BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
18 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 48600 CE | ||||||||||
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Delta: 0.66
Vega: 28.22
Theta: -38.60
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
18 Feb | 49087.30 | 922 | -224.45 | 19.12 | 9,622 | -60 | 1,553 | |||
17 Feb | 49258.90 | 1190 | 117.55 | 21.64 | 64,076 | 603 | 1,656 | |||
14 Feb | 49099.45 | 1026.6 | -249.45 | 18.10 | 13,790 | 12 | 1,061 | |||
13 Feb | 49359.85 | 1245.45 | -158.6 | 17.92 | 1,475 | 38 | 1,054 | |||
12 Feb | 49479.45 | 1421 | 30.85 | 18.26 | 4,156 | 12 | 1,028 | |||
11 Feb | 49403.40 | 1326.6 | -504.35 | 18.18 | 707 | -6 | 1,016 | |||
10 Feb | 49981.00 | 1822.7 | -123.3 | 18.32 | 172 | -37 | 1,023 | |||
7 Feb | 50158.85 | 1979.9 | -238.05 | 14.50 | 213 | -92 | 1,060 | |||
6 Feb | 50382.10 | 2213.25 | 73.95 | 15.26 | 3,692 | -2,433 | 1,157 | |||
5 Feb | 50343.05 | 2135 | 152.9 | 15.64 | 1,199 | -271 | 3,492 | |||
4 Feb | 50157.95 | 1985.2 | 566.3 | 15.32 | 21,770 | 1,981 | 3,765 | |||
3 Feb | 49210.55 | 1417.25 | -223.45 | 17.36 | 4,914 | -539 | 1,784 | |||
1 Feb | 49506.95 | 1637.6 | -212.6 | 16.58 | 4,738 | 563 | 2,326 | |||
31 Jan | 49587.20 | 1865.2 | 54.8 | 19.53 | 1,462 | 142 | 1,766 | |||
30 Jan | 49311.95 | 1842.45 | 155.6 | 21.61 | 910 | 196 | 1,625 | |||
29 Jan | 49165.95 | 1699 | 193.1 | 21.30 | 637 | -24 | 1,437 | |||
28 Jan | 48866.85 | 1529.2 | 407.6 | 20.67 | 3,352 | -169 | 1,465 | |||
27 Jan | 48064.65 | 1100.95 | -165.05 | 21.11 | 1,275 | 57 | 1,634 | |||
24 Jan | 48367.80 | 1250 | -196.3 | 19.53 | 2,208 | 89 | 1,581 | |||
23 Jan | 48589.00 | 1435.75 | -103.70 | 19.98 | 1,821 | -87 | 1,501 | |||
22 Jan | 48724.40 | 1539.45 | 6.55 | 19.62 | 2,362 | 452 | 1,591 | |||
21 Jan | 48570.90 | 1532.9 | -419.15 | 20.51 | 892 | 302 | 1,138 | |||
20 Jan | 49350.80 | 1952.05 | 461.90 | 19.66 | 135 | -48 | 833 | |||
17 Jan | 48540.60 | 1490.15 | -448.95 | 18.98 | 617 | 261 | 872 | |||
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16 Jan | 49278.70 | 1939.1 | 345.40 | 17.37 | 130 | -2 | 612 | |||
15 Jan | 48751.70 | 1593.7 | -126.55 | 17.80 | 210 | -30 | 615 | |||
14 Jan | 48729.15 | 1720.25 | 378.30 | 18.47 | 711 | 126 | 646 | |||
13 Jan | 48041.25 | 1341.95 | -328.05 | 19.61 | 881 | 514 | 521 | |||
10 Jan | 48734.15 | 1670 | -957.40 | 17.43 | 8 | 3 | 6 | |||
9 Jan | 49503.50 | 2627.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
8 Jan | 49835.05 | 2627.4 | -646.20 | 20.70 | 4 | 2 | 5 | |||
7 Jan | 50202.15 | 3273.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
6 Jan | 49922.00 | 3273.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
3 Jan | 50988.80 | 3273.6 | 0.00 | 0.00 | 0 | 3 | 0 | |||
2 Jan | 51605.55 | 3273.6 | 0.00 | 0 | 0 | 0 |
For Nifty Bank - strike price 48600 expiring on 27FEB2025
Delta for 48600 CE is 0.66
Historical price for 48600 CE is as follows
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 922, which was -224.45 lower than the previous day. The implied volatity was 19.12, the open interest changed by -60 which decreased total open position to 1553
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 1190, which was 117.55 higher than the previous day. The implied volatity was 21.64, the open interest changed by 603 which increased total open position to 1656
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 1026.6, which was -249.45 lower than the previous day. The implied volatity was 18.10, the open interest changed by 12 which increased total open position to 1061
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 1245.45, which was -158.6 lower than the previous day. The implied volatity was 17.92, the open interest changed by 38 which increased total open position to 1054
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 1421, which was 30.85 higher than the previous day. The implied volatity was 18.26, the open interest changed by 12 which increased total open position to 1028
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 1326.6, which was -504.35 lower than the previous day. The implied volatity was 18.18, the open interest changed by -6 which decreased total open position to 1016
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 1822.7, which was -123.3 lower than the previous day. The implied volatity was 18.32, the open interest changed by -37 which decreased total open position to 1023
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 1979.9, which was -238.05 lower than the previous day. The implied volatity was 14.50, the open interest changed by -92 which decreased total open position to 1060
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 2213.25, which was 73.95 higher than the previous day. The implied volatity was 15.26, the open interest changed by -2433 which decreased total open position to 1157
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 2135, which was 152.9 higher than the previous day. The implied volatity was 15.64, the open interest changed by -271 which decreased total open position to 3492
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 1985.2, which was 566.3 higher than the previous day. The implied volatity was 15.32, the open interest changed by 1981 which increased total open position to 3765
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 1417.25, which was -223.45 lower than the previous day. The implied volatity was 17.36, the open interest changed by -539 which decreased total open position to 1784
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 1637.6, which was -212.6 lower than the previous day. The implied volatity was 16.58, the open interest changed by 563 which increased total open position to 2326
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 1865.2, which was 54.8 higher than the previous day. The implied volatity was 19.53, the open interest changed by 142 which increased total open position to 1766
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 1842.45, which was 155.6 higher than the previous day. The implied volatity was 21.61, the open interest changed by 196 which increased total open position to 1625
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 1699, which was 193.1 higher than the previous day. The implied volatity was 21.30, the open interest changed by -24 which decreased total open position to 1437
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 1529.2, which was 407.6 higher than the previous day. The implied volatity was 20.67, the open interest changed by -169 which decreased total open position to 1465
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 1100.95, which was -165.05 lower than the previous day. The implied volatity was 21.11, the open interest changed by 57 which increased total open position to 1634
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 1250, which was -196.3 lower than the previous day. The implied volatity was 19.53, the open interest changed by 89 which increased total open position to 1581
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 1435.75, which was -103.70 lower than the previous day. The implied volatity was 19.98, the open interest changed by -87 which decreased total open position to 1501
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 1539.45, which was 6.55 higher than the previous day. The implied volatity was 19.62, the open interest changed by 452 which increased total open position to 1591
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 1532.9, which was -419.15 lower than the previous day. The implied volatity was 20.51, the open interest changed by 302 which increased total open position to 1138
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 1952.05, which was 461.90 higher than the previous day. The implied volatity was 19.66, the open interest changed by -48 which decreased total open position to 833
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 1490.15, which was -448.95 lower than the previous day. The implied volatity was 18.98, the open interest changed by 261 which increased total open position to 872
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 1939.1, which was 345.40 higher than the previous day. The implied volatity was 17.37, the open interest changed by -2 which decreased total open position to 612
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 1593.7, which was -126.55 lower than the previous day. The implied volatity was 17.80, the open interest changed by -30 which decreased total open position to 615
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 1720.25, which was 378.30 higher than the previous day. The implied volatity was 18.47, the open interest changed by 126 which increased total open position to 646
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 1341.95, which was -328.05 lower than the previous day. The implied volatity was 19.61, the open interest changed by 514 which increased total open position to 521
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 1670, which was -957.40 lower than the previous day. The implied volatity was 17.43, the open interest changed by 3 which increased total open position to 6
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 2627.4, 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 2627.4, which was -646.20 lower than the previous day. The implied volatity was 20.70, the open interest changed by 2 which increased total open position to 5
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 3273.6, 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 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 3273.6, 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 3273.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 3273.6, 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 48600 PE | |||||||
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Delta: -0.34
Vega: 28.12
Theta: -24.81
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
18 Feb | 49087.30 | 329 | 42.8 | 18.84 | 67,455 | -41 | 6,173 |
17 Feb | 49258.90 | 275.1 | -54.2 | 18.62 | 1,41,614 | 2,213 | 6,697 |
14 Feb | 49099.45 | 352.2 | 62.05 | 16.81 | 69,516 | 738 | 4,534 |
13 Feb | 49359.85 | 305.55 | 35.85 | 17.54 | 29,837 | 124 | 3,865 |
12 Feb | 49479.45 | 271.5 | -30.3 | 17.53 | 66,984 | 759 | 3,759 |
11 Feb | 49403.40 | 333.15 | 132.15 | 17.57 | 28,265 | -312 | 3,052 |
10 Feb | 49981.00 | 204.1 | 6.5 | 17.63 | 20,313 | -294 | 3,414 |
7 Feb | 50158.85 | 196.75 | -12.95 | 17.62 | 20,638 | -417 | 3,748 |
6 Feb | 50382.10 | 204.2 | -17.25 | 18.76 | 10,150 | 83 | 4,248 |
5 Feb | 50343.05 | 235.1 | -48.25 | 18.69 | 12,641 | 746 | 4,159 |
4 Feb | 50157.95 | 278.45 | -234.6 | 18.53 | 23,341 | 75 | 3,401 |
3 Feb | 49210.55 | 510.1 | 45.35 | 18.13 | 20,477 | 300 | 3,327 |
1 Feb | 49506.95 | 469.2 | -105.55 | 18.70 | 29,658 | 352 | 3,048 |
31 Jan | 49587.20 | 561.3 | -146.9 | 21.03 | 16,002 | 489 | 2,710 |
30 Jan | 49311.95 | 694.15 | -157.3 | 22.04 | 1,870 | 371 | 2,186 |
29 Jan | 49165.95 | 832.6 | -105.35 | 22.81 | 936 | 4 | 1,822 |
28 Jan | 48866.85 | 908.7 | -387.9 | 22.08 | 3,082 | 329 | 1,837 |
27 Jan | 48064.65 | 1318.15 | 180.9 | 22.01 | 778 | -65 | 1,515 |
24 Jan | 48367.80 | 1150.95 | 139.4 | 21.25 | 2,661 | -429 | 1,570 |
23 Jan | 48589.00 | 1024.95 | 59.10 | 20.78 | 3,213 | 168 | 1,997 |
22 Jan | 48724.40 | 965.85 | -56.00 | 20.78 | 2,182 | 458 | 1,826 |
21 Jan | 48570.90 | 1021.85 | 286.40 | 20.55 | 1,110 | 327 | 1,368 |
20 Jan | 49350.80 | 735.45 | -292.10 | 20.08 | 530 | -10 | 1,041 |
17 Jan | 48540.60 | 1027.55 | 307.55 | 19.52 | 918 | 254 | 1,076 |
16 Jan | 49278.70 | 720 | -214.95 | 19.43 | 159 | -12 | 817 |
15 Jan | 48751.70 | 934.95 | 50.15 | 19.23 | 178 | 31 | 829 |
14 Jan | 48729.15 | 884.8 | -387.75 | 18.95 | 473 | 218 | 798 |
13 Jan | 48041.25 | 1272.55 | 284.55 | 19.26 | 755 | 499 | 561 |
10 Jan | 48734.15 | 988 | 321.30 | 19.35 | 113 | 49 | 50 |
9 Jan | 49503.50 | 666.7 | 207.65 | 18.46 | 3 | 0 | 0 |
8 Jan | 49835.05 | 459.05 | 0.00 | 0.00 | 0 | 0 | 0 |
7 Jan | 50202.15 | 459.05 | -72.05 | 17.58 | 2 | 0 | 0 |
6 Jan | 49922.00 | 531.1 | 0.00 | 2.48 | 0 | 0 | 0 |
3 Jan | 50988.80 | 531.1 | 0.00 | 3.58 | 0 | 0 | 0 |
2 Jan | 51605.55 | 531.1 | 4.23 | 0 | 0 | 0 |
For Nifty Bank - strike price 48600 expiring on 27FEB2025
Delta for 48600 PE is -0.34
Historical price for 48600 PE is as follows
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 329, which was 42.8 higher than the previous day. The implied volatity was 18.84, the open interest changed by -41 which decreased total open position to 6173
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 275.1, which was -54.2 lower than the previous day. The implied volatity was 18.62, the open interest changed by 2213 which increased total open position to 6697
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 352.2, which was 62.05 higher than the previous day. The implied volatity was 16.81, the open interest changed by 738 which increased total open position to 4534
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 305.55, which was 35.85 higher than the previous day. The implied volatity was 17.54, the open interest changed by 124 which increased total open position to 3865
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 271.5, which was -30.3 lower than the previous day. The implied volatity was 17.53, the open interest changed by 759 which increased total open position to 3759
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 333.15, which was 132.15 higher than the previous day. The implied volatity was 17.57, the open interest changed by -312 which decreased total open position to 3052
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 204.1, which was 6.5 higher than the previous day. The implied volatity was 17.63, the open interest changed by -294 which decreased total open position to 3414
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 196.75, which was -12.95 lower than the previous day. The implied volatity was 17.62, the open interest changed by -417 which decreased total open position to 3748
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 204.2, which was -17.25 lower than the previous day. The implied volatity was 18.76, the open interest changed by 83 which increased total open position to 4248
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 235.1, which was -48.25 lower than the previous day. The implied volatity was 18.69, the open interest changed by 746 which increased total open position to 4159
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 278.45, which was -234.6 lower than the previous day. The implied volatity was 18.53, the open interest changed by 75 which increased total open position to 3401
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 510.1, which was 45.35 higher than the previous day. The implied volatity was 18.13, the open interest changed by 300 which increased total open position to 3327
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 469.2, which was -105.55 lower than the previous day. The implied volatity was 18.70, the open interest changed by 352 which increased total open position to 3048
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 561.3, which was -146.9 lower than the previous day. The implied volatity was 21.03, the open interest changed by 489 which increased total open position to 2710
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 694.15, which was -157.3 lower than the previous day. The implied volatity was 22.04, the open interest changed by 371 which increased total open position to 2186
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 832.6, which was -105.35 lower than the previous day. The implied volatity was 22.81, the open interest changed by 4 which increased total open position to 1822
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 908.7, which was -387.9 lower than the previous day. The implied volatity was 22.08, the open interest changed by 329 which increased total open position to 1837
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 1318.15, which was 180.9 higher than the previous day. The implied volatity was 22.01, the open interest changed by -65 which decreased total open position to 1515
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 1150.95, which was 139.4 higher than the previous day. The implied volatity was 21.25, the open interest changed by -429 which decreased total open position to 1570
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 1024.95, which was 59.10 higher than the previous day. The implied volatity was 20.78, the open interest changed by 168 which increased total open position to 1997
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 965.85, which was -56.00 lower than the previous day. The implied volatity was 20.78, the open interest changed by 458 which increased total open position to 1826
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 1021.85, which was 286.40 higher than the previous day. The implied volatity was 20.55, the open interest changed by 327 which increased total open position to 1368
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 735.45, which was -292.10 lower than the previous day. The implied volatity was 20.08, the open interest changed by -10 which decreased total open position to 1041
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 1027.55, which was 307.55 higher than the previous day. The implied volatity was 19.52, the open interest changed by 254 which increased total open position to 1076
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 720, which was -214.95 lower than the previous day. The implied volatity was 19.43, the open interest changed by -12 which decreased total open position to 817
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 934.95, which was 50.15 higher than the previous day. The implied volatity was 19.23, the open interest changed by 31 which increased total open position to 829
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 884.8, which was -387.75 lower than the previous day. The implied volatity was 18.95, the open interest changed by 218 which increased total open position to 798
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 1272.55, which was 284.55 higher than the previous day. The implied volatity was 19.26, the open interest changed by 499 which increased total open position to 561
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 988, which was 321.30 higher than the previous day. The implied volatity was 19.35, the open interest changed by 49 which increased total open position to 50
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 666.7, which was 207.65 higher than the previous day. The implied volatity was 18.46, 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 459.05, 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 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 459.05, which was -72.05 lower than the previous day. The implied volatity was 17.58, 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 531.1, which was 0.00 lower than the previous day. The implied volatity was 2.48, 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 531.1, which was 0.00 lower than the previous day. The implied volatity was 3.58, 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 531.1, which was lower than the previous day. The implied volatity was 4.23, the open interest changed by 0 which decreased total open position to 0