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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 45400 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 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
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
Delta: -0.01
Vega: 1.92
Theta: -2.99
Gamma: 0.00
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