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BANKNIFTY
Nifty Bank

50410.45 -216.05 (-0.43%)

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Historical option data for BANKNIFTY

21 Nov 2024 02:16 PM IST
BANKNIFTY 27NOV2024 60000 CE
Delta: 0.00
Vega: 0.56
Theta: -2.23
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 50416.00 2.55 -0.80 47.77 85,495 11,486 58,440
19 Nov 50626.50 3.35 -0.40 42.27 81,015 -1,217 46,943
18 Nov 50363.80 3.75 -2.65 40.72 50,000 -1,201 47,815
14 Nov 50179.55 6.4 -0.95 36.24 1,40,223 29,430 48,758
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
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 0.00

Historical price for 60000 CE is as follows

On 21 Nov BANKNIFTY was trading at 50416.00. The strike last trading price was 2.55, which was -0.80 lower than the previous day. The implied volatity was 47.77, the open interest changed by 11486 which increased total open position to 58440


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 3.35, which was -0.40 lower than the previous day. The implied volatity was 42.27, the open interest changed by -1217 which decreased total open position to 46943


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 3.75, which was -2.65 lower than the previous day. The implied volatity was 40.72, the open interest changed by -1201 which decreased total open position to 47815


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 6.4, which was -0.95 lower than the previous day. The implied volatity was 36.24, the open interest changed by 29430 which increased total open position to 48758


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
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 50416.00 9450 -9.55 - 3 -1 509
19 Nov 50626.50 9459.55 -90.45 - 53 -43 509
18 Nov 50363.80 9550 -100.00 59.81 261 -180 552
14 Nov 50179.55 9650 198.50 51.79 33 -2 733
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 -

Historical price for 60000 PE is as follows

On 21 Nov BANKNIFTY was trading at 50416.00. The strike last trading price was 9450, which was -9.55 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 509


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 9459.55, which was -90.45 lower than the previous day. The implied volatity was -, the open interest changed by -43 which decreased total open position to 509


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 9550, which was -100.00 lower than the previous day. The implied volatity was 59.81, the open interest changed by -180 which decreased total open position to 552


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 9650, which was 198.50 higher than the previous day. The implied volatity was 51.79, the open interest changed by -2 which decreased total open position to 733


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