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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 50500 CE
Delta: 0.50
Vega: 46.88
Theta: -23.97
Gamma: 0.00
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
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
Delta: -0.50
Vega: 46.88
Theta: -12.58
Gamma: 0.00
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