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BANKNIFTY
Nifty Bank

50158.85 -223.25 (-0.44%)

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Historical option data for BANKNIFTY

07 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 50300 CE
Delta: 0.55
Vega: 46.54
Theta: -24.34
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Feb 50158.85 777.2 -197.45 14.62 1,75,576 1,418 8,545
6 Feb 50382.10 978 53.9 15.67 1,58,427 1,010 7,619
5 Feb 50343.05 912.55 88.35 15.30 1,20,800 2,111 6,954
4 Feb 50157.95 828.7 314.5 15.25 51,729 1,209 4,858
3 Feb 49210.55 520 -129.5 16.58 21,529 617 3,704
1 Feb 49506.95 654.9 -177.35 16.06 48,765 1,029 3,144
31 Jan 49587.20 844.9 21.6 18.42 19,546 1,050 2,154
30 Jan 49311.95 900 119.3 20.78 2,860 588 1,091
29 Jan 49165.95 788 100.9 20.08 755 11 503
28 Jan 48866.85 695 214.15 19.93 1,314 -29 493
27 Jan 48064.65 470.05 -92.45 20.55 617 -152 518
24 Jan 48367.80 556 -117.95 19.25 305 55 669
23 Jan 48589.00 670.85 -58.50 19.48 94 28 615
22 Jan 48724.40 729.35 -11.70 19.07 279 1 589
21 Jan 48570.90 741.05 -239.45 19.85 432 190 588
20 Jan 49350.80 980.5 280.00 18.68 209 -5 399
17 Jan 48540.60 700.5 -277.70 18.27 500 82 409
16 Jan 49278.70 978.2 204.70 16.99 238 -127 329
15 Jan 48751.70 773.5 -79.50 17.60 85 -3 456
14 Jan 48729.15 853 228.55 17.82 234 67 462
13 Jan 48041.25 624.45 -174.55 18.68 282 71 395
10 Jan 48734.15 799 -401.05 16.59 314 135 325
9 Jan 49503.50 1200.05 -149.50 17.08 151 32 186
8 Jan 49835.05 1349.55 -160.45 16.84 161 7 155
7 Jan 50202.15 1510 66.25 16.14 109 25 149
6 Jan 49922.00 1443.75 -718.45 16.67 126 87 113
3 Jan 50988.80 2162.2 0.00 0.00 0 26 0
2 Jan 51605.55 2162.2 0.00 0 26 0


For Nifty Bank - strike price 50300 expiring on 27FEB2025

Delta for 50300 CE is 0.55

Historical price for 50300 CE is as follows

On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 777.2, which was -197.45 lower than the previous day. The implied volatity was 14.62, the open interest changed by 1418 which increased total open position to 8545


On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 978, which was 53.9 higher than the previous day. The implied volatity was 15.67, the open interest changed by 1010 which increased total open position to 7619


On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 912.55, which was 88.35 higher than the previous day. The implied volatity was 15.30, the open interest changed by 2111 which increased total open position to 6954


On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 828.7, which was 314.5 higher than the previous day. The implied volatity was 15.25, the open interest changed by 1209 which increased total open position to 4858


On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 520, which was -129.5 lower than the previous day. The implied volatity was 16.58, the open interest changed by 617 which increased total open position to 3704


On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 654.9, which was -177.35 lower than the previous day. The implied volatity was 16.06, the open interest changed by 1029 which increased total open position to 3144


On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 844.9, which was 21.6 higher than the previous day. The implied volatity was 18.42, the open interest changed by 1050 which increased total open position to 2154


On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 900, which was 119.3 higher than the previous day. The implied volatity was 20.78, the open interest changed by 588 which increased total open position to 1091


On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 788, which was 100.9 higher than the previous day. The implied volatity was 20.08, the open interest changed by 11 which increased total open position to 503


On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 695, which was 214.15 higher than the previous day. The implied volatity was 19.93, the open interest changed by -29 which decreased total open position to 493


On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 470.05, which was -92.45 lower than the previous day. The implied volatity was 20.55, the open interest changed by -152 which decreased total open position to 518


On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 556, which was -117.95 lower than the previous day. The implied volatity was 19.25, the open interest changed by 55 which increased total open position to 669


On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 670.85, which was -58.50 lower than the previous day. The implied volatity was 19.48, the open interest changed by 28 which increased total open position to 615


On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 729.35, which was -11.70 lower than the previous day. The implied volatity was 19.07, the open interest changed by 1 which increased total open position to 589


On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 741.05, which was -239.45 lower than the previous day. The implied volatity was 19.85, the open interest changed by 190 which increased total open position to 588


On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 980.5, which was 280.00 higher than the previous day. The implied volatity was 18.68, the open interest changed by -5 which decreased total open position to 399


On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 700.5, which was -277.70 lower than the previous day. The implied volatity was 18.27, the open interest changed by 82 which increased total open position to 409


On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 978.2, which was 204.70 higher than the previous day. The implied volatity was 16.99, the open interest changed by -127 which decreased total open position to 329


On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 773.5, which was -79.50 lower than the previous day. The implied volatity was 17.60, the open interest changed by -3 which decreased total open position to 456


On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 853, which was 228.55 higher than the previous day. The implied volatity was 17.82, the open interest changed by 67 which increased total open position to 462


On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 624.45, which was -174.55 lower than the previous day. The implied volatity was 18.68, the open interest changed by 71 which increased total open position to 395


On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 799, which was -401.05 lower than the previous day. The implied volatity was 16.59, the open interest changed by 135 which increased total open position to 325


On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 1200.05, which was -149.50 lower than the previous day. The implied volatity was 17.08, the open interest changed by 32 which increased total open position to 186


On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 1349.55, which was -160.45 lower than the previous day. The implied volatity was 16.84, the open interest changed by 7 which increased total open position to 155


On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 1510, which was 66.25 higher than the previous day. The implied volatity was 16.14, the open interest changed by 25 which increased total open position to 149


On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1443.75, which was -718.45 lower than the previous day. The implied volatity was 16.67, the open interest changed by 87 which increased total open position to 113


On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 2162.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 26 which increased total open position to 0


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 2162.2, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 26 which increased total open position to 0


BANKNIFTY 27FEB2025 50300 PE
Delta: -0.46
Vega: 46.60
Theta: -13.05
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Feb 50158.85 698 32.5 16.75 1,75,950 -249 7,507
6 Feb 50382.10 650.1 -45.2 17.50 1,77,990 3,525 8,065
5 Feb 50343.05 709.95 -105.45 17.36 1,15,729 1,572 4,848
4 Feb 50157.95 803.35 -489.15 17.26 23,047 2,002 3,150
3 Feb 49210.55 1292.85 122.55 17.13 1,583 351 1,162
1 Feb 49506.95 1158.75 -84.3 17.58 8,015 226 813
31 Jan 49587.20 1234.7 -173.05 19.81 2,146 295 590
30 Jan 49311.95 1387.85 -256.85 20.37 543 150 293
29 Jan 49165.95 1644.85 -177.85 22.28 5 -2 145
28 Jan 48866.85 1803.5 -535.5 22.07 90 34 145
27 Jan 48064.65 2339 217.75 20.87 83 -76 113
24 Jan 48367.80 2121.25 217.1 20.83 5 -2 190
23 Jan 48589.00 1904.15 116.70 19.63 13 -3 193
22 Jan 48724.40 1787.45 -152.55 19.38 3 -1 196
21 Jan 48570.90 1940 483.00 20.33 39 -5 198
20 Jan 49350.80 1457 -467.45 19.19 98 35 207
17 Jan 48540.60 1924.45 492.80 18.90 12 -1 183
16 Jan 49278.70 1431.65 -371.85 18.72 85 -59 186
15 Jan 48751.70 1803.5 91.30 19.00 9 -4 245
14 Jan 48729.15 1712.2 -526.55 18.53 394 101 251
13 Jan 48041.25 2238.75 423.35 18.35 198 -44 150
10 Jan 48734.15 1815.4 488.40 18.82 122 14 195
9 Jan 49503.50 1327 172.65 17.75 55 12 181
8 Jan 49835.05 1154.35 113.35 17.18 298 46 169
7 Jan 50202.15 1041 -133.90 17.63 210 75 123
6 Jan 49922.00 1174.9 422.10 18.05 189 31 48
3 Jan 50988.80 752.8 0.00 0.00 0 17 0
2 Jan 51605.55 752.8 0.00 0 0 0


For Nifty Bank - strike price 50300 expiring on 27FEB2025

Delta for 50300 PE is -0.46

Historical price for 50300 PE is as follows

On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 698, which was 32.5 higher than the previous day. The implied volatity was 16.75, the open interest changed by -249 which decreased total open position to 7507


On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 650.1, which was -45.2 lower than the previous day. The implied volatity was 17.50, the open interest changed by 3525 which increased total open position to 8065


On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 709.95, which was -105.45 lower than the previous day. The implied volatity was 17.36, the open interest changed by 1572 which increased total open position to 4848


On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 803.35, which was -489.15 lower than the previous day. The implied volatity was 17.26, the open interest changed by 2002 which increased total open position to 3150


On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 1292.85, which was 122.55 higher than the previous day. The implied volatity was 17.13, the open interest changed by 351 which increased total open position to 1162


On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 1158.75, which was -84.3 lower than the previous day. The implied volatity was 17.58, the open interest changed by 226 which increased total open position to 813


On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 1234.7, which was -173.05 lower than the previous day. The implied volatity was 19.81, the open interest changed by 295 which increased total open position to 590


On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 1387.85, which was -256.85 lower than the previous day. The implied volatity was 20.37, the open interest changed by 150 which increased total open position to 293


On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 1644.85, which was -177.85 lower than the previous day. The implied volatity was 22.28, the open interest changed by -2 which decreased total open position to 145


On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 1803.5, which was -535.5 lower than the previous day. The implied volatity was 22.07, the open interest changed by 34 which increased total open position to 145


On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 2339, which was 217.75 higher than the previous day. The implied volatity was 20.87, the open interest changed by -76 which decreased total open position to 113


On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 2121.25, which was 217.1 higher than the previous day. The implied volatity was 20.83, the open interest changed by -2 which decreased total open position to 190


On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 1904.15, which was 116.70 higher than the previous day. The implied volatity was 19.63, the open interest changed by -3 which decreased total open position to 193


On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 1787.45, which was -152.55 lower than the previous day. The implied volatity was 19.38, the open interest changed by -1 which decreased total open position to 196


On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 1940, which was 483.00 higher than the previous day. The implied volatity was 20.33, the open interest changed by -5 which decreased total open position to 198


On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 1457, which was -467.45 lower than the previous day. The implied volatity was 19.19, the open interest changed by 35 which increased total open position to 207


On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 1924.45, which was 492.80 higher than the previous day. The implied volatity was 18.90, the open interest changed by -1 which decreased total open position to 183


On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 1431.65, which was -371.85 lower than the previous day. The implied volatity was 18.72, the open interest changed by -59 which decreased total open position to 186


On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 1803.5, which was 91.30 higher than the previous day. The implied volatity was 19.00, the open interest changed by -4 which decreased total open position to 245


On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 1712.2, which was -526.55 lower than the previous day. The implied volatity was 18.53, the open interest changed by 101 which increased total open position to 251


On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 2238.75, which was 423.35 higher than the previous day. The implied volatity was 18.35, the open interest changed by -44 which decreased total open position to 150


On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 1815.4, which was 488.40 higher than the previous day. The implied volatity was 18.82, the open interest changed by 14 which increased total open position to 195


On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 1327, which was 172.65 higher than the previous day. The implied volatity was 17.75, the open interest changed by 12 which increased total open position to 181


On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 1154.35, which was 113.35 higher than the previous day. The implied volatity was 17.18, the open interest changed by 46 which increased total open position to 169


On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 1041, which was -133.90 lower than the previous day. The implied volatity was 17.63, the open interest changed by 75 which increased total open position to 123


On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1174.9, which was 422.10 higher than the previous day. The implied volatity was 18.05, the open interest changed by 31 which increased total open position to 48


On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 752.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 17 which increased total open position to 0


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 752.8, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0