BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
19 Mar 2025 04:13 PM IST
| BANKNIFTY 27MAR2025 48000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 6.13
Theta: -18.12
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 19 Mar | 49702.60 | 1849.7 | 360.3 | 14.42 | 8,521 | -2,455 | 17,589 | |||
| 18 Mar | 49314.50 | 1537.85 | 800.5 | 14.40 | 32,420 | -5,154 | 20,171 | |||
| 17 Mar | 48354.15 | 753 | 153.65 | 14.98 | 1,12,131 | -7,060 | 25,851 | |||
| 13 Mar | 48060.40 | 562.25 | -109.8 | 12.14 | 1,92,351 | 5,994 | 32,667 | |||
| 12 Mar | 48056.65 | 682 | 68.05 | 14.09 | 3,63,728 | -2,552 | 26,995 | |||
| 11 Mar | 47853.95 | 641.75 | -170.4 | 14.90 | 2,73,349 | 14,918 | 29,883 | |||
| 10 Mar | 48216.80 | 775 | -293.5 | 13.31 | 55,319 | 1,991 | 14,995 | |||
| 7 Mar | 48497.50 | 1042.3 | -135.75 | 13.90 | 41,719 | 1,086 | 13,004 | |||
| 6 Mar | 48627.70 | 1179 | 35.15 | 13.60 | 34,797 | 472 | 12,138 | |||
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| 5 Mar | 48489.95 | 1145.05 | 132.3 | 14.32 | 40,315 | -274 | 11,710 | |||
| 4 Mar | 48245.20 | 1032.2 | 39.05 | 14.42 | 1,06,692 | 496 | 12,431 | |||
| 3 Mar | 48114.30 | 998.8 | -195.8 | 15.08 | 1,78,061 | 4,921 | 12,530 | |||
| 28 Feb | 48344.70 | 1169.55 | -290.4 | 15.86 | 59,816 | 2,307 | 7,700 | |||
| 27 Feb | 48743.80 | 1412.1 | -66.15 | 15.23 | 11,400 | 1,270 | 5,393 | |||
| 25 Feb | 48608.35 | 1450.45 | -137.05 | 15.92 | 4,632 | 1,012 | 4,112 | |||
| 24 Feb | 48651.95 | 1595 | -204.95 | 17.40 | 5,135 | 1,144 | 3,095 | |||
| 21 Feb | 48981.20 | 1769.9 | -368.85 | 16.12 | 2,062 | 257 | 1,954 | |||
| 20 Feb | 49334.55 | 2115 | -181.9 | 16.83 | 347 | 53 | 1,698 | |||
| 19 Feb | 49570.10 | 2280.35 | 253.75 | 16.12 | 392 | 56 | 1,644 | |||
| 18 Feb | 49087.30 | 2004 | -219.6 | 17.14 | 609 | 78 | 1,589 | |||
| 17 Feb | 49258.90 | 2249.2 | 118.25 | 18.21 | 1,525 | 122 | 1,511 | |||
| 14 Feb | 49099.45 | 2089.3 | -251.95 | 17.29 | 1,041 | 375 | 1,380 | |||
| 13 Feb | 49359.85 | 2325 | -122.05 | 17.40 | 86 | 12 | 1,006 | |||
| 12 Feb | 49479.45 | 2475 | 54.3 | 17.16 | 721 | 216 | 995 | |||
| 11 Feb | 49403.40 | 2387.4 | -512.55 | 17.52 | 297 | 57 | 773 | |||
| 10 Feb | 49981.00 | 2899.95 | -24.3 | 17.80 | 48 | 22 | 714 | |||
| 7 Feb | 50158.85 | 2940 | -295 | 12.64 | 102 | -10 | 695 | |||
| 6 Feb | 50382.10 | 3235 | 90.25 | 14.99 | 19 | 3 | 706 | |||
| 5 Feb | 50343.05 | 3121 | 142.7 | 14.43 | 66 | -14 | 703 | |||
| 4 Feb | 50157.95 | 2975 | 586 | 14.46 | 225 | 9 | 718 | |||
| 3 Feb | 49210.55 | 2395.2 | -191.15 | 16.70 | 221 | 21 | 712 | |||
| 1 Feb | 49506.95 | 2588.65 | -206.65 | 15.51 | 360 | 30 | 700 | |||
| 31 Jan | 49587.20 | 2815 | 98.15 | 17.82 | 641 | -147 | 674 | |||
| 30 Jan | 49311.95 | 2735 | 181.95 | 18.84 | 182 | -10 | 820 | |||
| 29 Jan | 49165.95 | 2550 | 214.15 | 18.37 | 163 | -37 | 834 | |||
| 28 Jan | 48866.85 | 2380 | 453.7 | 18.31 | 709 | -44 | 877 | |||
| 27 Jan | 48064.65 | 1917.8 | -194.7 | 19.46 | 1,292 | 242 | 922 | |||
| 24 Jan | 48367.80 | 2100 | -197.5 | 18.44 | 211 | 26 | 680 | |||
| 23 Jan | 48589.00 | 2290 | -120.00 | 18.59 | 200 | 31 | 655 | |||
| 22 Jan | 48724.40 | 2410 | 14.15 | 18.39 | 502 | 171 | 624 | |||
| 21 Jan | 48570.90 | 2395.85 | -453.65 | 19.24 | 107 | 31 | 455 | |||
| 20 Jan | 49350.80 | 2849.5 | 494.50 | 18.35 | 417 | -92 | 431 | |||
| 17 Jan | 48540.60 | 2355 | -450.00 | 18.32 | 490 | 163 | 524 | |||
| 16 Jan | 49278.70 | 2805 | 345.00 | 16.12 | 381 | -115 | 368 | |||
| 15 Jan | 48751.70 | 2460 | -110.00 | 17.18 | 49 | 3 | 483 | |||
| 14 Jan | 48729.15 | 2570 | 487.80 | 17.48 | 510 | 87 | 483 | |||
| 13 Jan | 48041.25 | 2082.2 | -431.75 | 18.04 | 563 | 231 | 400 | |||
| 10 Jan | 48734.15 | 2513.95 | -511.05 | 16.85 | 198 | 122 | 171 | |||
| 9 Jan | 49503.50 | 3025 | -352.70 | 15.76 | 42 | 30 | 49 | |||
| 8 Jan | 49835.05 | 3377.7 | -222.30 | 17.43 | 55 | -9 | 19 | |||
| 7 Jan | 50202.15 | 3600 | 238.50 | 16.38 | 29 | 16 | 18 | |||
| 6 Jan | 49922.00 | 3361.5 | -1293.10 | 15.06 | 2 | 1 | 1 | |||
| 3 Jan | 50988.80 | 4654.6 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 51605.55 | 4654.6 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 48000 expiring on 27MAR2025
Delta for 48000 CE is 0.96
Historical price for 48000 CE is as follows
On 19 Mar BANKNIFTY was trading at 49702.60. The strike last trading price was 1849.7, which was 360.3 higher than the previous day. The implied volatity was 14.42, the open interest changed by -2455 which decreased total open position to 17589
On 18 Mar BANKNIFTY was trading at 49314.50. The strike last trading price was 1537.85, which was 800.5 higher than the previous day. The implied volatity was 14.40, the open interest changed by -5154 which decreased total open position to 20171
On 17 Mar BANKNIFTY was trading at 48354.15. The strike last trading price was 753, which was 153.65 higher than the previous day. The implied volatity was 14.98, the open interest changed by -7060 which decreased total open position to 25851
On 13 Mar BANKNIFTY was trading at 48060.40. The strike last trading price was 562.25, which was -109.8 lower than the previous day. The implied volatity was 12.14, the open interest changed by 5994 which increased total open position to 32667
On 12 Mar BANKNIFTY was trading at 48056.65. The strike last trading price was 682, which was 68.05 higher than the previous day. The implied volatity was 14.09, the open interest changed by -2552 which decreased total open position to 26995
On 11 Mar BANKNIFTY was trading at 47853.95. The strike last trading price was 641.75, which was -170.4 lower than the previous day. The implied volatity was 14.90, the open interest changed by 14918 which increased total open position to 29883
On 10 Mar BANKNIFTY was trading at 48216.80. The strike last trading price was 775, which was -293.5 lower than the previous day. The implied volatity was 13.31, the open interest changed by 1991 which increased total open position to 14995
On 7 Mar BANKNIFTY was trading at 48497.50. The strike last trading price was 1042.3, which was -135.75 lower than the previous day. The implied volatity was 13.90, the open interest changed by 1086 which increased total open position to 13004
On 6 Mar BANKNIFTY was trading at 48627.70. The strike last trading price was 1179, which was 35.15 higher than the previous day. The implied volatity was 13.60, the open interest changed by 472 which increased total open position to 12138
On 5 Mar BANKNIFTY was trading at 48489.95. The strike last trading price was 1145.05, which was 132.3 higher than the previous day. The implied volatity was 14.32, the open interest changed by -274 which decreased total open position to 11710
On 4 Mar BANKNIFTY was trading at 48245.20. The strike last trading price was 1032.2, which was 39.05 higher than the previous day. The implied volatity was 14.42, the open interest changed by 496 which increased total open position to 12431
On 3 Mar BANKNIFTY was trading at 48114.30. The strike last trading price was 998.8, which was -195.8 lower than the previous day. The implied volatity was 15.08, the open interest changed by 4921 which increased total open position to 12530
On 28 Feb BANKNIFTY was trading at 48344.70. The strike last trading price was 1169.55, which was -290.4 lower than the previous day. The implied volatity was 15.86, the open interest changed by 2307 which increased total open position to 7700
On 27 Feb BANKNIFTY was trading at 48743.80. The strike last trading price was 1412.1, which was -66.15 lower than the previous day. The implied volatity was 15.23, the open interest changed by 1270 which increased total open position to 5393
On 25 Feb BANKNIFTY was trading at 48608.35. The strike last trading price was 1450.45, which was -137.05 lower than the previous day. The implied volatity was 15.92, the open interest changed by 1012 which increased total open position to 4112
On 24 Feb BANKNIFTY was trading at 48651.95. The strike last trading price was 1595, which was -204.95 lower than the previous day. The implied volatity was 17.40, the open interest changed by 1144 which increased total open position to 3095
On 21 Feb BANKNIFTY was trading at 48981.20. The strike last trading price was 1769.9, which was -368.85 lower than the previous day. The implied volatity was 16.12, the open interest changed by 257 which increased total open position to 1954
On 20 Feb BANKNIFTY was trading at 49334.55. The strike last trading price was 2115, which was -181.9 lower than the previous day. The implied volatity was 16.83, the open interest changed by 53 which increased total open position to 1698
On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 2280.35, which was 253.75 higher than the previous day. The implied volatity was 16.12, the open interest changed by 56 which increased total open position to 1644
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 2004, which was -219.6 lower than the previous day. The implied volatity was 17.14, the open interest changed by 78 which increased total open position to 1589
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 2249.2, which was 118.25 higher than the previous day. The implied volatity was 18.21, the open interest changed by 122 which increased total open position to 1511
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 2089.3, which was -251.95 lower than the previous day. The implied volatity was 17.29, the open interest changed by 375 which increased total open position to 1380
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 2325, which was -122.05 lower than the previous day. The implied volatity was 17.40, the open interest changed by 12 which increased total open position to 1006
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 2475, which was 54.3 higher than the previous day. The implied volatity was 17.16, the open interest changed by 216 which increased total open position to 995
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 2387.4, which was -512.55 lower than the previous day. The implied volatity was 17.52, the open interest changed by 57 which increased total open position to 773
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 2899.95, which was -24.3 lower than the previous day. The implied volatity was 17.80, the open interest changed by 22 which increased total open position to 714
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 2940, which was -295 lower than the previous day. The implied volatity was 12.64, the open interest changed by -10 which decreased total open position to 695
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 3235, which was 90.25 higher than the previous day. The implied volatity was 14.99, the open interest changed by 3 which increased total open position to 706
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 3121, which was 142.7 higher than the previous day. The implied volatity was 14.43, the open interest changed by -14 which decreased total open position to 703
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 2975, which was 586 higher than the previous day. The implied volatity was 14.46, the open interest changed by 9 which increased total open position to 718
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 2395.2, which was -191.15 lower than the previous day. The implied volatity was 16.70, the open interest changed by 21 which increased total open position to 712
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 2588.65, which was -206.65 lower than the previous day. The implied volatity was 15.51, the open interest changed by 30 which increased total open position to 700
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 2815, which was 98.15 higher than the previous day. The implied volatity was 17.82, the open interest changed by -147 which decreased total open position to 674
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 2735, which was 181.95 higher than the previous day. The implied volatity was 18.84, the open interest changed by -10 which decreased total open position to 820
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 2550, which was 214.15 higher than the previous day. The implied volatity was 18.37, the open interest changed by -37 which decreased total open position to 834
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 2380, which was 453.7 higher than the previous day. The implied volatity was 18.31, the open interest changed by -44 which decreased total open position to 877
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 1917.8, which was -194.7 lower than the previous day. The implied volatity was 19.46, the open interest changed by 242 which increased total open position to 922
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 2100, which was -197.5 lower than the previous day. The implied volatity was 18.44, the open interest changed by 26 which increased total open position to 680
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 2290, which was -120.00 lower than the previous day. The implied volatity was 18.59, the open interest changed by 31 which increased total open position to 655
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 2410, which was 14.15 higher than the previous day. The implied volatity was 18.39, the open interest changed by 171 which increased total open position to 624
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 2395.85, which was -453.65 lower than the previous day. The implied volatity was 19.24, the open interest changed by 31 which increased total open position to 455
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 2849.5, which was 494.50 higher than the previous day. The implied volatity was 18.35, the open interest changed by -92 which decreased total open position to 431
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 2355, which was -450.00 lower than the previous day. The implied volatity was 18.32, the open interest changed by 163 which increased total open position to 524
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 2805, which was 345.00 higher than the previous day. The implied volatity was 16.12, the open interest changed by -115 which decreased total open position to 368
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 2460, which was -110.00 lower than the previous day. The implied volatity was 17.18, the open interest changed by 3 which increased total open position to 483
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 2570, which was 487.80 higher than the previous day. The implied volatity was 17.48, the open interest changed by 87 which increased total open position to 483
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 2082.2, which was -431.75 lower than the previous day. The implied volatity was 18.04, the open interest changed by 231 which increased total open position to 400
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 2513.95, which was -511.05 lower than the previous day. The implied volatity was 16.85, the open interest changed by 122 which increased total open position to 171
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 3025, which was -352.70 lower than the previous day. The implied volatity was 15.76, the open interest changed by 30 which increased total open position to 49
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 3377.7, which was -222.30 lower than the previous day. The implied volatity was 17.43, the open interest changed by -9 which decreased total open position to 19
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 3600, which was 238.50 higher than the previous day. The implied volatity was 16.38, the open interest changed by 16 which increased total open position to 18
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 3361.5, which was -1293.10 lower than the previous day. The implied volatity was 15.06, the open interest changed by 1 which increased total open position to 1
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 4654.6, 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 4654.6, 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 27MAR2025 48000 PE | |||||||
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Delta: -0.07
Vega: 9.88
Theta: -9.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Mar | 49702.60 | 39.85 | -37.55 | 17.33 | 2,16,272 | 1,254 | 66,801.5 |
| 18 Mar | 49314.50 | 69.5 | -199.65 | 16.28 | 2,41,009 | 12,214 | 65,677.5 |
| 17 Mar | 48354.15 | 259.95 | -190.85 | 14.49 | 2,18,366 | 3,170 | 54,328.5 |
| 13 Mar | 48060.40 | 473.65 | -2.5 | 15.19 | 2,59,303 | 4,094 | 52,330.5 |
| 12 Mar | 48056.65 | 466.05 | -162.5 | 15.06 | 3,64,433 | -171 | 48,551.5 |
| 11 Mar | 47853.95 | 589 | 90.9 | 15.86 | 2,86,901 | 5,234 | 49,301.5 |
| 10 Mar | 48216.80 | 529.7 | 131.6 | 17.27 | 1,84,182 | 234 | 44,131.5 |
| 7 Mar | 48497.50 | 408.25 | 4.05 | 15.75 | 1,93,216 | 2,804 | 43,897.5 |
| 6 Mar | 48627.70 | 398.8 | -44.15 | 16.64 | 1,44,210 | 3,077 | 41,163.5 |
| 5 Mar | 48489.95 | 439.25 | -112.45 | 16.39 | 1,67,516 | 2,314.5 | 38,235.5 |
| 4 Mar | 48245.20 | 544.85 | -53 | 16.82 | 2,36,736 | 5,838 | 36,398 |
| 3 Mar | 48114.30 | 585 | 32.25 | 16.29 | 3,00,546 | 4,120 | 31,756 |
| 28 Feb | 48344.70 | 559.55 | 127.65 | 15.98 | 2,86,605 | 6,688.5 | 27,837.5 |
| 27 Feb | 48743.80 | 458 | -25.6 | 16.38 | 37,371 | 6,108.5 | 21,149 |
| 25 Feb | 48608.35 | 496 | -13.15 | 16.40 | 23,152 | 2,142 | 15,010.5 |
| 24 Feb | 48651.95 | 506.55 | 39.95 | 16.88 | 23,314 | 1,867 | 12,778.5 |
| 21 Feb | 48981.20 | 488 | 98.9 | 17.44 | 9,276 | 447 | 10,945.5 |
| 20 Feb | 49334.55 | 399.1 | 11.4 | 17.57 | 4,803 | 379 | 10,476.5 |
| 19 Feb | 49570.10 | 389.55 | -108.1 | 18.39 | 9,846 | 1,842 | 10,099.5 |
| 18 Feb | 49087.30 | 506.3 | 52.15 | 18.16 | 5,100 | 314.5 | 8,408.5 |
| 17 Feb | 49258.90 | 445.3 | -44.3 | 18.00 | 12,738 | 1,362 | 8,426 |
| 14 Feb | 49099.45 | 508 | 57.65 | 17.53 | 7,298 | 96.5 | 7,064 |
| 13 Feb | 49359.85 | 460 | 40.7 | 17.82 | 3,737 | 124 | 6,982.5 |
| 12 Feb | 49479.45 | 411.15 | -13.4 | 17.64 | 6,802 | 349 | 7,088.5 |
| 11 Feb | 49403.40 | 444.6 | 126.4 | 17.40 | 3,256 | 164 | 6,754.5 |
| 10 Feb | 49981.00 | 322.85 | 27.45 | 17.40 | 3,269 | 370 | 6,587.5 |
| 7 Feb | 50158.85 | 294.55 | 0.05 | 17.33 | 3,936 | 156 | 6,223.5 |
| 6 Feb | 50382.10 | 289 | -9.4 | 17.88 | 2,146 | 736 | 6,090.5 |
| 5 Feb | 50343.05 | 299.45 | -64.9 | 17.53 | 2,832 | -121 | 5,353.5 |
| 4 Feb | 50157.95 | 356.85 | -189.65 | 17.89 | 4,521 | -295.5 | 5,474.5 |
| 3 Feb | 49210.55 | 551.95 | 54.3 | 17.69 | 3,225 | 304.5 | 5,813 |
| 1 Feb | 49506.95 | 501 | -65.85 | 17.87 | 5,737 | 494 | 5,804.5 |
| 31 Jan | 49587.20 | 559.75 | -113.4 | 19.13 | 3,562 | 403.5 | 5,549.5 |
| 30 Jan | 49311.95 | 672.9 | -128.7 | 19.92 | 1,812 | 504 | 5,147 |
| 29 Jan | 49165.95 | 782.65 | -86.45 | 20.44 | 1,179 | -123.5 | 4,657 |
| 28 Jan | 48866.85 | 868 | -310.1 | 20.39 | 1,472 | -30 | 4,800.5 |
| 27 Jan | 48064.65 | 1178.05 | 145.6 | 20.17 | 3,509 | 259 | 4,834.5 |
| 24 Jan | 48367.80 | 1040 | 110.8 | 19.72 | 1,108 | -207 | 4,616.5 |
| 23 Jan | 48589.00 | 930.35 | 60.35 | 19.35 | 1,519 | 323 | 4,839.5 |
| 22 Jan | 48724.40 | 870 | -60.00 | 19.22 | 2,114 | 303 | 4,523.5 |
| 21 Jan | 48570.90 | 930 | 230.25 | 19.31 | 1,070 | 71 | 4,200.5 |
| 20 Jan | 49350.80 | 699.75 | -236.25 | 19.05 | 1,458 | 277 | 4,182.5 |
| 17 Jan | 48540.60 | 936 | 255.00 | 18.76 | 1,953 | 196 | 3,902.5 |
| 16 Jan | 49278.70 | 681 | -166.30 | 18.62 | 906 | -190.5 | 3,706.5 |
| 15 Jan | 48751.70 | 847.3 | 30.45 | 18.42 | 603 | -26 | 3,897 |
| 14 Jan | 48729.15 | 816.85 | -304.15 | 18.38 | 850 | -88 | 3,925 |
| 13 Jan | 48041.25 | 1121 | 247.95 | 18.52 | 2,639 | 306 | 4,040 |
| 10 Jan | 48734.15 | 873.05 | 263.05 | 18.41 | 1,479 | 177 | 3,733 |
| 9 Jan | 49503.50 | 610 | 72.00 | 17.73 | 488 | 109.5 | 3,546 |
| 8 Jan | 49835.05 | 538 | 50.00 | 17.56 | 947 | -75 | 3,435.5 |
| 7 Jan | 50202.15 | 488 | -71.65 | 17.84 | 537 | 222 | 3,484.5 |
| 6 Jan | 49922.00 | 559.65 | 219.65 | 18.15 | 889 | 1 | 3,280.5 |
| 3 Jan | 50988.80 | 340 | 59.00 | 17.41 | 263 | 132 | 3,278.5 |
| 2 Jan | 51605.55 | 281 | 17.86 | 412 | 23 | 3,110.5 | |
For Nifty Bank - strike price 48000 expiring on 27MAR2025
Delta for 48000 PE is -0.07
Historical price for 48000 PE is as follows
On 19 Mar BANKNIFTY was trading at 49702.60. The strike last trading price was 39.85, which was -37.55 lower than the previous day. The implied volatity was 17.33, the open interest changed by 1254 which increased total open position to 66801.5
On 18 Mar BANKNIFTY was trading at 49314.50. The strike last trading price was 69.5, which was -199.65 lower than the previous day. The implied volatity was 16.28, the open interest changed by 12214 which increased total open position to 65677.5
On 17 Mar BANKNIFTY was trading at 48354.15. The strike last trading price was 259.95, which was -190.85 lower than the previous day. The implied volatity was 14.49, the open interest changed by 3170 which increased total open position to 54328.5
On 13 Mar BANKNIFTY was trading at 48060.40. The strike last trading price was 473.65, which was -2.5 lower than the previous day. The implied volatity was 15.19, the open interest changed by 4094 which increased total open position to 52330.5
On 12 Mar BANKNIFTY was trading at 48056.65. The strike last trading price was 466.05, which was -162.5 lower than the previous day. The implied volatity was 15.06, the open interest changed by -171 which decreased total open position to 48551.5
On 11 Mar BANKNIFTY was trading at 47853.95. The strike last trading price was 589, which was 90.9 higher than the previous day. The implied volatity was 15.86, the open interest changed by 5234 which increased total open position to 49301.5
On 10 Mar BANKNIFTY was trading at 48216.80. The strike last trading price was 529.7, which was 131.6 higher than the previous day. The implied volatity was 17.27, the open interest changed by 234 which increased total open position to 44131.5
On 7 Mar BANKNIFTY was trading at 48497.50. The strike last trading price was 408.25, which was 4.05 higher than the previous day. The implied volatity was 15.75, the open interest changed by 2804 which increased total open position to 43897.5
On 6 Mar BANKNIFTY was trading at 48627.70. The strike last trading price was 398.8, which was -44.15 lower than the previous day. The implied volatity was 16.64, the open interest changed by 3077 which increased total open position to 41163.5
On 5 Mar BANKNIFTY was trading at 48489.95. The strike last trading price was 439.25, which was -112.45 lower than the previous day. The implied volatity was 16.39, the open interest changed by 2314.5 which increased total open position to 38235.5
On 4 Mar BANKNIFTY was trading at 48245.20. The strike last trading price was 544.85, which was -53 lower than the previous day. The implied volatity was 16.82, the open interest changed by 5838 which increased total open position to 36398
On 3 Mar BANKNIFTY was trading at 48114.30. The strike last trading price was 585, which was 32.25 higher than the previous day. The implied volatity was 16.29, the open interest changed by 4120 which increased total open position to 31756
On 28 Feb BANKNIFTY was trading at 48344.70. The strike last trading price was 559.55, which was 127.65 higher than the previous day. The implied volatity was 15.98, the open interest changed by 6688.5 which increased total open position to 27837.5
On 27 Feb BANKNIFTY was trading at 48743.80. The strike last trading price was 458, which was -25.6 lower than the previous day. The implied volatity was 16.38, the open interest changed by 6108.5 which increased total open position to 21149
On 25 Feb BANKNIFTY was trading at 48608.35. The strike last trading price was 496, which was -13.15 lower than the previous day. The implied volatity was 16.40, the open interest changed by 2142 which increased total open position to 15010.5
On 24 Feb BANKNIFTY was trading at 48651.95. The strike last trading price was 506.55, which was 39.95 higher than the previous day. The implied volatity was 16.88, the open interest changed by 1867 which increased total open position to 12778.5
On 21 Feb BANKNIFTY was trading at 48981.20. The strike last trading price was 488, which was 98.9 higher than the previous day. The implied volatity was 17.44, the open interest changed by 447 which increased total open position to 10945.5
On 20 Feb BANKNIFTY was trading at 49334.55. The strike last trading price was 399.1, which was 11.4 higher than the previous day. The implied volatity was 17.57, the open interest changed by 379 which increased total open position to 10476.5
On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 389.55, which was -108.1 lower than the previous day. The implied volatity was 18.39, the open interest changed by 1842 which increased total open position to 10099.5
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 506.3, which was 52.15 higher than the previous day. The implied volatity was 18.16, the open interest changed by 314.5 which increased total open position to 8408.5
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 445.3, which was -44.3 lower than the previous day. The implied volatity was 18.00, the open interest changed by 1362 which increased total open position to 8426
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 508, which was 57.65 higher than the previous day. The implied volatity was 17.53, the open interest changed by 96.5 which increased total open position to 7064
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 460, which was 40.7 higher than the previous day. The implied volatity was 17.82, the open interest changed by 124 which increased total open position to 6982.5
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 411.15, which was -13.4 lower than the previous day. The implied volatity was 17.64, the open interest changed by 349 which increased total open position to 7088.5
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 444.6, which was 126.4 higher than the previous day. The implied volatity was 17.40, the open interest changed by 164 which increased total open position to 6754.5
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 322.85, which was 27.45 higher than the previous day. The implied volatity was 17.40, the open interest changed by 370 which increased total open position to 6587.5
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 294.55, which was 0.05 higher than the previous day. The implied volatity was 17.33, the open interest changed by 156 which increased total open position to 6223.5
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 289, which was -9.4 lower than the previous day. The implied volatity was 17.88, the open interest changed by 736 which increased total open position to 6090.5
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 299.45, which was -64.9 lower than the previous day. The implied volatity was 17.53, the open interest changed by -121 which decreased total open position to 5353.5
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 356.85, which was -189.65 lower than the previous day. The implied volatity was 17.89, the open interest changed by -295.5 which decreased total open position to 5474.5
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 551.95, which was 54.3 higher than the previous day. The implied volatity was 17.69, the open interest changed by 304.5 which increased total open position to 5813
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 501, which was -65.85 lower than the previous day. The implied volatity was 17.87, the open interest changed by 494 which increased total open position to 5804.5
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 559.75, which was -113.4 lower than the previous day. The implied volatity was 19.13, the open interest changed by 403.5 which increased total open position to 5549.5
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 672.9, which was -128.7 lower than the previous day. The implied volatity was 19.92, the open interest changed by 504 which increased total open position to 5147
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 782.65, which was -86.45 lower than the previous day. The implied volatity was 20.44, the open interest changed by -123.5 which decreased total open position to 4657
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 868, which was -310.1 lower than the previous day. The implied volatity was 20.39, the open interest changed by -30 which decreased total open position to 4800.5
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 1178.05, which was 145.6 higher than the previous day. The implied volatity was 20.17, the open interest changed by 259 which increased total open position to 4834.5
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 1040, which was 110.8 higher than the previous day. The implied volatity was 19.72, the open interest changed by -207 which decreased total open position to 4616.5
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 930.35, which was 60.35 higher than the previous day. The implied volatity was 19.35, the open interest changed by 323 which increased total open position to 4839.5
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 870, which was -60.00 lower than the previous day. The implied volatity was 19.22, the open interest changed by 303 which increased total open position to 4523.5
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 930, which was 230.25 higher than the previous day. The implied volatity was 19.31, the open interest changed by 71 which increased total open position to 4200.5
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 699.75, which was -236.25 lower than the previous day. The implied volatity was 19.05, the open interest changed by 277 which increased total open position to 4182.5
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 936, which was 255.00 higher than the previous day. The implied volatity was 18.76, the open interest changed by 196 which increased total open position to 3902.5
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 681, which was -166.30 lower than the previous day. The implied volatity was 18.62, the open interest changed by -190.5 which decreased total open position to 3706.5
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 847.3, which was 30.45 higher than the previous day. The implied volatity was 18.42, the open interest changed by -26 which decreased total open position to 3897
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 816.85, which was -304.15 lower than the previous day. The implied volatity was 18.38, the open interest changed by -88 which decreased total open position to 3925
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 1121, which was 247.95 higher than the previous day. The implied volatity was 18.52, the open interest changed by 306 which increased total open position to 4040
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 873.05, which was 263.05 higher than the previous day. The implied volatity was 18.41, the open interest changed by 177 which increased total open position to 3733
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 610, which was 72.00 higher than the previous day. The implied volatity was 17.73, the open interest changed by 109.5 which increased total open position to 3546
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 538, which was 50.00 higher than the previous day. The implied volatity was 17.56, the open interest changed by -75 which decreased total open position to 3435.5
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 488, which was -71.65 lower than the previous day. The implied volatity was 17.84, the open interest changed by 222 which increased total open position to 3484.5
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 559.65, which was 219.65 higher than the previous day. The implied volatity was 18.15, the open interest changed by 1 which increased total open position to 3280.5
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 340, which was 59.00 higher than the previous day. The implied volatity was 17.41, the open interest changed by 132 which increased total open position to 3278.5
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 281, which was lower than the previous day. The implied volatity was 17.86, the open interest changed by 23 which increased total open position to 3110.5
