BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
19 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 50100 CE | ||||||||||
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Delta: 0.36
Vega: 27.30
Theta: -33.18
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
19 Feb | 49570.10 | 290 | 66.1 | 16.67 | 81,672 | -1,036 | 7,649 | |||
18 Feb | 49087.30 | 217 | -114.85 | 17.98 | 45,876 | 1,069 | 8,794 | |||
17 Feb | 49258.90 | 350 | 36.4 | 19.16 | 59,790 | -1,488 | 7,845 | |||
14 Feb | 49099.45 | 293.4 | -125.05 | 17.01 | 59,365 | 1,445 | 9,342 | |||
13 Feb | 49359.85 | 407.3 | -84.5 | 16.82 | 56,336 | 1,568 | 7,917 | |||
12 Feb | 49479.45 | 511.8 | 5.1 | 16.92 | 57,444 | -835 | 6,505 | |||
11 Feb | 49403.40 | 480 | -308.6 | 17.13 | 41,171 | 610 | 7,411 | |||
10 Feb | 49981.00 | 785.8 | -87.15 | 17.04 | 83,324 | 1,530 | 6,817 | |||
7 Feb | 50158.85 | 892 | -203.15 | 15.28 | 1,03,656 | 231 | 5,384 | |||
6 Feb | 50382.10 | 1105 | 60.8 | 15.84 | 27,500 | 379 | 5,212 | |||
5 Feb | 50343.05 | 1031.75 | 96.35 | 15.40 | 18,360 | -1,641 | 4,863 | |||
4 Feb | 50157.95 | 940.2 | 347.55 | 15.34 | 88,254 | 2,785 | 6,556 | |||
3 Feb | 49210.55 | 590.25 | -149.6 | 16.50 | 27,431 | 565 | 3,861 | |||
1 Feb | 49506.95 | 744.95 | -184.15 | 16.15 | 65,452 | 1,882 | 3,391 | |||
31 Jan | 49587.20 | 942.35 | 21.2 | 18.54 | 19,703 | 860 | 1,489 | |||
30 Jan | 49311.95 | 947.9 | 80.4 | 20.09 | 2,084 | 189 | 624 | |||
29 Jan | 49165.95 | 879 | 114.8 | 20.33 | 833 | -74 | 435 | |||
28 Jan | 48866.85 | 769.75 | 240.2 | 19.89 | 937 | -78 | 509 | |||
27 Jan | 48064.65 | 528.15 | -100.05 | 20.63 | 692 | -91 | 592 | |||
24 Jan | 48367.80 | 618.95 | -127.45 | 19.30 | 437 | 16 | 681 | |||
23 Jan | 48589.00 | 733.3 | -71.70 | 19.38 | 284 | 93 | 665 | |||
22 Jan | 48724.40 | 805 | -7.10 | 19.13 | 293 | 24 | 572 | |||
21 Jan | 48570.90 | 812.1 | -255.65 | 19.84 | 314 | 88 | 549 | |||
20 Jan | 49350.80 | 1067.75 | 302.60 | 18.62 | 396 | -28 | 461 | |||
17 Jan | 48540.60 | 765.15 | -308.30 | 18.27 | 441 | 56 | 489 | |||
16 Jan | 49278.70 | 1073.45 | 223.70 | 17.07 | 172 | -60 | 432 | |||
15 Jan | 48751.70 | 849.75 | -60.25 | 17.52 | 119 | 7 | 488 | |||
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14 Jan | 48729.15 | 910 | 220.20 | 17.50 | 254 | 63 | 482 | |||
13 Jan | 48041.25 | 689.8 | -225.10 | 18.78 | 392 | 93 | 423 | |||
10 Jan | 48734.15 | 914.9 | -389.65 | 17.20 | 262 | 74 | 330 | |||
9 Jan | 49503.50 | 1304.55 | -150.35 | 17.19 | 102 | 8 | 255 | |||
8 Jan | 49835.05 | 1454.9 | -181.85 | 16.88 | 199 | 46 | 247 | |||
7 Jan | 50202.15 | 1636.75 | 98.20 | 16.32 | 69 | 21 | 201 | |||
6 Jan | 49922.00 | 1538.55 | -687.80 | 16.49 | 230 | 174 | 181 | |||
3 Jan | 50988.80 | 2226.35 | -328.15 | 16.10 | 1 | 0 | 7 | |||
2 Jan | 51605.55 | 2554.5 | 0.00 | 0 | 3 | 0 |
For Nifty Bank - strike price 50100 expiring on 27FEB2025
Delta for 50100 CE is 0.36
Historical price for 50100 CE is as follows
On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 290, which was 66.1 higher than the previous day. The implied volatity was 16.67, the open interest changed by -1036 which decreased total open position to 7649
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 217, which was -114.85 lower than the previous day. The implied volatity was 17.98, the open interest changed by 1069 which increased total open position to 8794
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 350, which was 36.4 higher than the previous day. The implied volatity was 19.16, the open interest changed by -1488 which decreased total open position to 7845
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 293.4, which was -125.05 lower than the previous day. The implied volatity was 17.01, the open interest changed by 1445 which increased total open position to 9342
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 407.3, which was -84.5 lower than the previous day. The implied volatity was 16.82, the open interest changed by 1568 which increased total open position to 7917
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 511.8, which was 5.1 higher than the previous day. The implied volatity was 16.92, the open interest changed by -835 which decreased total open position to 6505
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 480, which was -308.6 lower than the previous day. The implied volatity was 17.13, the open interest changed by 610 which increased total open position to 7411
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 785.8, which was -87.15 lower than the previous day. The implied volatity was 17.04, the open interest changed by 1530 which increased total open position to 6817
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 892, which was -203.15 lower than the previous day. The implied volatity was 15.28, the open interest changed by 231 which increased total open position to 5384
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 1105, which was 60.8 higher than the previous day. The implied volatity was 15.84, the open interest changed by 379 which increased total open position to 5212
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 1031.75, which was 96.35 higher than the previous day. The implied volatity was 15.40, the open interest changed by -1641 which decreased total open position to 4863
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 940.2, which was 347.55 higher than the previous day. The implied volatity was 15.34, the open interest changed by 2785 which increased total open position to 6556
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 590.25, which was -149.6 lower than the previous day. The implied volatity was 16.50, the open interest changed by 565 which increased total open position to 3861
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 744.95, which was -184.15 lower than the previous day. The implied volatity was 16.15, the open interest changed by 1882 which increased total open position to 3391
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 942.35, which was 21.2 higher than the previous day. The implied volatity was 18.54, the open interest changed by 860 which increased total open position to 1489
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 947.9, which was 80.4 higher than the previous day. The implied volatity was 20.09, the open interest changed by 189 which increased total open position to 624
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 879, which was 114.8 higher than the previous day. The implied volatity was 20.33, the open interest changed by -74 which decreased total open position to 435
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 769.75, which was 240.2 higher than the previous day. The implied volatity was 19.89, the open interest changed by -78 which decreased total open position to 509
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 528.15, which was -100.05 lower than the previous day. The implied volatity was 20.63, the open interest changed by -91 which decreased total open position to 592
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 618.95, which was -127.45 lower than the previous day. The implied volatity was 19.30, the open interest changed by 16 which increased total open position to 681
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 733.3, which was -71.70 lower than the previous day. The implied volatity was 19.38, the open interest changed by 93 which increased total open position to 665
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 805, which was -7.10 lower than the previous day. The implied volatity was 19.13, the open interest changed by 24 which increased total open position to 572
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 812.1, which was -255.65 lower than the previous day. The implied volatity was 19.84, the open interest changed by 88 which increased total open position to 549
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 1067.75, which was 302.60 higher than the previous day. The implied volatity was 18.62, the open interest changed by -28 which decreased total open position to 461
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 765.15, which was -308.30 lower than the previous day. The implied volatity was 18.27, the open interest changed by 56 which increased total open position to 489
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 1073.45, which was 223.70 higher than the previous day. The implied volatity was 17.07, the open interest changed by -60 which decreased total open position to 432
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 849.75, which was -60.25 lower than the previous day. The implied volatity was 17.52, the open interest changed by 7 which increased total open position to 488
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 910, which was 220.20 higher than the previous day. The implied volatity was 17.50, the open interest changed by 63 which increased total open position to 482
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 689.8, which was -225.10 lower than the previous day. The implied volatity was 18.78, the open interest changed by 93 which increased total open position to 423
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 914.9, which was -389.65 lower than the previous day. The implied volatity was 17.20, the open interest changed by 74 which increased total open position to 330
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 1304.55, which was -150.35 lower than the previous day. The implied volatity was 17.19, the open interest changed by 8 which increased total open position to 255
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 1454.9, which was -181.85 lower than the previous day. The implied volatity was 16.88, the open interest changed by 46 which increased total open position to 247
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 1636.75, which was 98.20 higher than the previous day. The implied volatity was 16.32, the open interest changed by 21 which increased total open position to 201
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1538.55, which was -687.80 lower than the previous day. The implied volatity was 16.49, the open interest changed by 174 which increased total open position to 181
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 2226.35, which was -328.15 lower than the previous day. The implied volatity was 16.10, the open interest changed by 0 which decreased total open position to 7
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 2554.5, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
BANKNIFTY 27FEB2025 50100 PE | |||||||
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Delta: -0.63
Vega: 27.58
Theta: -21.11
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
19 Feb | 49570.10 | 770 | -336.7 | 17.36 | 7,717 | -698 | 3,029 |
18 Feb | 49087.30 | 1120.2 | 147.75 | 17.64 | 2,691 | 557 | 3,726 |
17 Feb | 49258.90 | 934.1 | -127.9 | 16.36 | 4,173 | -1,206 | 3,167 |
14 Feb | 49099.45 | 1105.9 | 182.8 | 15.38 | 9,751 | -13 | 4,374 |
13 Feb | 49359.85 | 957.5 | 83.5 | 16.37 | 21,805 | -273 | 4,385 |
12 Feb | 49479.45 | 857.85 | -63.6 | 16.36 | 19,038 | -744 | 4,743 |
11 Feb | 49403.40 | 975 | 330.85 | 16.46 | 32,209 | -1,327 | 5,347 |
10 Feb | 49981.00 | 650.1 | 33.95 | 16.32 | 88,072 | 1,151 | 6,756 |
7 Feb | 50158.85 | 609.9 | 22.85 | 16.79 | 1,32,408 | -64 | 5,740 |
6 Feb | 50382.10 | 580 | -34.35 | 17.76 | 72,847 | 1,114 | 6,048 |
5 Feb | 50343.05 | 623 | -104.55 | 17.34 | 32,627 | 131 | 5,055 |
4 Feb | 50157.95 | 712 | -464.15 | 17.29 | 73,391 | 3,168 | 5,026 |
3 Feb | 49210.55 | 1173 | 117.05 | 17.22 | 3,138 | 722 | 1,859 |
1 Feb | 49506.95 | 1070.6 | -70.7 | 18.04 | 16,436 | 376 | 1,154 |
31 Jan | 49587.20 | 1125.6 | -173.35 | 19.80 | 5,196 | 456 | 793 |
30 Jan | 49311.95 | 1318.5 | -206.3 | 21.04 | 657 | 105 | 335 |
29 Jan | 49165.95 | 1508 | -148.15 | 21.90 | 232 | 26 | 228 |
28 Jan | 48866.85 | 1634.15 | -539.55 | 21.24 | 76 | -2 | 204 |
27 Jan | 48064.65 | 2173.7 | 180.5 | 20.45 | 9 | -4 | 205 |
24 Jan | 48367.80 | 2011.1 | 232.05 | 21.16 | 6 | 1 | 208 |
23 Jan | 48589.00 | 1779.05 | 117.15 | 19.65 | 6 | -1 | 207 |
22 Jan | 48724.40 | 1661.9 | -124.95 | 19.35 | 6 | 0 | 208 |
21 Jan | 48570.90 | 1786.85 | 436.85 | 19.90 | 187 | -15 | 209 |
20 Jan | 49350.80 | 1350 | -415.15 | 19.24 | 73 | 4 | 224 |
17 Jan | 48540.60 | 1765.15 | 386.70 | 18.33 | 10 | 6 | 219 |
16 Jan | 49278.70 | 1378.45 | -268.75 | 19.53 | 63 | -2 | 209 |
15 Jan | 48751.70 | 1647.2 | 8.70 | 18.48 | 2 | -1 | 211 |
14 Jan | 48729.15 | 1638.5 | -504.35 | 19.21 | 116 | 26 | 212 |
13 Jan | 48041.25 | 2142.85 | 443.30 | 18.99 | 56 | -18 | 187 |
10 Jan | 48734.15 | 1699.55 | 481.55 | 18.87 | 99 | -9 | 205 |
9 Jan | 49503.50 | 1218 | 151.00 | 17.66 | 58 | 10 | 212 |
8 Jan | 49835.05 | 1067 | 96.55 | 17.27 | 362 | 60 | 202 |
7 Jan | 50202.15 | 970.45 | -129.80 | 17.83 | 155 | 34 | 142 |
6 Jan | 49922.00 | 1100.25 | 436.45 | 18.26 | 335 | -95 | 108 |
3 Jan | 50988.80 | 663.8 | 57.10 | 16.97 | 56 | 19 | 202 |
2 Jan | 51605.55 | 606.7 | 18.66 | 2 | -1 | 183 |
For Nifty Bank - strike price 50100 expiring on 27FEB2025
Delta for 50100 PE is -0.63
Historical price for 50100 PE is as follows
On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 770, which was -336.7 lower than the previous day. The implied volatity was 17.36, the open interest changed by -698 which decreased total open position to 3029
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 1120.2, which was 147.75 higher than the previous day. The implied volatity was 17.64, the open interest changed by 557 which increased total open position to 3726
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 934.1, which was -127.9 lower than the previous day. The implied volatity was 16.36, the open interest changed by -1206 which decreased total open position to 3167
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 1105.9, which was 182.8 higher than the previous day. The implied volatity was 15.38, the open interest changed by -13 which decreased total open position to 4374
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 957.5, which was 83.5 higher than the previous day. The implied volatity was 16.37, the open interest changed by -273 which decreased total open position to 4385
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 857.85, which was -63.6 lower than the previous day. The implied volatity was 16.36, the open interest changed by -744 which decreased total open position to 4743
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 975, which was 330.85 higher than the previous day. The implied volatity was 16.46, the open interest changed by -1327 which decreased total open position to 5347
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 650.1, which was 33.95 higher than the previous day. The implied volatity was 16.32, the open interest changed by 1151 which increased total open position to 6756
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 609.9, which was 22.85 higher than the previous day. The implied volatity was 16.79, the open interest changed by -64 which decreased total open position to 5740
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 580, which was -34.35 lower than the previous day. The implied volatity was 17.76, the open interest changed by 1114 which increased total open position to 6048
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 623, which was -104.55 lower than the previous day. The implied volatity was 17.34, the open interest changed by 131 which increased total open position to 5055
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 712, which was -464.15 lower than the previous day. The implied volatity was 17.29, the open interest changed by 3168 which increased total open position to 5026
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 1173, which was 117.05 higher than the previous day. The implied volatity was 17.22, the open interest changed by 722 which increased total open position to 1859
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 1070.6, which was -70.7 lower than the previous day. The implied volatity was 18.04, the open interest changed by 376 which increased total open position to 1154
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 1125.6, which was -173.35 lower than the previous day. The implied volatity was 19.80, the open interest changed by 456 which increased total open position to 793
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 1318.5, which was -206.3 lower than the previous day. The implied volatity was 21.04, the open interest changed by 105 which increased total open position to 335
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 1508, which was -148.15 lower than the previous day. The implied volatity was 21.90, the open interest changed by 26 which increased total open position to 228
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 1634.15, which was -539.55 lower than the previous day. The implied volatity was 21.24, the open interest changed by -2 which decreased total open position to 204
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 2173.7, which was 180.5 higher than the previous day. The implied volatity was 20.45, the open interest changed by -4 which decreased total open position to 205
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 2011.1, which was 232.05 higher than the previous day. The implied volatity was 21.16, the open interest changed by 1 which increased total open position to 208
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 1779.05, which was 117.15 higher than the previous day. The implied volatity was 19.65, the open interest changed by -1 which decreased total open position to 207
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 1661.9, which was -124.95 lower than the previous day. The implied volatity was 19.35, the open interest changed by 0 which decreased total open position to 208
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 1786.85, which was 436.85 higher than the previous day. The implied volatity was 19.90, the open interest changed by -15 which decreased total open position to 209
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 1350, which was -415.15 lower than the previous day. The implied volatity was 19.24, the open interest changed by 4 which increased total open position to 224
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 1765.15, which was 386.70 higher than the previous day. The implied volatity was 18.33, the open interest changed by 6 which increased total open position to 219
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 1378.45, which was -268.75 lower than the previous day. The implied volatity was 19.53, the open interest changed by -2 which decreased total open position to 209
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 1647.2, which was 8.70 higher than the previous day. The implied volatity was 18.48, the open interest changed by -1 which decreased total open position to 211
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 1638.5, which was -504.35 lower than the previous day. The implied volatity was 19.21, the open interest changed by 26 which increased total open position to 212
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 2142.85, which was 443.30 higher than the previous day. The implied volatity was 18.99, the open interest changed by -18 which decreased total open position to 187
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 1699.55, which was 481.55 higher than the previous day. The implied volatity was 18.87, the open interest changed by -9 which decreased total open position to 205
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 1218, which was 151.00 higher than the previous day. The implied volatity was 17.66, the open interest changed by 10 which increased total open position to 212
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 1067, which was 96.55 higher than the previous day. The implied volatity was 17.27, the open interest changed by 60 which increased total open position to 202
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 970.45, which was -129.80 lower than the previous day. The implied volatity was 17.83, the open interest changed by 34 which increased total open position to 142
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1100.25, which was 436.45 higher than the previous day. The implied volatity was 18.26, the open interest changed by -95 which decreased total open position to 108
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 663.8, which was 57.10 higher than the previous day. The implied volatity was 16.97, the open interest changed by 19 which increased total open position to 202
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 606.7, which was lower than the previous day. The implied volatity was 18.66, the open interest changed by -1 which decreased total open position to 183