BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
05 Jul 2024 04:13 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 52660.35 | 1.8 | -0.60 | - | 35,56,665 | 1,03,725 | 7,05,690 | |||
| 4 Jul | 53103.70 | 2.4 | - | 23,84,820 | 1,97,985 | 6,01,965 | ||||
| 3 Jul | 53089.25 | 2.9 | - | 7,41,585 | 2,59,665 | 4,03,980 | ||||
| 2 Jul | 52168.10 | 5.05 | - | 2,07,885 | 7,335 | 1,44,240 | ||||
| 1 Jul | 52574.75 | 6.8 | - | 4,76,265 | 1,16,895 | 1,36,905 | ||||
| 28 Jun | 52342.25 | 9.95 | - | 21,045 | 930 | 20,010 | ||||
| 27 Jun | 52811.30 | 9.75 | - | 94,155 | 12,480 | 19,080 | ||||
| 26 Jun | 52870.50 | 12.95 | - | 9,885 | 5,505 | 6,585 | ||||
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| 25 Jun | 52606.00 | 18.95 | - | 1,005 | -15 | 1,080 | ||||
| 24 Jun | 51703.95 | 11 | - | 1,965 | 315 | 1,125 | ||||
| 21 Jun | 51661.45 | 13.30 | - | 1,770 | 1,005 | 1,095 | ||||
| 20 Jun | 51783.25 | 13.30 | - | 120 | 90 | 90 | ||||
For NIFTY BANK - strike price 58000 expiring on 10JUL2024
Delta for 58000 CE is -
Historical price for 58000 CE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 1.8, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by 103725 which increased total open position to 705690
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 2.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 197985 which increased total open position to 601965
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 2.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 259665 which increased total open position to 403980
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 5.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 7335 which increased total open position to 144240
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 6.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 116895 which increased total open position to 136905
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 9.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 930 which increased total open position to 20010
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 9.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 12480 which increased total open position to 19080
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 12.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 5505 which increased total open position to 6585
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 18.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 1080
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 11, which was lower than the previous day. The implied volatity was -, the open interest changed by 315 which increased total open position to 1125
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 13.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1005 which increased total open position to 1095
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 13.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 90
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 52660.35 | 8552.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Jul | 53103.70 | 8552.8 | - | 0 | 0 | 0 | |
| 3 Jul | 53089.25 | 8552.8 | - | 0 | 0 | 0 | |
| 2 Jul | 52168.10 | 8552.8 | - | 0 | 0 | 0 | |
| 1 Jul | 52574.75 | 8552.8 | - | 0 | 0 | 0 | |
| 28 Jun | 52342.25 | 8552.8 | - | 0 | 0 | 0 | |
| 27 Jun | 52811.30 | 8552.8 | - | 0 | 0 | 0 | |
| 26 Jun | 52870.50 | 8552.8 | - | 0 | 0 | 0 | |
| 25 Jun | 52606.00 | 8552.8 | - | 0 | 0 | 0 | |
| 24 Jun | 51703.95 | 8552.8 | - | 0 | 0 | 0 | |
| 21 Jun | 51661.45 | 8552.80 | - | 0 | 0 | 0 | |
| 20 Jun | 51783.25 | 8552.80 | - | 0 | 0 | 0 | |
For NIFTY BANK - strike price 58000 expiring on 10JUL2024
Delta for 58000 PE is -
Historical price for 58000 PE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 8552.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 8552.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 8552.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 8552.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 8552.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 8552.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 8552.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 8552.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 8552.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 8552.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 8552.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 8552.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0