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BANKNIFTY
Nifty Bank

49087.3 -171.60 (-0.35%)

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Historical option data for BANKNIFTY

18 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 47800 CE
Delta: 0.82
Vega: 20.55
Theta: -34.17
Gamma: 0.00
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
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
Delta: -0.17
Vega: 19.68
Theta: -19.11
Gamma: 0.00
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