BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
07 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 50700 CE | ||||||||||
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Delta: 0.46
Vega: 46.60
Theta: -23.20
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Feb | 50158.85 | 585 | -171.3 | 14.67 | 75,544 | 1,235 | 5,460 | |||
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6 Feb | 50382.10 | 763.4 | 48 | 15.65 | 40,421 | 751 | 4,278 | |||
5 Feb | 50343.05 | 704.7 | 78.75 | 15.23 | 47,599 | 830 | 3,584 | |||
4 Feb | 50157.95 | 626.75 | 246.1 | 15.00 | 34,140 | -318 | 2,833 | |||
3 Feb | 49210.55 | 380.3 | -108.15 | 16.29 | 18,976 | 459 | 3,171 | |||
1 Feb | 49506.95 | 496.7 | -157.7 | 15.89 | 28,901 | 435 | 2,715 | |||
31 Jan | 49587.20 | 658.2 | 4.75 | 17.94 | 28,480 | 1,704 | 2,441 | |||
30 Jan | 49311.95 | 674.8 | 43.6 | 19.43 | 1,272 | 107 | 739 | |||
29 Jan | 49165.95 | 635 | 86.6 | 19.90 | 458 | 122 | 634 | |||
28 Jan | 48866.85 | 558 | 184.15 | 19.70 | 866 | 47 | 512 | |||
27 Jan | 48064.65 | 375.45 | -74.3 | 20.47 | 451 | -30 | 465 | |||
24 Jan | 48367.80 | 440 | -100.65 | 19.01 | 386 | -40 | 494 | |||
23 Jan | 48589.00 | 539 | -52.30 | 19.28 | 252 | 29 | 541 | |||
22 Jan | 48724.40 | 591.3 | -20.05 | 18.91 | 699 | -103 | 511 | |||
21 Jan | 48570.90 | 611.35 | -192.75 | 19.80 | 435 | 184 | 616 | |||
20 Jan | 49350.80 | 804.1 | 239.45 | 18.41 | 202 | 17 | 430 | |||
17 Jan | 48540.60 | 564.65 | -237.45 | 18.00 | 371 | 75 | 415 | |||
16 Jan | 49278.70 | 802.1 | 175.45 | 16.80 | 176 | -142 | 341 | |||
15 Jan | 48751.70 | 626.65 | -80.40 | 17.32 | 167 | -14 | 485 | |||
14 Jan | 48729.15 | 707.05 | 188.00 | 17.76 | 429 | 121 | 502 | |||
13 Jan | 48041.25 | 519.05 | -183.50 | 18.73 | 339 | -58 | 385 | |||
10 Jan | 48734.15 | 702.55 | -295.45 | 17.22 | 474 | 189 | 443 | |||
9 Jan | 49503.50 | 998 | -136.30 | 16.75 | 141 | 14 | 254 | |||
8 Jan | 49835.05 | 1134.3 | -153.00 | 16.54 | 371 | 75 | 240 | |||
7 Jan | 50202.15 | 1287.3 | 69.20 | 16.00 | 92 | 12 | 165 | |||
6 Jan | 49922.00 | 1218.1 | -604.85 | 16.34 | 331 | 91 | 153 | |||
3 Jan | 50988.80 | 1822.95 | -358.40 | 15.86 | 6 | -1 | 61 | |||
2 Jan | 51605.55 | 2181.35 | 14.54 | 26 | -16 | 61 |
For Nifty Bank - strike price 50700 expiring on 27FEB2025
Delta for 50700 CE is 0.46
Historical price for 50700 CE is as follows
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 585, which was -171.3 lower than the previous day. The implied volatity was 14.67, the open interest changed by 1235 which increased total open position to 5460
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 763.4, which was 48 higher than the previous day. The implied volatity was 15.65, the open interest changed by 751 which increased total open position to 4278
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 704.7, which was 78.75 higher than the previous day. The implied volatity was 15.23, the open interest changed by 830 which increased total open position to 3584
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 626.75, which was 246.1 higher than the previous day. The implied volatity was 15.00, the open interest changed by -318 which decreased total open position to 2833
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 380.3, which was -108.15 lower than the previous day. The implied volatity was 16.29, the open interest changed by 459 which increased total open position to 3171
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 496.7, which was -157.7 lower than the previous day. The implied volatity was 15.89, the open interest changed by 435 which increased total open position to 2715
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 658.2, which was 4.75 higher than the previous day. The implied volatity was 17.94, the open interest changed by 1704 which increased total open position to 2441
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 674.8, which was 43.6 higher than the previous day. The implied volatity was 19.43, the open interest changed by 107 which increased total open position to 739
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 635, which was 86.6 higher than the previous day. The implied volatity was 19.90, the open interest changed by 122 which increased total open position to 634
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 558, which was 184.15 higher than the previous day. The implied volatity was 19.70, the open interest changed by 47 which increased total open position to 512
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 375.45, which was -74.3 lower than the previous day. The implied volatity was 20.47, the open interest changed by -30 which decreased total open position to 465
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 440, which was -100.65 lower than the previous day. The implied volatity was 19.01, the open interest changed by -40 which decreased total open position to 494
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 539, which was -52.30 lower than the previous day. The implied volatity was 19.28, the open interest changed by 29 which increased total open position to 541
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 591.3, which was -20.05 lower than the previous day. The implied volatity was 18.91, the open interest changed by -103 which decreased total open position to 511
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 611.35, which was -192.75 lower than the previous day. The implied volatity was 19.80, the open interest changed by 184 which increased total open position to 616
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 804.1, which was 239.45 higher than the previous day. The implied volatity was 18.41, the open interest changed by 17 which increased total open position to 430
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 564.65, which was -237.45 lower than the previous day. The implied volatity was 18.00, the open interest changed by 75 which increased total open position to 415
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 802.1, which was 175.45 higher than the previous day. The implied volatity was 16.80, the open interest changed by -142 which decreased total open position to 341
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 626.65, which was -80.40 lower than the previous day. The implied volatity was 17.32, the open interest changed by -14 which decreased total open position to 485
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 707.05, which was 188.00 higher than the previous day. The implied volatity was 17.76, the open interest changed by 121 which increased total open position to 502
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 519.05, which was -183.50 lower than the previous day. The implied volatity was 18.73, the open interest changed by -58 which decreased total open position to 385
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 702.55, which was -295.45 lower than the previous day. The implied volatity was 17.22, the open interest changed by 189 which increased total open position to 443
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 998, which was -136.30 lower than the previous day. The implied volatity was 16.75, the open interest changed by 14 which increased total open position to 254
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 1134.3, which was -153.00 lower than the previous day. The implied volatity was 16.54, the open interest changed by 75 which increased total open position to 240
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 1287.3, which was 69.20 higher than the previous day. The implied volatity was 16.00, the open interest changed by 12 which increased total open position to 165
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1218.1, which was -604.85 lower than the previous day. The implied volatity was 16.34, the open interest changed by 91 which increased total open position to 153
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 1822.95, which was -358.40 lower than the previous day. The implied volatity was 15.86, the open interest changed by -1 which decreased total open position to 61
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 2181.35, which was lower than the previous day. The implied volatity was 14.54, the open interest changed by -16 which decreased total open position to 61
BANKNIFTY 27FEB2025 50700 PE | |||||||
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Delta: -0.54
Vega: 46.69
Theta: -12.04
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Feb | 50158.85 | 906 | 60.8 | 16.85 | 36,161 | 567 | 4,545 |
6 Feb | 50382.10 | 837.35 | -39.6 | 17.53 | 19,078 | 861 | 4,021 |
5 Feb | 50343.05 | 893.65 | -122.9 | 17.14 | 32,020 | 2,126 | 3,196 |
4 Feb | 50157.95 | 998.8 | -538.05 | 17.01 | 3,432 | 370 | 1,081 |
3 Feb | 49210.55 | 1557.9 | 154.1 | 17.06 | 661 | 17 | 697 |
1 Feb | 49506.95 | 1389.25 | -74.95 | 17.32 | 1,097 | 63 | 681 |
31 Jan | 49587.20 | 1446 | -167.5 | 19.42 | 966 | 363 | 619 |
30 Jan | 49311.95 | 1610 | -280 | 19.83 | 97 | 10 | 269 |
29 Jan | 49165.95 | 1890 | -142.15 | 22.15 | 49 | -3 | 259 |
28 Jan | 48866.85 | 2032.85 | -592.35 | 21.45 | 42 | 15 | 262 |
27 Jan | 48064.65 | 2625.2 | 235.35 | 20.72 | 19 | 0 | 246 |
24 Jan | 48367.80 | 2375 | 212.2 | 20.08 | 17 | 1 | 246 |
23 Jan | 48589.00 | 2162.8 | 100.10 | 19.32 | 1 | 0 | 244 |
22 Jan | 48724.40 | 2062.7 | -99.80 | 19.53 | 3 | -1 | 243 |
21 Jan | 48570.90 | 2162.5 | 481.10 | 19.51 | 3 | 2 | 244 |
20 Jan | 49350.80 | 1681.4 | -463.80 | 18.99 | 2 | 0 | 242 |
17 Jan | 48540.60 | 2145.2 | 420.90 | 18.05 | 3 | -1 | 241 |
16 Jan | 49278.70 | 1724.3 | -356.55 | 19.61 | 5 | 0 | 241 |
15 Jan | 48751.70 | 2080.85 | 26.45 | 19.38 | 1 | 0 | 240 |
14 Jan | 48729.15 | 2054.4 | -507.15 | 19.93 | 27 | -17 | 239 |
13 Jan | 48041.25 | 2561.55 | 418.80 | 18.98 | 29 | -18 | 259 |
10 Jan | 48734.15 | 2142.75 | 606.75 | 19.77 | 68 | -7 | 276 |
9 Jan | 49503.50 | 1536 | 190.90 | 17.66 | 47 | 7 | 284 |
8 Jan | 49835.05 | 1345.1 | 126.15 | 17.03 | 279 | 167 | 279 |
7 Jan | 50202.15 | 1218.95 | -143.75 | 17.51 | 93 | 15 | 109 |
6 Jan | 49922.00 | 1362.7 | 511.70 | 17.96 | 174 | 11 | 96 |
3 Jan | 50988.80 | 851 | 171.85 | 16.67 | 80 | 4 | 85 |
2 Jan | 51605.55 | 679.15 | 17.11 | 27 | 4 | 80 |
For Nifty Bank - strike price 50700 expiring on 27FEB2025
Delta for 50700 PE is -0.54
Historical price for 50700 PE is as follows
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 906, which was 60.8 higher than the previous day. The implied volatity was 16.85, the open interest changed by 567 which increased total open position to 4545
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 837.35, which was -39.6 lower than the previous day. The implied volatity was 17.53, the open interest changed by 861 which increased total open position to 4021
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 893.65, which was -122.9 lower than the previous day. The implied volatity was 17.14, the open interest changed by 2126 which increased total open position to 3196
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 998.8, which was -538.05 lower than the previous day. The implied volatity was 17.01, the open interest changed by 370 which increased total open position to 1081
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 1557.9, which was 154.1 higher than the previous day. The implied volatity was 17.06, the open interest changed by 17 which increased total open position to 697
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 1389.25, which was -74.95 lower than the previous day. The implied volatity was 17.32, the open interest changed by 63 which increased total open position to 681
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 1446, which was -167.5 lower than the previous day. The implied volatity was 19.42, the open interest changed by 363 which increased total open position to 619
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 1610, which was -280 lower than the previous day. The implied volatity was 19.83, the open interest changed by 10 which increased total open position to 269
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 1890, which was -142.15 lower than the previous day. The implied volatity was 22.15, the open interest changed by -3 which decreased total open position to 259
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 2032.85, which was -592.35 lower than the previous day. The implied volatity was 21.45, the open interest changed by 15 which increased total open position to 262
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 2625.2, which was 235.35 higher than the previous day. The implied volatity was 20.72, the open interest changed by 0 which decreased total open position to 246
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 2375, which was 212.2 higher than the previous day. The implied volatity was 20.08, the open interest changed by 1 which increased total open position to 246
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 2162.8, which was 100.10 higher than the previous day. The implied volatity was 19.32, the open interest changed by 0 which decreased total open position to 244
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 2062.7, which was -99.80 lower than the previous day. The implied volatity was 19.53, the open interest changed by -1 which decreased total open position to 243
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 2162.5, which was 481.10 higher than the previous day. The implied volatity was 19.51, the open interest changed by 2 which increased total open position to 244
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 1681.4, which was -463.80 lower than the previous day. The implied volatity was 18.99, the open interest changed by 0 which decreased total open position to 242
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 2145.2, which was 420.90 higher than the previous day. The implied volatity was 18.05, the open interest changed by -1 which decreased total open position to 241
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 1724.3, which was -356.55 lower than the previous day. The implied volatity was 19.61, the open interest changed by 0 which decreased total open position to 241
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 2080.85, which was 26.45 higher than the previous day. The implied volatity was 19.38, the open interest changed by 0 which decreased total open position to 240
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 2054.4, which was -507.15 lower than the previous day. The implied volatity was 19.93, the open interest changed by -17 which decreased total open position to 239
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 2561.55, which was 418.80 higher than the previous day. The implied volatity was 18.98, the open interest changed by -18 which decreased total open position to 259
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 2142.75, which was 606.75 higher than the previous day. The implied volatity was 19.77, the open interest changed by -7 which decreased total open position to 276
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 1536, which was 190.90 higher than the previous day. The implied volatity was 17.66, the open interest changed by 7 which increased total open position to 284
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 1345.1, which was 126.15 higher than the previous day. The implied volatity was 17.03, the open interest changed by 167 which increased total open position to 279
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 1218.95, which was -143.75 lower than the previous day. The implied volatity was 17.51, the open interest changed by 15 which increased total open position to 109
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1362.7, which was 511.70 higher than the previous day. The implied volatity was 17.96, the open interest changed by 11 which increased total open position to 96
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 851, which was 171.85 higher than the previous day. The implied volatity was 16.67, the open interest changed by 4 which increased total open position to 85
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 679.15, which was lower than the previous day. The implied volatity was 17.11, the open interest changed by 4 which increased total open position to 80