BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
BANKNIFTY 24DEC2024 57000 CE | ||||||||||
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Delta: 0.01
Vega: 0.91
Theta: -4.93
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 50759.20 | 4.35 | -3.45 | 42.50 | 1,73,686.5 | -6,827 | 44,052.5 | |||
19 Dec | 51575.70 | 7.8 | -12.95 | 36.01 | 1,85,970.5 | -7,517 | 50,879.5 | |||
18 Dec | 52139.55 | 20.75 | 9.35 | 33.83 | 1,83,850 | 1,697.5 | 58,396.5 | |||
17 Dec | 52834.80 | 11.4 | 0.90 | 25.10 | 1,62,691 | 2,998.5 | 56,699 | |||
16 Dec | 53581.35 | 10.5 | 0.30 | 19.76 | 1,07,051.5 | 3,282.5 | 53,700.5 | |||
13 Dec | 53583.80 | 10.2 | -1.90 | 15.99 | 1,42,608.5 | -6,639.5 | 50,418 | |||
12 Dec | 53216.45 | 12.1 | -3.60 | 17.37 | 89,166.5 | 7,066 | 57,057.5 | |||
11 Dec | 53391.35 | 15.7 | -6.15 | 16.60 | 86,321 | 4,291 | 49,991.5 | |||
10 Dec | 53577.70 | 21.85 | -0.35 | 15.90 | 80,914 | 363.5 | 45,700.5 | |||
9 Dec | 53407.75 | 22.2 | -1.85 | 16.13 | 1,19,354.5 | 7,594 | 45,337 | |||
6 Dec | 53509.50 | 24.05 | -7.55 | 14.49 | 1,57,884.5 | 7,972 | 37,743 | |||
5 Dec | 53603.55 | 31.6 | 10.60 | 14.35 | 1,26,837 | -1,392.5 | 29,771 | |||
4 Dec | 53266.90 | 21 | 7.70 | 14.24 | 1,11,518 | 3,737.5 | 31,163.5 | |||
3 Dec | 52695.75 | 13.3 | 0.60 | 14.72 | 78,129 | -436 | 27,426 | |||
2 Dec | 52109.00 | 12.7 | -2.45 | 15.97 | 93,660 | 4,257.5 | 27,862 | |||
29 Nov | 52055.60 | 15.15 | -9.55 | 15.54 | 67,038.5 | 4,848.5 | 23,604.5 | |||
28 Nov | 51906.85 | 24.7 | 3.60 | 16.56 | 76,252 | 9,751.5 | 18,756 | |||
27 Nov | 52301.80 | 21.1 | -1.90 | 14.82 | 18,117.5 | 4,410.5 | 9,004.5 | |||
26 Nov | 52191.50 | 23 | 1.00 | 15.07 | 3,702 | 523 | 4,594 | |||
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25 Nov | 52207.50 | 22 | 8.50 | 14.66 | 7,022 | 912 | 4,071 | |||
22 Nov | 51135.40 | 13.5 | -0.45 | 15.71 | 2,426 | 13.5 | 3,159 | |||
21 Nov | 50372.90 | 13.95 | -1.05 | 17.19 | 1,042 | -12.5 | 3,145.5 | |||
19 Nov | 50626.50 | 15 | -4.00 | 16.73 | 1,064.5 | 137.5 | 3,158 | |||
18 Nov | 50363.80 | 19 | -7.00 | 17.31 | 1,272.5 | -27.5 | 3,020.5 | |||
14 Nov | 50179.55 | 26 | -11.90 | 17.47 | 2,130.5 | 176.5 | 3,048 | |||
13 Nov | 50088.35 | 37.9 | 10.20 | 18.12 | 859 | 122 | 2,871.5 | |||
12 Nov | 51157.80 | 27.7 | -5.65 | 14.87 | 905 | 128.5 | 2,749.5 | |||
11 Nov | 51876.75 | 33.35 | -6.65 | 13.37 | 686 | -59.5 | 2,621 | |||
8 Nov | 51561.20 | 40 | -15.95 | 13.98 | 977 | 157.5 | 2,680.5 | |||
7 Nov | 51916.50 | 55.95 | -15.60 | 13.75 | 1,066.5 | 61.5 | 2,523 | |||
6 Nov | 52317.40 | 71.55 | -7.80 | 12.94 | 873 | 275 | 2,461.5 | |||
5 Nov | 52207.25 | 79.35 | 19.10 | 13.85 | 430 | 28 | 2,186.5 | |||
4 Nov | 51215.25 | 60.25 | -28.30 | 15.13 | 1,614.5 | 354.5 | 2,158.5 | |||
1 Nov | 51673.90 | 88.55 | 2.95 | 14.67 | 26 | 11.5 | 1,804 | |||
31 Oct | 51475.35 | 85.6 | -25.85 | - | 582 | 165.5 | 1,792.5 | |||
30 Oct | 51807.50 | 111.45 | -12.75 | - | 359 | 62.5 | 1,627 | |||
29 Oct | 52320.70 | 124.2 | 28.75 | - | 579 | -12 | 1,564.5 | |||
28 Oct | 51259.30 | 95.45 | 17.35 | - | 365.5 | 128 | 1,576.5 | |||
25 Oct | 50787.45 | 78.1 | -12.10 | - | 394.5 | 124.5 | 1,448.5 | |||
24 Oct | 51531.15 | 90.2 | -14.00 | - | 148 | -28.5 | 1,324 | |||
23 Oct | 51239.00 | 104.2 | -11.45 | - | 269 | 103.5 | 1,352.5 | |||
22 Oct | 51257.15 | 115.65 | -19.65 | - | 326 | 121.5 | 1,249 | |||
21 Oct | 51962.70 | 135.3 | -30.90 | - | 486 | 240 | 1,127.5 | |||
18 Oct | 52094.20 | 166.2 | 46.20 | - | 388.5 | 219.5 | 887.5 | |||
17 Oct | 51288.80 | 120 | -42.25 | - | 94 | 22 | 668 | |||
16 Oct | 51801.05 | 162.25 | -5.70 | - | 68.5 | 22 | 646 | |||
15 Oct | 51906.00 | 167.95 | -0.05 | - | 66.5 | 25.5 | 624 | |||
14 Oct | 51816.90 | 168 | 22.85 | - | 161 | 33 | 598.5 | |||
11 Oct | 51172.30 | 145.15 | -23.40 | - | 226.5 | 100 | 565.5 | |||
10 Oct | 51530.90 | 168.55 | 0.85 | - | 166.5 | 9.5 | 465.5 | |||
9 Oct | 51007.00 | 167.7 | -6.25 | - | 182.5 | -7 | 456 | |||
8 Oct | 51021.00 | 173.95 | 1.80 | - | 91.5 | 4 | 463 | |||
7 Oct | 50478.90 | 172.15 | -48.65 | - | 202.5 | -40.5 | 459 | |||
4 Oct | 51462.05 | 220.8 | -31.20 | - | 301.5 | 37 | 499.5 | |||
3 Oct | 51845.20 | 252 | -123.05 | - | 363.5 | 105.5 | 462.5 | |||
1 Oct | 52922.60 | 375.05 | -32.35 | - | 196 | 42 | 357 | |||
30 Sept | 52978.10 | 407.4 | -158.60 | - | 265 | 61.5 | 315 | |||
27 Sept | 53834.30 | 566 | -83.65 | - | 117 | 73 | 253.5 | |||
26 Sept | 54375.35 | 649.65 | 29.65 | - | 133.5 | -6 | 180.5 | |||
25 Sept | 54114.80 | 620.00 | - | 333 | 186.5 | 186.5 |
For Nifty Bank - strike price 57000 expiring on 24DEC2024
Delta for 57000 CE is 0.01
Historical price for 57000 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 4.35, which was -3.45 lower than the previous day. The implied volatity was 42.50, the open interest changed by -13654 which decreased total open position to 88105
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 7.8, which was -12.95 lower than the previous day. The implied volatity was 36.01, the open interest changed by -15034 which decreased total open position to 101759
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 20.75, which was 9.35 higher than the previous day. The implied volatity was 33.83, the open interest changed by 3395 which increased total open position to 116793
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 11.4, which was 0.90 higher than the previous day. The implied volatity was 25.10, the open interest changed by 5997 which increased total open position to 113398
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 10.5, which was 0.30 higher than the previous day. The implied volatity was 19.76, the open interest changed by 6565 which increased total open position to 107401
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 10.2, which was -1.90 lower than the previous day. The implied volatity was 15.99, the open interest changed by -13279 which decreased total open position to 100836
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 12.1, which was -3.60 lower than the previous day. The implied volatity was 17.37, the open interest changed by 14132 which increased total open position to 114115
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 15.7, which was -6.15 lower than the previous day. The implied volatity was 16.60, the open interest changed by 8582 which increased total open position to 99983
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 21.85, which was -0.35 lower than the previous day. The implied volatity was 15.90, the open interest changed by 727 which increased total open position to 91401
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 22.2, which was -1.85 lower than the previous day. The implied volatity was 16.13, the open interest changed by 15188 which increased total open position to 90674
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 24.05, which was -7.55 lower than the previous day. The implied volatity was 14.49, the open interest changed by 15944 which increased total open position to 75486
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 31.6, which was 10.60 higher than the previous day. The implied volatity was 14.35, the open interest changed by -2785 which decreased total open position to 59542
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 21, which was 7.70 higher than the previous day. The implied volatity was 14.24, the open interest changed by 7475 which increased total open position to 62327
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 13.3, which was 0.60 higher than the previous day. The implied volatity was 14.72, the open interest changed by -872 which decreased total open position to 54852
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 12.7, which was -2.45 lower than the previous day. The implied volatity was 15.97, the open interest changed by 8515 which increased total open position to 55724
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 15.15, which was -9.55 lower than the previous day. The implied volatity was 15.54, the open interest changed by 9697 which increased total open position to 47209
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 24.7, which was 3.60 higher than the previous day. The implied volatity was 16.56, the open interest changed by 19503 which increased total open position to 37512
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 21.1, which was -1.90 lower than the previous day. The implied volatity was 14.82, the open interest changed by 8821 which increased total open position to 18009
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 23, which was 1.00 higher than the previous day. The implied volatity was 15.07, the open interest changed by 1046 which increased total open position to 9188
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 22, which was 8.50 higher than the previous day. The implied volatity was 14.66, the open interest changed by 1824 which increased total open position to 8142
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 13.5, which was -0.45 lower than the previous day. The implied volatity was 15.71, the open interest changed by 27 which increased total open position to 6318
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 13.95, which was -1.05 lower than the previous day. The implied volatity was 17.19, the open interest changed by -25 which decreased total open position to 6291
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 15, which was -4.00 lower than the previous day. The implied volatity was 16.73, the open interest changed by 275 which increased total open position to 6316
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 19, which was -7.00 lower than the previous day. The implied volatity was 17.31, the open interest changed by -55 which decreased total open position to 6041
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 26, which was -11.90 lower than the previous day. The implied volatity was 17.47, the open interest changed by 353 which increased total open position to 6096
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 37.9, which was 10.20 higher than the previous day. The implied volatity was 18.12, the open interest changed by 244 which increased total open position to 5743
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 27.7, which was -5.65 lower than the previous day. The implied volatity was 14.87, the open interest changed by 257 which increased total open position to 5499
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 33.35, which was -6.65 lower than the previous day. The implied volatity was 13.37, the open interest changed by -119 which decreased total open position to 5242
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 40, which was -15.95 lower than the previous day. The implied volatity was 13.98, the open interest changed by 315 which increased total open position to 5361
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 55.95, which was -15.60 lower than the previous day. The implied volatity was 13.75, the open interest changed by 123 which increased total open position to 5046
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 71.55, which was -7.80 lower than the previous day. The implied volatity was 12.94, the open interest changed by 550 which increased total open position to 4923
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 79.35, which was 19.10 higher than the previous day. The implied volatity was 13.85, the open interest changed by 56 which increased total open position to 4373
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 60.25, which was -28.30 lower than the previous day. The implied volatity was 15.13, the open interest changed by 709 which increased total open position to 4317
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 88.55, which was 2.95 higher than the previous day. The implied volatity was 14.67, the open interest changed by 23 which increased total open position to 3608
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 85.6, which was -25.85 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 111.45, which was -12.75 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 124.2, which was 28.75 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 95.45, which was 17.35 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 78.1, which was -12.10 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 90.2, which was -14.00 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 104.2, which was -11.45 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 115.65, which was -19.65 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 135.3, which was -30.90 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 166.2, which was 46.20 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 120, which was -42.25 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 162.25, which was -5.70 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 167.95, which was -0.05 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 168, which was 22.85 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 145.15, which was -23.40 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 168.55, which was 0.85 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 167.7, which was -6.25 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 173.95, which was 1.80 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 172.15, which was -48.65 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 220.8, which was -31.20 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 252, which was -123.05 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 375.05, which was -32.35 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 407.4, which was -158.60 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 566, which was -83.65 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 649.65, which was 29.65 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 620.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
BANKNIFTY 24DEC2024 57000 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 50759.20 | 6254.25 | 1003.70 | - | 31.5 | -20.5 | 250 |
19 Dec | 51575.70 | 5250.55 | 558.00 | - | 40 | -36 | 270.5 |
18 Dec | 52139.55 | 4692.55 | 702.55 | - | 20 | -12 | 306.5 |
17 Dec | 52834.80 | 3990 | 669.90 | - | 45.5 | -1.5 | 318.5 |
16 Dec | 53581.35 | 3320.1 | -39.65 | - | 65 | 1.5 | 320 |
13 Dec | 53583.80 | 3359.75 | -173.85 | 28.23 | 34 | -8 | 318.5 |
12 Dec | 53216.45 | 3533.6 | 85.55 | - | 58.5 | -15 | 326.5 |
11 Dec | 53391.35 | 3448.05 | 138.00 | 19.89 | 24.5 | 3 | 341.5 |
10 Dec | 53577.70 | 3310.05 | -190.00 | 24.04 | 90.5 | 54 | 338.5 |
9 Dec | 53407.75 | 3500.05 | 171.05 | 24.88 | 38.5 | 0 | 284.5 |
6 Dec | 53509.50 | 3329 | 2.75 | 19.78 | 115 | 27 | 284.5 |
5 Dec | 53603.55 | 3326.25 | -295.40 | 23.57 | 81.5 | 24.5 | 257.5 |
4 Dec | 53266.90 | 3621.65 | -503.40 | 22.68 | 77.5 | -11.5 | 233 |
3 Dec | 52695.75 | 4125.05 | -414.95 | 22.53 | 19.5 | 9 | 244.5 |
2 Dec | 52109.00 | 4540 | -91.45 | 13.06 | 22 | 9 | 235.5 |
29 Nov | 52055.60 | 4631.45 | 11.45 | 18.61 | 14.5 | -3 | 226.5 |
28 Nov | 51906.85 | 4620 | 279.65 | - | 61 | 34 | 229.5 |
27 Nov | 52301.80 | 4340.35 | -109.65 | 17.71 | 84 | 71 | 195.5 |
26 Nov | 52191.50 | 4450 | 15.30 | 18.26 | 53.5 | 43 | 124.5 |
25 Nov | 52207.50 | 4434.7 | -1115.30 | 18.87 | 80.5 | 45.5 | 81.5 |
22 Nov | 51135.40 | 5550 | -550.00 | 24.43 | 14 | 12.5 | 36 |
21 Nov | 50372.90 | 6100 | 30.25 | 21.87 | 5.5 | 23.5 | 23.5 |
19 Nov | 50626.50 | 6069.75 | 0.00 | 0.00 | 0 | 0 | 0 |
18 Nov | 50363.80 | 6069.75 | 0.00 | 0.00 | 0 | 0 | 0 |
14 Nov | 50179.55 | 6069.75 | -155.25 | - | 1 | 0 | 23 |
13 Nov | 50088.35 | 6225 | 1000.00 | 24.03 | 2 | 1.5 | 23 |
12 Nov | 51157.80 | 5225 | 625.00 | - | 7.5 | 0.5 | 21.5 |
11 Nov | 51876.75 | 4600 | -225.00 | 15.89 | 11.5 | 1 | 21 |
8 Nov | 51561.20 | 4825 | 360.00 | 15.20 | 3.5 | 0.5 | 20 |
7 Nov | 51916.50 | 4465 | 365.00 | 15.04 | 6 | 1.5 | 19.5 |
6 Nov | 52317.40 | 4100 | -211.00 | 17.63 | 3 | 2 | 18 |
5 Nov | 52207.25 | 4311 | -814.60 | 16.87 | 6.5 | -1.5 | 16 |
4 Nov | 51215.25 | 5125.6 | 449.90 | 17.57 | 2.5 | 1.5 | 17.5 |
1 Nov | 51673.90 | 4675.7 | -174.25 | 17.19 | 0.5 | 0.5 | 16 |
31 Oct | 51475.35 | 4849.95 | 449.95 | - | 1.5 | 1 | 15.5 |
30 Oct | 51807.50 | 4400 | 176.65 | - | 2 | 1 | 14.5 |
29 Oct | 52320.70 | 4223.35 | -668.80 | - | 3 | 2 | 13.5 |
28 Oct | 51259.30 | 4892.15 | -717.85 | - | 3 | -2 | 11.5 |
25 Oct | 50787.45 | 5610 | 1105.05 | - | 6.5 | 2.5 | 13.5 |
24 Oct | 51531.15 | 4504.95 | -495.05 | - | 1 | -1 | 11 |
23 Oct | 51239.00 | 5000 | 303.30 | - | 4 | 0 | 12 |
22 Oct | 51257.15 | 4696.7 | 494.70 | - | 7 | 0 | 12 |
21 Oct | 51962.70 | 4202 | 80.45 | - | 4 | 2 | 12 |
18 Oct | 52094.20 | 4121.55 | -688.45 | - | 4.5 | 2 | 10 |
17 Oct | 51288.80 | 4810 | 469.00 | - | 4.5 | 1 | 8 |
16 Oct | 51801.05 | 4341 | -714.30 | - | 0.5 | 7 | 7 |
15 Oct | 51906.00 | 5055.3 | 0.00 | - | 0 | 7 | 0 |
14 Oct | 51816.90 | 5055.3 | 0.00 | - | 0 | 7 | 0 |
11 Oct | 51172.30 | 5055.3 | 55.30 | - | 0.5 | 7 | 7 |
10 Oct | 51530.90 | 5000 | 0.00 | - | 0 | 0.5 | 0 |
9 Oct | 51007.00 | 5000 | 9.20 | - | 1 | 0.5 | 6.5 |
8 Oct | 51021.00 | 4990.8 | -403.55 | - | 1 | 1 | 6 |
7 Oct | 50478.90 | 5394.35 | 1319.35 | - | 5.5 | 5 | 5 |
4 Oct | 51462.05 | 4075 | 0.00 | - | 0 | -5 | 0 |
3 Oct | 51845.20 | 4075 | 815.00 | - | 10 | -5 | 4.5 |
1 Oct | 52922.60 | 3260 | 35.00 | - | 3 | -2 | 9.5 |
30 Sept | 52978.10 | 3225 | 400.00 | - | 11.5 | -3.5 | 11.5 |
27 Sept | 53834.30 | 2825 | 125.00 | - | 16 | -2 | 15 |
26 Sept | 54375.35 | 2700 | -175.00 | - | 8 | 8 | 17 |
25 Sept | 54114.80 | 2875.00 | - | 11 | 6.5 | 9 |
For Nifty Bank - strike price 57000 expiring on 24DEC2024
Delta for 57000 PE is -
Historical price for 57000 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 6254.25, which was 1003.70 higher than the previous day. The implied volatity was -, the open interest changed by -41 which decreased total open position to 500
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 5250.55, which was 558.00 higher than the previous day. The implied volatity was -, the open interest changed by -72 which decreased total open position to 541
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 4692.55, which was 702.55 higher than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 613
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 3990, which was 669.90 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 637
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 3320.1, which was -39.65 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 640
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 3359.75, which was -173.85 lower than the previous day. The implied volatity was 28.23, the open interest changed by -16 which decreased total open position to 637
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 3533.6, which was 85.55 higher than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 653
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 3448.05, which was 138.00 higher than the previous day. The implied volatity was 19.89, the open interest changed by 6 which increased total open position to 683
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 3310.05, which was -190.00 lower than the previous day. The implied volatity was 24.04, the open interest changed by 108 which increased total open position to 677
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 3500.05, which was 171.05 higher than the previous day. The implied volatity was 24.88, the open interest changed by 0 which decreased total open position to 569
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 3329, which was 2.75 higher than the previous day. The implied volatity was 19.78, the open interest changed by 54 which increased total open position to 569
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 3326.25, which was -295.40 lower than the previous day. The implied volatity was 23.57, the open interest changed by 49 which increased total open position to 515
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 3621.65, which was -503.40 lower than the previous day. The implied volatity was 22.68, the open interest changed by -23 which decreased total open position to 466
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 4125.05, which was -414.95 lower than the previous day. The implied volatity was 22.53, the open interest changed by 18 which increased total open position to 489
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 4540, which was -91.45 lower than the previous day. The implied volatity was 13.06, the open interest changed by 18 which increased total open position to 471
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 4631.45, which was 11.45 higher than the previous day. The implied volatity was 18.61, the open interest changed by -6 which decreased total open position to 453
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 4620, which was 279.65 higher than the previous day. The implied volatity was -, the open interest changed by 68 which increased total open position to 459
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 4340.35, which was -109.65 lower than the previous day. The implied volatity was 17.71, the open interest changed by 142 which increased total open position to 391
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 4450, which was 15.30 higher than the previous day. The implied volatity was 18.26, the open interest changed by 86 which increased total open position to 249
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 4434.7, which was -1115.30 lower than the previous day. The implied volatity was 18.87, the open interest changed by 91 which increased total open position to 163
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 5550, which was -550.00 lower than the previous day. The implied volatity was 24.43, the open interest changed by 25 which increased total open position to 72
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 6100, which was 30.25 higher than the previous day. The implied volatity was 21.87, the open interest changed by 47 which increased total open position to 47
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 6069.75, 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 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 6069.75, 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 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 6069.75, which was -155.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 6225, which was 1000.00 higher than the previous day. The implied volatity was 24.03, the open interest changed by 3 which increased total open position to 46
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 5225, which was 625.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 43
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 4600, which was -225.00 lower than the previous day. The implied volatity was 15.89, the open interest changed by 2 which increased total open position to 42
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 4825, which was 360.00 higher than the previous day. The implied volatity was 15.20, the open interest changed by 1 which increased total open position to 40
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 4465, which was 365.00 higher than the previous day. The implied volatity was 15.04, the open interest changed by 3 which increased total open position to 39
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 4100, which was -211.00 lower than the previous day. The implied volatity was 17.63, the open interest changed by 4 which increased total open position to 36
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 4311, which was -814.60 lower than the previous day. The implied volatity was 16.87, the open interest changed by -3 which decreased total open position to 32
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 5125.6, which was 449.90 higher than the previous day. The implied volatity was 17.57, the open interest changed by 3 which increased total open position to 35
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 4675.7, which was -174.25 lower than the previous day. The implied volatity was 17.19, the open interest changed by 1 which increased total open position to 32
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 4849.95, which was 449.95 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 4400, which was 176.65 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 4223.35, which was -668.80 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 4892.15, which was -717.85 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 5610, which was 1105.05 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 4504.95, which was -495.05 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 5000, which was 303.30 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 4696.7, which was 494.70 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 4202, which was 80.45 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 4121.55, which was -688.45 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 4810, which was 469.00 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 4341, which was -714.30 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 5055.3, 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 5055.3, 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 5055.3, which was 55.30 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 5000, 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 5000, which was 9.20 higher 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 4990.8, which was -403.55 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 5394.35, which was 1319.35 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 4075, 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 4075, which was 815.00 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 3260, which was 35.00 higher 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 3225, which was 400.00 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 2825, which was 125.00 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 2700, which was -175.00 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 2875.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to