Is there a way to check open price of some strike which were ATM at specific time.?
Say on 11.00 AM, I want to check what was the opening price of ATM strike on 9.20. First need to find ATM strikes on 920 spot and then find opening price of that strikes.?
Say on 920 Bank nifty ATM was 41915. On 11.00 AM I want to check what was the opening price of 41900CE and 41900PE on 9.20AM.
Hope that I did not confuse you and my question is clear.