BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
21 Nov 2024 04:13 PM IST
| BANKNIFTY 27NOV2024 62000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 50372.90 | 1.9 | -0.90 | - | 2,35,209 | 3,600 | 1,33,659 | |||
| 19 Nov | 50626.50 | 2.8 | -0.55 | - | 2,44,961 | 19,555 | 1,41,454 | |||
| 18 Nov | 50363.80 | 3.35 | -2.05 | 47.06 | 1,40,761 | 36,709 | 1,21,903 | |||
| 14 Nov | 50179.55 | 5.4 | -1.35 | 41.42 | 2,01,216 | 10,337 | 83,724 | |||
| 13 Nov | 50088.35 | 6.75 | 1.40 | 40.56 | 1,07,606 | 62,494 | 72,240 | |||
| 12 Nov | 51157.80 | 5.35 | 0.50 | 35.38 | 4,281 | -8 | 9,748 | |||
| 11 Nov | 51876.75 | 4.85 | -1.75 | 31.50 | 3,931 | -379 | 9,766 | |||
| 8 Nov | 51561.20 | 6.6 | -2.90 | 30.78 | 6,842 | 37 | 10,145 | |||
| 7 Nov | 51916.50 | 9.5 | 2.20 | 30.21 | 16,972 | 8,142 | 10,120 | |||
| 6 Nov | 52317.40 | 7.3 | -1.50 | 27.09 | 840 | -96 | 1,980 | |||
| 5 Nov | 52207.25 | 8.8 | -1.70 | 27.81 | 881 | 130 | 2,076 | |||
| 4 Nov | 51215.25 | 10.5 | -0.35 | 30.19 | 650 | -43 | 1,938 | |||
| 1 Nov | 51673.90 | 10.85 | -0.20 | 27.31 | 265 | 118 | 1,987 | |||
| 31 Oct | 51475.35 | 11.05 | -0.20 | - | 1,983 | 741 | 1,875 | |||
| 30 Oct | 51807.50 | 11.25 | -1.55 | - | 739 | 335 | 1,129 | |||
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| 29 Oct | 52320.70 | 12.8 | 1.10 | - | 1,075 | 309 | 802 | |||
| 28 Oct | 51259.30 | 11.7 | -0.80 | - | 1,799 | 105 | 509 | |||
| 25 Oct | 50787.45 | 12.5 | -1.25 | - | 109 | 45 | 404 | |||
| 24 Oct | 51531.15 | 13.75 | -0.40 | - | 177 | 76 | 359 | |||
| 23 Oct | 51239.00 | 14.15 | -4.85 | - | 19 | 12 | 283 | |||
| 22 Oct | 51257.15 | 19 | 2.00 | - | 272 | 89 | 271 | |||
| 21 Oct | 51962.70 | 17 | -3.75 | - | 164 | 17 | 133 | |||
| 18 Oct | 52094.20 | 20.75 | 4.20 | - | 28 | -1 | 111 | |||
| 17 Oct | 51288.80 | 16.55 | -1.20 | - | 94 | -4 | 114 | |||
| 16 Oct | 51801.05 | 17.75 | 0.45 | - | 54 | 41 | 119 | |||
| 15 Oct | 51906.00 | 17.3 | -10.60 | - | 169 | 9 | 78 | |||
| 14 Oct | 51816.90 | 27.9 | 14.40 | - | 36 | 19 | 68 | |||
| 11 Oct | 51172.30 | 13.5 | -1.65 | - | 2 | 0 | 47 | |||
| 9 Oct | 51007.00 | 15.15 | -9.00 | - | 8 | 7 | 47 | |||
| 8 Oct | 51021.00 | 24.15 | -7.80 | - | 5 | -2 | 40 | |||
| 7 Oct | 50478.90 | 31.95 | -3.00 | - | 4 | 1 | 42 | |||
| 4 Oct | 51462.05 | 34.95 | 6.00 | - | 15 | 4 | 41 | |||
| 3 Oct | 51845.20 | 28.95 | -5.75 | - | 22 | 8 | 38 | |||
| 1 Oct | 52922.60 | 34.7 | -15.05 | - | 39 | 7 | 14 | |||
| 30 Sept | 52978.10 | 49.75 | - | 7 | 5 | 5 | ||||
For Nifty Bank - strike price 62000 expiring on 27NOV2024
Delta for 62000 CE is -
Historical price for 62000 CE is as follows
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1.9, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 133659
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 2.8, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 19555 which increased total open position to 141454
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 3.35, which was -2.05 lower than the previous day. The implied volatity was 47.06, the open interest changed by 36709 which increased total open position to 121903
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 5.4, which was -1.35 lower than the previous day. The implied volatity was 41.42, the open interest changed by 10337 which increased total open position to 83724
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 6.75, which was 1.40 higher than the previous day. The implied volatity was 40.56, the open interest changed by 62494 which increased total open position to 72240
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 5.35, which was 0.50 higher than the previous day. The implied volatity was 35.38, the open interest changed by -8 which decreased total open position to 9748
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 4.85, which was -1.75 lower than the previous day. The implied volatity was 31.50, the open interest changed by -379 which decreased total open position to 9766
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 6.6, which was -2.90 lower than the previous day. The implied volatity was 30.78, the open interest changed by 37 which increased total open position to 10145
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 9.5, which was 2.20 higher than the previous day. The implied volatity was 30.21, the open interest changed by 8142 which increased total open position to 10120
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 7.3, which was -1.50 lower than the previous day. The implied volatity was 27.09, the open interest changed by -96 which decreased total open position to 1980
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 8.8, which was -1.70 lower than the previous day. The implied volatity was 27.81, the open interest changed by 130 which increased total open position to 2076
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 10.5, which was -0.35 lower than the previous day. The implied volatity was 30.19, the open interest changed by -43 which decreased total open position to 1938
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 10.85, which was -0.20 lower than the previous day. The implied volatity was 27.31, the open interest changed by 118 which increased total open position to 1987
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 11.05, which was -0.20 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 11.25, which was -1.55 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 12.8, which was 1.10 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 11.7, which was -0.80 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 12.5, which was -1.25 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 13.75, which was -0.40 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 14.15, which was -4.85 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 19, which was 2.00 higher 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 17, which was -3.75 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 20.75, which was 4.20 higher 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 16.55, which was -1.20 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 17.75, which was 0.45 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 17.3, which was -10.60 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 27.9, which was 14.40 higher 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 13.5, which was -1.65 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 15.15, which was -9.00 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 24.15, which was -7.80 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 31.95, 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 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 34.95, which was 6.00 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 28.95, which was -5.75 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 34.7, which was -15.05 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 49.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 27NOV2024 62000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 50372.90 | 11463.95 | -436.05 | - | 8 | 0 | 49 |
| 19 Nov | 50626.50 | 11900 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 50363.80 | 11900 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 50179.55 | 11900 | 2100.00 | - | 1 | 0 | 49 |
| 13 Nov | 50088.35 | 9800 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 51157.80 | 9800 | 0.00 | 0.00 | 0 | -1 | 0 |
| 11 Nov | 51876.75 | 9800 | -300.00 | - | 1 | 0 | 50 |
| 8 Nov | 51561.20 | 10100 | 700.00 | - | 3 | -2 | 49 |
| 7 Nov | 51916.50 | 9400 | 0.00 | 0.00 | 0 | 5 | 0 |
| 6 Nov | 52317.40 | 9400 | -125.00 | 42.93 | 9 | 6 | 52 |
| 5 Nov | 52207.25 | 9525 | -375.05 | 21.72 | 6 | 1 | 47 |
| 4 Nov | 51215.25 | 9900.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 51673.90 | 9900.05 | 0.00 | 0.00 | 0 | 1 | 0 |
| 31 Oct | 51475.35 | 9900.05 | 300.05 | - | 8 | 3 | 48 |
| 30 Oct | 51807.50 | 9600 | 400.00 | - | 39 | 35 | 41 |
| 29 Oct | 52320.70 | 9200 | -663.35 | - | 6 | 5 | 5 |
| 28 Oct | 51259.30 | 9863.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 9863.35 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 9863.35 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 9863.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 9863.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 9863.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 9863.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 9863.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 9863.35 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 9863.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 9863.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 9863.35 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 9863.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 9863.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 9863.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 9863.35 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 9863.35 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 9863.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 9863.35 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 62000 expiring on 27NOV2024
Delta for 62000 PE is -
Historical price for 62000 PE is as follows
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 11463.95, which was -436.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 11900, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 11900, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 11900, which was 2100.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 9800, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 9800, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 9800, which was -300.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 10100, which was 700.00 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 49
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 9400, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 9400, which was -125.00 lower than the previous day. The implied volatity was 42.93, the open interest changed by 6 which increased total open position to 52
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 9525, which was -375.05 lower than the previous day. The implied volatity was 21.72, the open interest changed by 1 which increased total open position to 47
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 9900.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 9900.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 9900.05, which was 300.05 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 9600, which was 400.00 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 9200, which was -663.35 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 9863.35, 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 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 9863.35, 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 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 9863.35, 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 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 9863.35, 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 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 9863.35, 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 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 9863.35, 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 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 9863.35, 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 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 9863.35, 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 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 9863.35, 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 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 9863.35, 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 9863.35, 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 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 9863.35, 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 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 9863.35, 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 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 9863.35, 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 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 9863.35, 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 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 9863.35, 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 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 9863.35, 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 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 9863.35, 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 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 9863.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
