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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 50700 CE
Delta: 0.46
Vega: 46.60
Theta: -23.20
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Feb 50158.85 585 -171.3 14.67 75,544 1,235 5,460
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
Delta: -0.54
Vega: 46.69
Theta: -12.04
Gamma: 0.00
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