BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
18 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 49400 CE | ||||||||||
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Delta: 0.45
Vega: 30.46
Theta: -36.96
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
18 Feb | 49087.30 | 466.5 | -171.55 | 18.37 | 70,072 | 2,905 | 10,094 | |||
17 Feb | 49258.90 | 661 | 64.25 | 19.83 | 91,805 | -1,177 | 7,262 | |||
14 Feb | 49099.45 | 562.1 | -187.05 | 17.35 | 1,44,453 | 1,382 | 8,919 | |||
13 Feb | 49359.85 | 728.2 | -102.85 | 17.17 | 82,561 | 2,209 | 7,557 | |||
12 Feb | 49479.45 | 874.25 | 17.75 | 17.47 | 1,43,832 | -541 | 5,341 | |||
11 Feb | 49403.40 | 810 | -417 | 17.44 | 58,900 | 3,004 | 5,932 | |||
10 Feb | 49981.00 | 1217.45 | -102.4 | 17.56 | 2,933 | 2 | 2,935 | |||
7 Feb | 50158.85 | 1346.85 | -225.65 | 14.65 | 1,963 | -314 | 2,941 | |||
6 Feb | 50382.10 | 1578.6 | 65.6 | 15.70 | 1,343 | -15 | 3,256 | |||
5 Feb | 50343.05 | 1501.35 | 116 | 15.56 | 1,655 | -43 | 3,293 | |||
4 Feb | 50157.95 | 1383.05 | 451.95 | 15.46 | 16,370 | -1,718 | 3,351 | |||
3 Feb | 49210.55 | 931.5 | -178.4 | 17.02 | 64,094 | 1,681 | 5,125 | |||
1 Feb | 49506.95 | 1099.55 | -212.8 | 16.10 | 57,688 | 75 | 3,484 | |||
31 Jan | 49587.20 | 1327 | 21.3 | 18.90 | 72,381 | 1,285 | 3,505 | |||
30 Jan | 49311.95 | 1340 | 123.6 | 21.01 | 7,667 | 1,193 | 2,195 | |||
29 Jan | 49165.95 | 1225 | 153.65 | 20.79 | 1,961 | 320 | 999 | |||
28 Jan | 48866.85 | 1076.15 | 301.4 | 20.19 | 1,188 | 247 | 677 | |||
27 Jan | 48064.65 | 755.65 | -131.4 | 20.75 | 361 | -19 | 426 | |||
24 Jan | 48367.80 | 877.75 | -152.95 | 19.45 | 656 | 12 | 444 | |||
23 Jan | 48589.00 | 1001.6 | -114.95 | 19.28 | 247 | -36 | 430 | |||
22 Jan | 48724.40 | 1116.55 | 11.95 | 19.45 | 349 | -4 | 466 | |||
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21 Jan | 48570.90 | 1104.6 | -297.25 | 20.02 | 558 | 32 | 471 | |||
20 Jan | 49350.80 | 1401.85 | 335.80 | 18.40 | 801 | 63 | 440 | |||
17 Jan | 48540.60 | 1066.05 | -377.10 | 18.55 | 630 | -103 | 379 | |||
16 Jan | 49278.70 | 1443.15 | 282.70 | 17.25 | 284 | -61 | 484 | |||
15 Jan | 48751.70 | 1160.45 | -96.90 | 17.65 | 415 | 212 | 552 | |||
14 Jan | 48729.15 | 1257.35 | 311.35 | 18.02 | 122 | -18 | 340 | |||
13 Jan | 48041.25 | 946 | -293.55 | 18.93 | 292 | 4 | 358 | |||
10 Jan | 48734.15 | 1239.55 | -442.40 | 17.45 | 233 | 44 | 351 | |||
9 Jan | 49503.50 | 1681.95 | -190.25 | 17.21 | 413 | 280 | 309 | |||
8 Jan | 49835.05 | 1872.2 | -118.40 | 17.08 | 62 | 19 | 30 | |||
7 Jan | 50202.15 | 1990.6 | 0.00 | 0.00 | 0 | 3 | 0 | |||
6 Jan | 49922.00 | 1990.6 | -637.65 | 17.00 | 3 | 0 | 8 | |||
3 Jan | 50988.80 | 2628.25 | 0.00 | 0.00 | 0 | 8 | 0 | |||
2 Jan | 51605.55 | 2628.25 | 0.00 | 0 | 2 | 0 |
For Nifty Bank - strike price 49400 expiring on 27FEB2025
Delta for 49400 CE is 0.45
Historical price for 49400 CE is as follows
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 466.5, which was -171.55 lower than the previous day. The implied volatity was 18.37, the open interest changed by 2905 which increased total open position to 10094
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 661, which was 64.25 higher than the previous day. The implied volatity was 19.83, the open interest changed by -1177 which decreased total open position to 7262
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 562.1, which was -187.05 lower than the previous day. The implied volatity was 17.35, the open interest changed by 1382 which increased total open position to 8919
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 728.2, which was -102.85 lower than the previous day. The implied volatity was 17.17, the open interest changed by 2209 which increased total open position to 7557
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 874.25, which was 17.75 higher than the previous day. The implied volatity was 17.47, the open interest changed by -541 which decreased total open position to 5341
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 810, which was -417 lower than the previous day. The implied volatity was 17.44, the open interest changed by 3004 which increased total open position to 5932
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 1217.45, which was -102.4 lower than the previous day. The implied volatity was 17.56, the open interest changed by 2 which increased total open position to 2935
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 1346.85, which was -225.65 lower than the previous day. The implied volatity was 14.65, the open interest changed by -314 which decreased total open position to 2941
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 1578.6, which was 65.6 higher than the previous day. The implied volatity was 15.70, the open interest changed by -15 which decreased total open position to 3256
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 1501.35, which was 116 higher than the previous day. The implied volatity was 15.56, the open interest changed by -43 which decreased total open position to 3293
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 1383.05, which was 451.95 higher than the previous day. The implied volatity was 15.46, the open interest changed by -1718 which decreased total open position to 3351
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 931.5, which was -178.4 lower than the previous day. The implied volatity was 17.02, the open interest changed by 1681 which increased total open position to 5125
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 1099.55, which was -212.8 lower than the previous day. The implied volatity was 16.10, the open interest changed by 75 which increased total open position to 3484
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 1327, which was 21.3 higher than the previous day. The implied volatity was 18.90, the open interest changed by 1285 which increased total open position to 3505
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 1340, which was 123.6 higher than the previous day. The implied volatity was 21.01, the open interest changed by 1193 which increased total open position to 2195
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 1225, which was 153.65 higher than the previous day. The implied volatity was 20.79, the open interest changed by 320 which increased total open position to 999
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 1076.15, which was 301.4 higher than the previous day. The implied volatity was 20.19, the open interest changed by 247 which increased total open position to 677
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 755.65, which was -131.4 lower than the previous day. The implied volatity was 20.75, the open interest changed by -19 which decreased total open position to 426
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 877.75, which was -152.95 lower than the previous day. The implied volatity was 19.45, the open interest changed by 12 which increased total open position to 444
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 1001.6, which was -114.95 lower than the previous day. The implied volatity was 19.28, the open interest changed by -36 which decreased total open position to 430
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 1116.55, which was 11.95 higher than the previous day. The implied volatity was 19.45, the open interest changed by -4 which decreased total open position to 466
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 1104.6, which was -297.25 lower than the previous day. The implied volatity was 20.02, the open interest changed by 32 which increased total open position to 471
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 1401.85, which was 335.80 higher than the previous day. The implied volatity was 18.40, the open interest changed by 63 which increased total open position to 440
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 1066.05, which was -377.10 lower than the previous day. The implied volatity was 18.55, the open interest changed by -103 which decreased total open position to 379
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 1443.15, which was 282.70 higher than the previous day. The implied volatity was 17.25, the open interest changed by -61 which decreased total open position to 484
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 1160.45, which was -96.90 lower than the previous day. The implied volatity was 17.65, the open interest changed by 212 which increased total open position to 552
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 1257.35, which was 311.35 higher than the previous day. The implied volatity was 18.02, the open interest changed by -18 which decreased total open position to 340
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 946, which was -293.55 lower than the previous day. The implied volatity was 18.93, the open interest changed by 4 which increased total open position to 358
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 1239.55, which was -442.40 lower than the previous day. The implied volatity was 17.45, the open interest changed by 44 which increased total open position to 351
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 1681.95, which was -190.25 lower than the previous day. The implied volatity was 17.21, the open interest changed by 280 which increased total open position to 309
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 1872.2, which was -118.40 lower than the previous day. The implied volatity was 17.08, the open interest changed by 19 which increased total open position to 30
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 1990.6, 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 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1990.6, which was -637.65 lower than the previous day. The implied volatity was 17.00, the open interest changed by 0 which decreased total open position to 8
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 2628.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 2628.25, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
BANKNIFTY 27FEB2025 49400 PE | |||||||
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Delta: -0.55
Vega: 30.45
Theta: -22.93
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
18 Feb | 49087.30 | 668.45 | 93.8 | 18.07 | 52,842 | -430 | 5,867 |
17 Feb | 49258.90 | 548.45 | -96.25 | 17.33 | 45,703 | -424 | 6,302 |
14 Feb | 49099.45 | 679 | 116.15 | 16.00 | 1,72,253 | -1,059 | 6,853 |
13 Feb | 49359.85 | 583.8 | 54.25 | 16.80 | 1,21,900 | 1,105 | 8,251 |
12 Feb | 49479.45 | 520 | -44.8 | 16.83 | 1,59,071 | 835 | 7,616 |
11 Feb | 49403.40 | 614.5 | 228.8 | 17.00 | 1,16,063 | 1,633 | 7,299 |
10 Feb | 49981.00 | 390 | 19.4 | 16.89 | 39,716 | 530 | 5,711 |
7 Feb | 50158.85 | 367.8 | -2.5 | 17.07 | 56,815 | 82 | 5,408 |
6 Feb | 50382.10 | 358.8 | -28.5 | 18.05 | 26,186 | -458 | 5,318 |
5 Feb | 50343.05 | 392.55 | -83 | 17.71 | 23,478 | 214 | 5,805 |
4 Feb | 50157.95 | 465.05 | -350.3 | 17.78 | 32,718 | 1,600 | 5,649 |
3 Feb | 49210.55 | 807.05 | 72.4 | 17.48 | 65,835 | 8 | 4,166 |
1 Feb | 49506.95 | 722.45 | -120.3 | 17.88 | 80,703 | -99 | 4,209 |
31 Jan | 49587.20 | 824.85 | -165.95 | 20.37 | 75,890 | 2,405 | 4,521 |
30 Jan | 49311.95 | 969.85 | -199.4 | 21.11 | 7,116 | 1,328 | 2,068 |
29 Jan | 49165.95 | 1195 | -84.65 | 23.00 | 1,205 | 283 | 741 |
28 Jan | 48866.85 | 1279.15 | -470.85 | 21.98 | 786 | 102 | 457 |
27 Jan | 48064.65 | 1750 | 202.85 | 21.42 | 18 | -6 | 355 |
24 Jan | 48367.80 | 1565.45 | 185.3 | 21.05 | 125 | -1 | 361 |
23 Jan | 48589.00 | 1380.15 | 53.80 | 20.02 | 48 | 2 | 362 |
22 Jan | 48724.40 | 1326.35 | -62.25 | 20.44 | 93 | 15 | 360 |
21 Jan | 48570.90 | 1388.6 | 404.65 | 20.10 | 632 | -20 | 347 |
20 Jan | 49350.80 | 983.95 | -415.85 | 18.91 | 796 | 168 | 389 |
17 Jan | 48540.60 | 1399.8 | 389.80 | 19.16 | 209 | 18 | 219 |
16 Jan | 49278.70 | 1010 | -279.15 | 19.04 | 354 | 47 | 202 |
15 Jan | 48751.70 | 1289.15 | 62.15 | 18.98 | 85 | -17 | 155 |
14 Jan | 48729.15 | 1227 | -449.00 | 18.70 | 98 | 38 | 172 |
13 Jan | 48041.25 | 1676 | 336.90 | 18.72 | 166 | 18 | 137 |
10 Jan | 48734.15 | 1339.1 | 414.25 | 19.11 | 183 | 28 | 119 |
9 Jan | 49503.50 | 924.85 | 134.35 | 17.95 | 173 | 70 | 89 |
8 Jan | 49835.05 | 790.5 | -40.35 | 17.43 | 56 | 9 | 18 |
7 Jan | 50202.15 | 830.85 | 0.00 | 0.00 | 0 | 9 | 0 |
6 Jan | 49922.00 | 830.85 | 123.10 | 18.44 | 14 | 6 | 6 |
3 Jan | 50988.80 | 707.75 | 0.00 | 2.66 | 0 | 0 | 0 |
2 Jan | 51605.55 | 707.75 | 3.34 | 0 | 0 | 0 |
For Nifty Bank - strike price 49400 expiring on 27FEB2025
Delta for 49400 PE is -0.55
Historical price for 49400 PE is as follows
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 668.45, which was 93.8 higher than the previous day. The implied volatity was 18.07, the open interest changed by -430 which decreased total open position to 5867
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 548.45, which was -96.25 lower than the previous day. The implied volatity was 17.33, the open interest changed by -424 which decreased total open position to 6302
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 679, which was 116.15 higher than the previous day. The implied volatity was 16.00, the open interest changed by -1059 which decreased total open position to 6853
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 583.8, which was 54.25 higher than the previous day. The implied volatity was 16.80, the open interest changed by 1105 which increased total open position to 8251
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 520, which was -44.8 lower than the previous day. The implied volatity was 16.83, the open interest changed by 835 which increased total open position to 7616
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 614.5, which was 228.8 higher than the previous day. The implied volatity was 17.00, the open interest changed by 1633 which increased total open position to 7299
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 390, which was 19.4 higher than the previous day. The implied volatity was 16.89, the open interest changed by 530 which increased total open position to 5711
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 367.8, which was -2.5 lower than the previous day. The implied volatity was 17.07, the open interest changed by 82 which increased total open position to 5408
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 358.8, which was -28.5 lower than the previous day. The implied volatity was 18.05, the open interest changed by -458 which decreased total open position to 5318
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 392.55, which was -83 lower than the previous day. The implied volatity was 17.71, the open interest changed by 214 which increased total open position to 5805
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 465.05, which was -350.3 lower than the previous day. The implied volatity was 17.78, the open interest changed by 1600 which increased total open position to 5649
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 807.05, which was 72.4 higher than the previous day. The implied volatity was 17.48, the open interest changed by 8 which increased total open position to 4166
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 722.45, which was -120.3 lower than the previous day. The implied volatity was 17.88, the open interest changed by -99 which decreased total open position to 4209
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 824.85, which was -165.95 lower than the previous day. The implied volatity was 20.37, the open interest changed by 2405 which increased total open position to 4521
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 969.85, which was -199.4 lower than the previous day. The implied volatity was 21.11, the open interest changed by 1328 which increased total open position to 2068
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 1195, which was -84.65 lower than the previous day. The implied volatity was 23.00, the open interest changed by 283 which increased total open position to 741
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 1279.15, which was -470.85 lower than the previous day. The implied volatity was 21.98, the open interest changed by 102 which increased total open position to 457
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 1750, which was 202.85 higher than the previous day. The implied volatity was 21.42, the open interest changed by -6 which decreased total open position to 355
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 1565.45, which was 185.3 higher than the previous day. The implied volatity was 21.05, the open interest changed by -1 which decreased total open position to 361
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 1380.15, which was 53.80 higher than the previous day. The implied volatity was 20.02, the open interest changed by 2 which increased total open position to 362
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 1326.35, which was -62.25 lower than the previous day. The implied volatity was 20.44, the open interest changed by 15 which increased total open position to 360
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 1388.6, which was 404.65 higher than the previous day. The implied volatity was 20.10, the open interest changed by -20 which decreased total open position to 347
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 983.95, which was -415.85 lower than the previous day. The implied volatity was 18.91, the open interest changed by 168 which increased total open position to 389
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 1399.8, which was 389.80 higher than the previous day. The implied volatity was 19.16, the open interest changed by 18 which increased total open position to 219
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 1010, which was -279.15 lower than the previous day. The implied volatity was 19.04, the open interest changed by 47 which increased total open position to 202
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 1289.15, which was 62.15 higher than the previous day. The implied volatity was 18.98, the open interest changed by -17 which decreased total open position to 155
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 1227, which was -449.00 lower than the previous day. The implied volatity was 18.70, the open interest changed by 38 which increased total open position to 172
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 1676, which was 336.90 higher than the previous day. The implied volatity was 18.72, the open interest changed by 18 which increased total open position to 137
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 1339.1, which was 414.25 higher than the previous day. The implied volatity was 19.11, the open interest changed by 28 which increased total open position to 119
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 924.85, which was 134.35 higher than the previous day. The implied volatity was 17.95, the open interest changed by 70 which increased total open position to 89
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 790.5, which was -40.35 lower than the previous day. The implied volatity was 17.43, the open interest changed by 9 which increased total open position to 18
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 830.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 830.85, which was 123.10 higher than the previous day. The implied volatity was 18.44, the open interest changed by 6 which increased total open position to 6
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 707.75, which was 0.00 lower than the previous day. The implied volatity was 2.66, 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 707.75, which was lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0