BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
13 Mar 2025 04:13 PM IST
| BANKNIFTY 27MAR2025 41500 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 | 10501.65 | 0 | - | 0 | 0 | 0 | |||
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| 12 Mar | 48056.65 | 10501.65 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 47853.95 | 10501.65 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 48216.80 | 10501.65 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 48497.50 | 10501.65 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 48627.70 | 10501.65 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 48489.95 | 10501.65 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 48245.20 | 10501.65 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 48114.30 | 10501.65 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 48344.70 | 10501.65 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 48743.80 | 10501.65 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 48608.35 | 10501.65 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 48651.95 | 10501.65 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 48981.20 | 10501.65 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 49334.55 | 10501.65 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 49570.10 | 10501.65 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 49087.30 | 10501.65 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 49258.90 | 10501.65 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 49099.45 | 10501.65 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 49359.85 | 10501.65 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 49479.45 | 10501.65 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 49403.40 | 10501.65 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 49981.00 | 10501.65 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 50158.85 | 10501.65 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 50382.10 | 10501.65 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 50343.05 | 10501.65 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 50157.95 | 10501.65 | 0 | - | 0 | 0 | 0 | |||
| 27 Jan | 48064.65 | 10501.65 | 0 | - | 0 | 0 | 0 | |||
| 23 Jan | 48589.00 | 10501.65 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 41500 expiring on 27MAR2025
Delta for 41500 CE is -
Historical price for 41500 CE is as follows
On 13 Mar BANKNIFTY was trading at 48060.40. The strike last trading price was 10501.65, 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 Mar BANKNIFTY was trading at 48056.65. The strike last trading price was 10501.65, 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 Mar BANKNIFTY was trading at 47853.95. The strike last trading price was 10501.65, 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 Mar BANKNIFTY was trading at 48216.80. The strike last trading price was 10501.65, 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 Mar BANKNIFTY was trading at 48497.50. The strike last trading price was 10501.65, 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 Mar BANKNIFTY was trading at 48627.70. The strike last trading price was 10501.65, 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 Mar BANKNIFTY was trading at 48489.95. The strike last trading price was 10501.65, 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 Mar BANKNIFTY was trading at 48245.20. The strike last trading price was 10501.65, 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 3 Mar BANKNIFTY was trading at 48114.30. The strike last trading price was 10501.65, 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 Feb BANKNIFTY was trading at 48344.70. The strike last trading price was 10501.65, 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 Feb BANKNIFTY was trading at 48743.80. The strike last trading price was 10501.65, 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 25 Feb BANKNIFTY was trading at 48608.35. The strike last trading price was 10501.65, 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 Feb BANKNIFTY was trading at 48651.95. The strike last trading price was 10501.65, 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 10501.65, 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 10501.65, 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 10501.65, 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 10501.65, 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 10501.65, 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 10501.65, 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 10501.65, 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 10501.65, 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 10501.65, 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 10501.65, 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 10501.65, 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 10501.65, 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 10501.65, 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 10501.65, 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 10501.65, 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 10501.65, 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 41500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.83
Theta: -0.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 48060.40 | 2.3 | -0.85 | 27.95 | 9,305 | 1,151 | 14,757 |
| 12 Mar | 48056.65 | 2.8 | -0.15 | 27.72 | 18,519 | 540 | 13,610 |
| 11 Mar | 47853.95 | 2.9 | -0.65 | 26.40 | 19,038 | 4,162 | 13,063 |
| 10 Mar | 48216.80 | 3.5 | -0.9 | 27.14 | 10,981 | 319 | 8,904 |
| 7 Mar | 48497.50 | 4.6 | -2.4 | 26.71 | 16,647 | -455 | 8,585 |
| 6 Mar | 48627.70 | 7.05 | -1 | 27.97 | 13,020 | 215 | 9,043 |
| 5 Mar | 48489.95 | 8.15 | -0.95 | 27.47 | 15,456 | 4,166 | 8,840 |
| 4 Mar | 48245.20 | 8.85 | -0.15 | 26.55 | 11,952 | 737 | 4,701 |
| 3 Mar | 48114.30 | 8.65 | -1.25 | 25.56 | 14,964 | 2,965 | 4,065 |
| 28 Feb | 48344.70 | 10.25 | 0.6 | 25.02 | 9,462 | 510 | 1,132 |
| 27 Feb | 48743.80 | 8.95 | -3.35 | 25.22 | 1,229 | 237 | 622 |
| 25 Feb | 48608.35 | 12.9 | 0.65 | 25.44 | 601 | 243 | 387 |
| 24 Feb | 48651.95 | 12 | -0.8 | 25.02 | 306 | 9 | 147 |
| 21 Feb | 48981.20 | 12.85 | -0.55 | 24.83 | 89 | 11 | 137 |
| 20 Feb | 49334.55 | 13.4 | -2.65 | 25.61 | 62 | -4 | 108 |
| 19 Feb | 49570.10 | 16.25 | -3.8 | 26.53 | 66 | 17 | 110 |
| 18 Feb | 49087.30 | 20.05 | 0.05 | 25.80 | 49 | 11 | 93 |
| 17 Feb | 49258.90 | 20 | -3 | 26.05 | 79 | 10 | 58 |
| 14 Feb | 49099.45 | 23 | 2.5 | 25.11 | 50 | 34 | 46 |
| 13 Feb | 49359.85 | 20.5 | -0.15 | 25.10 | 5 | 0 | 10 |
| 12 Feb | 49479.45 | 20.65 | 0.3 | 25.29 | 1 | 0 | 9 |
| 11 Feb | 49403.40 | 20.35 | 0.05 | 24.61 | 2 | 0 | 8 |
| 10 Feb | 49981.00 | 20.3 | 0 | 0.00 | 0 | 2 | 0 |
| 7 Feb | 50158.85 | 20.3 | -0.15 | 25.48 | 4 | 2 | 8 |
| 6 Feb | 50382.10 | 20.45 | 1.3 | 25.63 | 6 | 0 | 0 |
| 5 Feb | 50343.05 | 19.15 | 0 | 12.08 | 0 | 0 | 0 |
| 4 Feb | 50157.95 | 19.15 | 0 | 11.81 | 0 | 0 | 0 |
| 27 Jan | 48064.65 | 19.15 | 0 | 8.80 | 0 | 0 | 0 |
| 23 Jan | 48589.00 | 19.15 | 9.14 | 0 | 0 | 0 | |
For Nifty Bank - strike price 41500 expiring on 27MAR2025
Delta for 41500 PE is -0.00
Historical price for 41500 PE is as follows
On 13 Mar BANKNIFTY was trading at 48060.40. The strike last trading price was 2.3, which was -0.85 lower than the previous day. The implied volatity was 27.95, the open interest changed by 1151 which increased total open position to 14757
On 12 Mar BANKNIFTY was trading at 48056.65. The strike last trading price was 2.8, which was -0.15 lower than the previous day. The implied volatity was 27.72, the open interest changed by 540 which increased total open position to 13610
On 11 Mar BANKNIFTY was trading at 47853.95. The strike last trading price was 2.9, which was -0.65 lower than the previous day. The implied volatity was 26.40, the open interest changed by 4162 which increased total open position to 13063
On 10 Mar BANKNIFTY was trading at 48216.80. The strike last trading price was 3.5, which was -0.9 lower than the previous day. The implied volatity was 27.14, the open interest changed by 319 which increased total open position to 8904
On 7 Mar BANKNIFTY was trading at 48497.50. The strike last trading price was 4.6, which was -2.4 lower than the previous day. The implied volatity was 26.71, the open interest changed by -455 which decreased total open position to 8585
On 6 Mar BANKNIFTY was trading at 48627.70. The strike last trading price was 7.05, which was -1 lower than the previous day. The implied volatity was 27.97, the open interest changed by 215 which increased total open position to 9043
On 5 Mar BANKNIFTY was trading at 48489.95. The strike last trading price was 8.15, which was -0.95 lower than the previous day. The implied volatity was 27.47, the open interest changed by 4166 which increased total open position to 8840
On 4 Mar BANKNIFTY was trading at 48245.20. The strike last trading price was 8.85, which was -0.15 lower than the previous day. The implied volatity was 26.55, the open interest changed by 737 which increased total open position to 4701
On 3 Mar BANKNIFTY was trading at 48114.30. The strike last trading price was 8.65, which was -1.25 lower than the previous day. The implied volatity was 25.56, the open interest changed by 2965 which increased total open position to 4065
On 28 Feb BANKNIFTY was trading at 48344.70. The strike last trading price was 10.25, which was 0.6 higher than the previous day. The implied volatity was 25.02, the open interest changed by 510 which increased total open position to 1132
On 27 Feb BANKNIFTY was trading at 48743.80. The strike last trading price was 8.95, which was -3.35 lower than the previous day. The implied volatity was 25.22, the open interest changed by 237 which increased total open position to 622
On 25 Feb BANKNIFTY was trading at 48608.35. The strike last trading price was 12.9, which was 0.65 higher than the previous day. The implied volatity was 25.44, the open interest changed by 243 which increased total open position to 387
On 24 Feb BANKNIFTY was trading at 48651.95. The strike last trading price was 12, which was -0.8 lower than the previous day. The implied volatity was 25.02, the open interest changed by 9 which increased total open position to 147
On 21 Feb BANKNIFTY was trading at 48981.20. The strike last trading price was 12.85, which was -0.55 lower than the previous day. The implied volatity was 24.83, the open interest changed by 11 which increased total open position to 137
On 20 Feb BANKNIFTY was trading at 49334.55. The strike last trading price was 13.4, which was -2.65 lower than the previous day. The implied volatity was 25.61, the open interest changed by -4 which decreased total open position to 108
On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 16.25, which was -3.8 lower than the previous day. The implied volatity was 26.53, the open interest changed by 17 which increased total open position to 110
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 20.05, which was 0.05 higher than the previous day. The implied volatity was 25.80, the open interest changed by 11 which increased total open position to 93
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 20, which was -3 lower than the previous day. The implied volatity was 26.05, the open interest changed by 10 which increased total open position to 58
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 23, which was 2.5 higher than the previous day. The implied volatity was 25.11, the open interest changed by 34 which increased total open position to 46
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 20.5, which was -0.15 lower than the previous day. The implied volatity was 25.10, the open interest changed by 0 which decreased total open position to 10
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 20.65, which was 0.3 higher than the previous day. The implied volatity was 25.29, the open interest changed by 0 which decreased total open position to 9
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 20.35, which was 0.05 higher than the previous day. The implied volatity was 24.61, the open interest changed by 0 which decreased total open position to 8
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 20.3, 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 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 20.3, which was -0.15 lower than the previous day. The implied volatity was 25.48, the open interest changed by 2 which increased total open position to 8
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 20.45, which was 1.3 higher than the previous day. The implied volatity was 25.63, 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 19.15, which was 0 lower than the previous day. The implied volatity was 12.08, 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 19.15, which was 0 lower than the previous day. The implied volatity was 11.81, 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 19.15, which was 0 lower than the previous day. The implied volatity was 8.80, 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 19.15, which was lower than the previous day. The implied volatity was 9.14, the open interest changed by 0 which decreased total open position to 0
