BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
17 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 40500 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.00
Vega: 0.71
Theta: -1.53
Gamma: 0.00
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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