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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 49600 CE
Delta: 0.51
Vega: 29.23
Theta: -37.81
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
19 Feb 49570.10 510 121.05 16.96 2,21,894 2,692 12,568
18 Feb 49087.30 378 -158.55 18.13 55,842 1,437 9,999
17 Feb 49258.90 565 61.9 19.80 86,577 -2,632 8,430
14 Feb 49099.45 472.45 -170.4 17.23 1,19,659 1,976 11,225
13 Feb 49359.85 625.1 -102.85 17.09 1,51,783 2,902 9,400
12 Feb 49479.45 755 11.1 17.20 1,31,489 -629 6,626
11 Feb 49403.40 704.75 -386.6 17.35 1,15,492 4,708 7,299
10 Feb 49981.00 1073.7 -109.05 17.15 13,540 181 2,596
7 Feb 50158.85 1203.55 -227.45 14.60 4,264 -966 2,422
6 Feb 50382.10 1437 77.6 15.84 2,329 37 3,387
5 Feb 50343.05 1350.85 102.95 15.34 2,614 -385 3,345
4 Feb 50157.95 1260.9 433.8 15.73 66,465 -1,994 3,769
3 Feb 49210.55 827.4 -171.6 16.92 33,695 241 5,916
1 Feb 49506.95 983.7 -214.3 16.01 96,689 697 5,800
31 Jan 49587.20 1216.9 40.9 18.93 64,652 2,911 5,126
30 Jan 49311.95 1221.95 113.2 20.76 6,589 1,642 2,205
29 Jan 49165.95 1110.75 135.35 20.51 1,103 76 566
28 Jan 48866.85 992.9 293.55 20.23 1,534 -68 490
27 Jan 48064.65 687.2 -118.4 20.86 547 -44 556
24 Jan 48367.80 795 -149.95 19.29 738 247 597
23 Jan 48589.00 930.85 -83.60 19.51 209 -34 351
22 Jan 48724.40 1014.45 -3.40 19.26 670 77 383
21 Jan 48570.90 1017.85 -107.05 20.01 342 27 307
20 Jan 49350.80 1124.9 149.90 15.69 750 33 280
17 Jan 48540.60 975 -348.75 18.47 294 24 246
16 Jan 49278.70 1323.75 262.45 17.09 236 -53 224
15 Jan 48751.70 1061.3 -11.20 17.59 267 -4 277
14 Jan 48729.15 1072.5 199.75 16.70 93 -11 283
13 Jan 48041.25 872.75 -272.05 18.97 448 160 295
10 Jan 48734.15 1144.8 -433.20 17.39 220 -1 133
9 Jan 49503.50 1578 -179.10 17.33 264 70 134
8 Jan 49835.05 1757.1 -185.40 17.17 132 46 66
7 Jan 50202.15 1942.5 0.00 0.00 0 15 0
6 Jan 49922.00 1942.5 -524.30 18.08 15 10 15
3 Jan 50988.80 2466.8 0.00 0.00 0 5 0
2 Jan 51605.55 2466.8 0.00 0 5 0


For Nifty Bank - strike price 49600 expiring on 27FEB2025

Delta for 49600 CE is 0.51

Historical price for 49600 CE is as follows

On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 510, which was 121.05 higher than the previous day. The implied volatity was 16.96, the open interest changed by 2692 which increased total open position to 12568


On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 378, which was -158.55 lower than the previous day. The implied volatity was 18.13, the open interest changed by 1437 which increased total open position to 9999


On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 565, which was 61.9 higher than the previous day. The implied volatity was 19.80, the open interest changed by -2632 which decreased total open position to 8430


On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 472.45, which was -170.4 lower than the previous day. The implied volatity was 17.23, the open interest changed by 1976 which increased total open position to 11225


On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 625.1, which was -102.85 lower than the previous day. The implied volatity was 17.09, the open interest changed by 2902 which increased total open position to 9400


On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 755, which was 11.1 higher than the previous day. The implied volatity was 17.20, the open interest changed by -629 which decreased total open position to 6626


On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 704.75, which was -386.6 lower than the previous day. The implied volatity was 17.35, the open interest changed by 4708 which increased total open position to 7299


On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 1073.7, which was -109.05 lower than the previous day. The implied volatity was 17.15, the open interest changed by 181 which increased total open position to 2596


On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 1203.55, which was -227.45 lower than the previous day. The implied volatity was 14.60, the open interest changed by -966 which decreased total open position to 2422


On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 1437, which was 77.6 higher than the previous day. The implied volatity was 15.84, the open interest changed by 37 which increased total open position to 3387


On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 1350.85, which was 102.95 higher than the previous day. The implied volatity was 15.34, the open interest changed by -385 which decreased total open position to 3345


On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 1260.9, which was 433.8 higher than the previous day. The implied volatity was 15.73, the open interest changed by -1994 which decreased total open position to 3769


On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 827.4, which was -171.6 lower than the previous day. The implied volatity was 16.92, the open interest changed by 241 which increased total open position to 5916


On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 983.7, which was -214.3 lower than the previous day. The implied volatity was 16.01, the open interest changed by 697 which increased total open position to 5800


On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 1216.9, which was 40.9 higher than the previous day. The implied volatity was 18.93, the open interest changed by 2911 which increased total open position to 5126


On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 1221.95, which was 113.2 higher than the previous day. The implied volatity was 20.76, the open interest changed by 1642 which increased total open position to 2205


On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 1110.75, which was 135.35 higher than the previous day. The implied volatity was 20.51, the open interest changed by 76 which increased total open position to 566


On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 992.9, which was 293.55 higher than the previous day. The implied volatity was 20.23, the open interest changed by -68 which decreased total open position to 490


On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 687.2, which was -118.4 lower than the previous day. The implied volatity was 20.86, the open interest changed by -44 which decreased total open position to 556


On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 795, which was -149.95 lower than the previous day. The implied volatity was 19.29, the open interest changed by 247 which increased total open position to 597


On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 930.85, which was -83.60 lower than the previous day. The implied volatity was 19.51, the open interest changed by -34 which decreased total open position to 351


On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 1014.45, which was -3.40 lower than the previous day. The implied volatity was 19.26, the open interest changed by 77 which increased total open position to 383


On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 1017.85, which was -107.05 lower than the previous day. The implied volatity was 20.01, the open interest changed by 27 which increased total open position to 307


On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 1124.9, which was 149.90 higher than the previous day. The implied volatity was 15.69, the open interest changed by 33 which increased total open position to 280


On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 975, which was -348.75 lower than the previous day. The implied volatity was 18.47, the open interest changed by 24 which increased total open position to 246


On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 1323.75, which was 262.45 higher than the previous day. The implied volatity was 17.09, the open interest changed by -53 which decreased total open position to 224


On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 1061.3, which was -11.20 lower than the previous day. The implied volatity was 17.59, the open interest changed by -4 which decreased total open position to 277


On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 1072.5, which was 199.75 higher than the previous day. The implied volatity was 16.70, the open interest changed by -11 which decreased total open position to 283


On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 872.75, which was -272.05 lower than the previous day. The implied volatity was 18.97, the open interest changed by 160 which increased total open position to 295


On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 1144.8, which was -433.20 lower than the previous day. The implied volatity was 17.39, the open interest changed by -1 which decreased total open position to 133


On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 1578, which was -179.10 lower than the previous day. The implied volatity was 17.33, the open interest changed by 70 which increased total open position to 134


On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 1757.1, which was -185.40 lower than the previous day. The implied volatity was 17.17, the open interest changed by 46 which increased total open position to 66


On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 1942.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0


On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1942.5, which was -524.30 lower than the previous day. The implied volatity was 18.08, the open interest changed by 10 which increased total open position to 15


On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 2466.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 2466.8, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


BANKNIFTY 27FEB2025 49600 PE
Delta: -0.48
Vega: 29.22
Theta: -25.32
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
19 Feb 49570.10 490.75 -276.95 17.51 1,78,327 5,637 10,389
18 Feb 49087.30 783 111.25 17.94 17,663 64 4,813
17 Feb 49258.90 648.85 -98.5 17.20 19,393 -203 4,738
14 Feb 49099.45 786.05 141.1 15.78 98,860 -2,595 5,153
13 Feb 49359.85 680.95 73.85 16.74 1,61,896 1,273 8,009
12 Feb 49479.45 602.4 -56.9 16.63 1,24,387 866 6,823
11 Feb 49403.40 703.65 254.75 16.80 1,62,416 750 6,087
10 Feb 49981.00 457.15 26.8 16.80 50,436 678 5,414
7 Feb 50158.85 431.5 7.4 17.07 49,393 -620 4,810
6 Feb 50382.10 420 -25.55 18.11 28,117 -325 5,485
5 Feb 50343.05 451.1 -88.15 17.62 26,444 -279 5,943
4 Feb 50157.95 528.5 -380.7 17.66 96,521 2,440 6,292
3 Feb 49210.55 905.6 91.2 17.47 26,130 -621 3,828
1 Feb 49506.95 810 -117.15 17.86 91,436 359 4,496
31 Jan 49587.20 908.85 -175.7 20.31 73,540 2,025 4,286
30 Jan 49311.95 1050 -214.6 20.88 5,053 1,721 2,288
29 Jan 49165.95 1245.8 -139.9 22.10 262 113 566
28 Jan 48866.85 1381.05 -474 21.89 436 242 453
27 Jan 48064.65 1855.05 203.3 20.97 24 -5 213
24 Jan 48367.80 1655.75 171 20.51 151 -11 218
23 Jan 48589.00 1479.5 50.20 19.81 40 0 229
22 Jan 48724.40 1429.3 -64.25 20.36 188 42 228
21 Jan 48570.90 1493.55 378.30 20.00 367 -44 187
20 Jan 49350.80 1115.25 -384.55 19.53 622 56 230
17 Jan 48540.60 1499.8 399.75 18.98 108 -27 175
16 Jan 49278.70 1100.05 -300.90 19.06 280 69 201
15 Jan 48751.70 1400.95 34.90 19.06 64 -9 132
14 Jan 48729.15 1366.05 -428.80 19.24 39 4 140
13 Jan 48041.25 1794.85 344.45 18.67 144 -36 137
10 Jan 48734.15 1450.4 446.45 19.22 135 23 173
9 Jan 49503.50 1003.95 131.95 17.88 265 48 148
8 Jan 49835.05 872 111.20 17.49 319 58 100
7 Jan 50202.15 760.8 -138.20 17.55 21 2 40
6 Jan 49922.00 899 433.45 18.34 58 31 34
3 Jan 50988.80 465.55 -0.05 16.17 1 0 2
2 Jan 51605.55 465.6 18.41 1 1 1


For Nifty Bank - strike price 49600 expiring on 27FEB2025

Delta for 49600 PE is -0.48

Historical price for 49600 PE is as follows

On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 490.75, which was -276.95 lower than the previous day. The implied volatity was 17.51, the open interest changed by 5637 which increased total open position to 10389


On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 783, which was 111.25 higher than the previous day. The implied volatity was 17.94, the open interest changed by 64 which increased total open position to 4813


On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 648.85, which was -98.5 lower than the previous day. The implied volatity was 17.20, the open interest changed by -203 which decreased total open position to 4738


On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 786.05, which was 141.1 higher than the previous day. The implied volatity was 15.78, the open interest changed by -2595 which decreased total open position to 5153


On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 680.95, which was 73.85 higher than the previous day. The implied volatity was 16.74, the open interest changed by 1273 which increased total open position to 8009


On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 602.4, which was -56.9 lower than the previous day. The implied volatity was 16.63, the open interest changed by 866 which increased total open position to 6823


On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 703.65, which was 254.75 higher than the previous day. The implied volatity was 16.80, the open interest changed by 750 which increased total open position to 6087


On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 457.15, which was 26.8 higher than the previous day. The implied volatity was 16.80, the open interest changed by 678 which increased total open position to 5414


On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 431.5, which was 7.4 higher than the previous day. The implied volatity was 17.07, the open interest changed by -620 which decreased total open position to 4810


On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 420, which was -25.55 lower than the previous day. The implied volatity was 18.11, the open interest changed by -325 which decreased total open position to 5485


On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 451.1, which was -88.15 lower than the previous day. The implied volatity was 17.62, the open interest changed by -279 which decreased total open position to 5943


On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 528.5, which was -380.7 lower than the previous day. The implied volatity was 17.66, the open interest changed by 2440 which increased total open position to 6292


On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 905.6, which was 91.2 higher than the previous day. The implied volatity was 17.47, the open interest changed by -621 which decreased total open position to 3828


On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 810, which was -117.15 lower than the previous day. The implied volatity was 17.86, the open interest changed by 359 which increased total open position to 4496


On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 908.85, which was -175.7 lower than the previous day. The implied volatity was 20.31, the open interest changed by 2025 which increased total open position to 4286


On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 1050, which was -214.6 lower than the previous day. The implied volatity was 20.88, the open interest changed by 1721 which increased total open position to 2288


On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 1245.8, which was -139.9 lower than the previous day. The implied volatity was 22.10, the open interest changed by 113 which increased total open position to 566


On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 1381.05, which was -474 lower than the previous day. The implied volatity was 21.89, the open interest changed by 242 which increased total open position to 453


On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 1855.05, which was 203.3 higher than the previous day. The implied volatity was 20.97, the open interest changed by -5 which decreased total open position to 213


On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 1655.75, which was 171 higher than the previous day. The implied volatity was 20.51, the open interest changed by -11 which decreased total open position to 218


On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 1479.5, which was 50.20 higher than the previous day. The implied volatity was 19.81, the open interest changed by 0 which decreased total open position to 229


On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 1429.3, which was -64.25 lower than the previous day. The implied volatity was 20.36, the open interest changed by 42 which increased total open position to 228


On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 1493.55, which was 378.30 higher than the previous day. The implied volatity was 20.00, the open interest changed by -44 which decreased total open position to 187


On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 1115.25, which was -384.55 lower than the previous day. The implied volatity was 19.53, the open interest changed by 56 which increased total open position to 230


On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 1499.8, which was 399.75 higher than the previous day. The implied volatity was 18.98, the open interest changed by -27 which decreased total open position to 175


On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 1100.05, which was -300.90 lower than the previous day. The implied volatity was 19.06, the open interest changed by 69 which increased total open position to 201


On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 1400.95, which was 34.90 higher than the previous day. The implied volatity was 19.06, the open interest changed by -9 which decreased total open position to 132


On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 1366.05, which was -428.80 lower than the previous day. The implied volatity was 19.24, the open interest changed by 4 which increased total open position to 140


On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 1794.85, which was 344.45 higher than the previous day. The implied volatity was 18.67, the open interest changed by -36 which decreased total open position to 137


On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 1450.4, which was 446.45 higher than the previous day. The implied volatity was 19.22, the open interest changed by 23 which increased total open position to 173


On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 1003.95, which was 131.95 higher than the previous day. The implied volatity was 17.88, the open interest changed by 48 which increased total open position to 148


On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 872, which was 111.20 higher than the previous day. The implied volatity was 17.49, the open interest changed by 58 which increased total open position to 100


On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 760.8, which was -138.20 lower than the previous day. The implied volatity was 17.55, the open interest changed by 2 which increased total open position to 40


On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 899, which was 433.45 higher than the previous day. The implied volatity was 18.34, the open interest changed by 31 which increased total open position to 34


On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 465.55, which was -0.05 lower than the previous day. The implied volatity was 16.17, the open interest changed by 0 which decreased total open position to 2


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 465.6, which was lower than the previous day. The implied volatity was 18.41, the open interest changed by 1 which increased total open position to 1