BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
07 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 49700 CE | ||||||||||
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Delta: 0.68
Vega: 41.90
Theta: -24.32
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.34
Vega: 43.07
Theta: -13.47
Gamma: 0.00
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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