`
[--[65.84.65.76]--]
BANKNIFTY
Nifty Bank

50158.85 -223.25 (-0.44%)

Back to Option Chain


Historical option data for BANKNIFTY

07 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 47000 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
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
Delta: -0.05
Vega: 12.83
Theta: -5.41
Gamma: 0.00
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