BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
19 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 45300 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 | 7944 | 0 | - | 0 | 0 | 0 | |||
18 Feb | 49087.30 | 7944 | 0 | - | 0 | 0 | 0 | |||
17 Feb | 49258.90 | 7944 | 0 | - | 0 | 0 | 0 | |||
14 Feb | 49099.45 | 7944 | 0 | - | 0 | 0 | 0 | |||
13 Feb | 49359.85 | 7944 | 0 | - | 0 | 0 | 0 | |||
12 Feb | 49479.45 | 7944 | 0 | - | 0 | 0 | 0 | |||
11 Feb | 49403.40 | 7944 | 0 | - | 0 | 0 | 0 | |||
10 Feb | 49981.00 | 7944 | 0 | - | 0 | 0 | 0 | |||
7 Feb | 50158.85 | 7944 | 0 | - | 0 | 0 | 0 | |||
6 Feb | 50382.10 | 7944 | 0 | - | 0 | 0 | 0 | |||
5 Feb | 50343.05 | 7944 | 0 | - | 0 | 0 | 0 | |||
4 Feb | 50157.95 | 7944 | 0 | - | 0 | 0 | 0 | |||
3 Feb | 49210.55 | 7944 | 0 | - | 0 | 0 | 0 | |||
1 Feb | 49506.95 | 7944 | 0 | - | 0 | 0 | 0 | |||
31 Jan | 49587.20 | 7944 | 0 | - | 0 | 0 | 0 | |||
30 Jan | 49311.95 | 7944 | 0 | - | 0 | 0 | 0 | |||
29 Jan | 49165.95 | 7944 | 0 | - | 0 | 0 | 0 | |||
28 Jan | 48866.85 | 7944 | 0 | - | 0 | 0 | 0 | |||
27 Jan | 48064.65 | 7944 | 0 | - | 0 | 0 | 0 | |||
24 Jan | 48367.80 | 7944 | 0 | - | 0 | 0 | 0 | |||
23 Jan | 48589.00 | 7944 | 0.00 | - | 0 | 0 | 0 | |||
22 Jan | 48724.40 | 7944 | 0.00 | - | 0 | 0 | 0 | |||
21 Jan | 48570.90 | 7944 | 0.00 | - | 0 | 0 | 0 | |||
20 Jan | 49350.80 | 7944 | 0.00 | - | 0 | 0 | 0 | |||
17 Jan | 48540.60 | 7944 | 0.00 | - | 0 | 0 | 0 | |||
16 Jan | 49278.70 | 7944 | 0.00 | - | 0 | 0 | 0 | |||
15 Jan | 48751.70 | 7944 | 0.00 | - | 0 | 0 | 0 | |||
14 Jan | 48729.15 | 7944 | 7944.00 | - | 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 | |||
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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 45300 expiring on 27FEB2025
Delta for 45300 CE is -
Historical price for 45300 CE is as follows
On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 7944, 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 7944, 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 7944, 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 7944, 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 7944, 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 7944, 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 7944, 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 7944, 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 7944, 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 7944, 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 7944, 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 7944, 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 7944, 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 7944, 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 7944, 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 7944, 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 7944, 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 7944, 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 7944, 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 7944, 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 7944, 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 7944, 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 7944, 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 7944, 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 7944, 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 7944, 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 7944, 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 7944, which was 7944.00 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 45300 PE | |||||||
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Delta: -0.01
Vega: 1.78
Theta: -2.81
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
19 Feb | 49570.10 | 5.9 | -3.75 | 26.36 | 16,462 | 150 | 2,143 |
18 Feb | 49087.30 | 10.35 | -1.25 | 24.46 | 6,630 | 520 | 1,949 |
17 Feb | 49258.90 | 9.85 | -4.4 | 24.22 | 9,057 | -151 | 1,455 |
14 Feb | 49099.45 | 15.35 | 1.3 | 21.78 | 9,443 | 530 | 1,615 |
13 Feb | 49359.85 | 16 | 0.45 | 22.40 | 8,087 | -161 | 1,089 |
12 Feb | 49479.45 | 16.15 | -0.45 | 22.49 | 10,611 | 606 | 1,259 |
11 Feb | 49403.40 | 18.45 | 4.65 | 21.61 | 4,454 | 122 | 663 |
10 Feb | 49981.00 | 14.45 | -1.3 | 22.56 | 2,958 | -311 | 551 |
7 Feb | 50158.85 | 17.1 | -3.2 | 22.27 | 6,591 | -654 | 864 |
6 Feb | 50382.10 | 19 | -2.7 | 22.89 | 5,611 | 139 | 1,537 |
5 Feb | 50343.05 | 21.4 | -8.9 | 22.39 | 5,060 | 552 | 1,403 |
4 Feb | 50157.95 | 29 | -27.85 | 22.40 | 5,077 | -38 | 845 |
3 Feb | 49210.55 | 58.45 | 2.95 | 21.64 | 10,872 | -102 | 907 |
1 Feb | 49506.95 | 38.7 | -60.25 | 20.29 | 8,764 | 197 | 903 |
31 Jan | 49587.20 | 97 | -79.2 | 24.48 | 4,572 | 603 | 712 |
30 Jan | 49311.95 | 176.2 | 0 | 0.00 | 0 | 0 | 0 |
29 Jan | 49165.95 | 176.2 | 0 | 0.00 | 0 | 0 | 0 |
28 Jan | 48866.85 | 176.2 | 0 | 0.00 | 0 | 1 | 0 |
27 Jan | 48064.65 | 176.2 | -55.45 | 20.28 | 1 | 0 | 108 |
24 Jan | 48367.80 | 231.65 | 0 | 0.00 | 0 | 0 | 0 |
23 Jan | 48589.00 | 231.65 | 0.00 | 0.00 | 0 | 0 | 0 |
22 Jan | 48724.40 | 231.65 | 0.00 | 0.00 | 0 | 0 | 0 |
21 Jan | 48570.90 | 231.65 | 0.00 | 0.00 | 0 | 0 | 0 |
20 Jan | 49350.80 | 231.65 | 0.00 | 0.00 | 0 | 0 | 0 |
17 Jan | 48540.60 | 231.65 | 0.00 | 0.00 | 0 | 0 | 0 |
16 Jan | 49278.70 | 231.65 | 0.00 | 0.00 | 0 | 0 | 0 |
15 Jan | 48751.70 | 231.65 | 0.00 | 0.00 | 0 | 108 | 0 |
14 Jan | 48729.15 | 231.65 | 231.65 | 22.36 | 271 | 107 | 107 |
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 45300 expiring on 27FEB2025
Delta for 45300 PE is -0.01
Historical price for 45300 PE is as follows
On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 5.9, which was -3.75 lower than the previous day. The implied volatity was 26.36, the open interest changed by 150 which increased total open position to 2143
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 10.35, which was -1.25 lower than the previous day. The implied volatity was 24.46, the open interest changed by 520 which increased total open position to 1949
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 9.85, which was -4.4 lower than the previous day. The implied volatity was 24.22, the open interest changed by -151 which decreased total open position to 1455
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 15.35, which was 1.3 higher than the previous day. The implied volatity was 21.78, the open interest changed by 530 which increased total open position to 1615
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 16, which was 0.45 higher than the previous day. The implied volatity was 22.40, the open interest changed by -161 which decreased total open position to 1089
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 16.15, which was -0.45 lower than the previous day. The implied volatity was 22.49, the open interest changed by 606 which increased total open position to 1259
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 18.45, which was 4.65 higher than the previous day. The implied volatity was 21.61, the open interest changed by 122 which increased total open position to 663
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 14.45, which was -1.3 lower than the previous day. The implied volatity was 22.56, the open interest changed by -311 which decreased total open position to 551
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 17.1, which was -3.2 lower than the previous day. The implied volatity was 22.27, the open interest changed by -654 which decreased total open position to 864
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 19, which was -2.7 lower than the previous day. The implied volatity was 22.89, the open interest changed by 139 which increased total open position to 1537
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 21.4, which was -8.9 lower than the previous day. The implied volatity was 22.39, the open interest changed by 552 which increased total open position to 1403
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 29, which was -27.85 lower than the previous day. The implied volatity was 22.40, the open interest changed by -38 which decreased total open position to 845
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 58.45, which was 2.95 higher than the previous day. The implied volatity was 21.64, the open interest changed by -102 which decreased total open position to 907
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 38.7, which was -60.25 lower than the previous day. The implied volatity was 20.29, the open interest changed by 197 which increased total open position to 903
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 97, which was -79.2 lower than the previous day. The implied volatity was 24.48, the open interest changed by 603 which increased total open position to 712
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 176.2, 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 176.2, 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 176.2, 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 176.2, which was -55.45 lower than the previous day. The implied volatity was 20.28, the open interest changed by 0 which decreased total open position to 108
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 231.65, 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 231.65, 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 231.65, 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 231.65, 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 231.65, 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 231.65, 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 231.65, 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 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 231.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 108 which increased total open position to 0
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 231.65, which was 231.65 higher than the previous day. The implied volatity was 22.36, the open interest changed by 107 which increased total open position to 107
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