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BANKNIFTY
Nifty Bank

49258.9 159.45 (0.32%)

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Historical option data for BANKNIFTY

17 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 40500 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Feb 49258.90 9011.95 0 0.00 0 0 0
14 Feb 49099.45 9011.95 0 0.00 0 0 0
13 Feb 49359.85 9011.95 0 0.00 0 0 0
12 Feb 49479.45 9011.95 0 0.00 0 0 0
11 Feb 49403.40 9011.95 0 0.00 0 0 0
10 Feb 49981.00 9011.95 0 0.00 0 0 0
7 Feb 50158.85 9011.95 0 0.00 0 0 0
6 Feb 50382.10 9011.95 0 0.00 0 0 0
5 Feb 50343.05 9011.95 0 0.00 0 0 0
4 Feb 50157.95 9011.95 0 0.00 0 2 0
3 Feb 49210.55 9011.95 -13.05 36.35 3 1 2
1 Feb 49506.95 9025 0 0.00 0 1 0
31 Jan 49587.20 9025 -3513.1 - 1 0 0
30 Jan 49311.95 12538.1 0 - 0 0 0
29 Jan 49165.95 12538.1 0 - 0 0 0
28 Jan 48866.85 12538.1 0 - 0 0 0
27 Jan 48064.65 12538.1 0 - 0 0 0
24 Jan 48367.80 12538.1 0 - 0 0 0
23 Jan 48589.00 12538.1 0.00 - 0 0 0
22 Jan 48724.40 12538.1 0.00 - 0 0 0
21 Jan 48570.90 12538.1 0.00 - 0 0 0
20 Jan 49350.80 12538.1 0.00 - 0 0 0
17 Jan 48540.60 12538.1 0.00 - 0 0 0
16 Jan 49278.70 12538.1 0.00 - 0 0 0
15 Jan 48751.70 12538.1 0.00 - 0 0 0
14 Jan 48729.15 12538.1 - 0 0 0


For Nifty Bank - strike price 40500 expiring on 27FEB2025

Delta for 40500 CE is 0.00

Historical price for 40500 CE is as follows

On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 9011.95, which was 0 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 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 9011.95, which was 0 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 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 9011.95, which was 0 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 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 9011.95, which was 0 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 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 9011.95, which was 0 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 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 9011.95, which was 0 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 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 9011.95, which was 0 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 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 9011.95, which was 0 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 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 9011.95, which was 0 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 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 9011.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 9011.95, which was -13.05 lower than the previous day. The implied volatity was 36.35, the open interest changed by 1 which increased total open position to 2


On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 9025, which was 0 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 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 9025, which was -3513.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 12538.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 12538.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 12538.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 12538.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 12538.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 12538.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 12538.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 12538.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 12538.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 12538.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 12538.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 12538.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 12538.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


BANKNIFTY 27FEB2025 40500 PE
Delta: -0.00
Vega: 0.71
Theta: -1.53
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Feb 49258.90 3.15 -0.55 44.13 29,052 241 25,383
14 Feb 49099.45 3.55 -0.4 38.48 23,507 1,093 25,144
13 Feb 49359.85 4 -0.4 38.57 27,870 454 24,030
12 Feb 49479.45 4.3 -0.05 38.21 41,778 883 23,612
11 Feb 49403.40 4.3 -0.15 36.50 16,727 -224 22,805
10 Feb 49981.00 4.5 -0.45 37.53 14,279 -1,156 23,035
7 Feb 50158.85 5 -0.75 35.80 17,209 -201 24,192
6 Feb 50382.10 5.7 -0.1 36.07 12,739 512 24,383
5 Feb 50343.05 5.75 -0.2 34.95 16,293 447 23,865
4 Feb 50157.95 5.8 0.05 33.73 40,596 2,061 23,459
3 Feb 49210.55 5.7 -0.05 30.65 66,927 671 21,398
1 Feb 49506.95 5.95 -3.2 30.42 1,08,964 173 20,753
31 Jan 49587.20 9.05 -3.8 31.61 97,300 13,173 20,657
30 Jan 49311.95 13.8 -4.3 32.15 14,846 4,743 7,472
29 Jan 49165.95 18 -2.9 32.09 2,241 604 2,734
28 Jan 48866.85 20.85 -2.95 31.51 2,331 539 2,132
27 Jan 48064.65 23.85 6.7 29.16 2,055 223 1,592
24 Jan 48367.80 18 -0.75 27.71 1,870 483 1,373
23 Jan 48589.00 18.15 -2.85 28.02 1,036 296 890
22 Jan 48724.40 21 -5.45 28.66 709 265 580
21 Jan 48570.90 26.45 1.90 28.89 308 92 314
20 Jan 49350.80 24.55 -5.35 30.02 358 78 219
17 Jan 48540.60 29.9 5.85 27.92 242 20 145
16 Jan 49278.70 24.05 -6.40 28.72 180 37 127
15 Jan 48751.70 30.45 4.90 27.95 250 80 89
14 Jan 48729.15 25.55 27.20 9 8 8


For Nifty Bank - strike price 40500 expiring on 27FEB2025

Delta for 40500 PE is -0.00

Historical price for 40500 PE is as follows

On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 3.15, which was -0.55 lower than the previous day. The implied volatity was 44.13, the open interest changed by 241 which increased total open position to 25383


On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 3.55, which was -0.4 lower than the previous day. The implied volatity was 38.48, the open interest changed by 1093 which increased total open position to 25144


On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 4, which was -0.4 lower than the previous day. The implied volatity was 38.57, the open interest changed by 454 which increased total open position to 24030


On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 4.3, which was -0.05 lower than the previous day. The implied volatity was 38.21, the open interest changed by 883 which increased total open position to 23612


On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 4.3, which was -0.15 lower than the previous day. The implied volatity was 36.50, the open interest changed by -224 which decreased total open position to 22805


On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 4.5, which was -0.45 lower than the previous day. The implied volatity was 37.53, the open interest changed by -1156 which decreased total open position to 23035


On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 5, which was -0.75 lower than the previous day. The implied volatity was 35.80, the open interest changed by -201 which decreased total open position to 24192


On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 5.7, which was -0.1 lower than the previous day. The implied volatity was 36.07, the open interest changed by 512 which increased total open position to 24383


On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 5.75, which was -0.2 lower than the previous day. The implied volatity was 34.95, the open interest changed by 447 which increased total open position to 23865


On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 5.8, which was 0.05 higher than the previous day. The implied volatity was 33.73, the open interest changed by 2061 which increased total open position to 23459


On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 5.7, which was -0.05 lower than the previous day. The implied volatity was 30.65, the open interest changed by 671 which increased total open position to 21398


On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 5.95, which was -3.2 lower than the previous day. The implied volatity was 30.42, the open interest changed by 173 which increased total open position to 20753


On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 9.05, which was -3.8 lower than the previous day. The implied volatity was 31.61, the open interest changed by 13173 which increased total open position to 20657


On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 13.8, which was -4.3 lower than the previous day. The implied volatity was 32.15, the open interest changed by 4743 which increased total open position to 7472


On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 18, which was -2.9 lower than the previous day. The implied volatity was 32.09, the open interest changed by 604 which increased total open position to 2734


On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 20.85, which was -2.95 lower than the previous day. The implied volatity was 31.51, the open interest changed by 539 which increased total open position to 2132


On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 23.85, which was 6.7 higher than the previous day. The implied volatity was 29.16, the open interest changed by 223 which increased total open position to 1592


On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 18, which was -0.75 lower than the previous day. The implied volatity was 27.71, the open interest changed by 483 which increased total open position to 1373


On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 18.15, which was -2.85 lower than the previous day. The implied volatity was 28.02, the open interest changed by 296 which increased total open position to 890


On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 21, which was -5.45 lower than the previous day. The implied volatity was 28.66, the open interest changed by 265 which increased total open position to 580


On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 26.45, which was 1.90 higher than the previous day. The implied volatity was 28.89, the open interest changed by 92 which increased total open position to 314


On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 24.55, which was -5.35 lower than the previous day. The implied volatity was 30.02, the open interest changed by 78 which increased total open position to 219


On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 29.9, which was 5.85 higher than the previous day. The implied volatity was 27.92, the open interest changed by 20 which increased total open position to 145


On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 24.05, which was -6.40 lower than the previous day. The implied volatity was 28.72, the open interest changed by 37 which increased total open position to 127


On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 30.45, which was 4.90 higher than the previous day. The implied volatity was 27.95, the open interest changed by 80 which increased total open position to 89


On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 25.55, which was lower than the previous day. The implied volatity was 27.20, the open interest changed by 8 which increased total open position to 8