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BANKNIFTY
Nifty Bank

49087.3 -171.60 (-0.35%)

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Historical option data for BANKNIFTY

18 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 49400 CE
Delta: 0.45
Vega: 30.46
Theta: -36.96
Gamma: 0.00
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
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
Delta: -0.55
Vega: 30.45
Theta: -22.93
Gamma: 0.00
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