BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
13 Mar 2025 04:13 PM IST
| BANKNIFTY 27MAR2025 41000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 48060.40 | 7101 | -46.9 | - | 12 | -1 | 74 | |||
| 12 Mar | 48056.65 | 7170 | 234.4 | - | 6 | 0 | 74 | |||
| 11 Mar | 47853.95 | 6950 | -300 | - | 39 | -3 | 73 | |||
| 10 Mar | 48216.80 | 7250 | -385 | - | 8 | 0 | 74 | |||
| 7 Mar | 48497.50 | 7600 | -120.3 | - | 9 | -4 | 74 | |||
| 6 Mar | 48627.70 | 7720.2 | 51.05 | - | 16 | 8 | 78 | |||
| 5 Mar | 48489.95 | 7672.25 | 322.25 | - | 17 | 8 | 69 | |||
| 4 Mar | 48245.20 | 7350 | 15 | - | 21 | 6 | 60 | |||
| 3 Mar | 48114.30 | 7320 | -262.1 | - | 8 | 5 | 53 | |||
| 28 Feb | 48344.70 | 7526.65 | -387.8 | - | 28 | 14 | 47 | |||
| 27 Feb | 48743.80 | 7860 | -16.15 | - | 31 | 30 | 33 | |||
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| 25 Feb | 48608.35 | 7876.15 | -3110.7 | - | 3 | 2 | 2 | |||
| 24 Feb | 48651.95 | 10986.85 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 48981.20 | 10986.85 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 49334.55 | 10986.85 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 49570.10 | 10986.85 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 49087.30 | 10986.85 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 49258.90 | 10986.85 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 49099.45 | 10986.85 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 49359.85 | 10986.85 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 49479.45 | 10986.85 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 49403.40 | 10986.85 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 49981.00 | 10986.85 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 50158.85 | 10986.85 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 50382.10 | 10986.85 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 50343.05 | 10986.85 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 50157.95 | 10986.85 | 0 | - | 0 | 0 | 0 | |||
| 27 Jan | 48064.65 | 10986.85 | 0 | - | 0 | 0 | 0 | |||
| 23 Jan | 48589.00 | 10986.85 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 41000 expiring on 27MAR2025
Delta for 41000 CE is -
Historical price for 41000 CE is as follows
On 13 Mar BANKNIFTY was trading at 48060.40. The strike last trading price was 7101, which was -46.9 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 74
On 12 Mar BANKNIFTY was trading at 48056.65. The strike last trading price was 7170, which was 234.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 74
On 11 Mar BANKNIFTY was trading at 47853.95. The strike last trading price was 6950, which was -300 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 73
On 10 Mar BANKNIFTY was trading at 48216.80. The strike last trading price was 7250, which was -385 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 74
On 7 Mar BANKNIFTY was trading at 48497.50. The strike last trading price was 7600, which was -120.3 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 74
On 6 Mar BANKNIFTY was trading at 48627.70. The strike last trading price was 7720.2, which was 51.05 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 78
On 5 Mar BANKNIFTY was trading at 48489.95. The strike last trading price was 7672.25, which was 322.25 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 69
On 4 Mar BANKNIFTY was trading at 48245.20. The strike last trading price was 7350, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 60
On 3 Mar BANKNIFTY was trading at 48114.30. The strike last trading price was 7320, which was -262.1 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 53
On 28 Feb BANKNIFTY was trading at 48344.70. The strike last trading price was 7526.65, which was -387.8 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 47
On 27 Feb BANKNIFTY was trading at 48743.80. The strike last trading price was 7860, which was -16.15 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 33
On 25 Feb BANKNIFTY was trading at 48608.35. The strike last trading price was 7876.15, which was -3110.7 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 24 Feb BANKNIFTY was trading at 48651.95. The strike last trading price was 10986.85, 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 21 Feb BANKNIFTY was trading at 48981.20. The strike last trading price was 10986.85, 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 20 Feb BANKNIFTY was trading at 49334.55. The strike last trading price was 10986.85, 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 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 10986.85, 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 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 10986.85, 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 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 10986.85, 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 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 10986.85, 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 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 10986.85, 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 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 10986.85, 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 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 10986.85, 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 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 10986.85, 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 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 10986.85, 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 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 10986.85, 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 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 10986.85, 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 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 10986.85, 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 10986.85, 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 10986.85, 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 27MAR2025 41000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.55
Theta: -0.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 48060.40 | 1.45 | -0.75 | 28.74 | 22,614 | 1,975 | 19,868 |
| 12 Mar | 48056.65 | 2.1 | 0 | 28.89 | 34,410 | -801 | 17,869 |
| 11 Mar | 47853.95 | 2.1 | -0.4 | 27.46 | 25,920 | 3,347 | 18,697 |
| 10 Mar | 48216.80 | 2.65 | -0.55 | 28.25 | 26,994 | 613 | 15,352 |
| 7 Mar | 48497.50 | 3.25 | -1.8 | 27.48 | 31,951 | 3,447 | 14,739 |
| 6 Mar | 48627.70 | 5.1 | -1.4 | 28.73 | 15,535 | 3,502 | 11,260 |
| 5 Mar | 48489.95 | 6.4 | -0.6 | 28.48 | 8,578 | 62 | 7,789 |
| 4 Mar | 48245.20 | 7 | 0.1 | 27.56 | 9,843 | 32 | 7,690 |
| 3 Mar | 48114.30 | 6.8 | -1.1 | 26.53 | 20,183 | 3,457 | 7,650 |
| 28 Feb | 48344.70 | 7.9 | 0.3 | 25.87 | 16,866 | 1,943 | 4,152 |
| 27 Feb | 48743.80 | 7.25 | -1.75 | 26.18 | 3,061 | 130 | 2,209 |
| 25 Feb | 48608.35 | 9.35 | -0.65 | 26.00 | 2,242 | 195 | 2,117 |
| 24 Feb | 48651.95 | 9.4 | -0.55 | 25.81 | 664 | 112 | 1,922 |
| 21 Feb | 48981.20 | 9.95 | -0.45 | 25.52 | 962 | 233 | 1,810 |
| 20 Feb | 49334.55 | 10.5 | -2 | 26.29 | 1,083 | 413 | 1,577 |
| 19 Feb | 49570.10 | 12.3 | -4.2 | 27.05 | 518 | 299 | 1,114 |
| 18 Feb | 49087.30 | 16.9 | 0.5 | 26.70 | 567 | 396 | 817 |
| 17 Feb | 49258.90 | 15.9 | -1 | 26.71 | 314 | 8 | 423 |
| 14 Feb | 49099.45 | 15.2 | -3 | 25.11 | 271 | 121 | 431 |
| 13 Feb | 49359.85 | 18.9 | 0.25 | 26.24 | 160 | 73 | 312 |
| 12 Feb | 49479.45 | 18.25 | 1.7 | 26.26 | 282 | 47 | 240 |
| 11 Feb | 49403.40 | 16.7 | 0.9 | 25.32 | 187 | 104 | 191 |
| 10 Feb | 49981.00 | 16.25 | 1.25 | 26.29 | 50 | 12 | 86 |
| 7 Feb | 50158.85 | 15 | -3.1 | 25.77 | 61 | -6 | 71 |
| 6 Feb | 50382.10 | 18.55 | 1.55 | 26.70 | 49 | 32 | 77 |
| 5 Feb | 50343.05 | 17 | -4 | 25.92 | 56 | 12 | 39 |
| 4 Feb | 50157.95 | 21 | -33 | 25.99 | 9 | 7 | 26 |
| 27 Jan | 48064.65 | 54 | 28.6 | 23.57 | 13 | 9 | 15 |
| 23 Jan | 48589.00 | 25.4 | 21.43 | 1 | 0 | 5 | |
For Nifty Bank - strike price 41000 expiring on 27MAR2025
Delta for 41000 PE is -0.00
Historical price for 41000 PE is as follows
On 13 Mar BANKNIFTY was trading at 48060.40. The strike last trading price was 1.45, which was -0.75 lower than the previous day. The implied volatity was 28.74, the open interest changed by 1975 which increased total open position to 19868
On 12 Mar BANKNIFTY was trading at 48056.65. The strike last trading price was 2.1, which was 0 lower than the previous day. The implied volatity was 28.89, the open interest changed by -801 which decreased total open position to 17869
On 11 Mar BANKNIFTY was trading at 47853.95. The strike last trading price was 2.1, which was -0.4 lower than the previous day. The implied volatity was 27.46, the open interest changed by 3347 which increased total open position to 18697
On 10 Mar BANKNIFTY was trading at 48216.80. The strike last trading price was 2.65, which was -0.55 lower than the previous day. The implied volatity was 28.25, the open interest changed by 613 which increased total open position to 15352
On 7 Mar BANKNIFTY was trading at 48497.50. The strike last trading price was 3.25, which was -1.8 lower than the previous day. The implied volatity was 27.48, the open interest changed by 3447 which increased total open position to 14739
On 6 Mar BANKNIFTY was trading at 48627.70. The strike last trading price was 5.1, which was -1.4 lower than the previous day. The implied volatity was 28.73, the open interest changed by 3502 which increased total open position to 11260
On 5 Mar BANKNIFTY was trading at 48489.95. The strike last trading price was 6.4, which was -0.6 lower than the previous day. The implied volatity was 28.48, the open interest changed by 62 which increased total open position to 7789
On 4 Mar BANKNIFTY was trading at 48245.20. The strike last trading price was 7, which was 0.1 higher than the previous day. The implied volatity was 27.56, the open interest changed by 32 which increased total open position to 7690
On 3 Mar BANKNIFTY was trading at 48114.30. The strike last trading price was 6.8, which was -1.1 lower than the previous day. The implied volatity was 26.53, the open interest changed by 3457 which increased total open position to 7650
On 28 Feb BANKNIFTY was trading at 48344.70. The strike last trading price was 7.9, which was 0.3 higher than the previous day. The implied volatity was 25.87, the open interest changed by 1943 which increased total open position to 4152
On 27 Feb BANKNIFTY was trading at 48743.80. The strike last trading price was 7.25, which was -1.75 lower than the previous day. The implied volatity was 26.18, the open interest changed by 130 which increased total open position to 2209
On 25 Feb BANKNIFTY was trading at 48608.35. The strike last trading price was 9.35, which was -0.65 lower than the previous day. The implied volatity was 26.00, the open interest changed by 195 which increased total open position to 2117
On 24 Feb BANKNIFTY was trading at 48651.95. The strike last trading price was 9.4, which was -0.55 lower than the previous day. The implied volatity was 25.81, the open interest changed by 112 which increased total open position to 1922
On 21 Feb BANKNIFTY was trading at 48981.20. The strike last trading price was 9.95, which was -0.45 lower than the previous day. The implied volatity was 25.52, the open interest changed by 233 which increased total open position to 1810
On 20 Feb BANKNIFTY was trading at 49334.55. The strike last trading price was 10.5, which was -2 lower than the previous day. The implied volatity was 26.29, the open interest changed by 413 which increased total open position to 1577
On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 12.3, which was -4.2 lower than the previous day. The implied volatity was 27.05, the open interest changed by 299 which increased total open position to 1114
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 16.9, which was 0.5 higher than the previous day. The implied volatity was 26.70, the open interest changed by 396 which increased total open position to 817
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 15.9, which was -1 lower than the previous day. The implied volatity was 26.71, the open interest changed by 8 which increased total open position to 423
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 15.2, which was -3 lower than the previous day. The implied volatity was 25.11, the open interest changed by 121 which increased total open position to 431
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 18.9, which was 0.25 higher than the previous day. The implied volatity was 26.24, the open interest changed by 73 which increased total open position to 312
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 18.25, which was 1.7 higher than the previous day. The implied volatity was 26.26, the open interest changed by 47 which increased total open position to 240
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 16.7, which was 0.9 higher than the previous day. The implied volatity was 25.32, the open interest changed by 104 which increased total open position to 191
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 16.25, which was 1.25 higher than the previous day. The implied volatity was 26.29, the open interest changed by 12 which increased total open position to 86
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 15, which was -3.1 lower than the previous day. The implied volatity was 25.77, the open interest changed by -6 which decreased total open position to 71
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 18.55, which was 1.55 higher than the previous day. The implied volatity was 26.70, the open interest changed by 32 which increased total open position to 77
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 17, which was -4 lower than the previous day. The implied volatity was 25.92, the open interest changed by 12 which increased total open position to 39
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 21, which was -33 lower than the previous day. The implied volatity was 25.99, the open interest changed by 7 which increased total open position to 26
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 54, which was 28.6 higher than the previous day. The implied volatity was 23.57, the open interest changed by 9 which increased total open position to 15
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 25.4, which was lower than the previous day. The implied volatity was 21.43, the open interest changed by 0 which decreased total open position to 5
