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BANKNIFTY
Nifty Bank

49570.1 482.80 (0.98%)

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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