BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
19 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 49600 CE | ||||||||||
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Delta: 0.51
Vega: 29.23
Theta: -37.81
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.48
Vega: 29.22
Theta: -25.32
Gamma: 0.00
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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