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BANKNIFTY
Nifty Bank

49570.1 482.80 (0.98%)

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Historical option data for BANKNIFTY

19 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 47700 CE
Delta: 0.93
Vega: 9.67
Theta: -23.11
Gamma: 0.00
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
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
Delta: -0.09
Vega: 11.59
Theta: -13.33
Gamma: 0.00
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