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[--[65.84.65.76]--]
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 48600 CE
Delta: 0.66
Vega: 28.22
Theta: -38.60
Gamma: 0.00
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
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
Delta: -0.34
Vega: 28.12
Theta: -24.81
Gamma: 0.00
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