BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 58000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.73
Theta: -4.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 3.7 | -2.30 | 47.46 | 1,23,733 | -2,447.5 | 45,595.5 | |||
| 19 Dec | 51575.70 | 6 | -7.65 | 40.21 | 1,35,219.5 | -5,669 | 48,043 | |||
| 18 Dec | 52139.55 | 13.65 | 3.40 | 37.12 | 1,59,641.5 | 8,709.5 | 53,712 | |||
| 17 Dec | 52834.80 | 10.25 | 3.35 | 29.87 | 1,46,901.5 | 3,311 | 45,002.5 | |||
| 16 Dec | 53581.35 | 6.9 | -0.65 | 23.10 | 73,482 | 5,165.5 | 41,691.5 | |||
| 13 Dec | 53583.80 | 7.55 | -0.35 | 19.19 | 1,11,267 | -1,815 | 36,526 | |||
| 12 Dec | 53216.45 | 7.9 | -2.10 | 20.02 | 86,288 | 180.5 | 38,341 | |||
| 11 Dec | 53391.35 | 10 | -0.30 | 19.14 | 80,915.5 | 2,486.5 | 38,160.5 | |||
| 10 Dec | 53577.70 | 10.3 | -0.75 | 17.63 | 71,710 | 2,956 | 35,674 | |||
| 9 Dec | 53407.75 | 11.05 | -0.05 | 17.86 | 83,936 | 5,865.5 | 32,718 | |||
| 6 Dec | 53509.50 | 11.1 | -3.90 | 15.92 | 1,22,804 | 2,778 | 26,852.5 | |||
| 5 Dec | 53603.55 | 15 | 4.70 | 15.75 | 1,15,275.5 | 8,517.5 | 24,074.5 | |||
| 4 Dec | 53266.90 | 10.3 | 1.50 | 15.67 | 80,002 | 791 | 15,557 | |||
| 3 Dec | 52695.75 | 8.8 | -0.40 | 16.68 | 49,292.5 | -2,250 | 14,766 | |||
| 2 Dec | 52109.00 | 9.2 | -2.70 | 17.97 | 77,975 | 5,233 | 17,016 | |||
| 29 Nov | 52055.60 | 11.9 | -4.10 | 17.59 | 60,076 | 3,973.5 | 11,783 | |||
| 28 Nov | 51906.85 | 16 | 0.00 | 18.09 | 37,591.5 | 4,178 | 7,809.5 | |||
| 27 Nov | 52301.80 | 16 | 1.00 | 16.77 | 11,694.5 | 1,845 | 3,631.5 | |||
| 26 Nov | 52191.50 | 15 | -2.10 | 16.63 | 1,217.5 | 387.5 | 1,786.5 | |||
| 25 Nov | 52207.50 | 17.1 | 5.30 | 16.55 | 3,267.5 | 441 | 1,399 | |||
| 22 Nov | 51135.40 | 11.8 | -0.20 | 17.67 | 735 | 97 | 958 | |||
| 21 Nov | 50372.90 | 12 | -2.60 | 19.06 | 432 | -105 | 861 | |||
| 19 Nov | 50626.50 | 14.6 | 0.10 | 18.85 | 2,116.5 | -428.5 | 966 | |||
| 18 Nov | 50363.80 | 14.5 | -5.90 | 18.81 | 1,001.5 | 110 | 1,394.5 | |||
| 14 Nov | 50179.55 | 20.4 | -3.60 | 18.92 | 857 | 163.5 | 1,284.5 | |||
| 13 Nov | 50088.35 | 24 | 3.90 | 18.95 | 1,497 | 911 | 1,121 | |||
| 12 Nov | 51157.80 | 20.1 | -1.95 | 16.23 | 177 | 7.5 | 210 | |||
| 11 Nov | 51876.75 | 22.05 | -6.10 | 14.58 | 133 | 7 | 202.5 | |||
| 8 Nov | 51561.20 | 28.15 | -8.00 | 15.25 | 123.5 | 36 | 195.5 | |||
| 7 Nov | 51916.50 | 36.15 | -7.10 | 14.80 | 30.5 | -7.5 | 159.5 | |||
| 6 Nov | 52317.40 | 43.25 | -16.70 | 13.87 | 52.5 | 7 | 167 | |||
| 5 Nov | 52207.25 | 59.95 | 11.00 | 15.31 | 119 | -14.5 | 160 | |||
| 4 Nov | 51215.25 | 48.95 | -21.00 | 16.67 | 154 | 174.5 | 174.5 | |||
| 1 Nov | 51673.90 | 69.95 | 0.00 | 0.00 | 0 | 37 | 0 | |||
| 31 Oct | 51475.35 | 69.95 | -9.70 | - | 73.5 | 37 | 165 | |||
| 30 Oct | 51807.50 | 79.65 | 1.65 | - | 117 | 61 | 128 | |||
| 29 Oct | 52320.70 | 78 | 19.55 | - | 64 | -35 | 67 | |||
| 28 Oct | 51259.30 | 58.45 | 3.40 | - | 181.5 | 31.5 | 102 | |||
| 25 Oct | 50787.45 | 55.05 | -6.95 | - | 13 | -4 | 70.5 | |||
| 24 Oct | 51531.15 | 62 | -5.20 | - | 37 | -0.5 | 74.5 | |||
| 23 Oct | 51239.00 | 67.2 | 2.20 | - | 54 | 35.5 | 75 | |||
| 22 Oct | 51257.15 | 65 | -16.25 | - | 5 | 3 | 39.5 | |||
| 21 Oct | 51962.70 | 81.25 | -18.75 | - | 39.5 | 32.5 | 36.5 | |||
| 18 Oct | 52094.20 | 100 | -70.65 | - | 1.5 | 1 | 4 | |||
| 17 Oct | 51288.80 | 170.65 | -27.45 | - | 0.5 | 1 | 3 | |||
| 16 Oct | 51801.05 | 198.1 | 50.40 | - | 1 | 2 | 2 | |||
| 15 Oct | 51906.00 | 147.7 | 0.00 | - | 0 | 1.5 | 0 | |||
| 14 Oct | 51816.90 | 147.7 | 0.00 | - | 0 | 1.5 | 0 | |||
| 11 Oct | 51172.30 | 147.7 | 0.00 | - | 0 | 1.5 | 0 | |||
| 10 Oct | 51530.90 | 147.7 | -542.20 | - | 0.5 | 1.5 | 1.5 | |||
| 9 Oct | 51007.00 | 689.9 | 0.00 | - | 0 | 0.5 | 0 | |||
| 8 Oct | 51021.00 | 689.9 | 0.00 | - | 0 | 0.5 | 0 | |||
| 7 Oct | 50478.90 | 689.9 | 0.00 | - | 0 | 0.5 | 0 | |||
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| 4 Oct | 51462.05 | 689.9 | 0.00 | - | 0 | 0.5 | 0 | |||
| 3 Oct | 51845.20 | 689.9 | 0.00 | - | 0 | 0.5 | 0 | |||
| 1 Oct | 52922.60 | 689.9 | 0.00 | - | 0 | 0.5 | 0 | |||
| 30 Sept | 52978.10 | 689.9 | 0.00 | - | 0 | 0.5 | 0 | |||
| 27 Sept | 53834.30 | 689.9 | -424.20 | - | 1 | 0.5 | 0.5 | |||
| 26 Sept | 54375.35 | 1114.1 | - | 0.5 | 0 | 0 | ||||
For Nifty Bank - strike price 58000 expiring on 24DEC2024
Delta for 58000 CE is 0.00
Historical price for 58000 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 3.7, which was -2.30 lower than the previous day. The implied volatity was 47.46, the open interest changed by -4895 which decreased total open position to 91191
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 6, which was -7.65 lower than the previous day. The implied volatity was 40.21, the open interest changed by -11338 which decreased total open position to 96086
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 13.65, which was 3.40 higher than the previous day. The implied volatity was 37.12, the open interest changed by 17419 which increased total open position to 107424
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 10.25, which was 3.35 higher than the previous day. The implied volatity was 29.87, the open interest changed by 6622 which increased total open position to 90005
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 6.9, which was -0.65 lower than the previous day. The implied volatity was 23.10, the open interest changed by 10331 which increased total open position to 83383
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 7.55, which was -0.35 lower than the previous day. The implied volatity was 19.19, the open interest changed by -3630 which decreased total open position to 73052
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 7.9, which was -2.10 lower than the previous day. The implied volatity was 20.02, the open interest changed by 361 which increased total open position to 76682
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 10, which was -0.30 lower than the previous day. The implied volatity was 19.14, the open interest changed by 4973 which increased total open position to 76321
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 10.3, which was -0.75 lower than the previous day. The implied volatity was 17.63, the open interest changed by 5912 which increased total open position to 71348
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 11.05, which was -0.05 lower than the previous day. The implied volatity was 17.86, the open interest changed by 11731 which increased total open position to 65436
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 11.1, which was -3.90 lower than the previous day. The implied volatity was 15.92, the open interest changed by 5556 which increased total open position to 53705
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 15, which was 4.70 higher than the previous day. The implied volatity was 15.75, the open interest changed by 17035 which increased total open position to 48149
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 10.3, which was 1.50 higher than the previous day. The implied volatity was 15.67, the open interest changed by 1582 which increased total open position to 31114
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 8.8, which was -0.40 lower than the previous day. The implied volatity was 16.68, the open interest changed by -4500 which decreased total open position to 29532
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 9.2, which was -2.70 lower than the previous day. The implied volatity was 17.97, the open interest changed by 10466 which increased total open position to 34032
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 11.9, which was -4.10 lower than the previous day. The implied volatity was 17.59, the open interest changed by 7947 which increased total open position to 23566
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 16, which was 0.00 lower than the previous day. The implied volatity was 18.09, the open interest changed by 8356 which increased total open position to 15619
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 16, which was 1.00 higher than the previous day. The implied volatity was 16.77, the open interest changed by 3690 which increased total open position to 7263
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 15, which was -2.10 lower than the previous day. The implied volatity was 16.63, the open interest changed by 775 which increased total open position to 3573
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 17.1, which was 5.30 higher than the previous day. The implied volatity was 16.55, the open interest changed by 882 which increased total open position to 2798
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 11.8, which was -0.20 lower than the previous day. The implied volatity was 17.67, the open interest changed by 194 which increased total open position to 1916
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 12, which was -2.60 lower than the previous day. The implied volatity was 19.06, the open interest changed by -210 which decreased total open position to 1722
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 14.6, which was 0.10 higher than the previous day. The implied volatity was 18.85, the open interest changed by -857 which decreased total open position to 1932
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 14.5, which was -5.90 lower than the previous day. The implied volatity was 18.81, the open interest changed by 220 which increased total open position to 2789
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 20.4, which was -3.60 lower than the previous day. The implied volatity was 18.92, the open interest changed by 327 which increased total open position to 2569
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 24, which was 3.90 higher than the previous day. The implied volatity was 18.95, the open interest changed by 1822 which increased total open position to 2242
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 20.1, which was -1.95 lower than the previous day. The implied volatity was 16.23, the open interest changed by 15 which increased total open position to 420
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 22.05, which was -6.10 lower than the previous day. The implied volatity was 14.58, the open interest changed by 14 which increased total open position to 405
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 28.15, which was -8.00 lower than the previous day. The implied volatity was 15.25, the open interest changed by 72 which increased total open position to 391
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 36.15, which was -7.10 lower than the previous day. The implied volatity was 14.80, the open interest changed by -15 which decreased total open position to 319
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 43.25, which was -16.70 lower than the previous day. The implied volatity was 13.87, the open interest changed by 14 which increased total open position to 334
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 59.95, which was 11.00 higher than the previous day. The implied volatity was 15.31, the open interest changed by -29 which decreased total open position to 320
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 48.95, which was -21.00 lower than the previous day. The implied volatity was 16.67, the open interest changed by 349 which increased total open position to 349
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 69.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 74 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 69.95, which was -9.70 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 79.65, which was 1.65 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 78, which was 19.55 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 58.45, which was 3.40 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 55.05, which was -6.95 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 62, which was -5.20 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 67.2, which was 2.20 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 65, which was -16.25 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 81.25, which was -18.75 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 100, which was -70.65 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 170.65, which was -27.45 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 198.1, which was 50.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 147.7, 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 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 147.7, 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 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 147.7, 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 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 147.7, which was -542.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 689.9, 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 689.9, 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 689.9, 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 689.9, 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 689.9, 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 689.9, 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 689.9, 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 689.9, which was -424.20 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 1114.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 24DEC2024 58000 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 | 7179.85 | 828.85 | - | 36.5 | -14 | 289 |
| 19 Dec | 51575.70 | 6351 | 580.15 | 52.94 | 30.5 | -20.5 | 303 |
| 18 Dec | 52139.55 | 5770.85 | 801.95 | 49.04 | 3.5 | -2.5 | 323.5 |
| 17 Dec | 52834.80 | 4968.9 | 693.90 | - | 30 | -9 | 326 |
| 16 Dec | 53581.35 | 4275 | -125.00 | - | 15.5 | 2 | 335 |
| 13 Dec | 53583.80 | 4400 | -200.00 | 36.41 | 23.5 | -8 | 333 |
| 12 Dec | 53216.45 | 4600 | 182.00 | 21.99 | 10 | -8.5 | 341 |
| 11 Dec | 53391.35 | 4418 | -36.45 | 20.58 | 11.5 | -9 | 349.5 |
| 10 Dec | 53577.70 | 4454.45 | 4.45 | 35.91 | 7.5 | -5.5 | 358.5 |
| 9 Dec | 53407.75 | 4450 | 170.00 | 27.22 | 19.5 | 1 | 364 |
| 6 Dec | 53509.50 | 4280 | -22.10 | 21.17 | 44.5 | 23.5 | 363 |
| 5 Dec | 53603.55 | 4302.1 | -276.55 | 27.62 | 32.5 | 9 | 339.5 |
| 4 Dec | 53266.90 | 4578.65 | -508.85 | 25.24 | 67.5 | -30 | 330.5 |
| 3 Dec | 52695.75 | 5087.5 | -489.70 | 24.58 | 39.5 | 18.5 | 360.5 |
| 2 Dec | 52109.00 | 5577.2 | -2.80 | 23.00 | 16.5 | 15 | 342 |
| 29 Nov | 52055.60 | 5580 | 10.00 | - | 11 | 7.5 | 327 |
| 28 Nov | 51906.85 | 5570 | 239.50 | - | 32 | -23.5 | 319.5 |
| 27 Nov | 52301.80 | 5330.5 | -119.50 | 20.56 | 268 | 144.5 | 343 |
| 26 Nov | 52191.50 | 5450 | -1040.00 | 21.95 | 102.5 | 198.5 | 198.5 |
| 25 Nov | 52207.50 | 6490 | 0.00 | 0.00 | 0 | 19.5 | 0 |
| 22 Nov | 51135.40 | 6490 | -660.00 | 24.60 | 55 | 19.5 | 108.5 |
| 21 Nov | 50372.90 | 7150 | 2.85 | 28.09 | 13.5 | 10 | 89 |
| 19 Nov | 50626.50 | 7147.15 | 190.20 | 29.23 | 3 | 0.5 | 79 |
| 18 Nov | 50363.80 | 6956.95 | -343.05 | - | 75.5 | 73 | 78.5 |
| 14 Nov | 50179.55 | 7300 | 2273.10 | 27.19 | 1 | 5.5 | 5.5 |
| 13 Nov | 50088.35 | 5026.9 | 0.00 | 0.00 | 0 | 7 | 0 |
| 12 Nov | 51157.80 | 5026.9 | 0.00 | 0.00 | 0 | 7 | 0 |
| 11 Nov | 51876.75 | 5026.9 | 0.00 | 0.00 | 0 | 7 | 0 |
| 8 Nov | 51561.20 | 5026.9 | 0.00 | 0.00 | 0 | 7 | 0 |
| 7 Nov | 51916.50 | 5026.9 | 0.00 | 0.00 | 0 | 7 | 0 |
| 6 Nov | 52317.40 | 5026.9 | -1123.10 | 18.84 | 6.5 | 7 | 7 |
| 5 Nov | 52207.25 | 6150 | 0.00 | 0.00 | 0 | 5 | 0 |
| 4 Nov | 51215.25 | 6150 | 657.20 | 21.75 | 1 | 5 | 5 |
| 1 Nov | 51673.90 | 5492.8 | 0.00 | 0.00 | 0 | 1.5 | 0 |
| 31 Oct | 51475.35 | 5492.8 | 167.80 | - | 2 | 1.5 | 4.5 |
| 30 Oct | 51807.50 | 5325 | 199.50 | - | 1.5 | 1.5 | 3 |
| 29 Oct | 52320.70 | 5125.5 | -674.50 | - | 2.5 | 0.5 | 1.5 |
| 28 Oct | 51259.30 | 5800 | -600.00 | - | 0.5 | -0.5 | 1 |
| 25 Oct | 50787.45 | 6400 | 900.00 | - | 0.5 | 0.5 | 1.5 |
| 24 Oct | 51531.15 | 5500 | -200.70 | - | 0.5 | 1 | 1 |
| 23 Oct | 51239.00 | 5700.7 | 0.00 | - | 0 | 1 | 0 |
| 22 Oct | 51257.15 | 5700.7 | 0.00 | - | 0 | 1 | 0 |
| 21 Oct | 51962.70 | 5700.7 | 0.00 | - | 0 | 1 | 0 |
| 18 Oct | 52094.20 | 5700.7 | 0.00 | - | 0 | 1 | 0 |
| 17 Oct | 51288.80 | 5700.7 | 0.00 | - | 0 | 1 | 0 |
| 16 Oct | 51801.05 | 5700.7 | 0.00 | - | 0 | 1 | 0 |
| 15 Oct | 51906.00 | 5700.7 | 0.00 | - | 0 | 1 | 0 |
| 14 Oct | 51816.90 | 5700.7 | 0.00 | - | 0 | 1 | 0 |
| 11 Oct | 51172.30 | 5700.7 | 0.00 | - | 0 | 1 | 0 |
| 10 Oct | 51530.90 | 5700.7 | 0.00 | - | 0 | 1 | 0 |
| 9 Oct | 51007.00 | 5700.7 | 0.00 | - | 0 | 1 | 0 |
| 8 Oct | 51021.00 | 5700.7 | 0.00 | - | 0 | 1 | 0 |
| 7 Oct | 50478.90 | 5700.7 | 1150.70 | - | 1 | 1 | 1 |
| 4 Oct | 51462.05 | 4550 | 0.00 | - | 0 | 0.5 | 0 |
| 3 Oct | 51845.20 | 4550 | 550.00 | - | 0.5 | 0.5 | 0.5 |
| 1 Oct | 52922.60 | 4000 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 4000 | 22.20 | - | 0.5 | 0 | 0 |
| 27 Sept | 53834.30 | 3977.8 | 3977.80 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 58000 expiring on 24DEC2024
Delta for 58000 PE is -
Historical price for 58000 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 7179.85, which was 828.85 higher than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 578
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 6351, which was 580.15 higher than the previous day. The implied volatity was 52.94, the open interest changed by -41 which decreased total open position to 606
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 5770.85, which was 801.95 higher than the previous day. The implied volatity was 49.04, the open interest changed by -5 which decreased total open position to 647
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 4968.9, which was 693.90 higher than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 652
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 4275, which was -125.00 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 670
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 4400, which was -200.00 lower than the previous day. The implied volatity was 36.41, the open interest changed by -16 which decreased total open position to 666
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 4600, which was 182.00 higher than the previous day. The implied volatity was 21.99, the open interest changed by -17 which decreased total open position to 682
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 4418, which was -36.45 lower than the previous day. The implied volatity was 20.58, the open interest changed by -18 which decreased total open position to 699
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 4454.45, which was 4.45 higher than the previous day. The implied volatity was 35.91, the open interest changed by -11 which decreased total open position to 717
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 4450, which was 170.00 higher than the previous day. The implied volatity was 27.22, the open interest changed by 2 which increased total open position to 728
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 4280, which was -22.10 lower than the previous day. The implied volatity was 21.17, the open interest changed by 47 which increased total open position to 726
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 4302.1, which was -276.55 lower than the previous day. The implied volatity was 27.62, the open interest changed by 18 which increased total open position to 679
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 4578.65, which was -508.85 lower than the previous day. The implied volatity was 25.24, the open interest changed by -60 which decreased total open position to 661
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 5087.5, which was -489.70 lower than the previous day. The implied volatity was 24.58, the open interest changed by 37 which increased total open position to 721
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 5577.2, which was -2.80 lower than the previous day. The implied volatity was 23.00, the open interest changed by 30 which increased total open position to 684
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 5580, which was 10.00 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 654
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 5570, which was 239.50 higher than the previous day. The implied volatity was -, the open interest changed by -47 which decreased total open position to 639
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 5330.5, which was -119.50 lower than the previous day. The implied volatity was 20.56, the open interest changed by 289 which increased total open position to 686
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 5450, which was -1040.00 lower than the previous day. The implied volatity was 21.95, the open interest changed by 397 which increased total open position to 397
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 6490, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 39 which increased total open position to 0
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 6490, which was -660.00 lower than the previous day. The implied volatity was 24.60, the open interest changed by 39 which increased total open position to 217
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 7150, which was 2.85 higher than the previous day. The implied volatity was 28.09, the open interest changed by 20 which increased total open position to 178
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 7147.15, which was 190.20 higher than the previous day. The implied volatity was 29.23, the open interest changed by 1 which increased total open position to 158
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 6956.95, which was -343.05 lower than the previous day. The implied volatity was -, the open interest changed by 146 which increased total open position to 157
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 7300, which was 2273.10 higher than the previous day. The implied volatity was 27.19, the open interest changed by 11 which increased total open position to 11
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 5026.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 5026.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 5026.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 5026.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 5026.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 5026.9, which was -1123.10 lower than the previous day. The implied volatity was 18.84, the open interest changed by 14 which increased total open position to 14
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 6150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 6150, which was 657.20 higher than the previous day. The implied volatity was 21.75, the open interest changed by 10 which increased total open position to 10
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 5492.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 5492.8, which was 167.80 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 5325, which was 199.50 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 5125.5, which was -674.50 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 5800, which was -600.00 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 6400, which was 900.00 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 5500, which was -200.70 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 5700.7, 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 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 5700.7, 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 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 5700.7, 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 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 5700.7, 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 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 5700.7, 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 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 5700.7, 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 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 5700.7, 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 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 5700.7, 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 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 5700.7, 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 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 5700.7, 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 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 5700.7, 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 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 5700.7, 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 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 5700.7, which was 1150.70 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 4550, 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 4550, which was 550.00 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 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 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 4000, which was 22.20 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 3977.8, which was 3977.80 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
