BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
19 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 45100 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
19 Feb | 49570.10 | 8128.15 | 0 | - | 0 | 0 | 0 | |||
18 Feb | 49087.30 | 8128.15 | 0 | - | 0 | 0 | 0 | |||
17 Feb | 49258.90 | 8128.15 | 0 | - | 0 | 0 | 0 | |||
14 Feb | 49099.45 | 8128.15 | 0 | - | 0 | 0 | 0 | |||
13 Feb | 49359.85 | 8128.15 | 0 | - | 0 | 0 | 0 | |||
12 Feb | 49479.45 | 8128.15 | 0 | - | 0 | 0 | 0 | |||
11 Feb | 49403.40 | 8128.15 | 0 | - | 0 | 0 | 0 | |||
10 Feb | 49981.00 | 8128.15 | 0 | - | 0 | 0 | 0 | |||
7 Feb | 50158.85 | 8128.15 | 0 | - | 0 | 0 | 0 | |||
6 Feb | 50382.10 | 8128.15 | 0 | - | 0 | 0 | 0 | |||
5 Feb | 50343.05 | 8128.15 | 0 | - | 0 | 0 | 0 | |||
4 Feb | 50157.95 | 8128.15 | 0 | - | 0 | 0 | 0 | |||
3 Feb | 49210.55 | 8128.15 | 0 | - | 0 | 0 | 0 | |||
1 Feb | 49506.95 | 8128.15 | 0 | - | 0 | 0 | 0 | |||
31 Jan | 49587.20 | 8128.15 | 0 | - | 0 | 0 | 0 | |||
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30 Jan | 49311.95 | 8128.15 | 0 | - | 0 | 0 | 0 | |||
29 Jan | 49165.95 | 8128.15 | 0 | - | 0 | 0 | 0 | |||
28 Jan | 48866.85 | 8128.15 | 0 | - | 0 | 0 | 0 | |||
27 Jan | 48064.65 | 8128.15 | 0 | - | 0 | 0 | 0 | |||
24 Jan | 48367.80 | 8128.15 | 0 | - | 0 | 0 | 0 | |||
23 Jan | 48589.00 | 8128.15 | 0.00 | - | 0 | 0 | 0 | |||
22 Jan | 48724.40 | 8128.15 | 0.00 | - | 0 | 0 | 0 | |||
21 Jan | 48570.90 | 8128.15 | 0.00 | - | 0 | 0 | 0 | |||
20 Jan | 49350.80 | 8128.15 | 0.00 | - | 0 | 0 | 0 | |||
17 Jan | 48540.60 | 8128.15 | 0.00 | - | 0 | 0 | 0 | |||
16 Jan | 49278.70 | 8128.15 | 0.00 | - | 0 | 0 | 0 | |||
15 Jan | 48751.70 | 8128.15 | 0.00 | - | 0 | 0 | 0 | |||
14 Jan | 48729.15 | 8128.15 | 8128.15 | - | 0 | 0 | 0 | |||
13 Jan | 48041.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
10 Jan | 48734.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
9 Jan | 49503.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
8 Jan | 49835.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
7 Jan | 50202.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
6 Jan | 49922.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
3 Jan | 50988.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
2 Jan | 51605.55 | 0 | 0.00 | 0 | 0 | 0 |
For Nifty Bank - strike price 45100 expiring on 27FEB2025
Delta for 45100 CE is -
Historical price for 45100 CE is as follows
On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 8128.15, 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 8128.15, 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 8128.15, 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 8128.15, 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 8128.15, 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 8128.15, 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 8128.15, 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 8128.15, 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 8128.15, 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 8128.15, 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 8128.15, 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 8128.15, 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 8128.15, 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 8128.15, 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 8128.15, 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 8128.15, 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 8128.15, 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 8128.15, 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 8128.15, 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 8128.15, 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 8128.15, 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 8128.15, 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 8128.15, 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 8128.15, 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 8128.15, 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 8128.15, 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 8128.15, 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 8128.15, which was 8128.15 higher 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 0, 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 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 0, 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 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 0, 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 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 0, 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 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 0, 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 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 0, 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 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 0, 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 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
BANKNIFTY 27FEB2025 45100 PE | |||||||
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Delta: -0.01
Vega: 1.58
Theta: -2.56
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
19 Feb | 49570.10 | 5.2 | -3.05 | 27.06 | 7,682 | 505 | 1,281 |
18 Feb | 49087.30 | 7.7 | -2.6 | 24.57 | 4,531 | -11 | 774 |
17 Feb | 49258.90 | 10.15 | -1.95 | 25.38 | 5,277 | 67 | 799 |
14 Feb | 49099.45 | 11.35 | -0.75 | 21.77 | 6,386 | 226 | 970 |
13 Feb | 49359.85 | 13.3 | -0.1 | 22.67 | 3,093 | -167 | 748 |
12 Feb | 49479.45 | 12.8 | -2.4 | 22.62 | 8,744 | 9 | 926 |
11 Feb | 49403.40 | 16.75 | 4.1 | 22.18 | 4,044 | 348 | 931 |
10 Feb | 49981.00 | 13.95 | -0.3 | 23.27 | 1,215 | 32 | 585 |
7 Feb | 50158.85 | 13.25 | -5.3 | 22.24 | 1,939 | -11 | 558 |
6 Feb | 50382.10 | 17.5 | -2.05 | 23.36 | 2,695 | 88 | 556 |
5 Feb | 50343.05 | 20.65 | -6.3 | 23.03 | 3,284 | -191 | 471 |
4 Feb | 50157.95 | 27.75 | -22.85 | 22.98 | 4,251 | -56 | 655 |
3 Feb | 49210.55 | 52.55 | 1 | 22.01 | 6,142 | 98 | 711 |
1 Feb | 49506.95 | 46.9 | -41.1 | 21.83 | 9,219 | -142 | 636 |
31 Jan | 49587.20 | 86.35 | -60.45 | 24.69 | 10,136 | 627 | 773 |
30 Jan | 49311.95 | 146.8 | 0 | 0.00 | 0 | 0 | 0 |
29 Jan | 49165.95 | 146.8 | 0 | 0.00 | 0 | 0 | 0 |
28 Jan | 48866.85 | 146.8 | 0 | 0.00 | 0 | 1 | 0 |
27 Jan | 48064.65 | 146.8 | -57.15 | 20.13 | 1 | 0 | 145 |
24 Jan | 48367.80 | 203.95 | 0 | 0.00 | 0 | 0 | 0 |
23 Jan | 48589.00 | 203.95 | 0.00 | 0.00 | 0 | 0 | 0 |
22 Jan | 48724.40 | 203.95 | 0.00 | 0.00 | 0 | 0 | 0 |
21 Jan | 48570.90 | 203.95 | 0.00 | 0.00 | 0 | 0 | 0 |
20 Jan | 49350.80 | 203.95 | 0.00 | 0.00 | 0 | 0 | 0 |
17 Jan | 48540.60 | 203.95 | 0.00 | 0.00 | 0 | 0 | 0 |
16 Jan | 49278.70 | 203.95 | 0.00 | 24.44 | 1 | 0 | 145 |
15 Jan | 48751.70 | 203.95 | -8.15 | 22.14 | 84 | -15 | 144 |
14 Jan | 48729.15 | 212.1 | 212.10 | 22.55 | 264 | 159 | 159 |
13 Jan | 48041.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
10 Jan | 48734.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
9 Jan | 49503.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
8 Jan | 49835.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
7 Jan | 50202.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
6 Jan | 49922.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
3 Jan | 50988.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
2 Jan | 51605.55 | 0 | 0.00 | 0 | 0 | 0 |
For Nifty Bank - strike price 45100 expiring on 27FEB2025
Delta for 45100 PE is -0.01
Historical price for 45100 PE is as follows
On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 5.2, which was -3.05 lower than the previous day. The implied volatity was 27.06, the open interest changed by 505 which increased total open position to 1281
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 7.7, which was -2.6 lower than the previous day. The implied volatity was 24.57, the open interest changed by -11 which decreased total open position to 774
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 10.15, which was -1.95 lower than the previous day. The implied volatity was 25.38, the open interest changed by 67 which increased total open position to 799
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 11.35, which was -0.75 lower than the previous day. The implied volatity was 21.77, the open interest changed by 226 which increased total open position to 970
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 13.3, which was -0.1 lower than the previous day. The implied volatity was 22.67, the open interest changed by -167 which decreased total open position to 748
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 12.8, which was -2.4 lower than the previous day. The implied volatity was 22.62, the open interest changed by 9 which increased total open position to 926
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 16.75, which was 4.1 higher than the previous day. The implied volatity was 22.18, the open interest changed by 348 which increased total open position to 931
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 13.95, which was -0.3 lower than the previous day. The implied volatity was 23.27, the open interest changed by 32 which increased total open position to 585
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 13.25, which was -5.3 lower than the previous day. The implied volatity was 22.24, the open interest changed by -11 which decreased total open position to 558
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 17.5, which was -2.05 lower than the previous day. The implied volatity was 23.36, the open interest changed by 88 which increased total open position to 556
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 20.65, which was -6.3 lower than the previous day. The implied volatity was 23.03, the open interest changed by -191 which decreased total open position to 471
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 27.75, which was -22.85 lower than the previous day. The implied volatity was 22.98, the open interest changed by -56 which decreased total open position to 655
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 52.55, which was 1 higher than the previous day. The implied volatity was 22.01, the open interest changed by 98 which increased total open position to 711
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 46.9, which was -41.1 lower than the previous day. The implied volatity was 21.83, the open interest changed by -142 which decreased total open position to 636
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 86.35, which was -60.45 lower than the previous day. The implied volatity was 24.69, the open interest changed by 627 which increased total open position to 773
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 146.8, 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 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 146.8, 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 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 146.8, which was 0 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 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 146.8, which was -57.15 lower than the previous day. The implied volatity was 20.13, the open interest changed by 0 which decreased total open position to 145
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 203.95, 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 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 203.95, 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 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 203.95, 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 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 203.95, 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 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 203.95, 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 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 203.95, 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 203.95, which was 0.00 lower than the previous day. The implied volatity was 24.44, the open interest changed by 0 which decreased total open position to 145
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 203.95, which was -8.15 lower than the previous day. The implied volatity was 22.14, the open interest changed by -15 which decreased total open position to 144
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 212.1, which was 212.10 higher than the previous day. The implied volatity was 22.55, the open interest changed by 159 which increased total open position to 159
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 0, 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 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 0, 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 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 0, 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 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 0, 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 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 0, 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 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 0, 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 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 0, 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 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0