BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
07 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 50500 CE | ||||||||||
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Delta: 0.50
Vega: 46.88
Theta: -23.97
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Feb | 50158.85 | 680 | -182.3 | 14.71 | 3,28,673 | 6,271 | 28,570 | |||
6 Feb | 50382.10 | 868 | 51.8 | 15.69 | 1,87,477 | 4,841 | 23,222 | |||
5 Feb | 50343.05 | 805.2 | 84.5 | 15.28 | 2,28,082 | 5,900 | 20,617 | |||
4 Feb | 50157.95 | 725 | 279.7 | 15.15 | 1,36,679 | 1,310 | 14,757 | |||
3 Feb | 49210.55 | 443 | -120.95 | 16.36 | 89,331 | 1,421 | 14,346 | |||
1 Feb | 49506.95 | 567.9 | -169.85 | 15.89 | 1,20,143 | 2,733 | 13,080 | |||
31 Jan | 49587.20 | 751.95 | 21.15 | 18.25 | 64,614 | 965 | 10,520 | |||
30 Jan | 49311.95 | 758 | 53.25 | 19.62 | 12,124 | 725 | 9,555 | |||
29 Jan | 49165.95 | 709.95 | 99.55 | 20.03 | 7,669 | -676 | 8,846 | |||
28 Jan | 48866.85 | 621 | 200.65 | 19.71 | 16,334 | 494 | 9,794 | |||
27 Jan | 48064.65 | 424 | -77.5 | 20.64 | 7,733 | 1,008 | 9,300 | |||
24 Jan | 48367.80 | 494.05 | -113.55 | 19.13 | 5,223 | 1,051 | 8,289 | |||
23 Jan | 48589.00 | 608.9 | -46.10 | 19.50 | 1,838 | 196 | 7,236 | |||
22 Jan | 48724.40 | 655 | -11.75 | 18.94 | 4,400 | -283 | 7,063 | |||
21 Jan | 48570.90 | 666.75 | -239.25 | 19.69 | 6,417 | 2,517 | 7,359 | |||
20 Jan | 49350.80 | 906 | 282.95 | 18.75 | 4,934 | 593 | 4,842 | |||
17 Jan | 48540.60 | 623.05 | -265.75 | 18.05 | 3,119 | 457 | 4,219 | |||
16 Jan | 49278.70 | 888.8 | 190.80 | 16.92 | 2,894 | 104 | 3,784 | |||
15 Jan | 48751.70 | 698 | -83.50 | 17.43 | 1,100 | 46 | 3,682 | |||
14 Jan | 48729.15 | 781.5 | 217.50 | 17.85 | 3,095 | 267 | 3,637 | |||
13 Jan | 48041.25 | 564 | -195.80 | 18.61 | 2,679 | 114 | 3,377 | |||
10 Jan | 48734.15 | 759.8 | -339.75 | 17.07 | 2,794 | 35 | 3,269 | |||
9 Jan | 49503.50 | 1099.55 | -140.25 | 16.96 | 1,166 | 75 | 3,239 | |||
8 Jan | 49835.05 | 1239.8 | -156.55 | 16.70 | 4,941 | 2,032 | 3,141 | |||
7 Jan | 50202.15 | 1396.35 | 80.20 | 16.07 | 917 | 142 | 1,092 | |||
6 Jan | 49922.00 | 1316.15 | -558.45 | 16.34 | 2,003 | 700 | 913 | |||
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3 Jan | 50988.80 | 1874.6 | -445.40 | 14.89 | 172 | -16 | 208 | |||
2 Jan | 51605.55 | 2320 | 14.48 | 239 | 13 | 230 |
For Nifty Bank - strike price 50500 expiring on 27FEB2025
Delta for 50500 CE is 0.50
Historical price for 50500 CE is as follows
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 680, which was -182.3 lower than the previous day. The implied volatity was 14.71, the open interest changed by 6271 which increased total open position to 28570
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 868, which was 51.8 higher than the previous day. The implied volatity was 15.69, the open interest changed by 4841 which increased total open position to 23222
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 805.2, which was 84.5 higher than the previous day. The implied volatity was 15.28, the open interest changed by 5900 which increased total open position to 20617
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 725, which was 279.7 higher than the previous day. The implied volatity was 15.15, the open interest changed by 1310 which increased total open position to 14757
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 443, which was -120.95 lower than the previous day. The implied volatity was 16.36, the open interest changed by 1421 which increased total open position to 14346
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 567.9, which was -169.85 lower than the previous day. The implied volatity was 15.89, the open interest changed by 2733 which increased total open position to 13080
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 751.95, which was 21.15 higher than the previous day. The implied volatity was 18.25, the open interest changed by 965 which increased total open position to 10520
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 758, which was 53.25 higher than the previous day. The implied volatity was 19.62, the open interest changed by 725 which increased total open position to 9555
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 709.95, which was 99.55 higher than the previous day. The implied volatity was 20.03, the open interest changed by -676 which decreased total open position to 8846
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 621, which was 200.65 higher than the previous day. The implied volatity was 19.71, the open interest changed by 494 which increased total open position to 9794
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 424, which was -77.5 lower than the previous day. The implied volatity was 20.64, the open interest changed by 1008 which increased total open position to 9300
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 494.05, which was -113.55 lower than the previous day. The implied volatity was 19.13, the open interest changed by 1051 which increased total open position to 8289
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 608.9, which was -46.10 lower than the previous day. The implied volatity was 19.50, the open interest changed by 196 which increased total open position to 7236
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 655, which was -11.75 lower than the previous day. The implied volatity was 18.94, the open interest changed by -283 which decreased total open position to 7063
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 666.75, which was -239.25 lower than the previous day. The implied volatity was 19.69, the open interest changed by 2517 which increased total open position to 7359
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 906, which was 282.95 higher than the previous day. The implied volatity was 18.75, the open interest changed by 593 which increased total open position to 4842
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 623.05, which was -265.75 lower than the previous day. The implied volatity was 18.05, the open interest changed by 457 which increased total open position to 4219
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 888.8, which was 190.80 higher than the previous day. The implied volatity was 16.92, the open interest changed by 104 which increased total open position to 3784
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 698, which was -83.50 lower than the previous day. The implied volatity was 17.43, the open interest changed by 46 which increased total open position to 3682
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 781.5, which was 217.50 higher than the previous day. The implied volatity was 17.85, the open interest changed by 267 which increased total open position to 3637
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 564, which was -195.80 lower than the previous day. The implied volatity was 18.61, the open interest changed by 114 which increased total open position to 3377
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 759.8, which was -339.75 lower than the previous day. The implied volatity was 17.07, the open interest changed by 35 which increased total open position to 3269
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 1099.55, which was -140.25 lower than the previous day. The implied volatity was 16.96, the open interest changed by 75 which increased total open position to 3239
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 1239.8, which was -156.55 lower than the previous day. The implied volatity was 16.70, the open interest changed by 2032 which increased total open position to 3141
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 1396.35, which was 80.20 higher than the previous day. The implied volatity was 16.07, the open interest changed by 142 which increased total open position to 1092
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1316.15, which was -558.45 lower than the previous day. The implied volatity was 16.34, the open interest changed by 700 which increased total open position to 913
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 1874.6, which was -445.40 lower than the previous day. The implied volatity was 14.89, the open interest changed by -16 which decreased total open position to 208
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 2320, which was lower than the previous day. The implied volatity was 14.48, the open interest changed by 13 which increased total open position to 230
BANKNIFTY 27FEB2025 50500 PE | |||||||
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Delta: -0.50
Vega: 46.88
Theta: -12.58
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Feb | 50158.85 | 794.85 | 42.8 | 16.74 | 2,53,782 | 1,903 | 20,001 |
6 Feb | 50382.10 | 742.35 | -37.2 | 17.56 | 1,47,124 | 5,123 | 19,312 |
5 Feb | 50343.05 | 794.2 | -120.55 | 17.17 | 2,07,588 | 4,932 | 16,486 |
4 Feb | 50157.95 | 893.6 | -534.25 | 17.06 | 38,086 | 2,022 | 11,593 |
3 Feb | 49210.55 | 1415 | 137.9 | 16.94 | 23,242 | 5,397 | 9,872 |
1 Feb | 49506.95 | 1282 | -73.2 | 17.67 | 9,749 | 380 | 4,487 |
31 Jan | 49587.20 | 1335 | -195.45 | 19.56 | 5,808 | 112 | 4,102 |
30 Jan | 49311.95 | 1478.25 | -274.85 | 19.84 | 3,606 | 1,249 | 3,993 |
29 Jan | 49165.95 | 1720.3 | -203.1 | 21.36 | 934 | 72 | 2,781 |
28 Jan | 48866.85 | 1889.3 | -597.7 | 21.26 | 994 | 249 | 2,707 |
27 Jan | 48064.65 | 2500 | 248.4 | 21.25 | 343 | -40 | 2,459 |
24 Jan | 48367.80 | 2266.4 | 219.05 | 20.79 | 222 | -46 | 2,504 |
23 Jan | 48589.00 | 2058.15 | 115.50 | 19.97 | 364 | 96 | 2,535 |
22 Jan | 48724.40 | 1942.65 | -81.80 | 19.80 | 477 | -136 | 2,438 |
21 Jan | 48570.90 | 2024.45 | 449.25 | 19.50 | 1,350 | -270 | 2,569 |
20 Jan | 49350.80 | 1575.2 | -468.80 | 19.24 | 1,061 | 550 | 2,844 |
17 Jan | 48540.60 | 2044 | 496.40 | 18.68 | 795 | -424 | 2,295 |
16 Jan | 49278.70 | 1547.6 | -373.95 | 18.78 | 1,260 | 194 | 2,719 |
15 Jan | 48751.70 | 1921.55 | 103.30 | 18.96 | 303 | 79 | 2,527 |
14 Jan | 48729.15 | 1818.25 | -597.75 | 18.25 | 628 | -367 | 2,453 |
13 Jan | 48041.25 | 2416 | 468.30 | 18.97 | 791 | -69 | 2,823 |
10 Jan | 48734.15 | 1947.7 | 530.50 | 18.89 | 557 | -154 | 2,896 |
9 Jan | 49503.50 | 1417.2 | 163.70 | 17.54 | 734 | 9 | 3,043 |
8 Jan | 49835.05 | 1253.5 | 135.90 | 17.19 | 4,604 | 1,355 | 3,026 |
7 Jan | 50202.15 | 1117.6 | -149.10 | 17.41 | 1,313 | -125 | 1,678 |
6 Jan | 49922.00 | 1266.7 | 479.10 | 18.01 | 3,629 | 539 | 1,872 |
3 Jan | 50988.80 | 787.6 | 184.95 | 16.80 | 1,081 | 277 | 1,325 |
2 Jan | 51605.55 | 602.65 | 16.88 | 813 | 94 | 1,051 |
For Nifty Bank - strike price 50500 expiring on 27FEB2025
Delta for 50500 PE is -0.50
Historical price for 50500 PE is as follows
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 794.85, which was 42.8 higher than the previous day. The implied volatity was 16.74, the open interest changed by 1903 which increased total open position to 20001
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 742.35, which was -37.2 lower than the previous day. The implied volatity was 17.56, the open interest changed by 5123 which increased total open position to 19312
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 794.2, which was -120.55 lower than the previous day. The implied volatity was 17.17, the open interest changed by 4932 which increased total open position to 16486
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 893.6, which was -534.25 lower than the previous day. The implied volatity was 17.06, the open interest changed by 2022 which increased total open position to 11593
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 1415, which was 137.9 higher than the previous day. The implied volatity was 16.94, the open interest changed by 5397 which increased total open position to 9872
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 1282, which was -73.2 lower than the previous day. The implied volatity was 17.67, the open interest changed by 380 which increased total open position to 4487
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 1335, which was -195.45 lower than the previous day. The implied volatity was 19.56, the open interest changed by 112 which increased total open position to 4102
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 1478.25, which was -274.85 lower than the previous day. The implied volatity was 19.84, the open interest changed by 1249 which increased total open position to 3993
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 1720.3, which was -203.1 lower than the previous day. The implied volatity was 21.36, the open interest changed by 72 which increased total open position to 2781
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 1889.3, which was -597.7 lower than the previous day. The implied volatity was 21.26, the open interest changed by 249 which increased total open position to 2707
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 2500, which was 248.4 higher than the previous day. The implied volatity was 21.25, the open interest changed by -40 which decreased total open position to 2459
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 2266.4, which was 219.05 higher than the previous day. The implied volatity was 20.79, the open interest changed by -46 which decreased total open position to 2504
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 2058.15, which was 115.50 higher than the previous day. The implied volatity was 19.97, the open interest changed by 96 which increased total open position to 2535
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 1942.65, which was -81.80 lower than the previous day. The implied volatity was 19.80, the open interest changed by -136 which decreased total open position to 2438
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 2024.45, which was 449.25 higher than the previous day. The implied volatity was 19.50, the open interest changed by -270 which decreased total open position to 2569
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 1575.2, which was -468.80 lower than the previous day. The implied volatity was 19.24, the open interest changed by 550 which increased total open position to 2844
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 2044, which was 496.40 higher than the previous day. The implied volatity was 18.68, the open interest changed by -424 which decreased total open position to 2295
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 1547.6, which was -373.95 lower than the previous day. The implied volatity was 18.78, the open interest changed by 194 which increased total open position to 2719
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 1921.55, which was 103.30 higher than the previous day. The implied volatity was 18.96, the open interest changed by 79 which increased total open position to 2527
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 1818.25, which was -597.75 lower than the previous day. The implied volatity was 18.25, the open interest changed by -367 which decreased total open position to 2453
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 2416, which was 468.30 higher than the previous day. The implied volatity was 18.97, the open interest changed by -69 which decreased total open position to 2823
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 1947.7, which was 530.50 higher than the previous day. The implied volatity was 18.89, the open interest changed by -154 which decreased total open position to 2896
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 1417.2, which was 163.70 higher than the previous day. The implied volatity was 17.54, the open interest changed by 9 which increased total open position to 3043
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 1253.5, which was 135.90 higher than the previous day. The implied volatity was 17.19, the open interest changed by 1355 which increased total open position to 3026
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 1117.6, which was -149.10 lower than the previous day. The implied volatity was 17.41, the open interest changed by -125 which decreased total open position to 1678
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1266.7, which was 479.10 higher than the previous day. The implied volatity was 18.01, the open interest changed by 539 which increased total open position to 1872
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 787.6, which was 184.95 higher than the previous day. The implied volatity was 16.80, the open interest changed by 277 which increased total open position to 1325
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 602.65, which was lower than the previous day. The implied volatity was 16.88, the open interest changed by 94 which increased total open position to 1051