BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 56500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 1.00
Theta: -5.10
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 4.6 | -3.45 | 39.86 | 1,24,102 | -16,017.5 | 23,700 | |||
| 19 Dec | 51575.70 | 8.05 | -15.25 | 33.33 | 1,66,921.5 | -13,743 | 39,717.5 | |||
| 18 Dec | 52139.55 | 23.3 | 8.70 | 31.52 | 1,64,970.5 | 6,664.5 | 53,460.5 | |||
| 17 Dec | 52834.80 | 14.6 | -0.90 | 23.67 | 1,30,971 | 8,924 | 46,796 | |||
| 16 Dec | 53581.35 | 15.5 | -1.55 | 18.44 | 1,06,093 | 5,594.5 | 37,872 | |||
| 13 Dec | 53583.80 | 17.05 | -0.45 | 15.12 | 1,46,787 | -157 | 32,277.5 | |||
| 12 Dec | 53216.45 | 17.5 | -6.20 | 16.31 | 65,201 | -1,519.5 | 32,434.5 | |||
| 11 Dec | 53391.35 | 23.7 | -10.60 | 15.68 | 69,725 | 534 | 33,954 | |||
| 10 Dec | 53577.70 | 34.3 | -0.60 | 15.13 | 79,302.5 | 5,260.5 | 33,420 | |||
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| 9 Dec | 53407.75 | 34.9 | -4.95 | 15.46 | 1,06,389 | 1,440 | 28,159.5 | |||
| 6 Dec | 53509.50 | 39.85 | -12.05 | 14.02 | 1,47,927 | 4,472 | 26,719.5 | |||
| 5 Dec | 53603.55 | 51.9 | 17.95 | 13.91 | 1,00,582 | 2,048 | 22,247.5 | |||
| 4 Dec | 53266.90 | 33.95 | 14.65 | 13.76 | 80,634.5 | 1,615 | 20,199.5 | |||
| 3 Dec | 52695.75 | 19.3 | 2.40 | 14.02 | 58,796 | 1,406.5 | 18,584.5 | |||
| 2 Dec | 52109.00 | 16.9 | -2.20 | 15.17 | 48,466.5 | 5,119 | 17,178 | |||
| 29 Nov | 52055.60 | 19.1 | -9.90 | 14.68 | 38,600 | 3,597 | 12,059 | |||
| 28 Nov | 51906.85 | 29 | 4.90 | 15.53 | 47,046.5 | 5,679 | 8,462 | |||
| 27 Nov | 52301.80 | 24.1 | -4.50 | 13.74 | 7,266 | 1,625 | 2,783 | |||
| 26 Nov | 52191.50 | 28.6 | -0.65 | 14.23 | 1,841 | 381.5 | 1,158 | |||
| 25 Nov | 52207.50 | 29.25 | 13.75 | 13.93 | 1,800 | 373.5 | 776.5 | |||
| 22 Nov | 51135.40 | 15.5 | 1.50 | 14.81 | 920 | 221 | 403 | |||
| 21 Nov | 50372.90 | 14 | -1.60 | 16.07 | 265 | 60.5 | 182 | |||
| 19 Nov | 50626.50 | 15.6 | -4.90 | 15.71 | 118 | 31 | 121.5 | |||
| 18 Nov | 50363.80 | 20.5 | -12.40 | 16.40 | 177 | 87.5 | 90.5 | |||
| 14 Nov | 50179.55 | 32.9 | -1574.35 | 17.04 | 3.5 | 3 | 3 | |||
| 13 Nov | 50088.35 | 1607.25 | 0.00 | 7.02 | 0 | 0 | 0 | |||
| 12 Nov | 51157.80 | 1607.25 | 0.00 | 5.65 | 0 | 0 | 0 | |||
| 11 Nov | 51876.75 | 1607.25 | 0.00 | 4.77 | 0 | 0 | 0 | |||
| 8 Nov | 51561.20 | 1607.25 | 0.00 | 4.90 | 0 | 0 | 0 | |||
| 7 Nov | 51916.50 | 1607.25 | 0.00 | 4.40 | 0 | 0 | 0 | |||
| 6 Nov | 52317.40 | 1607.25 | 0.00 | 3.84 | 0 | 0 | 0 | |||
| 5 Nov | 52207.25 | 1607.25 | 0.00 | 4.01 | 0 | 0 | 0 | |||
| 4 Nov | 51215.25 | 1607.25 | 0.00 | 5.08 | 0 | 0 | 0 | |||
| 1 Nov | 51673.90 | 1607.25 | 0.00 | 4.29 | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 1607.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 51807.50 | 1607.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 52320.70 | 1607.25 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 51259.30 | 1607.25 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 1607.25 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 1607.25 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 1607.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 1607.25 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 1607.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 1607.25 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 1607.25 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 1607.25 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 1607.25 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 1607.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 1607.25 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 1607.25 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 1607.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 1607.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 1607.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 1607.25 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 1607.25 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 1607.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 1607.25 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 1607.25 | 1607.25 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 56500 expiring on 24DEC2024
Delta for 56500 CE is 0.01
Historical price for 56500 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 4.6, which was -3.45 lower than the previous day. The implied volatity was 39.86, the open interest changed by -32035 which decreased total open position to 47400
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 8.05, which was -15.25 lower than the previous day. The implied volatity was 33.33, the open interest changed by -27486 which decreased total open position to 79435
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 23.3, which was 8.70 higher than the previous day. The implied volatity was 31.52, the open interest changed by 13329 which increased total open position to 106921
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 14.6, which was -0.90 lower than the previous day. The implied volatity was 23.67, the open interest changed by 17848 which increased total open position to 93592
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 15.5, which was -1.55 lower than the previous day. The implied volatity was 18.44, the open interest changed by 11189 which increased total open position to 75744
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 17.05, which was -0.45 lower than the previous day. The implied volatity was 15.12, the open interest changed by -314 which decreased total open position to 64555
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 17.5, which was -6.20 lower than the previous day. The implied volatity was 16.31, the open interest changed by -3039 which decreased total open position to 64869
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 23.7, which was -10.60 lower than the previous day. The implied volatity was 15.68, the open interest changed by 1068 which increased total open position to 67908
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 34.3, which was -0.60 lower than the previous day. The implied volatity was 15.13, the open interest changed by 10521 which increased total open position to 66840
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 34.9, which was -4.95 lower than the previous day. The implied volatity was 15.46, the open interest changed by 2880 which increased total open position to 56319
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 39.85, which was -12.05 lower than the previous day. The implied volatity was 14.02, the open interest changed by 8944 which increased total open position to 53439
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 51.9, which was 17.95 higher than the previous day. The implied volatity was 13.91, the open interest changed by 4096 which increased total open position to 44495
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 33.95, which was 14.65 higher than the previous day. The implied volatity was 13.76, the open interest changed by 3230 which increased total open position to 40399
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 19.3, which was 2.40 higher than the previous day. The implied volatity was 14.02, the open interest changed by 2813 which increased total open position to 37169
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 16.9, which was -2.20 lower than the previous day. The implied volatity was 15.17, the open interest changed by 10238 which increased total open position to 34356
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 19.1, which was -9.90 lower than the previous day. The implied volatity was 14.68, the open interest changed by 7194 which increased total open position to 24118
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 29, which was 4.90 higher than the previous day. The implied volatity was 15.53, the open interest changed by 11358 which increased total open position to 16924
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 24.1, which was -4.50 lower than the previous day. The implied volatity was 13.74, the open interest changed by 3250 which increased total open position to 5566
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 28.6, which was -0.65 lower than the previous day. The implied volatity was 14.23, the open interest changed by 763 which increased total open position to 2316
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 29.25, which was 13.75 higher than the previous day. The implied volatity was 13.93, the open interest changed by 747 which increased total open position to 1553
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 15.5, which was 1.50 higher than the previous day. The implied volatity was 14.81, the open interest changed by 442 which increased total open position to 806
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 14, which was -1.60 lower than the previous day. The implied volatity was 16.07, the open interest changed by 121 which increased total open position to 364
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 15.6, which was -4.90 lower than the previous day. The implied volatity was 15.71, the open interest changed by 62 which increased total open position to 243
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 20.5, which was -12.40 lower than the previous day. The implied volatity was 16.40, the open interest changed by 175 which increased total open position to 181
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 32.9, which was -1574.35 lower than the previous day. The implied volatity was 17.04, the open interest changed by 6 which increased total open position to 6
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1607.25, which was 0.00 lower than the previous day. The implied volatity was 7.02, the open interest changed by 0 which decreased total open position to 0
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1607.25, which was 0.00 lower than the previous day. The implied volatity was 5.65, the open interest changed by 0 which decreased total open position to 0
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1607.25, which was 0.00 lower than the previous day. The implied volatity was 4.77, the open interest changed by 0 which decreased total open position to 0
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1607.25, which was 0.00 lower than the previous day. The implied volatity was 4.90, 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 1607.25, which was 0.00 lower than the previous day. The implied volatity was 4.40, 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 1607.25, which was 0.00 lower than the previous day. The implied volatity was 3.84, 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 1607.25, which was 0.00 lower than the previous day. The implied volatity was 4.01, 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 1607.25, which was 0.00 lower than the previous day. The implied volatity was 5.08, 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 1607.25, which was 0.00 lower than the previous day. The implied volatity was 4.29, 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 1607.25, 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 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 1607.25, 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 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 1607.25, 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 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 1607.25, 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 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 1607.25, 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 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 1607.25, 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 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 1607.25, 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 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 1607.25, 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 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 1607.25, 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 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 1607.25, 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 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 1607.25, 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 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 1607.25, 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 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 1607.25, 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 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 1607.25, 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 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 1607.25, 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 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 1607.25, 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 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 1607.25, 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 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 1607.25, 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 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 1607.25, 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 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 1607.25, 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 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 1607.25, 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 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 1607.25, 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 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 1607.25, 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 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 1607.25, which was 1607.25 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
| BANKNIFTY 24DEC2024 56500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 9.64
Theta: -78.13
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 5762.15 | 1039.15 | 76.47 | 3 | 1 | 2,819 |
| 19 Dec | 51575.70 | 4723 | 578.15 | - | 5.5 | 6 | 2,818 |
| 18 Dec | 52139.55 | 4144.85 | 645.30 | - | 86 | -9 | 2,812 |
| 17 Dec | 52834.80 | 3499.55 | 655.20 | - | 75 | -11 | 2,821 |
| 16 Dec | 53581.35 | 2844.35 | -23.65 | - | 49.5 | -0.5 | 2,832 |
| 13 Dec | 53583.80 | 2868 | -201.95 | 25.53 | 14 | 4 | 2,832.5 |
| 12 Dec | 53216.45 | 3069.95 | 114.15 | - | 3.5 | -1.5 | 2,828.5 |
| 11 Dec | 53391.35 | 2955.8 | -89.90 | 18.12 | 18.5 | 3 | 2,830 |
| 10 Dec | 53577.70 | 3045.7 | 57.60 | 30.13 | 4.5 | -2 | 2,827 |
| 9 Dec | 53407.75 | 2988.1 | 143.50 | 21.68 | 7.5 | 2 | 2,829 |
| 6 Dec | 53509.50 | 2844.6 | 1.30 | 18.16 | 108.5 | -10 | 2,827 |
| 5 Dec | 53603.55 | 2843.3 | -272.75 | 21.63 | 85.5 | 46 | 2,837 |
| 4 Dec | 53266.90 | 3116.05 | -420.50 | 20.09 | 109.5 | 0.5 | 2,791 |
| 3 Dec | 52695.75 | 3536.55 | -580.95 | 14.93 | 22.5 | -1 | 2,790.5 |
| 2 Dec | 52109.00 | 4117.5 | -29.05 | 20.16 | 110 | 53.5 | 2,791.5 |
| 29 Nov | 52055.60 | 4146.55 | 7.20 | 17.86 | 476 | 352.5 | 2,738 |
| 28 Nov | 51906.85 | 4139.35 | 281.25 | 13.86 | 982 | 799.5 | 2,385.5 |
| 27 Nov | 52301.80 | 3858.1 | -182.90 | 16.94 | 2,019 | 1,581 | 1,586 |
| 26 Nov | 52191.50 | 4041 | -844.00 | 20.54 | 2 | 5 | 5 |
| 25 Nov | 52207.50 | 4885 | 0.00 | 0.00 | 0 | -1.5 | 0 |
| 22 Nov | 51135.40 | 4885 | -1060.70 | - | 1 | -1.5 | 4 |
| 21 Nov | 50372.90 | 5945.7 | 1695.70 | 33.11 | 3 | 5.5 | 5.5 |
| 19 Nov | 50626.50 | 4250 | 0.00 | 0.00 | 0 | 4 | 0 |
| 18 Nov | 50363.80 | 4250 | 0.00 | 0.00 | 0 | 4 | 0 |
| 14 Nov | 50179.55 | 4250 | 0.00 | 0.00 | 0 | 4 | 0 |
| 13 Nov | 50088.35 | 4250 | 0.00 | 0.00 | 0 | 4 | 0 |
| 12 Nov | 51157.80 | 4250 | 0.00 | 0.00 | 0 | 4 | 0 |
| 11 Nov | 51876.75 | 4250 | 0.00 | 0.00 | 0 | 4 | 0 |
| 8 Nov | 51561.20 | 4250 | 400.00 | - | 0.5 | 4 | 4 |
| 7 Nov | 51916.50 | 3850 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 52317.40 | 3850 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 52207.25 | 3850 | -650.00 | 16.28 | 0.5 | 0 | 4 |
| 4 Nov | 51215.25 | 4500 | 213.60 | - | 0.5 | 4 | 4 |
| 1 Nov | 51673.90 | 4286.4 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 31 Oct | 51475.35 | 4286.4 | 375.55 | - | 1.5 | 0.5 | 4 |
| 30 Oct | 51807.50 | 3910.85 | -489.15 | - | 2 | 1.5 | 3.5 |
| 29 Oct | 52320.70 | 4400 | 0.00 | - | 1 | 0.5 | 2 |
| 28 Oct | 51259.30 | 4400 | 0.00 | - | 0.5 | 1.5 | 1.5 |
| 25 Oct | 50787.45 | 4400 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 4400 | -63.90 | - | 0.5 | 0 | 1.5 |
| 23 Oct | 51239.00 | 4463.9 | 463.90 | - | 1 | 1.5 | 1.5 |
| 22 Oct | 51257.15 | 4000 | 0.00 | - | 0 | -0.5 | 0 |
| 21 Oct | 51962.70 | 4000 | 0.00 | - | 0 | -0.5 | 0 |
| 18 Oct | 52094.20 | 4000 | -425.00 | - | 0.5 | -0.5 | 1 |
| 17 Oct | 51288.80 | 4425 | 425.00 | - | 0.5 | 1.5 | 1.5 |
| 16 Oct | 51801.05 | 4000 | 0.00 | - | 0 | 1 | 0 |
| 15 Oct | 51906.00 | 4000 | 0.00 | - | 0 | 1 | 0 |
| 14 Oct | 51816.90 | 4000 | -350.00 | - | 1.5 | 1 | 1 |
| 11 Oct | 51172.30 | 4350 | 0.00 | - | 0 | 1 | 0 |
| 10 Oct | 51530.90 | 4350 | 0.00 | - | 0 | 1 | 0 |
| 9 Oct | 51007.00 | 4350 | 0.00 | - | 0 | 1 | 0 |
| 8 Oct | 51021.00 | 4350 | 0.00 | - | 0 | 1 | 0 |
| 7 Oct | 50478.90 | 4350 | 1352.30 | - | 2 | 1 | 1 |
| 4 Oct | 51462.05 | 2997.7 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 2997.7 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 2997.7 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 2997.7 | 2997.70 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 56500 expiring on 24DEC2024
Delta for 56500 PE is -0.90
Historical price for 56500 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 5762.15, which was 1039.15 higher than the previous day. The implied volatity was 76.47, the open interest changed by 2 which increased total open position to 5638
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 4723, which was 578.15 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 5636
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 4144.85, which was 645.30 higher than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 5624
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 3499.55, which was 655.20 higher than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 5642
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 2844.35, which was -23.65 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 5664
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 2868, which was -201.95 lower than the previous day. The implied volatity was 25.53, the open interest changed by 8 which increased total open position to 5665
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 3069.95, which was 114.15 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 5657
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 2955.8, which was -89.90 lower than the previous day. The implied volatity was 18.12, the open interest changed by 6 which increased total open position to 5660
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 3045.7, which was 57.60 higher than the previous day. The implied volatity was 30.13, the open interest changed by -4 which decreased total open position to 5654
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 2988.1, which was 143.50 higher than the previous day. The implied volatity was 21.68, the open interest changed by 4 which increased total open position to 5658
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 2844.6, which was 1.30 higher than the previous day. The implied volatity was 18.16, the open interest changed by -20 which decreased total open position to 5654
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2843.3, which was -272.75 lower than the previous day. The implied volatity was 21.63, the open interest changed by 92 which increased total open position to 5674
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 3116.05, which was -420.50 lower than the previous day. The implied volatity was 20.09, the open interest changed by 1 which increased total open position to 5582
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 3536.55, which was -580.95 lower than the previous day. The implied volatity was 14.93, the open interest changed by -2 which decreased total open position to 5581
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 4117.5, which was -29.05 lower than the previous day. The implied volatity was 20.16, the open interest changed by 107 which increased total open position to 5583
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 4146.55, which was 7.20 higher than the previous day. The implied volatity was 17.86, the open interest changed by 705 which increased total open position to 5476
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 4139.35, which was 281.25 higher than the previous day. The implied volatity was 13.86, the open interest changed by 1599 which increased total open position to 4771
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 3858.1, which was -182.90 lower than the previous day. The implied volatity was 16.94, the open interest changed by 3162 which increased total open position to 3172
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 4041, which was -844.00 lower than the previous day. The implied volatity was 20.54, the open interest changed by 10 which increased total open position to 10
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 4885, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 4885, which was -1060.70 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 8
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 5945.7, which was 1695.70 higher than the previous day. The implied volatity was 33.11, 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 4250, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 4250, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 4250, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 4250, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 4250, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 4250, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 4250, which was 400.00 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 3850, 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 3850, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 3850, which was -650.00 lower than the previous day. The implied volatity was 16.28, the open interest changed by 0 which decreased total open position to 8
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 4500, which was 213.60 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 4286.4, 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 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 4286.4, which was 375.55 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 3910.85, which was -489.15 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 4400, 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 4400, 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 4400, 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 4400, which was -63.90 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 4463.9, which was 463.90 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 4000, 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 4000, 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 4000, which was -425.00 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 4425, which was 425.00 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 4000, 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 4000, 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 4000, which was -350.00 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 4350, 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 4350, 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 4350, 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 4350, 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 4350, which was 1352.30 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 2997.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 2997.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 2997.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 2997.7, which was 2997.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
