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BANKNIFTY
Nifty Bank

49570.1 482.80 (0.98%)

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Historical option data for BANKNIFTY

19 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 44500 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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
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
Delta: -0.01
Vega: 1.27
Theta: -2.27
Gamma: 0.00
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