BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
19 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 44500 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 | |||
19 Feb | 49570.10 | 4717.35 | 2.75 | 0.00 | 0 | 2 | 0 | |||
18 Feb | 49087.30 | 4717.35 | -143.25 | 36.02 | 5 | 2 | 14 | |||
17 Feb | 49258.90 | 4861.65 | 1.05 | 0.00 | 0 | -2 | 0 | |||
14 Feb | 49099.45 | 4861.65 | -138.35 | 39.86 | 6 | -2 | 12 | |||
13 Feb | 49359.85 | 5000 | 0 | 0.00 | 0 | 0 | 0 | |||
12 Feb | 49479.45 | 5000 | 0 | 0.00 | 0 | -2 | 0 | |||
11 Feb | 49403.40 | 5000 | -1092.75 | - | 2 | 0 | 16 | |||
10 Feb | 49981.00 | 6092.75 | 0 | 0.00 | 0 | 0 | 0 | |||
7 Feb | 50158.85 | 6092.75 | 0 | 0.00 | 0 | 0 | 0 | |||
6 Feb | 50382.10 | 6092.75 | 0 | 0.00 | 0 | -2 | 0 | |||
5 Feb | 50343.05 | 6092.75 | 742.75 | 26.05 | 2 | 0 | 18 | |||
4 Feb | 50157.95 | 5350 | 0 | 0.00 | 0 | 0 | 0 | |||
3 Feb | 49210.55 | 5350 | 0 | 0.00 | 0 | 0 | 0 | |||
1 Feb | 49506.95 | 5350 | 0 | 0.00 | 0 | 3 | 0 | |||
31 Jan | 49587.20 | 5350 | 289.5 | - | 5 | 2 | 17 | |||
30 Jan | 49311.95 | 5060.5 | 55.5 | - | 2 | 0 | 15 | |||
29 Jan | 49165.95 | 5032.15 | 82.15 | 18.42 | 14 | 8 | 15 | |||
28 Jan | 48866.85 | 4950 | 910.35 | 28.36 | 1 | 0 | 6 | |||
27 Jan | 48064.65 | 4039.65 | -390.35 | 22.69 | 5 | 2 | 8 | |||
24 Jan | 48367.80 | 4430 | -290 | 23.81 | 9 | -2 | 2 | |||
23 Jan | 48589.00 | 4720 | 204.20 | 25.85 | 3 | 0 | 1 | |||
22 Jan | 48724.40 | 4515.8 | -394.45 | - | 2 | 1 | 1 | |||
21 Jan | 48570.90 | 4910.25 | -49.45 | 29.80 | 1 | 0 | 1 | |||
20 Jan | 49350.80 | 4959.7 | -77.50 | - | 2 | -1 | 0 | |||
17 Jan | 48540.60 | 5037.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
16 Jan | 49278.70 | 5037.2 | 0.00 | 0.00 | 0 | 1 | 0 | |||
15 Jan | 48751.70 | 5037.2 | -3649.20 | 25.53 | 1 | 0 | 0 | |||
14 Jan | 48729.15 | 8686.4 | 0.00 | - | 0 | 0 | 0 | |||
13 Jan | 48041.25 | 8686.4 | 0.00 | - | 0 | 0 | 0 | |||
10 Jan | 48734.15 | 8686.4 | 0.00 | - | 0 | 0 | 0 | |||
9 Jan | 49503.50 | 8686.4 | 0.00 | - | 0 | 0 | 0 | |||
8 Jan | 49835.05 | 8686.4 | 0.00 | - | 0 | 0 | 0 | |||
7 Jan | 50202.15 | 8686.4 | 0.00 | - | 0 | 0 | 0 | |||
6 Jan | 49922.00 | 8686.4 | 0.00 | - | 0 | 0 | 0 | |||
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3 Jan | 50988.80 | 8686.4 | 0.00 | - | 0 | 0 | 0 | |||
2 Jan | 51605.55 | 8686.4 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 44500 expiring on 27FEB2025
Delta for 44500 CE is 0.00
Historical price for 44500 CE is as follows
On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 4717.35, which was 2.75 higher than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 4717.35, which was -143.25 lower than the previous day. The implied volatity was 36.02, the open interest changed by 2 which increased total open position to 14
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 4861.65, which was 1.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 4861.65, which was -138.35 lower than the previous day. The implied volatity was 39.86, the open interest changed by -2 which decreased total open position to 12
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 5000, 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 5000, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 5000, which was -1092.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 6092.75, 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 6092.75, 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 6092.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 6092.75, which was 742.75 higher than the previous day. The implied volatity was 26.05, the open interest changed by 0 which decreased total open position to 18
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 5350, 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 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 5350, 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 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 5350, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 5350, which was 289.5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 17
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 5060.5, which was 55.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 5032.15, which was 82.15 higher than the previous day. The implied volatity was 18.42, the open interest changed by 8 which increased total open position to 15
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 4950, which was 910.35 higher than the previous day. The implied volatity was 28.36, the open interest changed by 0 which decreased total open position to 6
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 4039.65, which was -390.35 lower than the previous day. The implied volatity was 22.69, the open interest changed by 2 which increased total open position to 8
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 4430, which was -290 lower than the previous day. The implied volatity was 23.81, the open interest changed by -2 which decreased total open position to 2
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 4720, which was 204.20 higher than the previous day. The implied volatity was 25.85, the open interest changed by 0 which decreased total open position to 1
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 4515.8, which was -394.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 4910.25, which was -49.45 lower than the previous day. The implied volatity was 29.80, the open interest changed by 0 which decreased total open position to 1
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 4959.7, which was -77.50 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 5037.2, which was 0.00 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 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 5037.2, which was 0.00 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 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 5037.2, which was -3649.20 lower than the previous day. The implied volatity was 25.53, 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 8686.4, 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 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 8686.4, 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 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 8686.4, 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 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 8686.4, 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 8686.4, 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 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 8686.4, 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 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 8686.4, 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 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 8686.4, 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 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 8686.4, 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 44500 PE | |||||||
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Delta: -0.01
Vega: 1.27
Theta: -2.27
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
19 Feb | 49570.10 | 4.35 | -1.1 | 29.75 | 37,831 | -315 | 14,809 |
18 Feb | 49087.30 | 5.8 | -1.3 | 26.88 | 33,394 | 1,080 | 15,187 |
17 Feb | 49258.90 | 7 | -1.05 | 27.22 | 40,437 | 4,319 | 13,992 |
14 Feb | 49099.45 | 8.45 | -0.05 | 23.65 | 41,141 | 224 | 9,723 |
13 Feb | 49359.85 | 8.7 | -0.9 | 24.05 | 26,862 | 933 | 9,526 |
12 Feb | 49479.45 | 9.75 | -0.7 | 24.35 | 46,853 | 511 | 8,606 |
11 Feb | 49403.40 | 11.5 | 2.05 | 23.54 | 30,922 | 867 | 8,152 |
10 Feb | 49981.00 | 9 | -1.5 | 24.29 | 19,173 | -186 | 7,334 |
7 Feb | 50158.85 | 10.1 | -3.35 | 23.63 | 30,412 | -2,068 | 7,561 |
6 Feb | 50382.10 | 13.1 | -1.25 | 24.62 | 21,959 | -3,601 | 9,709 |
5 Feb | 50343.05 | 14.3 | -4.9 | 24.00 | 33,825 | 3,121 | 13,320 |
4 Feb | 50157.95 | 19 | -14.75 | 23.88 | 34,607 | 2,199 | 10,306 |
3 Feb | 49210.55 | 35.45 | -0.75 | 22.81 | 22,551 | 142 | 8,115 |
1 Feb | 49506.95 | 36.95 | -25.65 | 23.16 | 58,395 | 2,671 | 8,052 |
31 Jan | 49587.20 | 59.05 | -38.4 | 25.18 | 51,224 | 1,475 | 5,744 |
30 Jan | 49311.95 | 105 | -13.65 | 27.14 | 5,133 | 1,294 | 4,492 |
29 Jan | 49165.95 | 116.3 | -7.95 | 26.48 | 2,560 | 34 | 3,212 |
28 Jan | 48866.85 | 124.45 | -64.5 | 25.52 | 6,865 | 474 | 3,208 |
27 Jan | 48064.65 | 192.95 | 35.35 | 24.64 | 3,361 | 435 | 2,738 |
24 Jan | 48367.80 | 163.8 | 24.15 | 23.85 | 2,382 | 266 | 2,303 |
23 Jan | 48589.00 | 142.45 | 8.50 | 23.59 | 722 | 309 | 2,037 |
22 Jan | 48724.40 | 133.95 | -27.00 | 23.55 | 2,316 | 703 | 1,738 |
21 Jan | 48570.90 | 160.95 | 48.95 | 23.90 | 1,053 | 182 | 1,035 |
20 Jan | 49350.80 | 112 | -56.75 | 23.91 | 555 | 58 | 848 |
17 Jan | 48540.60 | 168.75 | 52.90 | 22.94 | 541 | 79 | 789 |
16 Jan | 49278.70 | 115.85 | -39.15 | 23.24 | 457 | 173 | 710 |
15 Jan | 48751.70 | 155 | -5.95 | 22.73 | 207 | 24 | 527 |
14 Jan | 48729.15 | 160.95 | -100.40 | 23.08 | 387 | -7 | 512 |
13 Jan | 48041.25 | 261.35 | 102.75 | 23.24 | 2,291 | 236 | 521 |
10 Jan | 48734.15 | 158.6 | 70.00 | 21.84 | 469 | 135 | 289 |
9 Jan | 49503.50 | 88.6 | 17.55 | 20.97 | 198 | 36 | 162 |
8 Jan | 49835.05 | 71.05 | 4.10 | 20.61 | 41 | 10 | 126 |
7 Jan | 50202.15 | 66.95 | -22.10 | 21.07 | 87 | -15 | 116 |
6 Jan | 49922.00 | 89.05 | 35.05 | 21.56 | 307 | 77 | 131 |
3 Jan | 50988.80 | 54 | 0.00 | 0.00 | 0 | 54 | 0 |
2 Jan | 51605.55 | 54 | 0.00 | 0 | 54 | 0 |
For Nifty Bank - strike price 44500 expiring on 27FEB2025
Delta for 44500 PE is -0.01
Historical price for 44500 PE is as follows
On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 4.35, which was -1.1 lower than the previous day. The implied volatity was 29.75, the open interest changed by -315 which decreased total open position to 14809
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 5.8, which was -1.3 lower than the previous day. The implied volatity was 26.88, the open interest changed by 1080 which increased total open position to 15187
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 7, which was -1.05 lower than the previous day. The implied volatity was 27.22, the open interest changed by 4319 which increased total open position to 13992
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 8.45, which was -0.05 lower than the previous day. The implied volatity was 23.65, the open interest changed by 224 which increased total open position to 9723
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 8.7, which was -0.9 lower than the previous day. The implied volatity was 24.05, the open interest changed by 933 which increased total open position to 9526
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 9.75, which was -0.7 lower than the previous day. The implied volatity was 24.35, the open interest changed by 511 which increased total open position to 8606
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 11.5, which was 2.05 higher than the previous day. The implied volatity was 23.54, the open interest changed by 867 which increased total open position to 8152
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 9, which was -1.5 lower than the previous day. The implied volatity was 24.29, the open interest changed by -186 which decreased total open position to 7334
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 10.1, which was -3.35 lower than the previous day. The implied volatity was 23.63, the open interest changed by -2068 which decreased total open position to 7561
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 13.1, which was -1.25 lower than the previous day. The implied volatity was 24.62, the open interest changed by -3601 which decreased total open position to 9709
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 14.3, which was -4.9 lower than the previous day. The implied volatity was 24.00, the open interest changed by 3121 which increased total open position to 13320
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 19, which was -14.75 lower than the previous day. The implied volatity was 23.88, the open interest changed by 2199 which increased total open position to 10306
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 35.45, which was -0.75 lower than the previous day. The implied volatity was 22.81, the open interest changed by 142 which increased total open position to 8115
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 36.95, which was -25.65 lower than the previous day. The implied volatity was 23.16, the open interest changed by 2671 which increased total open position to 8052
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 59.05, which was -38.4 lower than the previous day. The implied volatity was 25.18, the open interest changed by 1475 which increased total open position to 5744
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 105, which was -13.65 lower than the previous day. The implied volatity was 27.14, the open interest changed by 1294 which increased total open position to 4492
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 116.3, which was -7.95 lower than the previous day. The implied volatity was 26.48, the open interest changed by 34 which increased total open position to 3212
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 124.45, which was -64.5 lower than the previous day. The implied volatity was 25.52, the open interest changed by 474 which increased total open position to 3208
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 192.95, which was 35.35 higher than the previous day. The implied volatity was 24.64, the open interest changed by 435 which increased total open position to 2738
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 163.8, which was 24.15 higher than the previous day. The implied volatity was 23.85, the open interest changed by 266 which increased total open position to 2303
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 142.45, which was 8.50 higher than the previous day. The implied volatity was 23.59, the open interest changed by 309 which increased total open position to 2037
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 133.95, which was -27.00 lower than the previous day. The implied volatity was 23.55, the open interest changed by 703 which increased total open position to 1738
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 160.95, which was 48.95 higher than the previous day. The implied volatity was 23.90, the open interest changed by 182 which increased total open position to 1035
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 112, which was -56.75 lower than the previous day. The implied volatity was 23.91, the open interest changed by 58 which increased total open position to 848
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 168.75, which was 52.90 higher than the previous day. The implied volatity was 22.94, the open interest changed by 79 which increased total open position to 789
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 115.85, which was -39.15 lower than the previous day. The implied volatity was 23.24, the open interest changed by 173 which increased total open position to 710
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 155, which was -5.95 lower than the previous day. The implied volatity was 22.73, the open interest changed by 24 which increased total open position to 527
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 160.95, which was -100.40 lower than the previous day. The implied volatity was 23.08, the open interest changed by -7 which decreased total open position to 512
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 261.35, which was 102.75 higher than the previous day. The implied volatity was 23.24, the open interest changed by 236 which increased total open position to 521
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 158.6, which was 70.00 higher than the previous day. The implied volatity was 21.84, the open interest changed by 135 which increased total open position to 289
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 88.6, which was 17.55 higher than the previous day. The implied volatity was 20.97, the open interest changed by 36 which increased total open position to 162
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 71.05, which was 4.10 higher than the previous day. The implied volatity was 20.61, the open interest changed by 10 which increased total open position to 126
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 66.95, which was -22.10 lower than the previous day. The implied volatity was 21.07, the open interest changed by -15 which decreased total open position to 116
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 89.05, which was 35.05 higher than the previous day. The implied volatity was 21.56, the open interest changed by 77 which increased total open position to 131
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 54, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 54 which increased total open position to 0
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 54, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 54 which increased total open position to 0