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BANKNIFTY
Nifty Bank

48060.4 3.75 (0.01%)

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Historical option data for BANKNIFTY

13 Mar 2025 04:13 PM IST
BANKNIFTY 27MAR2025 42500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
13 Mar 48060.40 5655.9 -123.15 - 6 0 6
12 Mar 48056.65 5779.05 0 0.00 0 0 0
11 Mar 47853.95 5779.05 0 0.00 0 2 0
10 Mar 48216.80 5779.05 -370.95 - 4 6 6
7 Mar 48497.50 6150 0 0.00 0 0 0
6 Mar 48627.70 6150 0 0.00 0 4 0
5 Mar 48489.95 6150 -150 - 4 3 3
4 Mar 48245.20 6300 0 0.00 0 0 0
3 Mar 48114.30 6300 0 0.00 0 0 0
28 Feb 48344.70 6300 0 0.00 0 0 0
27 Feb 48743.80 6300 0 0.00 0 0 0
25 Feb 48608.35 6300 0 0.00 0 -1 0
24 Feb 48651.95 6300 -560 - 1 0 1
21 Feb 48981.20 6860 -2677.95 27.97 1 0 0
20 Feb 49334.55 9537.95 0 - 0 0 0
19 Feb 49570.10 9537.95 0 - 0 0 0
18 Feb 49087.30 9537.95 0 - 0 0 0
17 Feb 49258.90 9537.95 0 - 0 0 0
14 Feb 49099.45 9537.95 0 - 0 0 0
13 Feb 49359.85 9537.95 0 - 0 0 0
12 Feb 49479.45 9537.95 0 - 0 0 0
11 Feb 49403.40 9537.95 0 - 0 0 0
10 Feb 49981.00 9537.95 0 - 0 0 0
7 Feb 50158.85 9537.95 0 - 0 0 0
6 Feb 50382.10 9537.95 0 - 0 0 0
5 Feb 50343.05 9537.95 0 - 0 0 0
4 Feb 50157.95 9537.95 0 - 0 0 0
3 Feb 49210.55 9537.95 0 - 0 0 0
1 Feb 49506.95 9537.95 0 - 0 0 0
31 Jan 49587.20 9537.95 0 - 0 0 0
30 Jan 49311.95 9537.95 0 - 0 0 0
29 Jan 49165.95 9537.95 0 - 0 0 0
28 Jan 48866.85 9537.95 0 - 0 0 0
27 Jan 48064.65 9537.95 0 - 0 0 0
24 Jan 48367.80 9537.95 0 - 0 0 0
23 Jan 48589.00 9537.95 0.00 - 0 0 0
22 Jan 48724.40 9537.95 0.00 - 0 0 0
21 Jan 48570.90 9537.95 0.00 - 0 0 0
20 Jan 49350.80 9537.95 0.00 - 0 0 0
17 Jan 48540.60 9537.95 0.00 - 0 0 0
16 Jan 49278.70 9537.95 0.00 - 0 0 0
15 Jan 48751.70 9537.95 0.00 - 0 0 0
14 Jan 48729.15 9537.95 0.00 - 0 0 0
8 Jan 49835.05 9537.95 - 0 0 0


For Nifty Bank - strike price 42500 expiring on 27MAR2025

Delta for 42500 CE is -

Historical price for 42500 CE is as follows

On 13 Mar BANKNIFTY was trading at 48060.40. The strike last trading price was 5655.9, which was -123.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 12 Mar BANKNIFTY was trading at 48056.65. The strike last trading price was 5779.05, 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 Mar BANKNIFTY was trading at 47853.95. The strike last trading price was 5779.05, 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 10 Mar BANKNIFTY was trading at 48216.80. The strike last trading price was 5779.05, which was -370.95 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6


On 7 Mar BANKNIFTY was trading at 48497.50. The strike last trading price was 6150, 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 Mar BANKNIFTY was trading at 48627.70. The strike last trading price was 6150, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 5 Mar BANKNIFTY was trading at 48489.95. The strike last trading price was 6150, which was -150 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3


On 4 Mar BANKNIFTY was trading at 48245.20. The strike last trading price was 6300, 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 3 Mar BANKNIFTY was trading at 48114.30. The strike last trading price was 6300, 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 28 Feb BANKNIFTY was trading at 48344.70. The strike last trading price was 6300, 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 27 Feb BANKNIFTY was trading at 48743.80. The strike last trading price was 6300, 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 25 Feb BANKNIFTY was trading at 48608.35. The strike last trading price was 6300, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 24 Feb BANKNIFTY was trading at 48651.95. The strike last trading price was 6300, which was -560 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 21 Feb BANKNIFTY was trading at 48981.20. The strike last trading price was 6860, which was -2677.95 lower than the previous day. The implied volatity was 27.97, 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 9537.95, 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 9537.95, 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 9537.95, 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 9537.95, 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 9537.95, 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 9537.95, 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 9537.95, 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 9537.95, 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 9537.95, 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 9537.95, 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 9537.95, 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 9537.95, 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 9537.95, 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 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 9537.95, 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 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 9537.95, 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 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 9537.95, 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 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 9537.95, 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 9537.95, 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 9537.95, 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 9537.95, 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 9537.95, 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 9537.95, 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 9537.95, 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 9537.95, 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 9537.95, 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 9537.95, 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 9537.95, 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 9537.95, 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 9537.95, 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 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 9537.95, 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 42500 PE
Delta: -0.00
Vega: 1.09
Theta: -0.90
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 48060.40 2.8 -1.7 24.39 10,699 -580 3,771
12 Mar 48056.65 4.2 -1.6 24.80 16,680 -1,282 4,300
11 Mar 47853.95 5.55 0.15 24.24 18,276 1,785 5,534
10 Mar 48216.80 6 -0.1 24.77 18,579 263 3,693
7 Mar 48497.50 5.7 -3.8 23.70 18,145 -2,074 3,430
6 Mar 48627.70 9.5 -1.65 25.25 17,111 641 5,514
5 Mar 48489.95 11 -3 24.80 16,416 882 5,140
4 Mar 48245.20 14.1 0.4 24.45 14,577 1,018 4,049
3 Mar 48114.30 12.95 -2.2 23.26 15,221 842 2,764
28 Feb 48344.70 15.95 1.45 23.02 13,338 761 1,932
27 Feb 48743.80 13.15 -5.55 23.13 2,542 329 1,171
25 Feb 48608.35 19.5 0.8 23.53 811 147 842
24 Feb 48651.95 19.35 0.1 23.37 1,309 190 697
21 Feb 48981.20 20.85 1.75 23.34 515 96 507
20 Feb 49334.55 19 -3.85 23.74 267 105 407
19 Feb 49570.10 22.4 -6.5 24.64 119 5 294
18 Feb 49087.30 29.95 -0.2 24.19 152 50 289
17 Feb 49258.90 30.1 -1.45 24.53 75 28 239
14 Feb 49099.45 31.55 0.4 23.29 95 2 213
13 Feb 49359.85 32 1.4 23.81 80 18 213
12 Feb 49479.45 28.95 0.3 23.65 270 -1 196
11 Feb 49403.40 29.75 6.4 23.11 70 -7 197
10 Feb 49981.00 23.5 2 23.46 176 -73 204
7 Feb 50158.85 21.5 -0.3 23.04 33 1 277
6 Feb 50382.10 21.8 -0.65 23.35 1 0 275
5 Feb 50343.05 22.45 -15.65 22.98 6 -2 275
4 Feb 50157.95 38.1 -11.25 24.24 29 10 282
3 Feb 49210.55 51.45 2.5 23.20 214 -58 270
1 Feb 49506.95 48.95 -12.9 23.32 296 -52 328
31 Jan 49587.20 59 21.6 24.14 725 380 380
30 Jan 49311.95 37.4 0 9.18 0 0 0
29 Jan 49165.95 37.4 0 8.88 0 0 0
28 Jan 48866.85 37.4 0 8.57 0 0 0
27 Jan 48064.65 37.4 0 7.64 0 0 0
24 Jan 48367.80 37.4 0 7.83 0 0 0
23 Jan 48589.00 37.4 0.00 8.03 0 0 0
22 Jan 48724.40 37.4 0.00 8.15 0 0 0
21 Jan 48570.90 37.4 0.00 7.97 0 0 0
20 Jan 49350.80 37.4 0.00 8.60 0 0 0
17 Jan 48540.60 37.4 0.00 7.73 0 0 0
16 Jan 49278.70 37.4 0.00 8.46 0 0 0
15 Jan 48751.70 37.4 0.00 7.88 0 0 0
14 Jan 48729.15 37.4 0.00 7.94 0 0 0
8 Jan 49835.05 37.4 8.55 0 0 0


For Nifty Bank - strike price 42500 expiring on 27MAR2025

Delta for 42500 PE is -0.00

Historical price for 42500 PE is as follows

On 13 Mar BANKNIFTY was trading at 48060.40. The strike last trading price was 2.8, which was -1.7 lower than the previous day. The implied volatity was 24.39, the open interest changed by -580 which decreased total open position to 3771


On 12 Mar BANKNIFTY was trading at 48056.65. The strike last trading price was 4.2, which was -1.6 lower than the previous day. The implied volatity was 24.80, the open interest changed by -1282 which decreased total open position to 4300


On 11 Mar BANKNIFTY was trading at 47853.95. The strike last trading price was 5.55, which was 0.15 higher than the previous day. The implied volatity was 24.24, the open interest changed by 1785 which increased total open position to 5534


On 10 Mar BANKNIFTY was trading at 48216.80. The strike last trading price was 6, which was -0.1 lower than the previous day. The implied volatity was 24.77, the open interest changed by 263 which increased total open position to 3693


On 7 Mar BANKNIFTY was trading at 48497.50. The strike last trading price was 5.7, which was -3.8 lower than the previous day. The implied volatity was 23.70, the open interest changed by -2074 which decreased total open position to 3430


On 6 Mar BANKNIFTY was trading at 48627.70. The strike last trading price was 9.5, which was -1.65 lower than the previous day. The implied volatity was 25.25, the open interest changed by 641 which increased total open position to 5514


On 5 Mar BANKNIFTY was trading at 48489.95. The strike last trading price was 11, which was -3 lower than the previous day. The implied volatity was 24.80, the open interest changed by 882 which increased total open position to 5140


On 4 Mar BANKNIFTY was trading at 48245.20. The strike last trading price was 14.1, which was 0.4 higher than the previous day. The implied volatity was 24.45, the open interest changed by 1018 which increased total open position to 4049


On 3 Mar BANKNIFTY was trading at 48114.30. The strike last trading price was 12.95, which was -2.2 lower than the previous day. The implied volatity was 23.26, the open interest changed by 842 which increased total open position to 2764


On 28 Feb BANKNIFTY was trading at 48344.70. The strike last trading price was 15.95, which was 1.45 higher than the previous day. The implied volatity was 23.02, the open interest changed by 761 which increased total open position to 1932


On 27 Feb BANKNIFTY was trading at 48743.80. The strike last trading price was 13.15, which was -5.55 lower than the previous day. The implied volatity was 23.13, the open interest changed by 329 which increased total open position to 1171


On 25 Feb BANKNIFTY was trading at 48608.35. The strike last trading price was 19.5, which was 0.8 higher than the previous day. The implied volatity was 23.53, the open interest changed by 147 which increased total open position to 842


On 24 Feb BANKNIFTY was trading at 48651.95. The strike last trading price was 19.35, which was 0.1 higher than the previous day. The implied volatity was 23.37, the open interest changed by 190 which increased total open position to 697


On 21 Feb BANKNIFTY was trading at 48981.20. The strike last trading price was 20.85, which was 1.75 higher than the previous day. The implied volatity was 23.34, the open interest changed by 96 which increased total open position to 507


On 20 Feb BANKNIFTY was trading at 49334.55. The strike last trading price was 19, which was -3.85 lower than the previous day. The implied volatity was 23.74, the open interest changed by 105 which increased total open position to 407


On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 22.4, which was -6.5 lower than the previous day. The implied volatity was 24.64, the open interest changed by 5 which increased total open position to 294


On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 29.95, which was -0.2 lower than the previous day. The implied volatity was 24.19, the open interest changed by 50 which increased total open position to 289


On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 30.1, which was -1.45 lower than the previous day. The implied volatity was 24.53, the open interest changed by 28 which increased total open position to 239


On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 31.55, which was 0.4 higher than the previous day. The implied volatity was 23.29, the open interest changed by 2 which increased total open position to 213


On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 32, which was 1.4 higher than the previous day. The implied volatity was 23.81, the open interest changed by 18 which increased total open position to 213


On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 28.95, which was 0.3 higher than the previous day. The implied volatity was 23.65, the open interest changed by -1 which decreased total open position to 196


On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 29.75, which was 6.4 higher than the previous day. The implied volatity was 23.11, the open interest changed by -7 which decreased total open position to 197


On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 23.5, which was 2 higher than the previous day. The implied volatity was 23.46, the open interest changed by -73 which decreased total open position to 204


On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 21.5, which was -0.3 lower than the previous day. The implied volatity was 23.04, the open interest changed by 1 which increased total open position to 277


On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 21.8, which was -0.65 lower than the previous day. The implied volatity was 23.35, the open interest changed by 0 which decreased total open position to 275


On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 22.45, which was -15.65 lower than the previous day. The implied volatity was 22.98, the open interest changed by -2 which decreased total open position to 275


On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 38.1, which was -11.25 lower than the previous day. The implied volatity was 24.24, the open interest changed by 10 which increased total open position to 282


On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 51.45, which was 2.5 higher than the previous day. The implied volatity was 23.20, the open interest changed by -58 which decreased total open position to 270


On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 48.95, which was -12.9 lower than the previous day. The implied volatity was 23.32, the open interest changed by -52 which decreased total open position to 328


On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 59, which was 21.6 higher than the previous day. The implied volatity was 24.14, the open interest changed by 380 which increased total open position to 380


On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 37.4, which was 0 lower than the previous day. The implied volatity was 9.18, 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 37.4, which was 0 lower than the previous day. The implied volatity was 8.88, 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 37.4, which was 0 lower than the previous day. The implied volatity was 8.57, 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 37.4, which was 0 lower than the previous day. The implied volatity was 7.64, 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 37.4, which was 0 lower than the previous day. The implied volatity was 7.83, 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 37.4, which was 0.00 lower than the previous day. The implied volatity was 8.03, 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 37.4, which was 0.00 lower than the previous day. The implied volatity was 8.15, 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 37.4, which was 0.00 lower than the previous day. The implied volatity was 7.97, 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 37.4, which was 0.00 lower than the previous day. The implied volatity was 8.60, 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 37.4, which was 0.00 lower than the previous day. The implied volatity was 7.73, 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 37.4, which was 0.00 lower than the previous day. The implied volatity was 8.46, 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 37.4, which was 0.00 lower than the previous day. The implied volatity was 7.88, 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 37.4, which was 0.00 lower than the previous day. The implied volatity was 7.94, the open interest changed by 0 which decreased total open position to 0


On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 37.4, which was lower than the previous day. The implied volatity was 8.55, the open interest changed by 0 which decreased total open position to 0