BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
19 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 45400 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 | 4644 | 0 | 0.00 | 0 | 0 | 0 | |||
18 Feb | 49087.30 | 4644 | 0 | 0.00 | 0 | 0 | 0 | |||
17 Feb | 49258.90 | 4644 | 0 | 0.00 | 0 | 0 | 0 | |||
14 Feb | 49099.45 | 4644 | 0 | 0.00 | 0 | 0 | 0 | |||
13 Feb | 49359.85 | 4644 | 0 | 0.00 | 0 | 0 | 0 | |||
12 Feb | 49479.45 | 4644 | 0 | 0.00 | 0 | 0 | 0 | |||
11 Feb | 49403.40 | 4644 | 0 | 0.00 | 0 | 0 | 0 | |||
10 Feb | 49981.00 | 4644 | 0 | 0.00 | 0 | 0 | 0 | |||
7 Feb | 50158.85 | 4644 | 0 | 0.00 | 0 | 0 | 0 | |||
6 Feb | 50382.10 | 4644 | 0 | 0.00 | 0 | 0 | 0 | |||
5 Feb | 50343.05 | 4644 | 0 | 0.00 | 0 | 0 | 0 | |||
4 Feb | 50157.95 | 4644 | 0 | 0.00 | 0 | 0 | 0 | |||
3 Feb | 49210.55 | 4644 | 0 | 0.00 | 0 | 0 | 0 | |||
1 Feb | 49506.95 | 4644 | 0 | 0.00 | 0 | 0 | 0 | |||
31 Jan | 49587.20 | 4644 | -3208.3 | 23.94 | 4 | 0 | 0 | |||
30 Jan | 49311.95 | 7852.3 | 0 | - | 0 | 0 | 0 | |||
29 Jan | 49165.95 | 7852.3 | 0 | - | 0 | 0 | 0 | |||
28 Jan | 48866.85 | 7852.3 | 0 | - | 0 | 0 | 0 | |||
27 Jan | 48064.65 | 7852.3 | 0 | - | 0 | 0 | 0 | |||
24 Jan | 48367.80 | 7852.3 | 0 | - | 0 | 0 | 0 | |||
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23 Jan | 48589.00 | 7852.3 | 0.00 | - | 0 | 0 | 0 | |||
22 Jan | 48724.40 | 7852.3 | 0.00 | - | 0 | 0 | 0 | |||
21 Jan | 48570.90 | 7852.3 | 0.00 | - | 0 | 0 | 0 | |||
20 Jan | 49350.80 | 7852.3 | 0.00 | - | 0 | 0 | 0 | |||
17 Jan | 48540.60 | 7852.3 | 0.00 | - | 0 | 0 | 0 | |||
16 Jan | 49278.70 | 7852.3 | 0.00 | - | 0 | 0 | 0 | |||
15 Jan | 48751.70 | 7852.3 | 0.00 | - | 0 | 0 | 0 | |||
14 Jan | 48729.15 | 7852.3 | 7852.30 | - | 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 45400 expiring on 27FEB2025
Delta for 45400 CE is 0.00
Historical price for 45400 CE is as follows
On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 4644, 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 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 4644, 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 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 4644, 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 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 4644, 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 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 4644, 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 4644, 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 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 4644, 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 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 4644, 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 4644, 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 4644, 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 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 4644, 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 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 4644, 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 4644, 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 4644, 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 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 4644, which was -3208.3 lower than the previous day. The implied volatity was 23.94, 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 7852.3, 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 7852.3, 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 7852.3, 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 7852.3, 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 7852.3, 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 7852.3, 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 7852.3, 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 7852.3, 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 7852.3, 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 7852.3, 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 7852.3, 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 7852.3, 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 7852.3, which was 7852.30 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 45400 PE | |||||||
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Delta: -0.01
Vega: 1.92
Theta: -2.99
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
19 Feb | 49570.10 | 6.4 | -4.05 | 25.99 | 17,401 | 1,114 | 2,864 |
18 Feb | 49087.30 | 9.8 | -2.6 | 23.71 | 9,210 | 390 | 1,964 |
17 Feb | 49258.90 | 12.6 | -2.2 | 24.54 | 8,865 | 401 | 1,562 |
14 Feb | 49099.45 | 16.9 | 1.95 | 21.62 | 12,500 | -1,058 | 1,211 |
13 Feb | 49359.85 | 16.9 | 0.45 | 22.12 | 7,044 | 839 | 2,293 |
12 Feb | 49479.45 | 17.05 | -0.7 | 22.18 | 11,994 | 37 | 1,513 |
11 Feb | 49403.40 | 21.6 | 7.25 | 21.72 | 8,611 | 534 | 1,480 |
10 Feb | 49981.00 | 15.95 | -0.5 | 22.46 | 3,230 | 259 | 939 |
7 Feb | 50158.85 | 16.9 | -5 | 21.85 | 6,698 | -279 | 680 |
6 Feb | 50382.10 | 21.25 | -1.55 | 22.89 | 3,695 | -29 | 1,021 |
5 Feb | 50343.05 | 23.1 | -9.35 | 22.28 | 2,684 | 46 | 1,052 |
4 Feb | 50157.95 | 32.25 | -28.4 | 22.41 | 5,001 | -288 | 1,000 |
3 Feb | 49210.55 | 60.1 | -1.7 | 21.33 | 8,504 | 0 | 1,305 |
1 Feb | 49506.95 | 56.7 | -47.3 | 21.43 | 12,364 | 229 | 1,301 |
31 Jan | 49587.20 | 105.05 | -47.75 | 24.51 | 13,586 | 558 | 1,040 |
30 Jan | 49311.95 | 142.1 | -46.15 | 25.17 | 600 | 56 | 481 |
29 Jan | 49165.95 | 181.3 | -20.9 | 25.45 | 504 | 108 | 428 |
28 Jan | 48866.85 | 201.25 | -101.85 | 24.73 | 580 | 236 | 320 |
27 Jan | 48064.65 | 319.85 | 49.85 | 24.20 | 6 | 1 | 82 |
24 Jan | 48367.80 | 270 | 13.1 | 23.34 | 27 | 14 | 77 |
23 Jan | 48589.00 | 256.9 | 0.00 | 0.00 | 0 | 0 | 0 |
22 Jan | 48724.40 | 256.9 | 0.00 | 0.00 | 0 | 0 | 0 |
21 Jan | 48570.90 | 256.9 | 0.00 | 0.00 | 0 | 0 | 0 |
20 Jan | 49350.80 | 256.9 | 0.00 | 0.00 | 0 | 0 | 0 |
17 Jan | 48540.60 | 256.9 | 0.00 | 0.00 | 0 | 0 | 0 |
16 Jan | 49278.70 | 256.9 | 0.00 | 0.00 | 0 | 0 | 0 |
15 Jan | 48751.70 | 256.9 | 0.00 | 0.00 | 0 | 63 | 0 |
14 Jan | 48729.15 | 256.9 | 256.90 | 22.68 | 173 | 65 | 65 |
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 45400 expiring on 27FEB2025
Delta for 45400 PE is -0.01
Historical price for 45400 PE is as follows
On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 6.4, which was -4.05 lower than the previous day. The implied volatity was 25.99, the open interest changed by 1114 which increased total open position to 2864
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 9.8, which was -2.6 lower than the previous day. The implied volatity was 23.71, the open interest changed by 390 which increased total open position to 1964
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 12.6, which was -2.2 lower than the previous day. The implied volatity was 24.54, the open interest changed by 401 which increased total open position to 1562
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 16.9, which was 1.95 higher than the previous day. The implied volatity was 21.62, the open interest changed by -1058 which decreased total open position to 1211
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 16.9, which was 0.45 higher than the previous day. The implied volatity was 22.12, the open interest changed by 839 which increased total open position to 2293
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 17.05, which was -0.7 lower than the previous day. The implied volatity was 22.18, the open interest changed by 37 which increased total open position to 1513
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 21.6, which was 7.25 higher than the previous day. The implied volatity was 21.72, the open interest changed by 534 which increased total open position to 1480
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 15.95, which was -0.5 lower than the previous day. The implied volatity was 22.46, the open interest changed by 259 which increased total open position to 939
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 16.9, which was -5 lower than the previous day. The implied volatity was 21.85, the open interest changed by -279 which decreased total open position to 680
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 21.25, which was -1.55 lower than the previous day. The implied volatity was 22.89, the open interest changed by -29 which decreased total open position to 1021
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 23.1, which was -9.35 lower than the previous day. The implied volatity was 22.28, the open interest changed by 46 which increased total open position to 1052
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 32.25, which was -28.4 lower than the previous day. The implied volatity was 22.41, the open interest changed by -288 which decreased total open position to 1000
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 60.1, which was -1.7 lower than the previous day. The implied volatity was 21.33, the open interest changed by 0 which decreased total open position to 1305
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 56.7, which was -47.3 lower than the previous day. The implied volatity was 21.43, the open interest changed by 229 which increased total open position to 1301
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 105.05, which was -47.75 lower than the previous day. The implied volatity was 24.51, the open interest changed by 558 which increased total open position to 1040
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 142.1, which was -46.15 lower than the previous day. The implied volatity was 25.17, the open interest changed by 56 which increased total open position to 481
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 181.3, which was -20.9 lower than the previous day. The implied volatity was 25.45, the open interest changed by 108 which increased total open position to 428
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 201.25, which was -101.85 lower than the previous day. The implied volatity was 24.73, the open interest changed by 236 which increased total open position to 320
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 319.85, which was 49.85 higher than the previous day. The implied volatity was 24.20, the open interest changed by 1 which increased total open position to 82
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 270, which was 13.1 higher than the previous day. The implied volatity was 23.34, the open interest changed by 14 which increased total open position to 77
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 256.9, 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 256.9, 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 256.9, 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 256.9, 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 256.9, 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 256.9, 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 256.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 63 which increased total open position to 0
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 256.9, which was 256.90 higher than the previous day. The implied volatity was 22.68, the open interest changed by 65 which increased total open position to 65
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