`
[--[65.84.65.76]--]
BANKNIFTY
Nifty Bank

49570.1 482.80 (0.98%)

Back to Option Chain


Historical option data for BANKNIFTY

19 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 45300 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.01
Vega: 1.78
Theta: -2.81
Gamma: 0.00
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