BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
07 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 46600 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 | |||
7 Feb | 50158.85 | 3479.05 | 0 | 0.00 | 0 | 0 | 0 | |||
6 Feb | 50382.10 | 3479.05 | 0 | 0.00 | 0 | 0 | 0 | |||
5 Feb | 50343.05 | 3479.05 | 0 | 0.00 | 0 | 0 | 0 | |||
4 Feb | 50157.95 | 3479.05 | 190.75 | - | 1 | 0 | 5 | |||
3 Feb | 49210.55 | 3288.3 | 0 | 0.00 | 0 | 0 | 0 | |||
1 Feb | 49506.95 | 3288.3 | -142.05 | 15.14 | 9 | 1 | 6 | |||
31 Jan | 49587.20 | 3369.6 | 269.6 | 12.32 | 8 | 4 | 6 | |||
30 Jan | 49311.95 | 3100 | 0 | 0.00 | 0 | 2 | 0 | |||
29 Jan | 49165.95 | 3100 | -3675.8 | 19.32 | 2 | 1 | 1 | |||
28 Jan | 48866.85 | 6775.8 | 0 | - | 0 | 0 | 0 | |||
27 Jan | 48064.65 | 6775.8 | 0 | - | 0 | 0 | 0 | |||
24 Jan | 48367.80 | 6775.8 | 0 | - | 0 | 0 | 0 | |||
23 Jan | 48589.00 | 6775.8 | 0.00 | - | 0 | 0 | 0 | |||
22 Jan | 48724.40 | 6775.8 | 0.00 | - | 0 | 0 | 0 | |||
21 Jan | 48570.90 | 6775.8 | 0.00 | - | 0 | 0 | 0 | |||
20 Jan | 49350.80 | 6775.8 | 0.00 | - | 0 | 0 | 0 | |||
17 Jan | 48540.60 | 6775.8 | 0.00 | - | 0 | 0 | 0 | |||
16 Jan | 49278.70 | 6775.8 | 0.00 | - | 0 | 0 | 0 | |||
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15 Jan | 48751.70 | 6775.8 | 0.00 | - | 0 | 0 | 0 | |||
14 Jan | 48729.15 | 6775.8 | 0.00 | - | 0 | 0 | 0 | |||
13 Jan | 48041.25 | 6775.8 | 0.00 | - | 0 | 0 | 0 | |||
10 Jan | 48734.15 | 6775.8 | 6775.80 | - | 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 46600 expiring on 27FEB2025
Delta for 46600 CE is 0.00
Historical price for 46600 CE is as follows
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 3479.05, 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 3479.05, 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 3479.05, 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 3479.05, which was 190.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 3288.3, 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 3288.3, which was -142.05 lower than the previous day. The implied volatity was 15.14, the open interest changed by 1 which increased total open position to 6
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 3369.6, which was 269.6 higher than the previous day. The implied volatity was 12.32, the open interest changed by 4 which increased total open position to 6
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 3100, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 3100, which was -3675.8 lower than the previous day. The implied volatity was 19.32, the open interest changed by 1 which increased total open position to 1
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 6775.8, 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 6775.8, 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 6775.8, 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 6775.8, 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 6775.8, 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 6775.8, 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 6775.8, 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 6775.8, 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 6775.8, 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 6775.8, 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 6775.8, 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 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 6775.8, 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 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 6775.8, which was 6775.80 higher than the previous day. The implied volatity was -, 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 46600 PE | |||||||
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Delta: -0.04
Vega: 9.91
Theta: -4.32
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Feb | 50158.85 | 36.75 | -10.95 | 19.64 | 9,948 | -4 | 1,280 |
6 Feb | 50382.10 | 46.9 | -3.35 | 21.02 | 6,443 | -9 | 1,285 |
5 Feb | 50343.05 | 49.5 | -19.25 | 20.33 | 7,184 | 63 | 1,315 |
4 Feb | 50157.95 | 68.3 | -67.95 | 20.57 | 12,173 | 558 | 1,285 |
3 Feb | 49210.55 | 135.95 | 3.35 | 19.90 | 6,441 | -115 | 732 |
1 Feb | 49506.95 | 134 | -66.15 | 20.45 | 10,781 | -100 | 841 |
31 Jan | 49587.20 | 201.35 | -74 | 23.14 | 7,639 | 680 | 893 |
30 Jan | 49311.95 | 281.6 | -60.65 | 24.42 | 547 | 57 | 218 |
29 Jan | 49165.95 | 329.2 | -35.15 | 24.30 | 223 | 16 | 163 |
28 Jan | 48866.85 | 358.55 | -197.3 | 23.45 | 191 | 30 | 152 |
27 Jan | 48064.65 | 555.05 | 80.8 | 23.08 | 55 | 24 | 125 |
24 Jan | 48367.80 | 480.75 | 70.25 | 22.37 | 36 | 7 | 101 |
23 Jan | 48589.00 | 416.95 | 36.95 | 21.96 | 16 | 7 | 93 |
22 Jan | 48724.40 | 380 | -56.25 | 21.68 | 64 | 35 | 86 |
21 Jan | 48570.90 | 436.25 | 151.40 | 22.05 | 7 | 0 | 50 |
20 Jan | 49350.80 | 284.85 | -135.20 | 21.36 | 1 | 0 | 50 |
17 Jan | 48540.60 | 420.05 | 219.65 | 20.53 | 64 | 47 | 51 |
16 Jan | 49278.70 | 200.4 | -204.55 | 18.46 | 2 | 0 | 2 |
15 Jan | 48751.70 | 404.95 | 1.15 | 20.80 | 4 | 1 | 3 |
14 Jan | 48729.15 | 403.8 | -176.45 | 21.08 | 2 | 1 | 2 |
13 Jan | 48041.25 | 580.25 | 346.70 | 20.60 | 1 | 0 | 0 |
10 Jan | 48734.15 | 233.55 | 233.55 | 3.59 | 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 46600 expiring on 27FEB2025
Delta for 46600 PE is -0.04
Historical price for 46600 PE is as follows
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 36.75, which was -10.95 lower than the previous day. The implied volatity was 19.64, the open interest changed by -4 which decreased total open position to 1280
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 46.9, which was -3.35 lower than the previous day. The implied volatity was 21.02, the open interest changed by -9 which decreased total open position to 1285
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 49.5, which was -19.25 lower than the previous day. The implied volatity was 20.33, the open interest changed by 63 which increased total open position to 1315
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 68.3, which was -67.95 lower than the previous day. The implied volatity was 20.57, the open interest changed by 558 which increased total open position to 1285
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 135.95, which was 3.35 higher than the previous day. The implied volatity was 19.90, the open interest changed by -115 which decreased total open position to 732
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 134, which was -66.15 lower than the previous day. The implied volatity was 20.45, the open interest changed by -100 which decreased total open position to 841
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 201.35, which was -74 lower than the previous day. The implied volatity was 23.14, the open interest changed by 680 which increased total open position to 893
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 281.6, which was -60.65 lower than the previous day. The implied volatity was 24.42, the open interest changed by 57 which increased total open position to 218
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 329.2, which was -35.15 lower than the previous day. The implied volatity was 24.30, the open interest changed by 16 which increased total open position to 163
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 358.55, which was -197.3 lower than the previous day. The implied volatity was 23.45, the open interest changed by 30 which increased total open position to 152
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 555.05, which was 80.8 higher than the previous day. The implied volatity was 23.08, the open interest changed by 24 which increased total open position to 125
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 480.75, which was 70.25 higher than the previous day. The implied volatity was 22.37, the open interest changed by 7 which increased total open position to 101
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 416.95, which was 36.95 higher than the previous day. The implied volatity was 21.96, the open interest changed by 7 which increased total open position to 93
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 380, which was -56.25 lower than the previous day. The implied volatity was 21.68, the open interest changed by 35 which increased total open position to 86
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 436.25, which was 151.40 higher than the previous day. The implied volatity was 22.05, the open interest changed by 0 which decreased total open position to 50
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 284.85, which was -135.20 lower than the previous day. The implied volatity was 21.36, the open interest changed by 0 which decreased total open position to 50
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 420.05, which was 219.65 higher than the previous day. The implied volatity was 20.53, the open interest changed by 47 which increased total open position to 51
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 200.4, which was -204.55 lower than the previous day. The implied volatity was 18.46, the open interest changed by 0 which decreased total open position to 2
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 404.95, which was 1.15 higher than the previous day. The implied volatity was 20.80, the open interest changed by 1 which increased total open position to 3
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 403.8, which was -176.45 lower than the previous day. The implied volatity was 21.08, the open interest changed by 1 which increased total open position to 2
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 580.25, which was 346.70 higher than the previous day. The implied volatity was 20.60, 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 233.55, which was 233.55 higher than the previous day. The implied volatity was 3.59, 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