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 | 1.6 | -0.80 | - | 42,02,865 | 6,67,530 | 16,62,120 | |||
| 4 Jul | 53103.70 | 2.4 | - | 31,98,675 | 8,81,910 | 9,94,590 | ||||
| 3 Jul | 53089.25 | 2.5 | - | 3,19,290 | 69,750 | 1,12,680 | ||||
| 2 Jul | 52168.10 | 3.95 | - | 1,62,240 | 3,675 | 42,585 | ||||
| 1 Jul | 52574.75 | 6.85 | - | 1,70,340 | 4,485 | 38,910 | ||||
| 28 Jun | 52342.25 | 7.5 | - | 1,39,890 | 6,555 | 34,425 | ||||
| 27 Jun | 52811.30 | 6.2 | - | 26,700 | 8,850 | 27,870 | ||||
| 26 Jun | 52870.50 | 9.6 | - | 37,335 | 12,570 | 19,020 | ||||
| 25 Jun | 52606.00 | 12.9 | - | 15,360 | 2,115 | 6,450 | ||||
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| 24 Jun | 51703.95 | 11.05 | - | 11,295 | 2,220 | 4,290 | ||||
| 21 Jun | 51661.45 | 14.25 | - | 2,295 | 1,980 | 1,980 | ||||
For NIFTY BANK - strike price 59000 expiring on 10JUL2024
Delta for 59000 CE is -
Historical price for 59000 CE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 1.6, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by 667530 which increased total open position to 1662120
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 881910 which increased total open position to 994590
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 69750 which increased total open position to 112680
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 3675 which increased total open position to 42585
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 6.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 4485 which increased total open position to 38910
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 7.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 6555 which increased total open position to 34425
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 6.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 8850 which increased total open position to 27870
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 9.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 12570 which increased total open position to 19020
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 12.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 2115 which increased total open position to 6450
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 11.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 2220 which increased total open position to 4290
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 14.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1980 which increased total open position to 1980
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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 | 9539.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Jul | 53103.70 | 9539.75 | - | 0 | 0 | 0 | |
| 3 Jul | 53089.25 | 9539.75 | - | 0 | 0 | 0 | |
| 2 Jul | 52168.10 | 9539.75 | - | 0 | 0 | 0 | |
| 1 Jul | 52574.75 | 9539.75 | - | 0 | 0 | 0 | |
| 28 Jun | 52342.25 | 9539.75 | - | 0 | 0 | 0 | |
| 27 Jun | 52811.30 | 9539.75 | - | 0 | 0 | 0 | |
| 26 Jun | 52870.50 | 9539.75 | - | 0 | 0 | 0 | |
| 25 Jun | 52606.00 | 9539.75 | - | 0 | 0 | 0 | |
| 24 Jun | 51703.95 | 9539.75 | - | 0 | 0 | 0 | |
| 21 Jun | 51661.45 | 9539.75 | - | 0 | 0 | 0 | |
For NIFTY BANK - strike price 59000 expiring on 10JUL2024
Delta for 59000 PE is -
Historical price for 59000 PE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 9539.75, 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 9539.75, 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 9539.75, 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 9539.75, 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 9539.75, 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 9539.75, 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 9539.75, 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 9539.75, 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 9539.75, 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 9539.75, 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 9539.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0