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BANKNIFTY
Nifty Bank

49570.1 482.80 (0.98%)

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Historical option data for BANKNIFTY

19 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 50100 CE
Delta: 0.36
Vega: 27.30
Theta: -33.18
Gamma: 0.00
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
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
Delta: -0.63
Vega: 27.58
Theta: -21.11
Gamma: 0.00
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