BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
14 Nov 2024 09:30 AM IST
| BANKNIFTY 27NOV2024 60000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 1.70
Theta: -2.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 50324.10 | 6.8 | -0.55 | 35.72 | 24,445 | 5,226 | 24,554 | |||
| 13 Nov | 50088.35 | 7.35 | 1.70 | 35.14 | 41,019 | 14,912 | 18,791 | |||
| 12 Nov | 51157.80 | 5.65 | 1.20 | 30.10 | 2,710 | 719 | 3,836 | |||
| 11 Nov | 51876.75 | 4.45 | -1.80 | 26.14 | 4,133 | 29 | 3,111 | |||
| 8 Nov | 51561.20 | 6.25 | -3.75 | 25.65 | 3,765 | 272 | 3,085 | |||
| 7 Nov | 51916.50 | 10 | 2.50 | 25.28 | 3,721 | 967 | 2,812 | |||
| 6 Nov | 52317.40 | 7.5 | -1.05 | 22.32 | 1,556 | 325 | 1,797 | |||
| 5 Nov | 52207.25 | 8.55 | -2.20 | 22.93 | 1,444 | -394 | 1,490 | |||
| 4 Nov | 51215.25 | 10.75 | -0.25 | 25.57 | 434 | 96 | 1,882 | |||
| 1 Nov | 51673.90 | 11 | -2.00 | 22.89 | 46 | 20 | 1,784 | |||
| 31 Oct | 51475.35 | 13 | 0.05 | - | 1,463 | 595 | 1,732 | |||
| 30 Oct | 51807.50 | 12.95 | -1.50 | - | 1,522 | 747 | 1,138 | |||
| 29 Oct | 52320.70 | 14.45 | 0.95 | - | 235 | 99 | 393 | |||
| 28 Oct | 51259.30 | 13.5 | 0.00 | - | 37 | 2 | 294 | |||
| 25 Oct | 50787.45 | 13.5 | -2.40 | - | 152 | -11 | 292 | |||
| 24 Oct | 51531.15 | 15.9 | 0.65 | - | 149 | 69 | 317 | |||
| 23 Oct | 51239.00 | 15.25 | -2.75 | - | 126 | 23 | 248 | |||
| 22 Oct | 51257.15 | 18 | -3.00 | - | 72 | 2 | 228 | |||
| 21 Oct | 51962.70 | 21 | -1.00 | - | 168 | 72 | 226 | |||
| 18 Oct | 52094.20 | 22 | 0.00 | - | 119 | 43 | 157 | |||
| 17 Oct | 51288.80 | 22 | 1.75 | - | 48 | -3 | 114 | |||
| 16 Oct | 51801.05 | 20.25 | -4.10 | - | 53 | 9 | 117 | |||
| 15 Oct | 51906.00 | 24.35 | 0.00 | - | 0 | -1 | 0 | |||
| 14 Oct | 51816.90 | 24.35 | -3.55 | - | 20 | 0 | 109 | |||
| 11 Oct | 51172.30 | 27.9 | -3.50 | - | 15 | 14 | 108 | |||
| 10 Oct | 51530.90 | 31.4 | 8.85 | - | 21 | -14 | 92 | |||
| 9 Oct | 51007.00 | 22.55 | -9.45 | - | 166 | 52 | 106 | |||
| 8 Oct | 51021.00 | 32 | 5.85 | - | 1 | 0 | 54 | |||
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| 7 Oct | 50478.90 | 26.15 | -8.60 | - | 15 | 6 | 51 | |||
| 4 Oct | 51462.05 | 34.75 | -5.15 | - | 32 | 2 | 40 | |||
| 3 Oct | 51845.20 | 39.9 | -16.95 | - | 31 | 18 | 36 | |||
| 1 Oct | 52922.60 | 56.85 | -328.15 | - | 19 | 17 | 18 | |||
| 30 Sept | 52978.10 | 385 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 385 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 385 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 54101.65 | 385 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 53968.60 | 385 | 0.00 | - | 0 | 1 | 0 | |||
| 23 Sept | 54105.80 | 385 | 143.75 | - | 1 | 0 | 0 | |||
| 20 Sept | 53793.20 | 241.25 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 60000 expiring on 27NOV2024
Delta for 60000 CE is 0.01
Historical price for 60000 CE is as follows
On 14 Nov BANKNIFTY was trading at 50324.10. The strike last trading price was 6.8, which was -0.55 lower than the previous day. The implied volatity was 35.72, the open interest changed by 5226 which increased total open position to 24554
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 7.35, which was 1.70 higher than the previous day. The implied volatity was 35.14, the open interest changed by 14912 which increased total open position to 18791
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 5.65, which was 1.20 higher than the previous day. The implied volatity was 30.10, the open interest changed by 719 which increased total open position to 3836
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 4.45, which was -1.80 lower than the previous day. The implied volatity was 26.14, the open interest changed by 29 which increased total open position to 3111
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 6.25, which was -3.75 lower than the previous day. The implied volatity was 25.65, the open interest changed by 272 which increased total open position to 3085
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 10, which was 2.50 higher than the previous day. The implied volatity was 25.28, the open interest changed by 967 which increased total open position to 2812
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 7.5, which was -1.05 lower than the previous day. The implied volatity was 22.32, the open interest changed by 325 which increased total open position to 1797
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 8.55, which was -2.20 lower than the previous day. The implied volatity was 22.93, the open interest changed by -394 which decreased total open position to 1490
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 10.75, which was -0.25 lower than the previous day. The implied volatity was 25.57, the open interest changed by 96 which increased total open position to 1882
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 11, which was -2.00 lower than the previous day. The implied volatity was 22.89, the open interest changed by 20 which increased total open position to 1784
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 13, which was 0.05 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 12.95, which was -1.50 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 14.45, which was 0.95 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 13.5, 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 13.5, which was -2.40 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 15.9, which was 0.65 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 15.25, which was -2.75 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 18, which was -3.00 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 21, which was -1.00 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 22, 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 22, which was 1.75 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 20.25, which was -4.10 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 24.35, 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 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 24.35, which was -3.55 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 27.9, which was -3.50 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 31.4, which was 8.85 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 22.55, which was -9.45 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 32, which was 5.85 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 26.15, which was -8.60 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 34.75, which was -5.15 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 39.9, which was -16.95 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 56.85, which was -328.15 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 385, 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 385, 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 385, 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 Sept BANKNIFTY was trading at 54101.65. The strike last trading price was 385, 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 Sept BANKNIFTY was trading at 53968.60. The strike last trading price was 385, 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 Sept BANKNIFTY was trading at 54105.80. The strike last trading price was 385, which was 143.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept BANKNIFTY was trading at 53793.20. The strike last trading price was 241.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 27NOV2024 60000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.98
Vega: 5.46
Theta: 6.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 50324.10 | 9500 | 48.50 | 44.87 | 1 | 0 | 735 |
| 13 Nov | 50088.35 | 9451.5 | 902.60 | - | 72 | -28 | 734 |
| 12 Nov | 51157.80 | 8548.9 | 742.20 | - | 29 | 1 | 762 |
| 11 Nov | 51876.75 | 7806.7 | -378.30 | - | 49 | -2 | 761 |
| 8 Nov | 51561.20 | 8185 | 433.25 | 29.54 | 24 | 1 | 762 |
| 7 Nov | 51916.50 | 7751.75 | 478.85 | - | 86 | 1 | 759 |
| 6 Nov | 52317.40 | 7272.9 | -302.10 | 20.62 | 24 | -11 | 760 |
| 5 Nov | 52207.25 | 7575 | -765.05 | 28.37 | 111 | 28 | 772 |
| 4 Nov | 51215.25 | 8340.05 | 376.35 | - | 140 | 39 | 741 |
| 1 Nov | 51673.90 | 7963.7 | 88.70 | 29.48 | 13 | -11 | 700 |
| 31 Oct | 51475.35 | 7875 | 271.00 | - | 273 | 181 | 709 |
| 30 Oct | 51807.50 | 7604 | 354.00 | - | 332 | 301 | 527 |
| 29 Oct | 52320.70 | 7250 | -900.00 | - | 37 | 28 | 225 |
| 28 Oct | 51259.30 | 8150 | -500.00 | - | 25 | 25 | 196 |
| 25 Oct | 50787.45 | 8650 | 490.00 | - | 3 | 2 | 171 |
| 24 Oct | 51531.15 | 8160 | 0.00 | - | 0 | -2 | 0 |
| 23 Oct | 51239.00 | 8160 | 760.00 | - | 21 | -9 | 162 |
| 22 Oct | 51257.15 | 7400 | 0.00 | - | 0 | 63 | 0 |
| 21 Oct | 51962.70 | 7400 | -600.00 | - | 81 | 61 | 169 |
| 18 Oct | 52094.20 | 8000 | 0.00 | - | 0 | 2 | 0 |
| 17 Oct | 51288.80 | 8000 | 499.40 | - | 2 | 0 | 106 |
| 16 Oct | 51801.05 | 7500.6 | -480.00 | - | 4 | 1 | 103 |
| 15 Oct | 51906.00 | 7980.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 7980.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 7980.6 | 0.00 | - | 0 | -16 | 0 |
| 10 Oct | 51530.90 | 7980.6 | -19.40 | - | 16 | 0 | 118 |
| 9 Oct | 51007.00 | 8000 | 0.00 | - | 0 | 9 | 0 |
| 8 Oct | 51021.00 | 8000 | -300.00 | - | 9 | 8 | 117 |
| 7 Oct | 50478.90 | 8300 | 600.00 | - | 30 | 27 | 106 |
| 4 Oct | 51462.05 | 7700 | 600.00 | - | 7 | 1 | 73 |
| 3 Oct | 51845.20 | 7100 | 1000.00 | - | 28 | 21 | 65 |
| 1 Oct | 52922.60 | 6100 | 700.00 | - | 1 | 0 | 43 |
| 30 Sept | 52978.10 | 5400 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 5400 | 0.00 | - | 0 | 25 | 0 |
| 26 Sept | 54375.35 | 5400 | 0.00 | - | 25 | 20 | 38 |
| 25 Sept | 54101.65 | 5400 | 0.00 | - | 0 | 17 | 0 |
| 24 Sept | 53968.60 | 5400 | -162.70 | - | 18 | 15 | 16 |
| 23 Sept | 54105.80 | 5562.7 | -2457.00 | - | 1 | 0 | 0 |
| 20 Sept | 53793.20 | 8019.7 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 60000 expiring on 27NOV2024
Delta for 60000 PE is -0.98
Historical price for 60000 PE is as follows
On 14 Nov BANKNIFTY was trading at 50324.10. The strike last trading price was 9500, which was 48.50 higher than the previous day. The implied volatity was 44.87, the open interest changed by 0 which decreased total open position to 735
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 9451.5, which was 902.60 higher than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 734
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 8548.9, which was 742.20 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 762
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 7806.7, which was -378.30 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 761
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 8185, which was 433.25 higher than the previous day. The implied volatity was 29.54, the open interest changed by 1 which increased total open position to 762
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 7751.75, which was 478.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 759
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 7272.9, which was -302.10 lower than the previous day. The implied volatity was 20.62, the open interest changed by -11 which decreased total open position to 760
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 7575, which was -765.05 lower than the previous day. The implied volatity was 28.37, the open interest changed by 28 which increased total open position to 772
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 8340.05, which was 376.35 higher than the previous day. The implied volatity was -, the open interest changed by 39 which increased total open position to 741
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 7963.7, which was 88.70 higher than the previous day. The implied volatity was 29.48, the open interest changed by -11 which decreased total open position to 700
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 7875, which was 271.00 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 7604, which was 354.00 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 7250, which was -900.00 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 8150, which was -500.00 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 8650, which was 490.00 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 8160, 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 8160, which was 760.00 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 7400, 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 7400, 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 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 8000, 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 8000, which was 499.40 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 7500.6, which was -480.00 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 7980.6, 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 7980.6, 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 7980.6, 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 7980.6, which was -19.40 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 8000, 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 8000, which was -300.00 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 8300, which was 600.00 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 7700, which was 600.00 higher 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 7100, which was 1000.00 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 6100, which was 700.00 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 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 27 Sept BANKNIFTY was trading at 53834.30. 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 26 Sept BANKNIFTY was trading at 54375.35. 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 25 Sept BANKNIFTY was trading at 54101.65. 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 Sept BANKNIFTY was trading at 53968.60. The strike last trading price was 5400, which was -162.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept BANKNIFTY was trading at 54105.80. The strike last trading price was 5562.7, which was -2457.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept BANKNIFTY was trading at 53793.20. The strike last trading price was 8019.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
