BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
07 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 47000 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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7 Feb | 50158.85 | 3410 | -236.65 | - | 548 | 91 | 1,326 | |||
6 Feb | 50382.10 | 3660 | 92.25 | - | 501 | 249 | 1,235 | |||
5 Feb | 50343.05 | 3548 | 175.8 | - | 300 | 92 | 985 | |||
4 Feb | 50157.95 | 3399 | 717.35 | - | 820 | -112 | 893 | |||
3 Feb | 49210.55 | 2677.85 | -254.8 | 18.26 | 1,883 | -339 | 1,005 | |||
1 Feb | 49506.95 | 2937.05 | -177.1 | 16.41 | 2,568 | 284 | 1,344 | |||
31 Jan | 49587.20 | 3139.85 | 144.7 | 20.21 | 930 | 284 | 1,058 | |||
30 Jan | 49311.95 | 3028.55 | 192.35 | 22.00 | 587 | 276 | 761 | |||
29 Jan | 49165.95 | 2842.7 | 233.6 | 21.61 | 414 | 50 | 479 | |||
28 Jan | 48866.85 | 2624.15 | 554.45 | 20.79 | 955 | -129 | 440 | |||
27 Jan | 48064.65 | 2050 | -229.15 | 22.05 | 701 | 167 | 569 | |||
24 Jan | 48367.80 | 2251.05 | -260.3 | 19.80 | 282 | 68 | 403 | |||
23 Jan | 48589.00 | 2484.3 | -149.85 | 20.34 | 125 | 3 | 335 | |||
22 Jan | 48724.40 | 2634.15 | 23.15 | 20.24 | 397 | 95 | 331 | |||
21 Jan | 48570.90 | 2611 | -505.00 | 21.52 | 99 | 5 | 236 | |||
20 Jan | 49350.80 | 3116 | 563.75 | 19.71 | 92 | -4 | 225 | |||
17 Jan | 48540.60 | 2552.25 | -577.60 | 19.67 | 91 | 11 | 229 | |||
16 Jan | 49278.70 | 3129.85 | 398.90 | 17.08 | 107 | -16 | 219 | |||
15 Jan | 48751.70 | 2730.95 | -132.05 | 18.89 | 109 | -7 | 235 | |||
14 Jan | 48729.15 | 2863 | 582.85 | 19.48 | 154 | -5 | 242 | |||
13 Jan | 48041.25 | 2280.15 | -417.05 | 19.79 | 212 | 23 | 247 | |||
10 Jan | 48734.15 | 2697.2 | -672.80 | 16.32 | 52 | 19 | 220 | |||
9 Jan | 49503.50 | 3370 | -419.00 | 16.32 | 91 | 4 | 197 | |||
8 Jan | 49835.05 | 3789 | -161.00 | 20.08 | 25 | 12 | 192 | |||
7 Jan | 50202.15 | 3950 | 150.00 | 15.89 | 71 | 36 | 171 | |||
6 Jan | 49922.00 | 3800 | -1075.00 | 16.79 | 115 | 75 | 135 | |||
3 Jan | 50988.80 | 4875 | -395.10 | 20.20 | 20 | 9 | 59 | |||
2 Jan | 51605.55 | 5270.1 | - | 57 | 29 | 35 |
For Nifty Bank - strike price 47000 expiring on 27FEB2025
Delta for 47000 CE is -
Historical price for 47000 CE is as follows
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 3410, which was -236.65 lower than the previous day. The implied volatity was -, the open interest changed by 91 which increased total open position to 1326
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 3660, which was 92.25 higher than the previous day. The implied volatity was -, the open interest changed by 249 which increased total open position to 1235
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 3548, which was 175.8 higher than the previous day. The implied volatity was -, the open interest changed by 92 which increased total open position to 985
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 3399, which was 717.35 higher than the previous day. The implied volatity was -, the open interest changed by -112 which decreased total open position to 893
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 2677.85, which was -254.8 lower than the previous day. The implied volatity was 18.26, the open interest changed by -339 which decreased total open position to 1005
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 2937.05, which was -177.1 lower than the previous day. The implied volatity was 16.41, the open interest changed by 284 which increased total open position to 1344
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 3139.85, which was 144.7 higher than the previous day. The implied volatity was 20.21, the open interest changed by 284 which increased total open position to 1058
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 3028.55, which was 192.35 higher than the previous day. The implied volatity was 22.00, the open interest changed by 276 which increased total open position to 761
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 2842.7, which was 233.6 higher than the previous day. The implied volatity was 21.61, the open interest changed by 50 which increased total open position to 479
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 2624.15, which was 554.45 higher than the previous day. The implied volatity was 20.79, the open interest changed by -129 which decreased total open position to 440
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 2050, which was -229.15 lower than the previous day. The implied volatity was 22.05, the open interest changed by 167 which increased total open position to 569
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 2251.05, which was -260.3 lower than the previous day. The implied volatity was 19.80, the open interest changed by 68 which increased total open position to 403
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 2484.3, which was -149.85 lower than the previous day. The implied volatity was 20.34, the open interest changed by 3 which increased total open position to 335
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 2634.15, which was 23.15 higher than the previous day. The implied volatity was 20.24, the open interest changed by 95 which increased total open position to 331
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 2611, which was -505.00 lower than the previous day. The implied volatity was 21.52, the open interest changed by 5 which increased total open position to 236
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 3116, which was 563.75 higher than the previous day. The implied volatity was 19.71, the open interest changed by -4 which decreased total open position to 225
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 2552.25, which was -577.60 lower than the previous day. The implied volatity was 19.67, the open interest changed by 11 which increased total open position to 229
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 3129.85, which was 398.90 higher than the previous day. The implied volatity was 17.08, the open interest changed by -16 which decreased total open position to 219
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 2730.95, which was -132.05 lower than the previous day. The implied volatity was 18.89, the open interest changed by -7 which decreased total open position to 235
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 2863, which was 582.85 higher than the previous day. The implied volatity was 19.48, the open interest changed by -5 which decreased total open position to 242
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 2280.15, which was -417.05 lower than the previous day. The implied volatity was 19.79, the open interest changed by 23 which increased total open position to 247
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 2697.2, which was -672.80 lower than the previous day. The implied volatity was 16.32, the open interest changed by 19 which increased total open position to 220
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 3370, which was -419.00 lower than the previous day. The implied volatity was 16.32, the open interest changed by 4 which increased total open position to 197
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 3789, which was -161.00 lower than the previous day. The implied volatity was 20.08, the open interest changed by 12 which increased total open position to 192
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 3950, which was 150.00 higher than the previous day. The implied volatity was 15.89, the open interest changed by 36 which increased total open position to 171
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 3800, which was -1075.00 lower than the previous day. The implied volatity was 16.79, the open interest changed by 75 which increased total open position to 135
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 4875, which was -395.10 lower than the previous day. The implied volatity was 20.20, the open interest changed by 9 which increased total open position to 59
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 5270.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 35
BANKNIFTY 27FEB2025 47000 PE | |||||||
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Delta: -0.05
Vega: 12.83
Theta: -5.41
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Feb | 50158.85 | 52.2 | -12 | 19.22 | 1,66,031 | 4,594 | 40,495 |
6 Feb | 50382.10 | 64.7 | -2.7 | 20.65 | 65,610 | 5,237 | 38,742 |
5 Feb | 50343.05 | 70.15 | -21.85 | 20.08 | 75,606 | 1,537 | 33,536 |
4 Feb | 50157.95 | 90.45 | -89.05 | 20.10 | 1,02,085 | 4,414 | 32,521 |
3 Feb | 49210.55 | 180 | 9.65 | 19.53 | 86,532 | 4,217 | 28,385 |
1 Feb | 49506.95 | 168.1 | -80.8 | 19.85 | 1,57,082 | 3,596 | 24,150 |
31 Jan | 49587.20 | 243.05 | -92.65 | 22.52 | 91,550 | 3,152 | 20,571 |
30 Jan | 49311.95 | 336 | -82 | 23.84 | 22,042 | 4,601 | 17,248 |
29 Jan | 49165.95 | 413.5 | -35.35 | 24.29 | 10,082 | 812 | 12,637 |
28 Jan | 48866.85 | 442.3 | -224.1 | 23.28 | 20,129 | 4,163 | 11,686 |
27 Jan | 48064.65 | 676.9 | 107.9 | 22.92 | 11,181 | 833 | 7,555 |
24 Jan | 48367.80 | 580.55 | 83.3 | 22.16 | 7,225 | 458 | 6,659 |
23 Jan | 48589.00 | 507 | 41.95 | 21.73 | 3,340 | -243 | 6,212 |
22 Jan | 48724.40 | 465.05 | -54.95 | 21.49 | 6,304 | 352 | 6,499 |
21 Jan | 48570.90 | 520 | 163.20 | 21.69 | 5,417 | 533 | 6,184 |
20 Jan | 49350.80 | 356.8 | -165.85 | 21.30 | 5,783 | 208 | 5,666 |
17 Jan | 48540.60 | 522.65 | 170.65 | 20.58 | 5,674 | 275 | 5,466 |
16 Jan | 49278.70 | 352 | -113.00 | 20.57 | 3,541 | 278 | 5,294 |
15 Jan | 48751.70 | 465 | 17.95 | 20.17 | 2,684 | -446 | 5,025 |
14 Jan | 48729.15 | 447.05 | -246.10 | 20.11 | 5,028 | 32 | 5,452 |
13 Jan | 48041.25 | 693.15 | 182.15 | 20.47 | 7,787 | 614 | 5,612 |
10 Jan | 48734.15 | 511 | 188.05 | 20.21 | 6,460 | 854 | 5,002 |
9 Jan | 49503.50 | 322.95 | 48.25 | 19.41 | 3,631 | -256 | 4,149 |
8 Jan | 49835.05 | 274.7 | 38.40 | 19.17 | 4,180 | 71 | 4,401 |
7 Jan | 50202.15 | 236.3 | -73.30 | 19.25 | 3,019 | -272 | 4,334 |
6 Jan | 49922.00 | 309.6 | 163.95 | 20.13 | 10,352 | -249 | 4,618 |
3 Jan | 50988.80 | 145.65 | 29.80 | 18.49 | 6,096 | 2,222 | 4,925 |
2 Jan | 51605.55 | 115.85 | 18.99 | 1,314 | 33 | 2,750 |
For Nifty Bank - strike price 47000 expiring on 27FEB2025
Delta for 47000 PE is -0.05
Historical price for 47000 PE is as follows
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 52.2, which was -12 lower than the previous day. The implied volatity was 19.22, the open interest changed by 4594 which increased total open position to 40495
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 64.7, which was -2.7 lower than the previous day. The implied volatity was 20.65, the open interest changed by 5237 which increased total open position to 38742
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 70.15, which was -21.85 lower than the previous day. The implied volatity was 20.08, the open interest changed by 1537 which increased total open position to 33536
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 90.45, which was -89.05 lower than the previous day. The implied volatity was 20.10, the open interest changed by 4414 which increased total open position to 32521
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 180, which was 9.65 higher than the previous day. The implied volatity was 19.53, the open interest changed by 4217 which increased total open position to 28385
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 168.1, which was -80.8 lower than the previous day. The implied volatity was 19.85, the open interest changed by 3596 which increased total open position to 24150
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 243.05, which was -92.65 lower than the previous day. The implied volatity was 22.52, the open interest changed by 3152 which increased total open position to 20571
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 336, which was -82 lower than the previous day. The implied volatity was 23.84, the open interest changed by 4601 which increased total open position to 17248
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 413.5, which was -35.35 lower than the previous day. The implied volatity was 24.29, the open interest changed by 812 which increased total open position to 12637
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 442.3, which was -224.1 lower than the previous day. The implied volatity was 23.28, the open interest changed by 4163 which increased total open position to 11686
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 676.9, which was 107.9 higher than the previous day. The implied volatity was 22.92, the open interest changed by 833 which increased total open position to 7555
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 580.55, which was 83.3 higher than the previous day. The implied volatity was 22.16, the open interest changed by 458 which increased total open position to 6659
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 507, which was 41.95 higher than the previous day. The implied volatity was 21.73, the open interest changed by -243 which decreased total open position to 6212
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 465.05, which was -54.95 lower than the previous day. The implied volatity was 21.49, the open interest changed by 352 which increased total open position to 6499
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 520, which was 163.20 higher than the previous day. The implied volatity was 21.69, the open interest changed by 533 which increased total open position to 6184
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 356.8, which was -165.85 lower than the previous day. The implied volatity was 21.30, the open interest changed by 208 which increased total open position to 5666
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 522.65, which was 170.65 higher than the previous day. The implied volatity was 20.58, the open interest changed by 275 which increased total open position to 5466
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 352, which was -113.00 lower than the previous day. The implied volatity was 20.57, the open interest changed by 278 which increased total open position to 5294
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 465, which was 17.95 higher than the previous day. The implied volatity was 20.17, the open interest changed by -446 which decreased total open position to 5025
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 447.05, which was -246.10 lower than the previous day. The implied volatity was 20.11, the open interest changed by 32 which increased total open position to 5452
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 693.15, which was 182.15 higher than the previous day. The implied volatity was 20.47, the open interest changed by 614 which increased total open position to 5612
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 511, which was 188.05 higher than the previous day. The implied volatity was 20.21, the open interest changed by 854 which increased total open position to 5002
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 322.95, which was 48.25 higher than the previous day. The implied volatity was 19.41, the open interest changed by -256 which decreased total open position to 4149
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 274.7, which was 38.40 higher than the previous day. The implied volatity was 19.17, the open interest changed by 71 which increased total open position to 4401
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 236.3, which was -73.30 lower than the previous day. The implied volatity was 19.25, the open interest changed by -272 which decreased total open position to 4334
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 309.6, which was 163.95 higher than the previous day. The implied volatity was 20.13, the open interest changed by -249 which decreased total open position to 4618
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 145.65, which was 29.80 higher than the previous day. The implied volatity was 18.49, the open interest changed by 2222 which increased total open position to 4925
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 115.85, which was lower than the previous day. The implied volatity was 18.99, the open interest changed by 33 which increased total open position to 2750