BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 57500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.82
Theta: -4.70
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 4.05 | -2.75 | 45.09 | 93,268.5 | -3,447 | 21,267 | |||
| 19 Dec | 51575.70 | 6.8 | -9.20 | 38.14 | 1,09,828.5 | -14,239.5 | 24,714 | |||
| 18 Dec | 52139.55 | 16 | 4.80 | 35.26 | 1,35,358.5 | 5,281 | 38,953.5 | |||
| 17 Dec | 52834.80 | 11.2 | 3.15 | 27.79 | 1,13,619 | 1,390 | 33,672.5 | |||
| 16 Dec | 53581.35 | 8.05 | -0.50 | 21.32 | 70,450.5 | 6,998.5 | 32,282.5 | |||
| 13 Dec | 53583.80 | 8.55 | -0.75 | 17.55 | 90,854 | 1,118 | 25,284 | |||
| 12 Dec | 53216.45 | 9.3 | -2.35 | 18.61 | 42,971.5 | 1,329 | 24,166 | |||
| 11 Dec | 53391.35 | 11.65 | -2.55 | 17.72 | 44,436.5 | -164 | 22,837 | |||
| 10 Dec | 53577.70 | 14.2 | 0.20 | 16.66 | 59,174.5 | -1,477.5 | 23,001 | |||
| 9 Dec | 53407.75 | 14 | -1.05 | 16.74 | 63,278.5 | 3,370.5 | 24,478.5 | |||
| 6 Dec | 53509.50 | 15.05 | -6.05 | 15.04 | 86,551 | 7,987.5 | 21,108 | |||
| 5 Dec | 53603.55 | 21.1 | 6.60 | 14.99 | 82,194.5 | 3,568 | 13,120.5 | |||
| 4 Dec | 53266.90 | 14.5 | 4.50 | 14.95 | 66,087 | 1,326 | 9,552.5 | |||
| 3 Dec | 52695.75 | 10 | -0.40 | 15.55 | 50,141 | -2,285.5 | 8,226.5 | |||
| 2 Dec | 52109.00 | 10.4 | -2.90 | 16.90 | 63,323.5 | 1,718 | 10,512 | |||
| 29 Nov | 52055.60 | 13.3 | -5.70 | 16.57 | 31,059.5 | 2,286.5 | 8,794 | |||
| 28 Nov | 51906.85 | 19 | 0.60 | 17.21 | 35,428 | 1,940.5 | 6,507.5 | |||
| 27 Nov | 52301.80 | 18.4 | 0.65 | 15.84 | 10,547.5 | 3,911.5 | 4,567 | |||
| 26 Nov | 52191.50 | 17.75 | -0.25 | 15.79 | 1,114.5 | 79 | 655.5 | |||
| 25 Nov | 52207.50 | 18 | 5.50 | 15.43 | 1,281.5 | 346.5 | 576.5 | |||
| 22 Nov | 51135.40 | 12.5 | -0.50 | 16.67 | 303 | 20 | 230 | |||
| 21 Nov | 50372.90 | 13 | -1.95 | 18.16 | 89 | -2 | 210 | |||
| 19 Nov | 50626.50 | 14.95 | -0.20 | 17.80 | 259.5 | 118.5 | 212 | |||
| 18 Nov | 50363.80 | 15.15 | -8.45 | 17.89 | 151.5 | 30.5 | 93.5 | |||
| 14 Nov | 50179.55 | 23.6 | -8.00 | 18.27 | 26.5 | -10 | 63 | |||
| 13 Nov | 50088.35 | 31.6 | 6.05 | 18.68 | 39 | 17.5 | 73 | |||
| 12 Nov | 51157.80 | 25.55 | -9.45 | 15.76 | 3 | 3.5 | 55.5 | |||
| 11 Nov | 51876.75 | 35 | -3.85 | 14.60 | 4.5 | 0 | 52 | |||
| 8 Nov | 51561.20 | 38.85 | -2.30 | 15.02 | 17.5 | 0.5 | 52 | |||
| 7 Nov | 51916.50 | 41.15 | -22.30 | 14.06 | 29 | -1.5 | 51.5 | |||
| 6 Nov | 52317.40 | 63.45 | -5.45 | 13.79 | 50 | -2 | 53 | |||
| 5 Nov | 52207.25 | 68.9 | 10.25 | 14.60 | 14 | -7 | 55 | |||
| 4 Nov | 51215.25 | 58.65 | -15.90 | 16.15 | 143 | 62 | 62 | |||
| 1 Nov | 51673.90 | 74.55 | 0.00 | 0.00 | 0 | 91.5 | 0 | |||
| 31 Oct | 51475.35 | 74.55 | -21.40 | - | 180.5 | 91.5 | 98 | |||
| 30 Oct | 51807.50 | 95.95 | 12.95 | - | 4 | 6.5 | 6.5 | |||
| 29 Oct | 52320.70 | 83 | 0.00 | - | 0 | 4 | 0 | |||
| 28 Oct | 51259.30 | 83 | -47.00 | - | 0.5 | 4 | 4 | |||
| 25 Oct | 50787.45 | 130 | 0.00 | - | 0 | 4 | 0 | |||
| 24 Oct | 51531.15 | 130 | 0.00 | - | 0 | 4 | 0 | |||
| 23 Oct | 51239.00 | 130 | 0.00 | - | 0 | 4 | 0 | |||
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| 22 Oct | 51257.15 | 130 | 0.00 | - | 0 | 4 | 0 | |||
| 21 Oct | 51962.70 | 130 | 0.00 | - | 0 | 4 | 0 | |||
| 18 Oct | 52094.20 | 130 | 0.00 | - | 0 | 4 | 0 | |||
| 17 Oct | 51288.80 | 130 | 0.00 | - | 0 | 4 | 0 | |||
| 16 Oct | 51801.05 | 130 | 0.00 | - | 0 | 4 | 0 | |||
| 15 Oct | 51906.00 | 130 | 0.00 | - | 0 | 4 | 0 | |||
| 14 Oct | 51816.90 | 130 | 0.00 | - | 0 | 4 | 0 | |||
| 11 Oct | 51172.30 | 130 | 0.00 | - | 0 | 4 | 0 | |||
| 10 Oct | 51530.90 | 130 | 0.00 | - | 0 | 4 | 4 | |||
| 9 Oct | 51007.00 | 130 | 0.00 | - | 0 | 0.5 | 0 | |||
| 8 Oct | 51021.00 | 130 | 0.00 | - | 3 | 0.5 | 1 | |||
| 7 Oct | 50478.90 | 130 | -1133.35 | - | 2 | 0.5 | 0.5 | |||
| 4 Oct | 51462.05 | 1263.35 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 1263.35 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 1263.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 1263.35 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 1263.35 | 1263.35 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 57500 expiring on 24DEC2024
Delta for 57500 CE is 0.01
Historical price for 57500 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 4.05, which was -2.75 lower than the previous day. The implied volatity was 45.09, the open interest changed by -6894 which decreased total open position to 42534
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 6.8, which was -9.20 lower than the previous day. The implied volatity was 38.14, the open interest changed by -28479 which decreased total open position to 49428
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 16, which was 4.80 higher than the previous day. The implied volatity was 35.26, the open interest changed by 10562 which increased total open position to 77907
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 11.2, which was 3.15 higher than the previous day. The implied volatity was 27.79, the open interest changed by 2780 which increased total open position to 67345
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 8.05, which was -0.50 lower than the previous day. The implied volatity was 21.32, the open interest changed by 13997 which increased total open position to 64565
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 8.55, which was -0.75 lower than the previous day. The implied volatity was 17.55, the open interest changed by 2236 which increased total open position to 50568
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 9.3, which was -2.35 lower than the previous day. The implied volatity was 18.61, the open interest changed by 2658 which increased total open position to 48332
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 11.65, which was -2.55 lower than the previous day. The implied volatity was 17.72, the open interest changed by -328 which decreased total open position to 45674
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 14.2, which was 0.20 higher than the previous day. The implied volatity was 16.66, the open interest changed by -2955 which decreased total open position to 46002
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 14, which was -1.05 lower than the previous day. The implied volatity was 16.74, the open interest changed by 6741 which increased total open position to 48957
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 15.05, which was -6.05 lower than the previous day. The implied volatity was 15.04, the open interest changed by 15975 which increased total open position to 42216
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 21.1, which was 6.60 higher than the previous day. The implied volatity was 14.99, the open interest changed by 7136 which increased total open position to 26241
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 14.5, which was 4.50 higher than the previous day. The implied volatity was 14.95, the open interest changed by 2652 which increased total open position to 19105
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 10, which was -0.40 lower than the previous day. The implied volatity was 15.55, the open interest changed by -4571 which decreased total open position to 16453
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 10.4, which was -2.90 lower than the previous day. The implied volatity was 16.90, the open interest changed by 3436 which increased total open position to 21024
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 13.3, which was -5.70 lower than the previous day. The implied volatity was 16.57, the open interest changed by 4573 which increased total open position to 17588
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 19, which was 0.60 higher than the previous day. The implied volatity was 17.21, the open interest changed by 3881 which increased total open position to 13015
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 18.4, which was 0.65 higher than the previous day. The implied volatity was 15.84, the open interest changed by 7823 which increased total open position to 9134
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 17.75, which was -0.25 lower than the previous day. The implied volatity was 15.79, the open interest changed by 158 which increased total open position to 1311
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 18, which was 5.50 higher than the previous day. The implied volatity was 15.43, the open interest changed by 693 which increased total open position to 1153
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 12.5, which was -0.50 lower than the previous day. The implied volatity was 16.67, the open interest changed by 40 which increased total open position to 460
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 13, which was -1.95 lower than the previous day. The implied volatity was 18.16, the open interest changed by -4 which decreased total open position to 420
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 14.95, which was -0.20 lower than the previous day. The implied volatity was 17.80, the open interest changed by 237 which increased total open position to 424
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 15.15, which was -8.45 lower than the previous day. The implied volatity was 17.89, the open interest changed by 61 which increased total open position to 187
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 23.6, which was -8.00 lower than the previous day. The implied volatity was 18.27, the open interest changed by -20 which decreased total open position to 126
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 31.6, which was 6.05 higher than the previous day. The implied volatity was 18.68, the open interest changed by 35 which increased total open position to 146
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 25.55, which was -9.45 lower than the previous day. The implied volatity was 15.76, the open interest changed by 7 which increased total open position to 111
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 35, which was -3.85 lower than the previous day. The implied volatity was 14.60, the open interest changed by 0 which decreased total open position to 104
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 38.85, which was -2.30 lower than the previous day. The implied volatity was 15.02, the open interest changed by 1 which increased total open position to 104
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 41.15, which was -22.30 lower than the previous day. The implied volatity was 14.06, the open interest changed by -3 which decreased total open position to 103
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 63.45, which was -5.45 lower than the previous day. The implied volatity was 13.79, the open interest changed by -4 which decreased total open position to 106
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 68.9, which was 10.25 higher than the previous day. The implied volatity was 14.60, the open interest changed by -14 which decreased total open position to 110
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 58.65, which was -15.90 lower than the previous day. The implied volatity was 16.15, the open interest changed by 124 which increased total open position to 124
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 74.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 183 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 74.55, which was -21.40 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 95.95, which was 12.95 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 83, 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 83, which was -47.00 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 130, 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 130, 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 130, 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 130, 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 130, 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 130, 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 130, 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 130, 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 130, 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 130, 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 130, 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 130, 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 130, 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 130, 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 130, which was -1133.35 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 1263.35, 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 1263.35, 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 1263.35, 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 1263.35, 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 1263.35, which was 1263.35 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 57500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 6705 | 1510.00 | - | 2 | 8 | 8 |
| 19 Dec | 51575.70 | 5195 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 52139.55 | 5195 | 668.20 | - | 4 | 0 | 13 |
| 17 Dec | 52834.80 | 4526.8 | 826.80 | - | 3.5 | 0 | 13 |
| 16 Dec | 53581.35 | 3700 | -266.65 | - | 2.5 | -0.5 | 13 |
| 13 Dec | 53583.80 | 3966.65 | 36.65 | 36.56 | 2.5 | 2 | 13.5 |
| 12 Dec | 53216.45 | 3930 | 24.00 | - | 2 | 0.5 | 11.5 |
| 11 Dec | 53391.35 | 3906 | 206.00 | 14.70 | 1 | 11 | 11 |
| 10 Dec | 53577.70 | 3700 | 0.00 | 0.00 | 0 | -0.5 | 0 |
| 9 Dec | 53407.75 | 3700 | 0.00 | 0.00 | 0 | -0.5 | 0 |
| 6 Dec | 53509.50 | 3700 | -300.00 | - | 1.5 | -0.5 | 11.5 |
| 5 Dec | 53603.55 | 4000 | -727.75 | 31.74 | 1.5 | 12 | 12 |
| 4 Dec | 53266.90 | 4727.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 52695.75 | 4727.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 52109.00 | 4727.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 52055.60 | 4727.75 | 0.00 | 0.00 | 0 | 0 | 12 |
| 28 Nov | 51906.85 | 4727.75 | -72.25 | - | 1 | 0.5 | 12 |
| 27 Nov | 52301.80 | 4800 | -71.95 | 16.81 | 9.5 | 1 | 11.5 |
| 26 Nov | 52191.50 | 4871.95 | -64.45 | - | 1 | -1 | 10.5 |
| 25 Nov | 52207.50 | 4936.4 | -1763.60 | 20.61 | 1 | 11.5 | 11.5 |
| 22 Nov | 51135.40 | 6700 | 0.00 | 0.00 | 0 | 11.5 | 0 |
| 21 Nov | 50372.90 | 6700 | 0.00 | 0.00 | 0 | 11.5 | 0 |
| 19 Nov | 50626.50 | 6700 | 0.00 | 0.00 | 0 | 11.5 | 0 |
| 18 Nov | 50363.80 | 6700 | 1450.00 | 26.06 | 10 | 11.5 | 11.5 |
| 14 Nov | 50179.55 | 5250 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 13 Nov | 50088.35 | 5250 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 12 Nov | 51157.80 | 5250 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 11 Nov | 51876.75 | 5250 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 8 Nov | 51561.20 | 5250 | 480.50 | - | 1 | 0.5 | 11.5 |
| 7 Nov | 51916.50 | 4769.5 | 190.90 | - | 0.5 | -0.5 | 11 |
| 6 Nov | 52317.40 | 4578.6 | -195.55 | 18.70 | 1.5 | -1 | 11.5 |
| 5 Nov | 52207.25 | 4774.15 | -825.85 | 17.33 | 2.5 | 0.5 | 12.5 |
| 4 Nov | 51215.25 | 5600 | 200.00 | 18.56 | 0.5 | 12 | 12 |
| 1 Nov | 51673.90 | 5400 | 0.00 | 0.00 | 0 | 12 | 0 |
| 31 Oct | 51475.35 | 5400 | 0.00 | - | 0 | 12 | 0 |
| 30 Oct | 51807.50 | 5400 | 0.00 | - | 0 | 12 | 0 |
| 29 Oct | 52320.70 | 5400 | 0.00 | - | 0 | 12 | 0 |
| 28 Oct | 51259.30 | 5400 | 0.00 | - | 0.5 | 12 | 12 |
| 25 Oct | 50787.45 | 5400 | 0.00 | - | 0 | 12.5 | 0 |
| 24 Oct | 51531.15 | 5400 | 462.65 | - | 0.5 | 12.5 | 12.5 |
| 23 Oct | 51239.00 | 4937.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 4937.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 4937.35 | 137.35 | - | 9 | 0 | 4.5 |
| 18 Oct | 52094.20 | 4800 | 71.00 | - | 0.5 | 4.5 | 4.5 |
| 17 Oct | 51288.80 | 4729 | 0.00 | - | 0 | 1 | 0 |
| 16 Oct | 51801.05 | 4729 | 0.00 | - | 0 | 1 | 0 |
| 15 Oct | 51906.00 | 4729 | 0.00 | - | 0 | 1 | 0 |
| 14 Oct | 51816.90 | 4729 | 0.00 | - | 0 | 1 | 0 |
| 11 Oct | 51172.30 | 4729 | 0.00 | - | 0 | 1 | 0 |
| 10 Oct | 51530.90 | 4729 | 0.00 | - | 0 | 1 | 0 |
| 9 Oct | 51007.00 | 4729 | 0.00 | - | 0 | 1 | 0 |
| 8 Oct | 51021.00 | 4729 | 0.00 | - | 0 | 1 | 0 |
| 7 Oct | 50478.90 | 4729 | 0.00 | - | 0 | 1 | 0 |
| 4 Oct | 51462.05 | 4729 | 0.00 | - | 0 | 1 | 0 |
| 3 Oct | 51845.20 | 4729 | 1695.85 | - | 1.5 | 1 | 5 |
| 1 Oct | 52922.60 | 3033.15 | 0.00 | - | 0 | 4 | 4 |
| 30 Sept | 52978.10 | 3033.15 | 0.00 | - | 0 | 0.5 | 0 |
| 27 Sept | 53834.30 | 3033.15 | 0.00 | - | 0.5 | 0.5 | 3.5 |
| 26 Sept | 54375.35 | 3033.15 | - | 3.5 | 3 | 3 | |
For Nifty Bank - strike price 57500 expiring on 24DEC2024
Delta for 57500 PE is -
Historical price for 57500 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 6705, which was 1510.00 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 16
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 5195, 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 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 5195, which was 668.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 4526.8, which was 826.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 3700, which was -266.65 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 26
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 3966.65, which was 36.65 higher than the previous day. The implied volatity was 36.56, the open interest changed by 4 which increased total open position to 27
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 3930, which was 24.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 23
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 3906, which was 206.00 higher than the previous day. The implied volatity was 14.70, the open interest changed by 22 which increased total open position to 22
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 3700, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 3700, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 3700, which was -300.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 23
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 4000, which was -727.75 lower than the previous day. The implied volatity was 31.74, the open interest changed by 24 which increased total open position to 24
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 4727.75, 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 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 4727.75, 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 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 4727.75, 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 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 4727.75, 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 24
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 4727.75, which was -72.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 24
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 4800, which was -71.95 lower than the previous day. The implied volatity was 16.81, the open interest changed by 2 which increased total open position to 23
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 4871.95, which was -64.45 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 21
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 4936.4, which was -1763.60 lower than the previous day. The implied volatity was 20.61, the open interest changed by 23 which increased total open position to 23
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 6700, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 23 which increased total open position to 0
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 6700, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 23 which increased total open position to 0
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 6700, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 23 which increased total open position to 0
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 6700, which was 1450.00 higher than the previous day. The implied volatity was 26.06, the open interest changed by 23 which increased total open position to 23
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 5250, 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 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 5250, 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 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 5250, 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 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 5250, 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 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 5250, which was 480.50 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 23
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 4769.5, which was 190.90 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 22
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 4578.6, which was -195.55 lower than the previous day. The implied volatity was 18.70, the open interest changed by -2 which decreased total open position to 23
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 4774.15, which was -825.85 lower than the previous day. The implied volatity was 17.33, the open interest changed by 1 which increased total open position to 25
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 5600, which was 200.00 higher than the previous day. The implied volatity was 18.56, the open interest changed by 24 which increased total open position to 24
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 5400, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 24 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 5400, 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 5400, 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 5400, 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 5400, 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 5400, 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 5400, which was 462.65 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 4937.35, 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 4937.35, 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 4937.35, which was 137.35 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 4800, which was 71.00 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 4729, 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 4729, 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 4729, 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 4729, 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 4729, 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 4729, 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 4729, 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 4729, 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 4729, 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 4729, 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 4729, which was 1695.85 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 3033.15, 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 3033.15, 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 3033.15, 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 3033.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
