`
[--[65.84.65.76]--]
BANKNIFTY
Nifty Bank

50158.85 -223.25 (-0.44%)

Back to Option Chain


Historical option data for BANKNIFTY

07 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 49700 CE
Delta: 0.68
Vega: 41.90
Theta: -24.32
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Feb 50158.85 1134.65 -224.35 14.56 6,893 -565 3,707
6 Feb 50382.10 1370 77.55 15.91 3,295 -155 4,293
5 Feb 50343.05 1282.8 105.8 15.34 3,651 -110 4,448
4 Feb 50157.95 1183.05 407.65 15.43 79,105 -1,220 4,559
3 Feb 49210.55 773.2 -168.95 16.78 25,875 199 5,839
1 Feb 49506.95 923.7 -215.75 15.87 98,571 1,443 5,713
31 Jan 49587.20 1160 31.3 18.88 54,321 2,283 4,229
30 Jan 49311.95 1160 102.3 20.53 5,925 1,335 1,937
29 Jan 49165.95 1068 133.55 20.59 959 42 608
28 Jan 48866.85 945.75 279.3 20.26 1,198 8 567
27 Jan 48064.65 650.2 -85.45 20.77 506 93 556
24 Jan 48367.80 760 -142.55 19.40 433 134 459
23 Jan 48589.00 889.5 -83.10 19.49 192 1 323
22 Jan 48724.40 972.6 3.35 19.27 659 76 320
21 Jan 48570.90 969.25 -309.10 19.89 510 69 247
20 Jan 49350.80 1278.35 346.10 18.93 646 -73 178
17 Jan 48540.60 932.25 -343.45 18.45 281 62 251
16 Jan 49278.70 1275.7 261.80 17.16 212 -32 191
15 Jan 48751.70 1013.9 -110.55 17.54 150 -18 223
14 Jan 48729.15 1124.45 270.55 18.15 243 -21 243
13 Jan 48041.25 853.9 -241.55 19.24 443 182 268
10 Jan 48734.15 1095.45 -417.55 17.38 142 -36 86
9 Jan 49503.50 1513 -170.75 17.21 135 45 123
8 Jan 49835.05 1683.75 -216.25 16.93 190 32 78
7 Jan 50202.15 1900 86.35 16.63 1 0 47
6 Jan 49922.00 1813.65 -638.95 17.11 26 25 46
3 Jan 50988.80 2452.6 139.00 15.30 12 8 17
2 Jan 51605.55 2313.6 0.00 0 2 0


For Nifty Bank - strike price 49700 expiring on 27FEB2025

Delta for 49700 CE is 0.68

Historical price for 49700 CE is as follows

On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 1134.65, which was -224.35 lower than the previous day. The implied volatity was 14.56, the open interest changed by -565 which decreased total open position to 3707


On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 1370, which was 77.55 higher than the previous day. The implied volatity was 15.91, the open interest changed by -155 which decreased total open position to 4293


On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 1282.8, which was 105.8 higher than the previous day. The implied volatity was 15.34, the open interest changed by -110 which decreased total open position to 4448


On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 1183.05, which was 407.65 higher than the previous day. The implied volatity was 15.43, the open interest changed by -1220 which decreased total open position to 4559


On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 773.2, which was -168.95 lower than the previous day. The implied volatity was 16.78, the open interest changed by 199 which increased total open position to 5839


On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 923.7, which was -215.75 lower than the previous day. The implied volatity was 15.87, the open interest changed by 1443 which increased total open position to 5713


On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 1160, which was 31.3 higher than the previous day. The implied volatity was 18.88, the open interest changed by 2283 which increased total open position to 4229


On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 1160, which was 102.3 higher than the previous day. The implied volatity was 20.53, the open interest changed by 1335 which increased total open position to 1937


On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 1068, which was 133.55 higher than the previous day. The implied volatity was 20.59, the open interest changed by 42 which increased total open position to 608


On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 945.75, which was 279.3 higher than the previous day. The implied volatity was 20.26, the open interest changed by 8 which increased total open position to 567


On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 650.2, which was -85.45 lower than the previous day. The implied volatity was 20.77, the open interest changed by 93 which increased total open position to 556


On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 760, which was -142.55 lower than the previous day. The implied volatity was 19.40, the open interest changed by 134 which increased total open position to 459


On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 889.5, which was -83.10 lower than the previous day. The implied volatity was 19.49, the open interest changed by 1 which increased total open position to 323


On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 972.6, which was 3.35 higher than the previous day. The implied volatity was 19.27, the open interest changed by 76 which increased total open position to 320


On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 969.25, which was -309.10 lower than the previous day. The implied volatity was 19.89, the open interest changed by 69 which increased total open position to 247


On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 1278.35, which was 346.10 higher than the previous day. The implied volatity was 18.93, the open interest changed by -73 which decreased total open position to 178


On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 932.25, which was -343.45 lower than the previous day. The implied volatity was 18.45, the open interest changed by 62 which increased total open position to 251


On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 1275.7, which was 261.80 higher than the previous day. The implied volatity was 17.16, the open interest changed by -32 which decreased total open position to 191


On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 1013.9, which was -110.55 lower than the previous day. The implied volatity was 17.54, the open interest changed by -18 which decreased total open position to 223


On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 1124.45, which was 270.55 higher than the previous day. The implied volatity was 18.15, the open interest changed by -21 which decreased total open position to 243


On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 853.9, which was -241.55 lower than the previous day. The implied volatity was 19.24, the open interest changed by 182 which increased total open position to 268


On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 1095.45, which was -417.55 lower than the previous day. The implied volatity was 17.38, the open interest changed by -36 which decreased total open position to 86


On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 1513, which was -170.75 lower than the previous day. The implied volatity was 17.21, the open interest changed by 45 which increased total open position to 123


On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 1683.75, which was -216.25 lower than the previous day. The implied volatity was 16.93, the open interest changed by 32 which increased total open position to 78


On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 1900, which was 86.35 higher than the previous day. The implied volatity was 16.63, the open interest changed by 0 which decreased total open position to 47


On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1813.65, which was -638.95 lower than the previous day. The implied volatity was 17.11, the open interest changed by 25 which increased total open position to 46


On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 2452.6, which was 139.00 higher than the previous day. The implied volatity was 15.30, the open interest changed by 8 which increased total open position to 17


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 2313.6, 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 49700 PE
Delta: -0.34
Vega: 43.07
Theta: -13.47
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Feb 50158.85 461.5 7.8 16.97 54,929 -611 5,548
6 Feb 50382.10 449.5 -26.75 18.05 28,210 -101 6,243
5 Feb 50343.05 484 -89.95 17.61 26,242 218 6,391
4 Feb 50157.95 558.75 -399.9 17.52 80,204 2,507 6,377
3 Feb 49210.55 953.1 91.15 17.37 21,285 661 3,863
1 Feb 49506.95 852.6 -114.15 17.78 93,241 304 3,383
31 Jan 49587.20 943.65 -172.9 20.09 42,202 1,782 3,079
30 Jan 49311.95 1110 -209.8 21.08 4,471 976 1,281
29 Jan 49165.95 1280 -178.45 21.80 277 75 304
28 Jan 48866.85 1400 -509.1 21.24 310 61 229
27 Jan 48064.65 1909.1 201.4 20.73 14 -3 168
24 Jan 48367.80 1707.7 146.2 20.39 29 10 171
23 Jan 48589.00 1561.5 75.00 20.19 18 11 156
22 Jan 48724.40 1486.5 -70.05 20.38 149 -38 145
21 Jan 48570.90 1556.55 384.75 20.09 260 -53 184
20 Jan 49350.80 1171.8 -382.20 19.67 414 59 238
17 Jan 48540.60 1554 397.50 18.91 196 -31 180
16 Jan 49278.70 1156.5 -291.85 19.20 85 19 211
15 Jan 48751.70 1448.35 35.85 19.01 56 1 193
14 Jan 48729.15 1412.5 -462.30 19.15 99 31 191
13 Jan 48041.25 1874.8 401.10 18.94 208 9 162
10 Jan 48734.15 1473.7 435.10 18.90 139 9 154
9 Jan 49503.50 1038.6 130.05 17.75 271 13 147
8 Jan 49835.05 908.55 107.05 17.45 423 70 133
7 Jan 50202.15 801.5 -141.75 17.64 49 7 63
6 Jan 49922.00 943.25 433.25 18.41 123 52 56
3 Jan 50988.80 510 0.00 0.00 0 4 0
2 Jan 51605.55 510 0.00 0 -2 0


For Nifty Bank - strike price 49700 expiring on 27FEB2025

Delta for 49700 PE is -0.34

Historical price for 49700 PE is as follows

On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 461.5, which was 7.8 higher than the previous day. The implied volatity was 16.97, the open interest changed by -611 which decreased total open position to 5548


On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 449.5, which was -26.75 lower than the previous day. The implied volatity was 18.05, the open interest changed by -101 which decreased total open position to 6243


On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 484, which was -89.95 lower than the previous day. The implied volatity was 17.61, the open interest changed by 218 which increased total open position to 6391


On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 558.75, which was -399.9 lower than the previous day. The implied volatity was 17.52, the open interest changed by 2507 which increased total open position to 6377


On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 953.1, which was 91.15 higher than the previous day. The implied volatity was 17.37, the open interest changed by 661 which increased total open position to 3863


On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 852.6, which was -114.15 lower than the previous day. The implied volatity was 17.78, the open interest changed by 304 which increased total open position to 3383


On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 943.65, which was -172.9 lower than the previous day. The implied volatity was 20.09, the open interest changed by 1782 which increased total open position to 3079


On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 1110, which was -209.8 lower than the previous day. The implied volatity was 21.08, the open interest changed by 976 which increased total open position to 1281


On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 1280, which was -178.45 lower than the previous day. The implied volatity was 21.80, the open interest changed by 75 which increased total open position to 304


On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 1400, which was -509.1 lower than the previous day. The implied volatity was 21.24, the open interest changed by 61 which increased total open position to 229


On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 1909.1, which was 201.4 higher than the previous day. The implied volatity was 20.73, the open interest changed by -3 which decreased total open position to 168


On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 1707.7, which was 146.2 higher than the previous day. The implied volatity was 20.39, the open interest changed by 10 which increased total open position to 171


On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 1561.5, which was 75.00 higher than the previous day. The implied volatity was 20.19, the open interest changed by 11 which increased total open position to 156


On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 1486.5, which was -70.05 lower than the previous day. The implied volatity was 20.38, the open interest changed by -38 which decreased total open position to 145


On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 1556.55, which was 384.75 higher than the previous day. The implied volatity was 20.09, the open interest changed by -53 which decreased total open position to 184


On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 1171.8, which was -382.20 lower than the previous day. The implied volatity was 19.67, the open interest changed by 59 which increased total open position to 238


On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 1554, which was 397.50 higher than the previous day. The implied volatity was 18.91, the open interest changed by -31 which decreased total open position to 180


On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 1156.5, which was -291.85 lower than the previous day. The implied volatity was 19.20, the open interest changed by 19 which increased total open position to 211


On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 1448.35, which was 35.85 higher than the previous day. The implied volatity was 19.01, the open interest changed by 1 which increased total open position to 193


On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 1412.5, which was -462.30 lower than the previous day. The implied volatity was 19.15, the open interest changed by 31 which increased total open position to 191


On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 1874.8, which was 401.10 higher than the previous day. The implied volatity was 18.94, the open interest changed by 9 which increased total open position to 162


On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 1473.7, which was 435.10 higher than the previous day. The implied volatity was 18.90, the open interest changed by 9 which increased total open position to 154


On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 1038.6, which was 130.05 higher than the previous day. The implied volatity was 17.75, the open interest changed by 13 which increased total open position to 147


On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 908.55, which was 107.05 higher than the previous day. The implied volatity was 17.45, the open interest changed by 70 which increased total open position to 133


On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 801.5, which was -141.75 lower than the previous day. The implied volatity was 17.64, the open interest changed by 7 which increased total open position to 63


On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 943.25, which was 433.25 higher than the previous day. The implied volatity was 18.41, the open interest changed by 52 which increased total open position to 56


On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 510, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 510, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0