BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
19 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 49500 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.55
Vega: 29.01
Theta: -37.75
Gamma: 0.00
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
19 Feb | 49570.10 | 565 | 133.8 | 16.78 | 4,88,674 | -402 | 34,869 | |||
18 Feb | 49087.30 | 417.25 | -168.4 | 18.13 | 2,09,643 | 3,219 | 35,556 | |||
17 Feb | 49258.90 | 611.55 | 62.9 | 19.81 | 2,21,751 | -2,550 | 32,666 | |||
14 Feb | 49099.45 | 519.85 | -174.05 | 17.39 | 3,17,574 | 5,457 | 35,619 | |||
13 Feb | 49359.85 | 678.8 | -101.7 | 17.22 | 1,99,284 | 5,299 | 30,231 | |||
12 Feb | 49479.45 | 810 | 6.6 | 17.25 | 2,83,009 | 341 | 25,328 | |||
11 Feb | 49403.40 | 756 | -400.1 | 17.39 | 1,83,890 | 11,741 | 25,119 | |||
10 Feb | 49981.00 | 1153 | -101.95 | 17.56 | 27,503 | 1,191 | 13,414 | |||
|
||||||||||
7 Feb | 50158.85 | 1272.7 | -229.05 | 14.58 | 30,567 | -984 | 12,266 | |||
6 Feb | 50382.10 | 1504.8 | 68.45 | 15.73 | 11,854 | 405 | 13,259 | |||
5 Feb | 50343.05 | 1416.7 | 104.55 | 15.23 | 13,772 | -1,208 | 12,942 | |||
4 Feb | 50157.95 | 1324 | 445.55 | 15.66 | 98,060 | -4,947 | 14,341 | |||
3 Feb | 49210.55 | 879.45 | -173.55 | 16.99 | 1,39,752 | 4,553 | 19,726 | |||
1 Feb | 49506.95 | 1047.4 | -206.95 | 16.18 | 1,89,310 | 3,407 | 15,927 | |||
31 Jan | 49587.20 | 1265.1 | 32.55 | 18.79 | 1,64,557 | 1,871 | 12,685 | |||
30 Jan | 49311.95 | 1274.9 | 114.1 | 20.79 | 31,378 | 5,036 | 11,257 | |||
29 Jan | 49165.95 | 1170.1 | 147.6 | 20.68 | 9,826 | 467 | 6,209 | |||
28 Jan | 48866.85 | 1045.75 | 315.6 | 20.37 | 13,476 | -266 | 5,722 | |||
27 Jan | 48064.65 | 724.45 | -121.35 | 20.92 | 6,617 | 1,117 | 5,978 | |||
24 Jan | 48367.80 | 839.5 | -151.35 | 19.48 | 6,180 | 750 | 4,859 | |||
23 Jan | 48589.00 | 979.1 | -85.50 | 19.62 | 3,615 | 342 | 4,104 | |||
22 Jan | 48724.40 | 1064.6 | -1.45 | 19.34 | 6,019 | 456 | 3,768 | |||
21 Jan | 48570.90 | 1066.05 | -322.35 | 20.09 | 6,643 | 231 | 3,255 | |||
20 Jan | 49350.80 | 1388.4 | 370.00 | 19.04 | 4,564 | 88 | 3,094 | |||
17 Jan | 48540.60 | 1018.4 | -370.80 | 18.56 | 4,894 | 1,294 | 3,005 | |||
16 Jan | 49278.70 | 1389.2 | 287.80 | 17.27 | 2,269 | -146 | 1,723 | |||
15 Jan | 48751.70 | 1101.4 | -128.60 | 17.50 | 1,654 | 339 | 1,871 | |||
14 Jan | 48729.15 | 1230 | 327.00 | 18.33 | 2,870 | -177 | 1,544 | |||
13 Jan | 48041.25 | 903 | -280.65 | 18.86 | 3,158 | 160 | 1,739 | |||
10 Jan | 48734.15 | 1183.65 | -448.35 | 17.33 | 2,934 | 785 | 1,574 | |||
9 Jan | 49503.50 | 1632 | -177.00 | 17.32 | 1,264 | 368 | 791 | |||
8 Jan | 49835.05 | 1809 | -188.50 | 17.04 | 928 | 303 | 420 | |||
7 Jan | 50202.15 | 1997.5 | 84.50 | 16.17 | 80 | -7 | 116 | |||
6 Jan | 49922.00 | 1913 | -907.00 | 16.79 | 350 | 92 | 122 | |||
3 Jan | 50988.80 | 2820 | -53.65 | 18.86 | 5 | 4 | 29 | |||
2 Jan | 51605.55 | 2873.65 | 7.34 | 1 | 25 | 25 |
For Nifty Bank - strike price 49500 expiring on 27FEB2025
Delta for 49500 CE is 0.55
Historical price for 49500 CE is as follows
On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 565, which was 133.8 higher than the previous day. The implied volatity was 16.78, the open interest changed by -402 which decreased total open position to 34869
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 417.25, which was -168.4 lower than the previous day. The implied volatity was 18.13, the open interest changed by 3219 which increased total open position to 35556
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 611.55, which was 62.9 higher than the previous day. The implied volatity was 19.81, the open interest changed by -2550 which decreased total open position to 32666
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 519.85, which was -174.05 lower than the previous day. The implied volatity was 17.39, the open interest changed by 5457 which increased total open position to 35619
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 678.8, which was -101.7 lower than the previous day. The implied volatity was 17.22, the open interest changed by 5299 which increased total open position to 30231
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 810, which was 6.6 higher than the previous day. The implied volatity was 17.25, the open interest changed by 341 which increased total open position to 25328
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 756, which was -400.1 lower than the previous day. The implied volatity was 17.39, the open interest changed by 11741 which increased total open position to 25119
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 1153, which was -101.95 lower than the previous day. The implied volatity was 17.56, the open interest changed by 1191 which increased total open position to 13414
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 1272.7, which was -229.05 lower than the previous day. The implied volatity was 14.58, the open interest changed by -984 which decreased total open position to 12266
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 1504.8, which was 68.45 higher than the previous day. The implied volatity was 15.73, the open interest changed by 405 which increased total open position to 13259
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 1416.7, which was 104.55 higher than the previous day. The implied volatity was 15.23, the open interest changed by -1208 which decreased total open position to 12942
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 1324, which was 445.55 higher than the previous day. The implied volatity was 15.66, the open interest changed by -4947 which decreased total open position to 14341
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 879.45, which was -173.55 lower than the previous day. The implied volatity was 16.99, the open interest changed by 4553 which increased total open position to 19726
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 1047.4, which was -206.95 lower than the previous day. The implied volatity was 16.18, the open interest changed by 3407 which increased total open position to 15927
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 1265.1, which was 32.55 higher than the previous day. The implied volatity was 18.79, the open interest changed by 1871 which increased total open position to 12685
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 1274.9, which was 114.1 higher than the previous day. The implied volatity was 20.79, the open interest changed by 5036 which increased total open position to 11257
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 1170.1, which was 147.6 higher than the previous day. The implied volatity was 20.68, the open interest changed by 467 which increased total open position to 6209
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 1045.75, which was 315.6 higher than the previous day. The implied volatity was 20.37, the open interest changed by -266 which decreased total open position to 5722
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 724.45, which was -121.35 lower than the previous day. The implied volatity was 20.92, the open interest changed by 1117 which increased total open position to 5978
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 839.5, which was -151.35 lower than the previous day. The implied volatity was 19.48, the open interest changed by 750 which increased total open position to 4859
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 979.1, which was -85.50 lower than the previous day. The implied volatity was 19.62, the open interest changed by 342 which increased total open position to 4104
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 1064.6, which was -1.45 lower than the previous day. The implied volatity was 19.34, the open interest changed by 456 which increased total open position to 3768
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 1066.05, which was -322.35 lower than the previous day. The implied volatity was 20.09, the open interest changed by 231 which increased total open position to 3255
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 1388.4, which was 370.00 higher than the previous day. The implied volatity was 19.04, the open interest changed by 88 which increased total open position to 3094
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 1018.4, which was -370.80 lower than the previous day. The implied volatity was 18.56, the open interest changed by 1294 which increased total open position to 3005
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 1389.2, which was 287.80 higher than the previous day. The implied volatity was 17.27, the open interest changed by -146 which decreased total open position to 1723
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 1101.4, which was -128.60 lower than the previous day. The implied volatity was 17.50, the open interest changed by 339 which increased total open position to 1871
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 1230, which was 327.00 higher than the previous day. The implied volatity was 18.33, the open interest changed by -177 which decreased total open position to 1544
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 903, which was -280.65 lower than the previous day. The implied volatity was 18.86, the open interest changed by 160 which increased total open position to 1739
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 1183.65, which was -448.35 lower than the previous day. The implied volatity was 17.33, the open interest changed by 785 which increased total open position to 1574
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 1632, which was -177.00 lower than the previous day. The implied volatity was 17.32, the open interest changed by 368 which increased total open position to 791
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 1809, which was -188.50 lower than the previous day. The implied volatity was 17.04, the open interest changed by 303 which increased total open position to 420
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 1997.5, which was 84.50 higher than the previous day. The implied volatity was 16.17, the open interest changed by -7 which decreased total open position to 116
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1913, which was -907.00 lower than the previous day. The implied volatity was 16.79, the open interest changed by 92 which increased total open position to 122
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 2820, which was -53.65 lower than the previous day. The implied volatity was 18.86, the open interest changed by 4 which increased total open position to 29
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 2873.65, which was lower than the previous day. The implied volatity was 7.34, the open interest changed by 25 which increased total open position to 25
BANKNIFTY 27FEB2025 49500 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.45
Vega: 29.04
Theta: -26.03
Gamma: 0.00
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
19 Feb | 49570.10 | 451.1 | -261.95 | 17.79 | 4,12,707 | 7,222 | 30,396 |
18 Feb | 49087.30 | 723.95 | 101.65 | 17.99 | 92,405 | -1,626 | 23,307 |
17 Feb | 49258.90 | 600.95 | -94.4 | 17.38 | 95,117 | -418 | 25,023 |
14 Feb | 49099.45 | 731.7 | 125.2 | 15.91 | 2,50,910 | -3,088 | 26,012 |
13 Feb | 49359.85 | 630.6 | 63.75 | 16.75 | 2,70,087 | 1,560 | 29,251 |
12 Feb | 49479.45 | 560.8 | -46.95 | 16.75 | 2,68,211 | 280 | 28,051 |
11 Feb | 49403.40 | 654.4 | 238.8 | 16.81 | 2,54,262 | 6,040 | 27,857 |
10 Feb | 49981.00 | 421 | 19.6 | 16.78 | 1,24,667 | 1,835 | 21,993 |
7 Feb | 50158.85 | 397.35 | 0.85 | 17.04 | 1,75,864 | -2,260 | 20,506 |
6 Feb | 50382.10 | 393.3 | -22.1 | 18.19 | 77,037 | 3,027 | 22,808 |
5 Feb | 50343.05 | 422.1 | -84.8 | 17.69 | 74,714 | 1,347 | 20,736 |
4 Feb | 50157.95 | 496 | -365.45 | 17.72 | 1,44,079 | 3,402 | 19,339 |
3 Feb | 49210.55 | 852 | 78.35 | 17.41 | 1,02,937 | 1,330 | 16,266 |
1 Feb | 49506.95 | 770 | -115.55 | 17.98 | 2,22,802 | 2,050 | 15,539 |
31 Jan | 49587.20 | 861.8 | -174.6 | 20.26 | 1,48,570 | 3,840 | 13,811 |
30 Jan | 49311.95 | 1012 | -205.05 | 21.06 | 28,140 | 5,780 | 10,238 |
29 Jan | 49165.95 | 1188.3 | -144.95 | 22.00 | 5,849 | 970 | 4,431 |
28 Jan | 48866.85 | 1328.55 | -472.75 | 21.92 | 7,279 | -99 | 3,459 |
27 Jan | 48064.65 | 1828.05 | 219.5 | 21.78 | 3,708 | -186 | 3,558 |
24 Jan | 48367.80 | 1681.1 | 246.05 | 21.99 | 2,566 | 289 | 3,743 |
23 Jan | 48589.00 | 1425.3 | 72.05 | 19.84 | 1,433 | 281 | 3,458 |
22 Jan | 48724.40 | 1353.25 | -99.15 | 20.01 | 2,564 | 44 | 3,173 |
21 Jan | 48570.90 | 1452.4 | 382.40 | 20.24 | 5,277 | 235 | 3,139 |
20 Jan | 49350.80 | 1070 | -377.30 | 19.56 | 3,921 | 618 | 2,921 |
17 Jan | 48540.60 | 1447.3 | 400.65 | 19.02 | 2,111 | 236 | 2,305 |
16 Jan | 49278.70 | 1046.65 | -297.65 | 18.94 | 1,971 | 203 | 2,078 |
15 Jan | 48751.70 | 1344.3 | 88.75 | 19.03 | 783 | -33 | 1,875 |
14 Jan | 48729.15 | 1255.55 | -507.00 | 18.38 | 1,914 | -128 | 1,907 |
13 Jan | 48041.25 | 1762.55 | 361.70 | 19.12 | 1,453 | -368 | 2,036 |
10 Jan | 48734.15 | 1400.85 | 435.70 | 19.26 | 3,743 | 483 | 2,399 |
9 Jan | 49503.50 | 965.15 | 125.90 | 17.93 | 2,222 | 99 | 1,918 |
8 Jan | 49835.05 | 839.25 | 81.25 | 17.57 | 2,710 | 92 | 1,877 |
7 Jan | 50202.15 | 758 | -116.85 | 18.03 | 840 | 55 | 1,794 |
6 Jan | 49922.00 | 874.85 | 364.65 | 18.54 | 2,702 | 279 | 1,739 |
3 Jan | 50988.80 | 510.2 | 125.10 | 17.28 | 529 | 10 | 1,492 |
2 Jan | 51605.55 | 385.1 | 17.41 | 797 | 46 | 1,504 |
For Nifty Bank - strike price 49500 expiring on 27FEB2025
Delta for 49500 PE is -0.45
Historical price for 49500 PE is as follows
On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 451.1, which was -261.95 lower than the previous day. The implied volatity was 17.79, the open interest changed by 7222 which increased total open position to 30396
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 723.95, which was 101.65 higher than the previous day. The implied volatity was 17.99, the open interest changed by -1626 which decreased total open position to 23307
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 600.95, which was -94.4 lower than the previous day. The implied volatity was 17.38, the open interest changed by -418 which decreased total open position to 25023
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 731.7, which was 125.2 higher than the previous day. The implied volatity was 15.91, the open interest changed by -3088 which decreased total open position to 26012
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 630.6, which was 63.75 higher than the previous day. The implied volatity was 16.75, the open interest changed by 1560 which increased total open position to 29251
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 560.8, which was -46.95 lower than the previous day. The implied volatity was 16.75, the open interest changed by 280 which increased total open position to 28051
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 654.4, which was 238.8 higher than the previous day. The implied volatity was 16.81, the open interest changed by 6040 which increased total open position to 27857
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 421, which was 19.6 higher than the previous day. The implied volatity was 16.78, the open interest changed by 1835 which increased total open position to 21993
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 397.35, which was 0.85 higher than the previous day. The implied volatity was 17.04, the open interest changed by -2260 which decreased total open position to 20506
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 393.3, which was -22.1 lower than the previous day. The implied volatity was 18.19, the open interest changed by 3027 which increased total open position to 22808
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 422.1, which was -84.8 lower than the previous day. The implied volatity was 17.69, the open interest changed by 1347 which increased total open position to 20736
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 496, which was -365.45 lower than the previous day. The implied volatity was 17.72, the open interest changed by 3402 which increased total open position to 19339
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 852, which was 78.35 higher than the previous day. The implied volatity was 17.41, the open interest changed by 1330 which increased total open position to 16266
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 770, which was -115.55 lower than the previous day. The implied volatity was 17.98, the open interest changed by 2050 which increased total open position to 15539
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 861.8, which was -174.6 lower than the previous day. The implied volatity was 20.26, the open interest changed by 3840 which increased total open position to 13811
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 1012, which was -205.05 lower than the previous day. The implied volatity was 21.06, the open interest changed by 5780 which increased total open position to 10238
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 1188.3, which was -144.95 lower than the previous day. The implied volatity was 22.00, the open interest changed by 970 which increased total open position to 4431
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 1328.55, which was -472.75 lower than the previous day. The implied volatity was 21.92, the open interest changed by -99 which decreased total open position to 3459
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 1828.05, which was 219.5 higher than the previous day. The implied volatity was 21.78, the open interest changed by -186 which decreased total open position to 3558
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 1681.1, which was 246.05 higher than the previous day. The implied volatity was 21.99, the open interest changed by 289 which increased total open position to 3743
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 1425.3, which was 72.05 higher than the previous day. The implied volatity was 19.84, the open interest changed by 281 which increased total open position to 3458
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 1353.25, which was -99.15 lower than the previous day. The implied volatity was 20.01, the open interest changed by 44 which increased total open position to 3173
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 1452.4, which was 382.40 higher than the previous day. The implied volatity was 20.24, the open interest changed by 235 which increased total open position to 3139
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 1070, which was -377.30 lower than the previous day. The implied volatity was 19.56, the open interest changed by 618 which increased total open position to 2921
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 1447.3, which was 400.65 higher than the previous day. The implied volatity was 19.02, the open interest changed by 236 which increased total open position to 2305
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 1046.65, which was -297.65 lower than the previous day. The implied volatity was 18.94, the open interest changed by 203 which increased total open position to 2078
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 1344.3, which was 88.75 higher than the previous day. The implied volatity was 19.03, the open interest changed by -33 which decreased total open position to 1875
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 1255.55, which was -507.00 lower than the previous day. The implied volatity was 18.38, the open interest changed by -128 which decreased total open position to 1907
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 1762.55, which was 361.70 higher than the previous day. The implied volatity was 19.12, the open interest changed by -368 which decreased total open position to 2036
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 1400.85, which was 435.70 higher than the previous day. The implied volatity was 19.26, the open interest changed by 483 which increased total open position to 2399
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 965.15, which was 125.90 higher than the previous day. The implied volatity was 17.93, the open interest changed by 99 which increased total open position to 1918
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 839.25, which was 81.25 higher than the previous day. The implied volatity was 17.57, the open interest changed by 92 which increased total open position to 1877
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 758, which was -116.85 lower than the previous day. The implied volatity was 18.03, the open interest changed by 55 which increased total open position to 1794
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 874.85, which was 364.65 higher than the previous day. The implied volatity was 18.54, the open interest changed by 279 which increased total open position to 1739
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 510.2, which was 125.10 higher than the previous day. The implied volatity was 17.28, the open interest changed by 10 which increased total open position to 1492
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 385.1, which was lower than the previous day. The implied volatity was 17.41, the open interest changed by 46 which increased total open position to 1504