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 | 1.35 | -0.50 | - | 31,75,515 | 3,32,910 | 8,36,895 | |||
| 4 Jul | 53103.70 | 1.85 | - | 29,62,605 | 1,39,665 | 5,03,985 | ||||
| 3 Jul | 53089.25 | 2.05 | - | 5,11,215 | 2,92,065 | 3,64,320 | ||||
| 2 Jul | 52168.10 | 3.4 | - | 1,41,390 | 58,815 | 72,240 | ||||
| 1 Jul | 52574.75 | 5.05 | - | 23,955 | 7,845 | 13,425 | ||||
| 28 Jun | 52342.25 | 5.6 | - | 17,505 | 4,485 | 5,580 | ||||
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| 27 Jun | 52811.30 | 6 | - | 1,395 | 1,095 | 1,095 | ||||
For NIFTY BANK - strike price 60500 expiring on 10JUL2024
Delta for 60500 CE is -
Historical price for 60500 CE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 1.35, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 332910 which increased total open position to 836895
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 139665 which increased total open position to 503985
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 2.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 292065 which increased total open position to 364320
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 3.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 58815 which increased total open position to 72240
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 5.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 7845 which increased total open position to 13425
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 5.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 4485 which increased total open position to 5580
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 6, which was lower than the previous day. The implied volatity was -, the open interest changed by 1095 which increased total open position to 1095
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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 | 7425 | 0.00 | - | 0 | -60 | 0 |
| 4 Jul | 53103.70 | 7425 | - | 0 | -60 | 0 | |
| 3 Jul | 53089.25 | 7425 | - | 90 | -60 | 0 | |
| 2 Jul | 52168.10 | 8225 | - | 60 | 45 | 45 | |
| 1 Jul | 52574.75 | 11025.55 | - | 0 | 0 | 0 | |
| 28 Jun | 52342.25 | 11025.55 | - | 0 | 0 | 0 | |
| 27 Jun | 52811.30 | 11025.55 | - | 0 | 0 | 0 | |
For NIFTY BANK - strike price 60500 expiring on 10JUL2024
Delta for 60500 PE is -
Historical price for 60500 PE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 7425, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -60 which decreased total open position to 0
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 7425, which was lower than the previous day. The implied volatity was -, the open interest changed by -60 which decreased total open position to 0
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 7425, which was lower than the previous day. The implied volatity was -, the open interest changed by -60 which decreased total open position to 0
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 8225, which was lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 45
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 11025.55, 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 11025.55, 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 11025.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0