BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
07 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 50300 CE | ||||||||||
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Delta: 0.55
Vega: 46.54
Theta: -24.34
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.46
Vega: 46.60
Theta: -13.05
Gamma: 0.00
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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