BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
19 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 46800 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 | 2774.9 | 331.6 | - | 2 | 0 | 153 | |||
18 Feb | 49087.30 | 2443.3 | 17.65 | 22.75 | 5 | 0 | 153 | |||
17 Feb | 49258.90 | 2425.65 | -145.6 | - | 1 | 0 | 153 | |||
14 Feb | 49099.45 | 2573.95 | -256.05 | 24.36 | 20 | 1 | 153 | |||
13 Feb | 49359.85 | 2830 | -611.85 | 23.63 | 5 | 2 | 154 | |||
12 Feb | 49479.45 | 3441.85 | 0 | 0.00 | 0 | 0 | 0 | |||
11 Feb | 49403.40 | 3441.85 | 0 | 0.00 | 0 | 0 | 0 | |||
10 Feb | 49981.00 | 3441.85 | 0 | 0.00 | 0 | 0 | 0 | |||
7 Feb | 50158.85 | 3441.85 | 0 | 0.00 | 0 | 0 | 0 | |||
6 Feb | 50382.10 | 3441.85 | 0 | 0.00 | 0 | 0 | 0 | |||
5 Feb | 50343.05 | 3441.85 | 0 | 0.00 | 0 | 2 | 0 | |||
4 Feb | 50157.95 | 3441.85 | 614.9 | - | 4 | 2 | 152 | |||
3 Feb | 49210.55 | 2804.7 | 144.5 | 16.03 | 161 | 146 | 150 | |||
1 Feb | 49506.95 | 2660.2 | -3941.05 | - | 8 | 2 | 2 | |||
31 Jan | 49587.20 | 6601.25 | 0 | - | 0 | 0 | 0 | |||
30 Jan | 49311.95 | 6601.25 | 0 | - | 0 | 0 | 0 | |||
29 Jan | 49165.95 | 6601.25 | 0 | - | 0 | 0 | 0 | |||
28 Jan | 48866.85 | 6601.25 | 0 | - | 0 | 0 | 0 | |||
27 Jan | 48064.65 | 6601.25 | 0 | - | 0 | 0 | 0 | |||
24 Jan | 48367.80 | 6601.25 | 0 | - | 0 | 0 | 0 | |||
23 Jan | 48589.00 | 6601.25 | 0.00 | - | 0 | 0 | 0 | |||
22 Jan | 48724.40 | 6601.25 | 0.00 | - | 0 | 0 | 0 | |||
21 Jan | 48570.90 | 6601.25 | 0.00 | - | 0 | 0 | 0 | |||
20 Jan | 49350.80 | 6601.25 | 0.00 | - | 0 | 0 | 0 | |||
17 Jan | 48540.60 | 6601.25 | 0.00 | - | 0 | 0 | 0 | |||
16 Jan | 49278.70 | 6601.25 | 0.00 | - | 0 | 0 | 0 | |||
15 Jan | 48751.70 | 6601.25 | 0.00 | - | 0 | 0 | 0 | |||
14 Jan | 48729.15 | 6601.25 | 0.00 | - | 0 | 0 | 0 | |||
13 Jan | 48041.25 | 6601.25 | 0.00 | - | 0 | 0 | 0 | |||
10 Jan | 48734.15 | 6601.25 | 0.00 | - | 0 | 0 | 0 | |||
9 Jan | 49503.50 | 6601.25 | 6601.25 | - | 0 | 0 | 0 | |||
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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 46800 expiring on 27FEB2025
Delta for 46800 CE is -
Historical price for 46800 CE is as follows
On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 2774.9, which was 331.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 153
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 2443.3, which was 17.65 higher than the previous day. The implied volatity was 22.75, the open interest changed by 0 which decreased total open position to 153
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 2425.65, which was -145.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 153
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 2573.95, which was -256.05 lower than the previous day. The implied volatity was 24.36, the open interest changed by 1 which increased total open position to 153
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 2830, which was -611.85 lower than the previous day. The implied volatity was 23.63, the open interest changed by 2 which increased total open position to 154
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 3441.85, 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 3441.85, 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 3441.85, 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 3441.85, 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 3441.85, 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 3441.85, 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 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 3441.85, which was 614.9 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 152
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 2804.7, which was 144.5 higher than the previous day. The implied volatity was 16.03, the open interest changed by 146 which increased total open position to 150
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 2660.2, which was -3941.05 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 6601.25, 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 6601.25, 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 6601.25, 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 6601.25, 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 6601.25, 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 6601.25, 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 6601.25, 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 6601.25, 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 6601.25, 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 6601.25, 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 6601.25, 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 6601.25, 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 6601.25, 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 6601.25, 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 6601.25, 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 6601.25, 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 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 6601.25, which was 6601.25 higher than the previous day. The implied volatity was -, 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 46800 PE | |||||||
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Delta: -0.03
Vega: 5.25
Theta: -6.68
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
19 Feb | 49570.10 | 20.05 | -24.6 | 21.68 | 37,874 | 2,837 | 5,012 |
18 Feb | 49087.30 | 46.2 | -0.05 | 21.10 | 20,022 | -78 | 2,239 |
17 Feb | 49258.90 | 44.85 | -9.1 | 21.39 | 30,957 | -131 | 2,561 |
14 Feb | 49099.45 | 58 | 7.05 | 18.77 | 22,894 | -747 | 2,694 |
13 Feb | 49359.85 | 54.5 | 3 | 19.41 | 11,519 | -268 | 3,442 |
12 Feb | 49479.45 | 51.25 | -8.45 | 19.50 | 28,183 | 225 | 3,687 |
11 Feb | 49403.40 | 67.4 | 25 | 19.32 | 13,268 | -457 | 3,478 |
10 Feb | 49981.00 | 43.5 | -1.05 | 19.83 | 7,265 | 2 | 3,942 |
7 Feb | 50158.85 | 43.25 | -11.7 | 19.38 | 18,000 | 16 | 3,936 |
6 Feb | 50382.10 | 56.2 | -1.35 | 20.92 | 9,130 | 355 | 3,929 |
5 Feb | 50343.05 | 57.9 | -21.15 | 20.12 | 7,971 | -39 | 3,574 |
4 Feb | 50157.95 | 82 | -73.75 | 20.53 | 25,934 | 1,994 | 3,630 |
3 Feb | 49210.55 | 156.3 | 7.1 | 19.70 | 9,024 | 628 | 1,653 |
1 Feb | 49506.95 | 148.6 | -74.7 | 20.09 | 12,679 | 47 | 906 |
31 Jan | 49587.20 | 223.25 | -80.95 | 22.90 | 10,265 | 551 | 896 |
30 Jan | 49311.95 | 299.7 | -79 | 23.89 | 875 | 94 | 345 |
29 Jan | 49165.95 | 366.6 | -35.35 | 24.21 | 352 | 115 | 253 |
28 Jan | 48866.85 | 404.75 | -204.25 | 23.46 | 186 | -27 | 139 |
27 Jan | 48064.65 | 610.25 | 93.85 | 22.88 | 269 | 48 | 172 |
24 Jan | 48367.80 | 524 | 75.2 | 22.21 | 235 | 48 | 122 |
23 Jan | 48589.00 | 451.35 | 25.35 | 21.65 | 24 | -1 | 75 |
22 Jan | 48724.40 | 426 | -44.80 | 21.70 | 220 | -20 | 74 |
21 Jan | 48570.90 | 470.8 | 168.80 | 21.75 | 36 | 25 | 84 |
20 Jan | 49350.80 | 302 | -49.60 | 20.88 | 4 | 1 | 59 |
17 Jan | 48540.60 | 351.6 | 0.00 | 0.00 | 0 | 31 | 0 |
16 Jan | 49278.70 | 351.6 | -89.70 | 21.47 | 37 | 31 | 58 |
15 Jan | 48751.70 | 441.3 | -28.20 | 20.61 | 1 | 0 | 26 |
14 Jan | 48729.15 | 469.5 | -172.15 | 21.51 | 46 | -45 | 26 |
13 Jan | 48041.25 | 641.65 | 350.50 | 20.66 | 15 | -1 | 70 |
10 Jan | 48734.15 | 291.15 | 0.00 | 0.00 | 0 | 71 | 0 |
9 Jan | 49503.50 | 291.15 | 291.15 | 19.50 | 311 | 73 | 73 |
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 46800 expiring on 27FEB2025
Delta for 46800 PE is -0.03
Historical price for 46800 PE is as follows
On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 20.05, which was -24.6 lower than the previous day. The implied volatity was 21.68, the open interest changed by 2837 which increased total open position to 5012
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 46.2, which was -0.05 lower than the previous day. The implied volatity was 21.10, the open interest changed by -78 which decreased total open position to 2239
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 44.85, which was -9.1 lower than the previous day. The implied volatity was 21.39, the open interest changed by -131 which decreased total open position to 2561
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 58, which was 7.05 higher than the previous day. The implied volatity was 18.77, the open interest changed by -747 which decreased total open position to 2694
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 54.5, which was 3 higher than the previous day. The implied volatity was 19.41, the open interest changed by -268 which decreased total open position to 3442
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 51.25, which was -8.45 lower than the previous day. The implied volatity was 19.50, the open interest changed by 225 which increased total open position to 3687
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 67.4, which was 25 higher than the previous day. The implied volatity was 19.32, the open interest changed by -457 which decreased total open position to 3478
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 43.5, which was -1.05 lower than the previous day. The implied volatity was 19.83, the open interest changed by 2 which increased total open position to 3942
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 43.25, which was -11.7 lower than the previous day. The implied volatity was 19.38, the open interest changed by 16 which increased total open position to 3936
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 56.2, which was -1.35 lower than the previous day. The implied volatity was 20.92, the open interest changed by 355 which increased total open position to 3929
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 57.9, which was -21.15 lower than the previous day. The implied volatity was 20.12, the open interest changed by -39 which decreased total open position to 3574
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 82, which was -73.75 lower than the previous day. The implied volatity was 20.53, the open interest changed by 1994 which increased total open position to 3630
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 156.3, which was 7.1 higher than the previous day. The implied volatity was 19.70, the open interest changed by 628 which increased total open position to 1653
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 148.6, which was -74.7 lower than the previous day. The implied volatity was 20.09, the open interest changed by 47 which increased total open position to 906
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 223.25, which was -80.95 lower than the previous day. The implied volatity was 22.90, the open interest changed by 551 which increased total open position to 896
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 299.7, which was -79 lower than the previous day. The implied volatity was 23.89, the open interest changed by 94 which increased total open position to 345
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 366.6, which was -35.35 lower than the previous day. The implied volatity was 24.21, the open interest changed by 115 which increased total open position to 253
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 404.75, which was -204.25 lower than the previous day. The implied volatity was 23.46, the open interest changed by -27 which decreased total open position to 139
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 610.25, which was 93.85 higher than the previous day. The implied volatity was 22.88, the open interest changed by 48 which increased total open position to 172
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 524, which was 75.2 higher than the previous day. The implied volatity was 22.21, the open interest changed by 48 which increased total open position to 122
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 451.35, which was 25.35 higher than the previous day. The implied volatity was 21.65, the open interest changed by -1 which decreased total open position to 75
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 426, which was -44.80 lower than the previous day. The implied volatity was 21.70, the open interest changed by -20 which decreased total open position to 74
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 470.8, which was 168.80 higher than the previous day. The implied volatity was 21.75, the open interest changed by 25 which increased total open position to 84
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 302, which was -49.60 lower than the previous day. The implied volatity was 20.88, the open interest changed by 1 which increased total open position to 59
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 351.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 31 which increased total open position to 0
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 351.6, which was -89.70 lower than the previous day. The implied volatity was 21.47, the open interest changed by 31 which increased total open position to 58
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 441.3, which was -28.20 lower than the previous day. The implied volatity was 20.61, the open interest changed by 0 which decreased total open position to 26
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 469.5, which was -172.15 lower than the previous day. The implied volatity was 21.51, the open interest changed by -45 which decreased total open position to 26
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 641.65, which was 350.50 higher than the previous day. The implied volatity was 20.66, the open interest changed by -1 which decreased total open position to 70
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 291.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 71 which increased total open position to 0
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 291.15, which was 291.15 higher than the previous day. The implied volatity was 19.50, the open interest changed by 73 which increased total open position to 73
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