BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
19 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 47700 CE | ||||||||||
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Delta: 0.93
Vega: 9.67
Theta: -23.11
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
19 Feb | 49570.10 | 1971.3 | 336.7 | 18.22 | 71 | -28 | 342 | |||
18 Feb | 49087.30 | 1622.25 | -249.75 | 20.31 | 1,337 | -781 | 372 | |||
17 Feb | 49258.90 | 1928.2 | 149.65 | 24.95 | 3,145 | 1,046 | 1,193 | |||
14 Feb | 49099.45 | 1721.6 | -289.4 | 19.59 | 112 | -1 | 147 | |||
13 Feb | 49359.85 | 2024 | -126.25 | 21.25 | 119 | -50 | 150 | |||
12 Feb | 49479.45 | 2158.7 | 108.7 | 19.55 | 127 | 9 | 202 | |||
11 Feb | 49403.40 | 2050 | -536 | 19.50 | 46 | 5 | 194 | |||
10 Feb | 49981.00 | 2586 | -154.85 | 18.52 | 54 | -1 | 193 | |||
7 Feb | 50158.85 | 2750.6 | -249.4 | - | 153 | 45 | 195 | |||
6 Feb | 50382.10 | 3000 | 0 | 0.00 | 0 | 0 | 0 | |||
5 Feb | 50343.05 | 3000 | 253.3 | 19.11 | 11 | 0 | 150 | |||
4 Feb | 50157.95 | 2724.75 | 615.1 | 11.61 | 121 | -27 | 150 | |||
3 Feb | 49210.55 | 2089.95 | -309.9 | 17.90 | 111 | 5 | 183 | |||
1 Feb | 49506.95 | 2399.85 | -147.1 | 18.61 | 39 | 12 | 178 | |||
31 Jan | 49587.20 | 2543.65 | 219.95 | 19.80 | 169 | 76 | 166 | |||
30 Jan | 49311.95 | 2323.7 | 73.7 | 17.67 | 18 | 0 | 88 | |||
29 Jan | 49165.95 | 2250 | 198 | 20.07 | 9 | -2 | 87 | |||
28 Jan | 48866.85 | 2052 | 431.3 | 19.56 | 43 | -8 | 89 | |||
27 Jan | 48064.65 | 1651.35 | -4184.85 | 22.61 | 176 | 97 | 97 | |||
24 Jan | 48367.80 | 5836.2 | 0 | - | 0 | 0 | 0 | |||
23 Jan | 48589.00 | 5836.2 | 0.00 | - | 0 | 0 | 0 | |||
22 Jan | 48724.40 | 5836.2 | 0.00 | - | 0 | 0 | 0 | |||
21 Jan | 48570.90 | 5836.2 | 0.00 | - | 0 | 0 | 0 | |||
20 Jan | 49350.80 | 5836.2 | 0.00 | - | 0 | 0 | 0 | |||
17 Jan | 48540.60 | 5836.2 | 0.00 | - | 0 | 0 | 0 | |||
16 Jan | 49278.70 | 5836.2 | 0.00 | - | 0 | 0 | 0 | |||
15 Jan | 48751.70 | 5836.2 | 0.00 | - | 0 | 0 | 0 | |||
14 Jan | 48729.15 | 5836.2 | 0.00 | - | 0 | 0 | 0 | |||
13 Jan | 48041.25 | 5836.2 | 0.00 | - | 0 | 0 | 0 | |||
10 Jan | 48734.15 | 5836.2 | 0.00 | - | 0 | 0 | 0 | |||
9 Jan | 49503.50 | 5836.2 | 0.00 | - | 0 | 0 | 0 | |||
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8 Jan | 49835.05 | 5836.2 | 0.00 | - | 0 | 0 | 0 | |||
7 Jan | 50202.15 | 5836.2 | 5836.20 | - | 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 47700 expiring on 27FEB2025
Delta for 47700 CE is 0.93
Historical price for 47700 CE is as follows
On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 1971.3, which was 336.7 higher than the previous day. The implied volatity was 18.22, the open interest changed by -28 which decreased total open position to 342
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 1622.25, which was -249.75 lower than the previous day. The implied volatity was 20.31, the open interest changed by -781 which decreased total open position to 372
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 1928.2, which was 149.65 higher than the previous day. The implied volatity was 24.95, the open interest changed by 1046 which increased total open position to 1193
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 1721.6, which was -289.4 lower than the previous day. The implied volatity was 19.59, the open interest changed by -1 which decreased total open position to 147
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 2024, which was -126.25 lower than the previous day. The implied volatity was 21.25, the open interest changed by -50 which decreased total open position to 150
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 2158.7, which was 108.7 higher than the previous day. The implied volatity was 19.55, the open interest changed by 9 which increased total open position to 202
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 2050, which was -536 lower than the previous day. The implied volatity was 19.50, the open interest changed by 5 which increased total open position to 194
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 2586, which was -154.85 lower than the previous day. The implied volatity was 18.52, the open interest changed by -1 which decreased total open position to 193
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 2750.6, which was -249.4 lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 195
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 3000, 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 3000, which was 253.3 higher than the previous day. The implied volatity was 19.11, the open interest changed by 0 which decreased total open position to 150
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 2724.75, which was 615.1 higher than the previous day. The implied volatity was 11.61, the open interest changed by -27 which decreased total open position to 150
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 2089.95, which was -309.9 lower than the previous day. The implied volatity was 17.90, the open interest changed by 5 which increased total open position to 183
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 2399.85, which was -147.1 lower than the previous day. The implied volatity was 18.61, the open interest changed by 12 which increased total open position to 178
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 2543.65, which was 219.95 higher than the previous day. The implied volatity was 19.80, the open interest changed by 76 which increased total open position to 166
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 2323.7, which was 73.7 higher than the previous day. The implied volatity was 17.67, the open interest changed by 0 which decreased total open position to 88
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 2250, which was 198 higher than the previous day. The implied volatity was 20.07, the open interest changed by -2 which decreased total open position to 87
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 2052, which was 431.3 higher than the previous day. The implied volatity was 19.56, the open interest changed by -8 which decreased total open position to 89
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 1651.35, which was -4184.85 lower than the previous day. The implied volatity was 22.61, the open interest changed by 97 which increased total open position to 97
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 5836.2, 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 5836.2, 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 5836.2, 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 5836.2, 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 5836.2, 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 5836.2, 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 5836.2, 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 5836.2, 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 5836.2, 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 5836.2, 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 5836.2, 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 5836.2, 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 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 5836.2, 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 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 5836.2, which was 5836.20 higher than the previous day. The implied volatity was -, 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 47700 PE | |||||||
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Delta: -0.09
Vega: 11.59
Theta: -13.33
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
19 Feb | 49570.10 | 59.45 | -62.4 | 20.04 | 44,522 | -2,429 | 2,891 |
18 Feb | 49087.30 | 128.9 | 11.8 | 19.85 | 40,442 | 2,436 | 5,352 |
17 Feb | 49258.90 | 115.6 | -22.2 | 20.03 | 49,266 | 493 | 2,873 |
14 Feb | 49099.45 | 149.1 | 23.95 | 17.73 | 36,197 | -269 | 2,533 |
13 Feb | 49359.85 | 130.1 | 11.15 | 18.26 | 20,840 | 200 | 2,823 |
12 Feb | 49479.45 | 123.7 | -12.45 | 18.58 | 34,462 | -504 | 2,662 |
11 Feb | 49403.40 | 149.15 | 57.2 | 18.17 | 15,923 | -528 | 3,159 |
10 Feb | 49981.00 | 93.45 | -0.25 | 18.56 | 16,451 | 1,344 | 3,689 |
7 Feb | 50158.85 | 93.05 | -14.65 | 18.42 | 19,274 | -27 | 2,344 |
6 Feb | 50382.10 | 108.3 | -5 | 19.83 | 7,914 | -396 | 2,424 |
5 Feb | 50343.05 | 117.2 | -34.5 | 19.28 | 9,040 | 168 | 3,038 |
4 Feb | 50157.95 | 152.75 | -135.4 | 19.51 | 19,312 | 706 | 3,053 |
3 Feb | 49210.55 | 281.65 | 13.7 | 18.70 | 14,444 | 880 | 2,398 |
1 Feb | 49506.95 | 265.95 | -102.7 | 19.26 | 17,633 | 419 | 1,578 |
31 Jan | 49587.20 | 359.15 | -112.65 | 21.98 | 12,003 | 489 | 1,176 |
30 Jan | 49311.95 | 470.2 | -106.85 | 23.18 | 596 | 154 | 670 |
29 Jan | 49165.95 | 567.2 | -53.9 | 23.66 | 550 | 141 | 516 |
28 Jan | 48866.85 | 620.15 | -284.9 | 22.88 | 1,013 | 158 | 363 |
27 Jan | 48064.65 | 908.6 | 116.6 | 22.31 | 653 | 17 | 205 |
24 Jan | 48367.80 | 805.15 | 126.1 | 21.92 | 240 | 42 | 179 |
23 Jan | 48589.00 | 690.15 | 47.85 | 21.14 | 97 | 18 | 137 |
22 Jan | 48724.40 | 642.3 | -60.35 | 21.02 | 213 | 45 | 118 |
21 Jan | 48570.90 | 702.65 | 250.25 | 21.11 | 47 | -3 | 74 |
20 Jan | 49350.80 | 452.4 | -252.10 | 19.84 | 90 | 8 | 77 |
17 Jan | 48540.60 | 704.5 | 174.95 | 20.02 | 178 | 38 | 69 |
16 Jan | 49278.70 | 529.55 | -120.45 | 20.90 | 43 | 1 | 19 |
15 Jan | 48751.70 | 650 | 0.00 | 19.94 | 2 | 1 | 18 |
14 Jan | 48729.15 | 650 | -263.70 | 20.31 | 38 | 14 | 16 |
13 Jan | 48041.25 | 913.7 | 539.60 | 19.95 | 3 | 1 | 1 |
10 Jan | 48734.15 | 374.1 | 0.00 | 2.31 | 0 | 0 | 0 |
9 Jan | 49503.50 | 374.1 | 0.00 | 3.12 | 0 | 0 | 0 |
8 Jan | 49835.05 | 374.1 | 0.00 | 3.46 | 0 | 0 | 0 |
7 Jan | 50202.15 | 374.1 | 374.10 | 3.81 | 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 47700 expiring on 27FEB2025
Delta for 47700 PE is -0.09
Historical price for 47700 PE is as follows
On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 59.45, which was -62.4 lower than the previous day. The implied volatity was 20.04, the open interest changed by -2429 which decreased total open position to 2891
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 128.9, which was 11.8 higher than the previous day. The implied volatity was 19.85, the open interest changed by 2436 which increased total open position to 5352
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 115.6, which was -22.2 lower than the previous day. The implied volatity was 20.03, the open interest changed by 493 which increased total open position to 2873
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 149.1, which was 23.95 higher than the previous day. The implied volatity was 17.73, the open interest changed by -269 which decreased total open position to 2533
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 130.1, which was 11.15 higher than the previous day. The implied volatity was 18.26, the open interest changed by 200 which increased total open position to 2823
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 123.7, which was -12.45 lower than the previous day. The implied volatity was 18.58, the open interest changed by -504 which decreased total open position to 2662
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 149.15, which was 57.2 higher than the previous day. The implied volatity was 18.17, the open interest changed by -528 which decreased total open position to 3159
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 93.45, which was -0.25 lower than the previous day. The implied volatity was 18.56, the open interest changed by 1344 which increased total open position to 3689
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 93.05, which was -14.65 lower than the previous day. The implied volatity was 18.42, the open interest changed by -27 which decreased total open position to 2344
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 108.3, which was -5 lower than the previous day. The implied volatity was 19.83, the open interest changed by -396 which decreased total open position to 2424
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 117.2, which was -34.5 lower than the previous day. The implied volatity was 19.28, the open interest changed by 168 which increased total open position to 3038
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 152.75, which was -135.4 lower than the previous day. The implied volatity was 19.51, the open interest changed by 706 which increased total open position to 3053
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 281.65, which was 13.7 higher than the previous day. The implied volatity was 18.70, the open interest changed by 880 which increased total open position to 2398
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 265.95, which was -102.7 lower than the previous day. The implied volatity was 19.26, the open interest changed by 419 which increased total open position to 1578
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 359.15, which was -112.65 lower than the previous day. The implied volatity was 21.98, the open interest changed by 489 which increased total open position to 1176
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 470.2, which was -106.85 lower than the previous day. The implied volatity was 23.18, the open interest changed by 154 which increased total open position to 670
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 567.2, which was -53.9 lower than the previous day. The implied volatity was 23.66, the open interest changed by 141 which increased total open position to 516
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 620.15, which was -284.9 lower than the previous day. The implied volatity was 22.88, the open interest changed by 158 which increased total open position to 363
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 908.6, which was 116.6 higher than the previous day. The implied volatity was 22.31, the open interest changed by 17 which increased total open position to 205
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 805.15, which was 126.1 higher than the previous day. The implied volatity was 21.92, the open interest changed by 42 which increased total open position to 179
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 690.15, which was 47.85 higher than the previous day. The implied volatity was 21.14, the open interest changed by 18 which increased total open position to 137
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 642.3, which was -60.35 lower than the previous day. The implied volatity was 21.02, the open interest changed by 45 which increased total open position to 118
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 702.65, which was 250.25 higher than the previous day. The implied volatity was 21.11, the open interest changed by -3 which decreased total open position to 74
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 452.4, which was -252.10 lower than the previous day. The implied volatity was 19.84, the open interest changed by 8 which increased total open position to 77
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 704.5, which was 174.95 higher than the previous day. The implied volatity was 20.02, the open interest changed by 38 which increased total open position to 69
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 529.55, which was -120.45 lower than the previous day. The implied volatity was 20.90, the open interest changed by 1 which increased total open position to 19
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 650, which was 0.00 lower than the previous day. The implied volatity was 19.94, the open interest changed by 1 which increased total open position to 18
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 650, which was -263.70 lower than the previous day. The implied volatity was 20.31, the open interest changed by 14 which increased total open position to 16
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 913.7, which was 539.60 higher than the previous day. The implied volatity was 19.95, the open interest changed by 1 which increased total open position to 1
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 374.1, which was 0.00 lower than the previous day. The implied volatity was 2.31, 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 374.1, which was 0.00 lower than the previous day. The implied volatity was 3.12, 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 374.1, which was 0.00 lower than the previous day. The implied volatity was 3.46, 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 374.1, which was 374.10 higher than the previous day. The implied volatity was 3.81, 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