interest changed by 9350 which increased total open position to 136451
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 29.5, which was -0.60 lower than the previous day. The implied volatity was 14.27, the open interest changed by 12344 which increased total open position to 127101
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 30.1, which was -10.00 lower than the previous day. The implied volatity was 15.66, the open interest changed by 5032 which increased total open position to 114757
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 40.1, which was -20.15 lower than the previous day. The implied volatity was 15.04, the open interest changed by 1132 which increased total open position to 109725
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 60.25, which was 0.05 higher than the previous day. The implied volatity was 14.74, the open interest changed by -1068 which decreased total open position to 108593
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 60.2, which was -13.95 lower than the previous day. The implied volatity was 15.09, the open interest changed by 16680 which increased total open position to 109661
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 74.15, which was -15.40 lower than the previous day. The implied volatity was 13.96, the open interest changed by 5761 which increased total open position to 92981
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 89.55, which was 29.05 higher than the previous day. The implied volatity was 13.70, the open interest changed by 6941 which increased total open position to 87220
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 60.5, which was 28.45 higher than the previous day. The implied volatity was 13.57, the open interest changed by 16778 which increased total open position to 80279
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 32.05, which was 4.55 higher than the previous day. The implied volatity was 13.61, the open interest changed by 74 which increased total open position to 63501
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 27.5, which was -1.55 lower than the previous day. The implied volatity was 14.83, the open interest changed by 6869 which increased total open position to 63427
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 29.05, which was -11.60 lower than the previous day. The implied volatity was 14.23, the open interest changed by 3459 which increased total open position to 56558
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 40.65, which was 7.65 higher than the previous day. The implied volatity was 14.96, the open interest changed by 26408 which increased total open position to 53099
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 33, which was -7.00 lower than the previous day. The implied volatity was 13.00, the open interest changed by 13434 which increased total open position to 26691
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 40, which was 1.30 higher than the previous day. The implied volatity was 13.63, the open interest changed by 5033 which increased total open position to 13257
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 38.7, which was 18.35 higher than the previous day. The implied volatity was 13.22, the open interest changed by 2611 which increased total open position to 8224
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 20.35, which was 4.40 higher than the previous day. The implied volatity was 14.17, the open interest changed by 575 which increased total open position to 5613
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 15.95, which was -3.30 lower than the previous day. The implied volatity was 15.16, the open interest changed by 337 which increased total open position to 5038
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 19.25, which was -3.95 lower than the previous day. The implied volatity was 15.02, the open interest changed by -419 which decreased total open position to 4701
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 23.2, which was -9.00 lower than the previous day. The implied volatity was 15.54, the open interest changed by -576 which decreased total open position to 5120
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 32.2, which was -17.70 lower than the previous day. The implied volatity was 15.77, the open interest changed by 763 which increased total open position to 5696
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 49.9, which was 4.90 higher than the previous day. The implied volatity was 16.61, the open interest changed by -933 which decreased total open position to 4933
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 45, which was -19.95 lower than the previous day. The implied volatity was 13.78, the open interest changed by -55 which decreased total open position to 5866
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 64.95, which was -8.05 lower than the previous day. The implied volatity was 12.64, the open interest changed by 882 which increased total open position to 5921
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 73, which was -32.90 lower than the previous day. The implied volatity was 13.25, the open interest changed by 124 which increased total open position to 5039
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 105.9, which was -39.10 lower than the previous day. The implied volatity was 13.17, the open interest changed by 244 which increased total open position to 4915
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 145, which was -3.55 lower than the previous day. The implied volatity was 12.57, the open interest changed by 302 which increased total open position to 4671
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 148.55, which was 37.55 higher than the previous day. The implied volatity was 13.39, the open interest changed by 457 which increased total open position to 4369
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 111, which was -25.00 lower than the previous day. The implied volatity was 14.74, the open interest changed by 729 which increased total open position to 3912
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 136, which was -6.00 lower than the previous day. The implied volatity was 13.69, the open interest changed by -12 which decreased total open position to 3183
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 142, which was -38.00 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 180, which was -34.00 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 214, which was 80.00 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 134, which was 8.00 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 126, which was -29.75 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 155.75, which was 11.75 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 144, which was -29.40 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 173.4, which was -48.10 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 221.5, which was -58.50 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 280, which was 80.00 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 200, which was -50.00 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 250, which was 1.25 higher 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 248.75, which was -1.25 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 250, which was 37.00 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 213, which was -50.00 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 263, which was 3.00 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 260, which was -28.40 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 288.4, which was 47.40 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 241, which was -64.30 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 305.3, which was -354.70 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 660, 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 660, 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 660, which was -1143.25 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 1803.25, 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 1803.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 24DEC2024 56000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 7.94
Theta: -48.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 5185.5 | 930.50 | 63.14 | 82.5 | -59.5 | 3,510 |
| 19 Dec | 51575.70 | 4255 | 545.40 | - | 425.5 | -13 | 3,569.5 |
| 18 Dec | 52139.55 | 3709.6 | 677.95 | 23.83 | 217.5 | -67 | 3,582.5 |
| 17 Dec | 52834.80 | 3031.65 | 664.35 | - | 112.5 | -0.5 | 3,649.5 |
| 16 Dec | 53581.35 | 2367.3 | 17.30 | - | 290 | -6 | 3,650 |
| 13 Dec | 53583.80 | 2350 | -249.00 | 21.43 | 372 | 85 | 3,656 |
| 12 Dec | 53216.45 | 2599 | 122.00 | 12.46 | 88 | 24.5 | 3,571 |
| 11 Dec | 53391.35 | 2477 | 118.00 | 17.04 | 132.5 | 6.5 | 3,546.5 |
| 10 Dec | 53577.70 | 2359 | -165.90 | 20.43 | 489.5 | 109.5 | 3,540 |
| 9 Dec | 53407.75 | 2524.9 | 149.90 | 20.45 | 338.5 | 21.5 | 3,430.5 |
| 6 Dec | 53509.50 | 2375 | -6.00 | 16.90 | 1,271.5 | 175 | 3,409 |
| 5 Dec | 53603.55 | 2381 | -266.75 | 19.97 | 1,218.5 | 70 | 3,234 |
| 4 Dec | 53266.90 | 2647.75 | -512.25 | 18.77 | 522 | 307.5 | 3,164 |
| 3 Dec | 52695.75 | 3160 | -442.55 | 19.61 | 344 | 36.5 | 2,856.5 |
| 2 Dec | 52109.00 | 3602.55 | -14.30 | 17.24 | 341.5 | 233 | 2,820 |
| 29 Nov | 52055.60 | 3616.85 | -23.45 | 13.65 | 250 | 217 | 2,587 |
| 28 Nov | 51906.85 | 3640.3 | 269.45 | 12.11 | 257 | 95 | 2,370 |
| 27 Nov | 52301.80 | 3370.85 | -114.75 | 15.70 | 2,178 | 1,743 | 2,275 |
| 26 Nov | 52191.50 | 3485.6 | 3.40 | 16.41 | 184.5 | 105 | 532 |
| 25 Nov | 52207.50 | 3482.2 | -1023.05 | 17.29 | 390.5 | 242.5 | 427 |
| 22 Nov | 51135.40 | 4505.25 | -644.75 | 18.80 | 57.5 | 34.5 | 184.5 |
| 21 Nov | 50372.90 | 5150 | 335.00 | 21.32 | 5 | 2.5 | 150 |
| 19 Nov | 50626.50 | 4815 | -368.00 | - | 30 | 12.5 | 147.5 |
| 18 Nov | 50363.80 | 5183 | -159.85 | 20.20 | 1 | 0.5 | 135 |
| 14 Nov | 50179.55 | 5342.85 | 876.85 | 22.39 | 11.5 | 0.5 | 134.5 |
| 13 Nov | 50088.35 | 4466 | 516.00 | - | 124.5 | 96.5 | 134 |
| 12 Nov | 51157.80 | 3950 | 346.05 | - | 0.5 | 0 | 37.5 |
| 11 Nov | 51876.75 | 3603.95 | -76.05 | 12.94 | 8.5 | 2 | 37.5 |
| 8 Nov | 51561.20 | 3680 | 155.00 | - | 8.5 | 3 | 35.5 |
| 7 Nov | 51916.50 | 3525 | 333.95 | 14.01 | 4 | 0.5 | 32.5 |
| 6 Nov | 52317.40 | 3191.05 | -258.95 | 16.17 | 14.5 | 12 | 32 |
| 5 Nov | 52207.25 | 3450 | -850.00 | 16.84 | 5.5 | 3 | 20 |
| 4 Nov | 51215.25 | 4300 | 310.40 | 19.47 | 4 | 17 | 17 |
| 1 Nov | 51673.90 | 3989.6 | 0.00 | 0.00 | 0 | 4.5 | 0 |
| 31 Oct | 51475.35 | 3989.6 | 485.30 | - | 4 | 4.5 | 17.5 |
| 30 Oct | 51807.50 | 3504.3 | 306.90 | - | 12.5 | 8.5 | 13 |
| 29 Oct | 52320.70 | 3197.4 | -895.00 | - | 2.5 | -0.5 | 4.5 |
| 28 Oct | 51259.30 | 4092.4 | -727.60 | - | 8 | -2 | 5 |
| 25 Oct | 50787.45 | 4820 | 1173.20 | - | 8.5 | -0.5 | 7 |
| 24 Oct | 51531.15 | 3646.8 | -189.55 | - | 6 | 0.5 | 7.5 |
| 23 Oct | 51239.00 | 3836.35 | 362.60 | - | 2.5 | -0.5 | 7 |
| 22 Oct | 51257.15 | 3473.75 | 137.90 | - | 1 | 0 | 7.5 |
| 21 Oct | 51962.70 | 3335.85 | 128.75 | - | 4 | 0 | 7.5 |
| 18 Oct | 52094.20 | 3207.1 | -692.90 | - | 1.5 | 0.5 | 7.5 |
| 17 Oct | 51288.80 | 3900 | 455.00 | - | 1 | 7 | 7 |
| 16 Oct | 51801.05 | 3445 | 0.00 | - | 0 | 7.5 | 0 |
| 15 Oct | 51906.00 | 3445 | -405.00 | - | 1 | 7.5 | 7.5 |
| 14 Oct | 51816.90 | 3850 | 0.00 | - | 0 | -1.5 | 0 |
| 11 Oct | 51172.30 | 3850 | 0.00 | - | 0 | -1.5 | 0 |
| 10 Oct | 51530.90 | 3850 | -134.20 | - | 0.5 | -1.5 | 7 |
| 9 Oct | 51007.00 | 3984.2 | -165.80 | - | 7.5 | 7.5 | 8.5 |
| 8 Oct | 51021.00 | 4150 | 200.00 | - | 3 | 0 | 1 |
| 7 Oct | 50478.90 | 3950 | 350.00 | - | 1 | 0.5 | 1 |
| 4 Oct | 51462.05 | 3600 | 600.00 | - | 1 | 0 | 0.5 |
| 3 Oct | 51845.20 | 3000 | 500.00 | - | 0.5 | 0.5 | 0.5 |
| 1 Oct | 52922.60 | 2500 | -202.60 | - | 0.5 | 0 | 0 |
| 30 Sept | 52978.10 | 2702.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 2702.6 | 2702.60 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 56000 expiring on 24DEC2024
Delta for 56000 PE is -0.92
Historical price for 56000 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 5185.5, which was 930.50 higher than the previous day. The implied volatity was 63.14, the open interest changed by -119 which decreased total open position to 7020
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 4255, which was 545.40 higher than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 7139
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 3709.6, which was 677.95 higher than the previous day. The implied volatity was 23.83, the open interest changed by -134 which decreased total open position to 7165
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 3031.65, which was 664.35 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 7299
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 2367.3, which was 17.30 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 7300
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 2350, which was -249.00 lower than the previous day. The implied volatity was 21.43, the open interest changed by 170 which increased total open position to 7312
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 2599, which was 122.00 higher than the previous day. The implied volatity was 12.46, the open interest changed by 49 which increased total open position to 7142
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 2477, which was 118.00 higher than the previous day. The implied volatity was 17.04, the open interest changed by 13 which increased total open position to 7093
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 2359, which was -165.90 lower than the previous day. The implied volatity was 20.43, the open interest changed by 219 which increased total open position to 7080
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 2524.9, which was 149.90 higher than the previous day. The implied volatity was 20.45, the open interest changed by 43 which increased total open position to 6861
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 2375, which was -6.00 lower than the previous day. The implied volatity was 16.90, the open interest changed by 350 which increased total open position to 6818
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2381, which was -266.75 lower than the previous day. The implied volatity was 19.97, the open interest changed by 140 which increased total open position to 6468
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2647.75, which was -512.25 lower than the previous day. The implied volatity was 18.77, the open interest changed by 615 which increased total open position to 6328
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 3160, which was -442.55 lower than the previous day. The implied volatity was 19.61, the open interest changed by 73 which increased total open position to 5713
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 3602.55, which was -14.30 lower than the previous day. The implied volatity was 17.24, the open interest changed by 466 which increased total open position to 5640
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 3616.85, which was -23.45 lower than the previous day. The implied volatity was 13.65, the open interest changed by 434 which increased total open position to 5174
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 3640.3, which was 269.45 higher than the previous day. The implied volatity was 12.11, the open interest changed by 190 which increased total open position to 4740
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 3370.85, which was -114.75 lower than the previous day. The implied volatity was 15.70, the open interest changed by 3486 which increased total open position to 4550
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 3485.6, which was 3.40 higher than the previous day. The implied volatity was 16.41, the open interest changed by 210 which increased total open position to 1064
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 3482.2, which was -1023.05 lower than the previous day. The implied volatity was 17.29, the open interest changed by 485 which increased total open position to 854
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 4505.25, which was -644.75 lower than the previous day. The implied volatity was 18.80, the open interest changed by 69 which increased total open position to 369
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 5150, which was 335.00 higher than the previous day. The implied volatity was 21.32, the open interest changed by 5 which increased total open position to 300
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 4815, which was -368.00 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 295
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 5183, which was -159.85 lower than the previous day. The implied volatity was 20.20, the open interest changed by 1 which increased total open position to 270
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 5342.85, which was 876.85 higher than the previous day. The implied volatity was 22.39, the open interest changed by 1 which increased total open position to 269
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 4466, which was 516.00 higher than the previous day. The implied volatity was -, the open interest changed by 193 which increased total open position to 268
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 3950, which was 346.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 3603.95, which was -76.05 lower than the previous day. The implied volatity was 12.94, the open interest changed by 4 which increased total open position to 75
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 3680, which was 155.00 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 71
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 3525, which was 333.95 higher than the previous day. The implied volatity was 14.01, the open interest changed by 1 which increased total open position to 65
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 3191.05, which was -258.95 lower than the previous day. The implied volatity was 16.17, the open interest changed by 24 which increased total open position to 64
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 3450, which was -850.00 lower than the previous day. The implied volatity was 16.84, the open interest changed by 6 which increased total open position to 40
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 4300, which was 310.40 higher than the previous day. The implied volatity was 19.47, the open interest changed by 34 which increased total open position to 34
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 3989.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 3989.6, which was 485.30 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 3504.3, which was 306.90 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 3197.4, which was -895.00 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 4092.4, which was -727.60 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 4820, which was 1173.20 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 3646.8, which was -189.55 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 3836.35, which was 362.60 higher 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 3473.75, which was 137.90 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 3335.85, which was 128.75 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 3207.1, which was -692.90 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 3900, which was 455.00 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 3445, 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 3445, which was -405.00 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 3850, 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 3850, 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 3850, which was -134.20 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 3984.2, which was -165.80 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 4150, which was 200.00 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 3950, which was 350.00 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 3600, which was 600.00 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 3000, which was 500.00 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 2500, which was -202.60 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 2702.6, 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 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 2702.6, which was 2702.60 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
