BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
18 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 47800 CE | ||||||||||
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Delta: 0.82
Vega: 20.55
Theta: -34.17
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
18 Feb | 49087.30 | 1548.45 | -254.65 | 20.70 | 86 | 13 | 302 | |||
17 Feb | 49258.90 | 1831.45 | 147.25 | 23.59 | 472 | 48 | 290 | |||
14 Feb | 49099.45 | 1638.35 | -303.85 | 19.41 | 119 | 19 | 243 | |||
13 Feb | 49359.85 | 1931.4 | -113.7 | 20.77 | 167 | -57 | 225 | |||
12 Feb | 49479.45 | 2070.7 | 8.5 | 19.02 | 160 | 18 | 284 | |||
11 Feb | 49403.40 | 2030 | -870 | 21.59 | 10 | -4 | 265 | |||
10 Feb | 49981.00 | 2900 | 0 | 0.00 | 0 | 0 | 0 | |||
7 Feb | 50158.85 | 2900 | 0 | 0.00 | 0 | 0 | 0 | |||
6 Feb | 50382.10 | 2900 | 18.25 | 7.75 | 1 | 0 | 269 | |||
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5 Feb | 50343.05 | 2881.75 | 221.75 | 17.72 | 6 | -1 | 269 | |||
4 Feb | 50157.95 | 2635.1 | 628.85 | 12.27 | 35 | -4 | 270 | |||
3 Feb | 49210.55 | 2011.9 | -237.1 | 17.89 | 114 | -11 | 276 | |||
1 Feb | 49506.95 | 2251.5 | -184.15 | 16.55 | 93 | 6 | 288 | |||
31 Jan | 49587.20 | 2459.1 | 133.9 | 19.62 | 290 | 131 | 281 | |||
30 Jan | 49311.95 | 2325.2 | 121.25 | 19.98 | 19 | -2 | 150 | |||
29 Jan | 49165.95 | 2203.95 | 175.55 | 20.76 | 13 | -1 | 152 | |||
28 Jan | 48866.85 | 2050 | 498 | 20.98 | 213 | -11 | 153 | |||
27 Jan | 48064.65 | 1537.95 | -197.85 | 21.66 | 564 | 147 | 158 | |||
24 Jan | 48367.80 | 1749 | -4004.45 | 20.44 | 17 | 11 | 11 | |||
23 Jan | 48589.00 | 5753.45 | 0.00 | - | 0 | 0 | 0 | |||
22 Jan | 48724.40 | 5753.45 | 0.00 | - | 0 | 0 | 0 | |||
21 Jan | 48570.90 | 5753.45 | 0.00 | - | 0 | 0 | 0 | |||
20 Jan | 49350.80 | 5753.45 | 0.00 | - | 0 | 0 | 0 | |||
17 Jan | 48540.60 | 5753.45 | 0.00 | - | 0 | 0 | 0 | |||
16 Jan | 49278.70 | 5753.45 | 0.00 | - | 0 | 0 | 0 | |||
15 Jan | 48751.70 | 5753.45 | 0.00 | - | 0 | 0 | 0 | |||
14 Jan | 48729.15 | 5753.45 | 0.00 | - | 0 | 0 | 0 | |||
13 Jan | 48041.25 | 5753.45 | 0.00 | - | 0 | 0 | 0 | |||
10 Jan | 48734.15 | 5753.45 | 0.00 | - | 0 | 0 | 0 | |||
9 Jan | 49503.50 | 5753.45 | 0.00 | - | 0 | 0 | 0 | |||
8 Jan | 49835.05 | 5753.45 | 0.00 | - | 0 | 0 | 0 | |||
7 Jan | 50202.15 | 5753.45 | 0.00 | - | 0 | 0 | 0 | |||
6 Jan | 49922.00 | 5753.45 | 0.00 | - | 0 | 0 | 0 | |||
3 Jan | 50988.80 | 5753.45 | 0.00 | - | 0 | 0 | 0 | |||
2 Jan | 51605.55 | 5753.45 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 47800 expiring on 27FEB2025
Delta for 47800 CE is 0.82
Historical price for 47800 CE is as follows
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 1548.45, which was -254.65 lower than the previous day. The implied volatity was 20.70, the open interest changed by 13 which increased total open position to 302
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 1831.45, which was 147.25 higher than the previous day. The implied volatity was 23.59, the open interest changed by 48 which increased total open position to 290
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 1638.35, which was -303.85 lower than the previous day. The implied volatity was 19.41, the open interest changed by 19 which increased total open position to 243
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 1931.4, which was -113.7 lower than the previous day. The implied volatity was 20.77, the open interest changed by -57 which decreased total open position to 225
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 2070.7, which was 8.5 higher than the previous day. The implied volatity was 19.02, the open interest changed by 18 which increased total open position to 284
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 2030, which was -870 lower than the previous day. The implied volatity was 21.59, the open interest changed by -4 which decreased total open position to 265
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 2900, 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 2900, 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 2900, which was 18.25 higher than the previous day. The implied volatity was 7.75, the open interest changed by 0 which decreased total open position to 269
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 2881.75, which was 221.75 higher than the previous day. The implied volatity was 17.72, the open interest changed by -1 which decreased total open position to 269
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 2635.1, which was 628.85 higher than the previous day. The implied volatity was 12.27, the open interest changed by -4 which decreased total open position to 270
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 2011.9, which was -237.1 lower than the previous day. The implied volatity was 17.89, the open interest changed by -11 which decreased total open position to 276
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 2251.5, which was -184.15 lower than the previous day. The implied volatity was 16.55, the open interest changed by 6 which increased total open position to 288
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 2459.1, which was 133.9 higher than the previous day. The implied volatity was 19.62, the open interest changed by 131 which increased total open position to 281
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 2325.2, which was 121.25 higher than the previous day. The implied volatity was 19.98, the open interest changed by -2 which decreased total open position to 150
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 2203.95, which was 175.55 higher than the previous day. The implied volatity was 20.76, the open interest changed by -1 which decreased total open position to 152
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 2050, which was 498 higher than the previous day. The implied volatity was 20.98, the open interest changed by -11 which decreased total open position to 153
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 1537.95, which was -197.85 lower than the previous day. The implied volatity was 21.66, the open interest changed by 147 which increased total open position to 158
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 1749, which was -4004.45 lower than the previous day. The implied volatity was 20.44, the open interest changed by 11 which increased total open position to 11
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 5753.45, 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 5753.45, 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 5753.45, 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 5753.45, 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 5753.45, 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 5753.45, 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 5753.45, 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 5753.45, 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 5753.45, 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 5753.45, 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 5753.45, 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 5753.45, 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 5753.45, 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 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 5753.45, 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 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 5753.45, 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 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 5753.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
BANKNIFTY 27FEB2025 47800 PE | |||||||
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Delta: -0.17
Vega: 19.68
Theta: -19.11
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
18 Feb | 49087.30 | 142.05 | 13.85 | 19.63 | 47,038 | -2,181 | 4,595 |
17 Feb | 49258.90 | 126.15 | -25.25 | 19.79 | 63,835 | 350 | 5,610 |
14 Feb | 49099.45 | 161 | 23.8 | 17.46 | 48,666 | -569 | 5,313 |
13 Feb | 49359.85 | 145.65 | 15.35 | 18.25 | 21,710 | 206 | 5,913 |
12 Feb | 49479.45 | 133 | -15.3 | 18.35 | 40,932 | 572 | 5,745 |
11 Feb | 49403.40 | 164.3 | 63.45 | 18.12 | 21,783 | 402 | 5,178 |
10 Feb | 49981.00 | 102.9 | 1.35 | 18.49 | 16,621 | 43 | 4,816 |
7 Feb | 50158.85 | 100.4 | -16.35 | 18.28 | 23,505 | 1,140 | 4,777 |
6 Feb | 50382.10 | 113 | -9.8 | 19.55 | 8,144 | -600 | 3,640 |
5 Feb | 50343.05 | 129.8 | -32.4 | 19.33 | 12,012 | 51 | 4,438 |
4 Feb | 50157.95 | 162 | -144.8 | 19.34 | 18,810 | 1,541 | 4,406 |
3 Feb | 49210.55 | 304 | 19.85 | 18.69 | 20,904 | 854 | 2,905 |
1 Feb | 49506.95 | 282 | -102.4 | 19.16 | 26,076 | 604 | 2,138 |
31 Jan | 49587.20 | 380 | -115.6 | 21.93 | 13,276 | 617 | 1,579 |
30 Jan | 49311.95 | 496.35 | -108.55 | 23.17 | 1,293 | 477 | 962 |
29 Jan | 49165.95 | 579.4 | -75.75 | 23.26 | 572 | 18 | 490 |
28 Jan | 48866.85 | 647.75 | -289.8 | 22.71 | 1,144 | -10 | 476 |
27 Jan | 48064.65 | 952 | 142.5 | 22.33 | 1,591 | 235 | 501 |
24 Jan | 48367.80 | 816.05 | 103.1 | 21.51 | 310 | 82 | 267 |
23 Jan | 48589.00 | 725 | -38.85 | 21.14 | 174 | -21 | 184 |
22 Jan | 48724.40 | 763.85 | 32.35 | 22.64 | 414 | 88 | 205 |
21 Jan | 48570.90 | 731.5 | 219.85 | 21.02 | 306 | 37 | 119 |
20 Jan | 49350.80 | 511.65 | -216.35 | 20.54 | 155 | 36 | 81 |
17 Jan | 48540.60 | 728 | 226.45 | 19.81 | 78 | -4 | 47 |
16 Jan | 49278.70 | 501.55 | -162.05 | 19.87 | 31 | 11 | 51 |
15 Jan | 48751.70 | 663.6 | 29.10 | 19.62 | 16 | -4 | 40 |
14 Jan | 48729.15 | 634.5 | -306.35 | 19.51 | 13 | 0 | 44 |
13 Jan | 48041.25 | 940.85 | 219.00 | 19.74 | 74 | 13 | 44 |
10 Jan | 48734.15 | 721.85 | 402.70 | 19.76 | 38 | -3 | 31 |
9 Jan | 49503.50 | 319.15 | 0.00 | 0.00 | 0 | 0 | 0 |
8 Jan | 49835.05 | 319.15 | 0.00 | 0.00 | 0 | 34 | 0 |
7 Jan | 50202.15 | 319.15 | -70.40 | 18.16 | 39 | 30 | 30 |
6 Jan | 49922.00 | 389.55 | 0.00 | 3.43 | 0 | 0 | 0 |
3 Jan | 50988.80 | 389.55 | 0.00 | 5.07 | 0 | 0 | 0 |
2 Jan | 51605.55 | 389.55 | 5.11 | 0 | 0 | 0 |
For Nifty Bank - strike price 47800 expiring on 27FEB2025
Delta for 47800 PE is -0.17
Historical price for 47800 PE is as follows
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 142.05, which was 13.85 higher than the previous day. The implied volatity was 19.63, the open interest changed by -2181 which decreased total open position to 4595
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 126.15, which was -25.25 lower than the previous day. The implied volatity was 19.79, the open interest changed by 350 which increased total open position to 5610
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 161, which was 23.8 higher than the previous day. The implied volatity was 17.46, the open interest changed by -569 which decreased total open position to 5313
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 145.65, which was 15.35 higher than the previous day. The implied volatity was 18.25, the open interest changed by 206 which increased total open position to 5913
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 133, which was -15.3 lower than the previous day. The implied volatity was 18.35, the open interest changed by 572 which increased total open position to 5745
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 164.3, which was 63.45 higher than the previous day. The implied volatity was 18.12, the open interest changed by 402 which increased total open position to 5178
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 102.9, which was 1.35 higher than the previous day. The implied volatity was 18.49, the open interest changed by 43 which increased total open position to 4816
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 100.4, which was -16.35 lower than the previous day. The implied volatity was 18.28, the open interest changed by 1140 which increased total open position to 4777
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 113, which was -9.8 lower than the previous day. The implied volatity was 19.55, the open interest changed by -600 which decreased total open position to 3640
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 129.8, which was -32.4 lower than the previous day. The implied volatity was 19.33, the open interest changed by 51 which increased total open position to 4438
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 162, which was -144.8 lower than the previous day. The implied volatity was 19.34, the open interest changed by 1541 which increased total open position to 4406
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 304, which was 19.85 higher than the previous day. The implied volatity was 18.69, the open interest changed by 854 which increased total open position to 2905
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 282, which was -102.4 lower than the previous day. The implied volatity was 19.16, the open interest changed by 604 which increased total open position to 2138
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 380, which was -115.6 lower than the previous day. The implied volatity was 21.93, the open interest changed by 617 which increased total open position to 1579
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 496.35, which was -108.55 lower than the previous day. The implied volatity was 23.17, the open interest changed by 477 which increased total open position to 962
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 579.4, which was -75.75 lower than the previous day. The implied volatity was 23.26, the open interest changed by 18 which increased total open position to 490
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 647.75, which was -289.8 lower than the previous day. The implied volatity was 22.71, the open interest changed by -10 which decreased total open position to 476
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 952, which was 142.5 higher than the previous day. The implied volatity was 22.33, the open interest changed by 235 which increased total open position to 501
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 816.05, which was 103.1 higher than the previous day. The implied volatity was 21.51, the open interest changed by 82 which increased total open position to 267
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 725, which was -38.85 lower than the previous day. The implied volatity was 21.14, the open interest changed by -21 which decreased total open position to 184
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 763.85, which was 32.35 higher than the previous day. The implied volatity was 22.64, the open interest changed by 88 which increased total open position to 205
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 731.5, which was 219.85 higher than the previous day. The implied volatity was 21.02, the open interest changed by 37 which increased total open position to 119
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 511.65, which was -216.35 lower than the previous day. The implied volatity was 20.54, the open interest changed by 36 which increased total open position to 81
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 728, which was 226.45 higher than the previous day. The implied volatity was 19.81, the open interest changed by -4 which decreased total open position to 47
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 501.55, which was -162.05 lower than the previous day. The implied volatity was 19.87, the open interest changed by 11 which increased total open position to 51
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 663.6, which was 29.10 higher than the previous day. The implied volatity was 19.62, the open interest changed by -4 which decreased total open position to 40
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 634.5, which was -306.35 lower than the previous day. The implied volatity was 19.51, the open interest changed by 0 which decreased total open position to 44
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 940.85, which was 219.00 higher than the previous day. The implied volatity was 19.74, the open interest changed by 13 which increased total open position to 44
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 721.85, which was 402.70 higher than the previous day. The implied volatity was 19.76, the open interest changed by -3 which decreased total open position to 31
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 319.15, 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 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 319.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 34 which increased total open position to 0
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 319.15, which was -70.40 lower than the previous day. The implied volatity was 18.16, the open interest changed by 30 which increased total open position to 30
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 389.55, which was 0.00 lower than the previous day. The implied volatity was 3.43, 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 389.55, which was 0.00 lower than the previous day. The implied volatity was 5.07, 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 389.55, which was lower than the previous day. The implied volatity was 5.11, the open interest changed by 0 which decreased total open position to 0