BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
07 Feb 2025 04:13 PM IST
| BANKNIFTY 27FEB2025 50000 CE | ||||||||||
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Delta: 0.60
Vega: 45.29
Theta: -25.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Feb | 50158.85 | 950 | -209 | 15.29 | 1,88,254 | -785 | 24,467 | |||
| 6 Feb | 50382.10 | 1160 | 55.65 | 15.67 | 73,029 | -1,496 | 25,289 | |||
| 5 Feb | 50343.05 | 1085.4 | 93.1 | 15.25 | 71,476 | -6,519 | 27,124 | |||
| 4 Feb | 50157.95 | 1001.95 | 364.15 | 15.44 | 3,41,743 | 2,920 | 35,438 | |||
| 3 Feb | 49210.55 | 640 | -147.8 | 16.71 | 1,29,233 | 4,750 | 32,795 | |||
| 1 Feb | 49506.95 | 784 | -192.55 | 16.03 | 2,80,556 | 4,797 | 28,643 | |||
| 31 Jan | 49587.20 | 990 | 27.05 | 18.54 | 1,61,708 | 4,003 | 24,001 | |||
| 30 Jan | 49311.95 | 989.15 | 74.05 | 20.03 | 36,831 | 7,864 | 20,996 | |||
| 29 Jan | 49165.95 | 921.7 | 126.3 | 20.35 | 20,583 | 593 | 13,178 | |||
| 28 Jan | 48866.85 | 817.55 | 255.2 | 20.16 | 30,108 | -3,096 | 12,602 | |||
| 27 Jan | 48064.65 | 557.6 | -104.7 | 20.74 | 19,244 | 2,913 | 15,732 | |||
| 24 Jan | 48367.80 | 655 | -127.55 | 19.34 | 20,013 | 2,114 | 12,764 | |||
| 23 Jan | 48589.00 | 777 | -63.00 | 19.53 | 9,339 | 229 | 10,676 | |||
| 22 Jan | 48724.40 | 840 | -10.00 | 19.09 | 13,615 | 2,157 | 10,466 | |||
| 21 Jan | 48570.90 | 850 | -276.45 | 19.86 | 9,831 | 823 | 8,391 | |||
| 20 Jan | 49350.80 | 1126.45 | 314.35 | 18.82 | 10,381 | 163 | 7,570 | |||
| 17 Jan | 48540.60 | 812.1 | -312.45 | 18.38 | 9,460 | 1,787 | 7,429 | |||
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| 16 Jan | 49278.70 | 1124.55 | 242.75 | 17.13 | 6,159 | 513 | 5,651 | |||
| 15 Jan | 48751.70 | 881.8 | -110.20 | 17.44 | 4,471 | -355 | 5,134 | |||
| 14 Jan | 48729.15 | 992 | 267.00 | 18.12 | 6,248 | -358 | 5,511 | |||
| 13 Jan | 48041.25 | 725 | -238.80 | 18.82 | 11,681 | 1,559 | 5,910 | |||
| 10 Jan | 48734.15 | 963.8 | -387.05 | 17.33 | 6,483 | 559 | 4,354 | |||
| 9 Jan | 49503.50 | 1350.85 | -169.15 | 17.13 | 6,655 | 2,352 | 4,795 | |||
| 8 Jan | 49835.05 | 1520 | -161.25 | 17.01 | 4,732 | 1,102 | 2,457 | |||
| 7 Jan | 50202.15 | 1681.25 | 79.50 | 16.12 | 1,518 | -9 | 1,350 | |||
| 6 Jan | 49922.00 | 1601.75 | -618.25 | 16.59 | 2,234 | 673 | 1,355 | |||
| 3 Jan | 50988.80 | 2220 | -464.70 | 15.02 | 227 | 58 | 679 | |||
| 2 Jan | 51605.55 | 2684.7 | 14.29 | 114 | 5 | 623 | ||||
For Nifty Bank - strike price 50000 expiring on 27FEB2025
Delta for 50000 CE is 0.60
Historical price for 50000 CE is as follows
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 950, which was -209 lower than the previous day. The implied volatity was 15.29, the open interest changed by -785 which decreased total open position to 24467
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 1160, which was 55.65 higher than the previous day. The implied volatity was 15.67, the open interest changed by -1496 which decreased total open position to 25289
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 1085.4, which was 93.1 higher than the previous day. The implied volatity was 15.25, the open interest changed by -6519 which decreased total open position to 27124
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 1001.95, which was 364.15 higher than the previous day. The implied volatity was 15.44, the open interest changed by 2920 which increased total open position to 35438
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 640, which was -147.8 lower than the previous day. The implied volatity was 16.71, the open interest changed by 4750 which increased total open position to 32795
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 784, which was -192.55 lower than the previous day. The implied volatity was 16.03, the open interest changed by 4797 which increased total open position to 28643
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 990, which was 27.05 higher than the previous day. The implied volatity was 18.54, the open interest changed by 4003 which increased total open position to 24001
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 989.15, which was 74.05 higher than the previous day. The implied volatity was 20.03, the open interest changed by 7864 which increased total open position to 20996
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 921.7, which was 126.3 higher than the previous day. The implied volatity was 20.35, the open interest changed by 593 which increased total open position to 13178
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 817.55, which was 255.2 higher than the previous day. The implied volatity was 20.16, the open interest changed by -3096 which decreased total open position to 12602
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 557.6, which was -104.7 lower than the previous day. The implied volatity was 20.74, the open interest changed by 2913 which increased total open position to 15732
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 655, which was -127.55 lower than the previous day. The implied volatity was 19.34, the open interest changed by 2114 which increased total open position to 12764
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 777, which was -63.00 lower than the previous day. The implied volatity was 19.53, the open interest changed by 229 which increased total open position to 10676
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 840, which was -10.00 lower than the previous day. The implied volatity was 19.09, the open interest changed by 2157 which increased total open position to 10466
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 850, which was -276.45 lower than the previous day. The implied volatity was 19.86, the open interest changed by 823 which increased total open position to 8391
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 1126.45, which was 314.35 higher than the previous day. The implied volatity was 18.82, the open interest changed by 163 which increased total open position to 7570
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 812.1, which was -312.45 lower than the previous day. The implied volatity was 18.38, the open interest changed by 1787 which increased total open position to 7429
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 1124.55, which was 242.75 higher than the previous day. The implied volatity was 17.13, the open interest changed by 513 which increased total open position to 5651
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 881.8, which was -110.20 lower than the previous day. The implied volatity was 17.44, the open interest changed by -355 which decreased total open position to 5134
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 992, which was 267.00 higher than the previous day. The implied volatity was 18.12, the open interest changed by -358 which decreased total open position to 5511
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 725, which was -238.80 lower than the previous day. The implied volatity was 18.82, the open interest changed by 1559 which increased total open position to 5910
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 963.8, which was -387.05 lower than the previous day. The implied volatity was 17.33, the open interest changed by 559 which increased total open position to 4354
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 1350.85, which was -169.15 lower than the previous day. The implied volatity was 17.13, the open interest changed by 2352 which increased total open position to 4795
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 1520, which was -161.25 lower than the previous day. The implied volatity was 17.01, the open interest changed by 1102 which increased total open position to 2457
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 1681.25, which was 79.50 higher than the previous day. The implied volatity was 16.12, the open interest changed by -9 which decreased total open position to 1350
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1601.75, which was -618.25 lower than the previous day. The implied volatity was 16.59, the open interest changed by 673 which increased total open position to 1355
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 2220, which was -464.70 lower than the previous day. The implied volatity was 15.02, the open interest changed by 58 which increased total open position to 679
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 2684.7, which was lower than the previous day. The implied volatity was 14.29, the open interest changed by 5 which increased total open position to 623
| BANKNIFTY 27FEB2025 50000 PE | |||||||
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Delta: -0.40
Vega: 45.46
Theta: -12.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Feb | 50158.85 | 570 | 19.4 | 16.44 | 3,57,382 | -478 | 35,565 |
| 6 Feb | 50382.10 | 543.9 | -30.1 | 17.81 | 1,47,325 | 3,180 | 35,705 |
| 5 Feb | 50343.05 | 589.75 | -93.95 | 17.50 | 1,48,316 | 3,896 | 32,978 |
| 4 Feb | 50157.95 | 669 | -449 | 17.30 | 2,81,806 | 10,085 | 31,161 |
| 3 Feb | 49210.55 | 1110.35 | 102.7 | 17.16 | 28,729 | 458 | 21,079 |
| 1 Feb | 49506.95 | 994.85 | -103.1 | 17.62 | 1,26,563 | 1,582 | 20,749 |
| 31 Jan | 49587.20 | 1085 | -177.35 | 20.00 | 49,512 | 2,890 | 19,251 |
| 30 Jan | 49311.95 | 1245 | -215.1 | 20.69 | 16,086 | 5,239 | 16,302 |
| 29 Jan | 49165.95 | 1434.05 | -173.6 | 21.60 | 5,117 | 223 | 11,072 |
| 28 Jan | 48866.85 | 1610 | -508.4 | 21.90 | 7,024 | -141 | 10,874 |
| 27 Jan | 48064.65 | 2146.4 | 227.8 | 21.35 | 2,350 | 69 | 11,014 |
| 24 Jan | 48367.80 | 1930.2 | 205.55 | 20.95 | 2,592 | -14 | 10,932 |
| 23 Jan | 48589.00 | 1741.6 | 106.60 | 20.16 | 1,403 | 173 | 10,955 |
| 22 Jan | 48724.40 | 1635 | -87.65 | 19.94 | 2,425 | -230 | 10,790 |
| 21 Jan | 48570.90 | 1722.65 | 409.65 | 19.87 | 4,988 | 1,063 | 11,030 |
| 20 Jan | 49350.80 | 1313 | -430.00 | 19.50 | 4,619 | 412 | 9,968 |
| 17 Jan | 48540.60 | 1743 | 463.00 | 19.07 | 1,599 | -40 | 9,553 |
| 16 Jan | 49278.70 | 1280 | -334.80 | 18.83 | 3,592 | -211 | 9,594 |
| 15 Jan | 48751.70 | 1614.8 | 93.80 | 18.92 | 1,460 | -191 | 9,805 |
| 14 Jan | 48729.15 | 1521 | -568.45 | 18.31 | 2,736 | -253 | 9,999 |
| 13 Jan | 48041.25 | 2089.45 | 439.45 | 19.26 | 2,799 | -326 | 10,253 |
| 10 Jan | 48734.15 | 1650 | 466.25 | 18.93 | 3,925 | -400 | 10,580 |
| 9 Jan | 49503.50 | 1183.75 | 151.05 | 17.86 | 7,711 | 2,435 | 10,973 |
| 8 Jan | 49835.05 | 1032.7 | 98.75 | 17.41 | 9,862 | 2,649 | 8,552 |
| 7 Jan | 50202.15 | 933.95 | -129.60 | 17.85 | 4,873 | 656 | 5,927 |
| 6 Jan | 49922.00 | 1063.55 | 429.90 | 18.36 | 7,607 | 712 | 5,288 |
| 3 Jan | 50988.80 | 633.65 | 146.80 | 16.99 | 2,745 | 15 | 4,645 |
| 2 Jan | 51605.55 | 486.85 | 17.19 | 1,538 | 166 | 4,688 | |
For Nifty Bank - strike price 50000 expiring on 27FEB2025
Delta for 50000 PE is -0.40
Historical price for 50000 PE is as follows
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 570, which was 19.4 higher than the previous day. The implied volatity was 16.44, the open interest changed by -478 which decreased total open position to 35565
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 543.9, which was -30.1 lower than the previous day. The implied volatity was 17.81, the open interest changed by 3180 which increased total open position to 35705
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 589.75, which was -93.95 lower than the previous day. The implied volatity was 17.50, the open interest changed by 3896 which increased total open position to 32978
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 669, which was -449 lower than the previous day. The implied volatity was 17.30, the open interest changed by 10085 which increased total open position to 31161
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 1110.35, which was 102.7 higher than the previous day. The implied volatity was 17.16, the open interest changed by 458 which increased total open position to 21079
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 994.85, which was -103.1 lower than the previous day. The implied volatity was 17.62, the open interest changed by 1582 which increased total open position to 20749
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 1085, which was -177.35 lower than the previous day. The implied volatity was 20.00, the open interest changed by 2890 which increased total open position to 19251
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 1245, which was -215.1 lower than the previous day. The implied volatity was 20.69, the open interest changed by 5239 which increased total open position to 16302
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 1434.05, which was -173.6 lower than the previous day. The implied volatity was 21.60, the open interest changed by 223 which increased total open position to 11072
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 1610, which was -508.4 lower than the previous day. The implied volatity was 21.90, the open interest changed by -141 which decreased total open position to 10874
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 2146.4, which was 227.8 higher than the previous day. The implied volatity was 21.35, the open interest changed by 69 which increased total open position to 11014
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 1930.2, which was 205.55 higher than the previous day. The implied volatity was 20.95, the open interest changed by -14 which decreased total open position to 10932
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 1741.6, which was 106.60 higher than the previous day. The implied volatity was 20.16, the open interest changed by 173 which increased total open position to 10955
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 1635, which was -87.65 lower than the previous day. The implied volatity was 19.94, the open interest changed by -230 which decreased total open position to 10790
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 1722.65, which was 409.65 higher than the previous day. The implied volatity was 19.87, the open interest changed by 1063 which increased total open position to 11030
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 1313, which was -430.00 lower than the previous day. The implied volatity was 19.50, the open interest changed by 412 which increased total open position to 9968
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 1743, which was 463.00 higher than the previous day. The implied volatity was 19.07, the open interest changed by -40 which decreased total open position to 9553
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 1280, which was -334.80 lower than the previous day. The implied volatity was 18.83, the open interest changed by -211 which decreased total open position to 9594
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 1614.8, which was 93.80 higher than the previous day. The implied volatity was 18.92, the open interest changed by -191 which decreased total open position to 9805
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 1521, which was -568.45 lower than the previous day. The implied volatity was 18.31, the open interest changed by -253 which decreased total open position to 9999
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 2089.45, which was 439.45 higher than the previous day. The implied volatity was 19.26, the open interest changed by -326 which decreased total open position to 10253
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 1650, which was 466.25 higher than the previous day. The implied volatity was 18.93, the open interest changed by -400 which decreased total open position to 10580
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 1183.75, which was 151.05 higher than the previous day. The implied volatity was 17.86, the open interest changed by 2435 which increased total open position to 10973
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 1032.7, which was 98.75 higher than the previous day. The implied volatity was 17.41, the open interest changed by 2649 which increased total open position to 8552
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 933.95, which was -129.60 lower than the previous day. The implied volatity was 17.85, the open interest changed by 656 which increased total open position to 5927
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1063.55, which was 429.90 higher than the previous day. The implied volatity was 18.36, the open interest changed by 712 which increased total open position to 5288
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 633.65, which was 146.80 higher than the previous day. The implied volatity was 16.99, the open interest changed by 15 which increased total open position to 4645
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 486.85, which was lower than the previous day. The implied volatity was 17.19, the open interest changed by 166 which increased total open position to 4688
