BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
07 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 50800 CE | ||||||||||
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Delta: 0.43
Vega: 46.03
Theta: -23.06
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Feb | 50158.85 | 542 | -164.95 | 15.08 | 74,744 | 1,106 | 4,979 | |||
6 Feb | 50382.10 | 707.45 | 43.05 | 15.49 | 35,771 | 744 | 3,958 | |||
5 Feb | 50343.05 | 653.4 | 72.35 | 15.13 | 52,220 | 24 | 3,339 | |||
4 Feb | 50157.95 | 588.4 | 236.15 | 15.08 | 36,853 | -119 | 3,322 | |||
3 Feb | 49210.55 | 349.4 | -104.95 | 16.21 | 19,918 | 370 | 3,448 | |||
1 Feb | 49506.95 | 457 | -158.05 | 15.76 | 28,784 | 570 | 3,122 | |||
31 Jan | 49587.20 | 620 | 1.8 | 17.91 | 27,453 | 1,708 | 2,639 | |||
30 Jan | 49311.95 | 627.65 | 30.1 | 19.19 | 1,760 | 272 | 931 | |||
29 Jan | 49165.95 | 604 | 86.65 | 19.93 | 899 | 43 | 643 | |||
28 Jan | 48866.85 | 537.8 | 183.9 | 19.88 | 1,199 | 64 | 612 | |||
27 Jan | 48064.65 | 356.05 | -67.65 | 20.51 | 819 | 51 | 538 | |||
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24 Jan | 48367.80 | 418.35 | -96.05 | 19.11 | 731 | -69 | 490 | |||
23 Jan | 48589.00 | 525.15 | 65.15 | 19.54 | 303 | 72 | 549 | |||
22 Jan | 48724.40 | 460 | -117.90 | 17.00 | 516 | -103 | 474 | |||
21 Jan | 48570.90 | 577.9 | -188.25 | 19.68 | 331 | 147 | 576 | |||
20 Jan | 49350.80 | 766.15 | 233.30 | 18.32 | 256 | 52 | 429 | |||
17 Jan | 48540.60 | 532.85 | -233.65 | 17.99 | 309 | 77 | 389 | |||
16 Jan | 49278.70 | 766.5 | 160.80 | 16.83 | 159 | -107 | 314 | |||
15 Jan | 48751.70 | 605.7 | -62.50 | 17.48 | 57 | -21 | 418 | |||
14 Jan | 48729.15 | 668.2 | 174.90 | 17.65 | 242 | 145 | 440 | |||
13 Jan | 48041.25 | 493.3 | -170.60 | 18.71 | 408 | -106 | 296 | |||
10 Jan | 48734.15 | 663.9 | -291.00 | 17.12 | 354 | 159 | 398 | |||
9 Jan | 49503.50 | 954.9 | -133.95 | 16.73 | 114 | 58 | 239 | |||
8 Jan | 49835.05 | 1088.85 | -144.25 | 16.55 | 222 | 1 | 182 | |||
7 Jan | 50202.15 | 1233.1 | 77.90 | 15.89 | 139 | 44 | 178 | |||
6 Jan | 49922.00 | 1155.2 | -571.20 | 16.13 | 395 | 51 | 135 | |||
3 Jan | 50988.80 | 1726.4 | -372.20 | 15.37 | 65 | 26 | 83 | |||
2 Jan | 51605.55 | 2098.6 | 14.33 | 49 | -16 | 58 |
For Nifty Bank - strike price 50800 expiring on 27FEB2025
Delta for 50800 CE is 0.43
Historical price for 50800 CE is as follows
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 542, which was -164.95 lower than the previous day. The implied volatity was 15.08, the open interest changed by 1106 which increased total open position to 4979
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 707.45, which was 43.05 higher than the previous day. The implied volatity was 15.49, the open interest changed by 744 which increased total open position to 3958
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 653.4, which was 72.35 higher than the previous day. The implied volatity was 15.13, the open interest changed by 24 which increased total open position to 3339
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 588.4, which was 236.15 higher than the previous day. The implied volatity was 15.08, the open interest changed by -119 which decreased total open position to 3322
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 349.4, which was -104.95 lower than the previous day. The implied volatity was 16.21, the open interest changed by 370 which increased total open position to 3448
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 457, which was -158.05 lower than the previous day. The implied volatity was 15.76, the open interest changed by 570 which increased total open position to 3122
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 620, which was 1.8 higher than the previous day. The implied volatity was 17.91, the open interest changed by 1708 which increased total open position to 2639
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 627.65, which was 30.1 higher than the previous day. The implied volatity was 19.19, the open interest changed by 272 which increased total open position to 931
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 604, which was 86.65 higher than the previous day. The implied volatity was 19.93, the open interest changed by 43 which increased total open position to 643
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 537.8, which was 183.9 higher than the previous day. The implied volatity was 19.88, the open interest changed by 64 which increased total open position to 612
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 356.05, which was -67.65 lower than the previous day. The implied volatity was 20.51, the open interest changed by 51 which increased total open position to 538
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 418.35, which was -96.05 lower than the previous day. The implied volatity was 19.11, the open interest changed by -69 which decreased total open position to 490
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 525.15, which was 65.15 higher than the previous day. The implied volatity was 19.54, the open interest changed by 72 which increased total open position to 549
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 460, which was -117.90 lower than the previous day. The implied volatity was 17.00, the open interest changed by -103 which decreased total open position to 474
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 577.9, which was -188.25 lower than the previous day. The implied volatity was 19.68, the open interest changed by 147 which increased total open position to 576
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 766.15, which was 233.30 higher than the previous day. The implied volatity was 18.32, the open interest changed by 52 which increased total open position to 429
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 532.85, which was -233.65 lower than the previous day. The implied volatity was 17.99, the open interest changed by 77 which increased total open position to 389
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 766.5, which was 160.80 higher than the previous day. The implied volatity was 16.83, the open interest changed by -107 which decreased total open position to 314
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 605.7, which was -62.50 lower than the previous day. The implied volatity was 17.48, the open interest changed by -21 which decreased total open position to 418
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 668.2, which was 174.90 higher than the previous day. The implied volatity was 17.65, the open interest changed by 145 which increased total open position to 440
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 493.3, which was -170.60 lower than the previous day. The implied volatity was 18.71, the open interest changed by -106 which decreased total open position to 296
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 663.9, which was -291.00 lower than the previous day. The implied volatity was 17.12, the open interest changed by 159 which increased total open position to 398
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 954.9, which was -133.95 lower than the previous day. The implied volatity was 16.73, the open interest changed by 58 which increased total open position to 239
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 1088.85, which was -144.25 lower than the previous day. The implied volatity was 16.55, the open interest changed by 1 which increased total open position to 182
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 1233.1, which was 77.90 higher than the previous day. The implied volatity was 15.89, the open interest changed by 44 which increased total open position to 178
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1155.2, which was -571.20 lower than the previous day. The implied volatity was 16.13, the open interest changed by 51 which increased total open position to 135
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 1726.4, which was -372.20 lower than the previous day. The implied volatity was 15.37, the open interest changed by 26 which increased total open position to 83
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 2098.6, which was lower than the previous day. The implied volatity was 14.33, the open interest changed by -16 which decreased total open position to 58
BANKNIFTY 27FEB2025 50800 PE | |||||||
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Delta: -0.56
Vega: 46.41
Theta: -11.51
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Feb | 50158.85 | 957 | 66.1 | 16.74 | 20,955 | 450 | 1,935 |
6 Feb | 50382.10 | 889.15 | -40.2 | 17.54 | 11,493 | 373 | 1,508 |
5 Feb | 50343.05 | 955.2 | -103.8 | 17.31 | 14,202 | 526 | 1,162 |
4 Feb | 50157.95 | 1052.4 | -554.9 | 16.96 | 2,024 | 59 | 644 |
3 Feb | 49210.55 | 1645.85 | 168.05 | 17.45 | 612 | 44 | 585 |
1 Feb | 49506.95 | 1458.4 | -74.6 | 17.40 | 1,018 | 43 | 542 |
31 Jan | 49587.20 | 1511.55 | -187.1 | 19.49 | 953 | 228 | 500 |
30 Jan | 49311.95 | 1680 | -296 | 19.94 | 45 | -4 | 273 |
29 Jan | 49165.95 | 1976 | 84.65 | 22.55 | 26 | 1 | 277 |
28 Jan | 48866.85 | 1891.35 | -811.15 | 16.97 | 62 | 31 | 277 |
27 Jan | 48064.65 | 2690 | 214.35 | 20.14 | 60 | 13 | 246 |
24 Jan | 48367.80 | 2476.75 | 254.55 | 20.81 | 18 | -1 | 232 |
23 Jan | 48589.00 | 2222.2 | 99.55 | 19.08 | 1 | 0 | 232 |
22 Jan | 48724.40 | 2122.65 | -145.15 | 19.38 | 1 | 0 | 231 |
21 Jan | 48570.90 | 2267.8 | 534.25 | 20.15 | 2 | 1 | 232 |
20 Jan | 49350.80 | 1733.55 | -474.55 | 18.81 | 2 | -1 | 230 |
17 Jan | 48540.60 | 2208.1 | 412.25 | 17.96 | 1 | 0 | 230 |
16 Jan | 49278.70 | 1795.85 | -390.05 | 19.81 | 28 | 7 | 230 |
15 Jan | 48751.70 | 2185.9 | 185.60 | 20.02 | 3 | -1 | 222 |
14 Jan | 48729.15 | 2000.3 | -600.55 | 18.05 | 69 | 3 | 224 |
13 Jan | 48041.25 | 2600.85 | 407.85 | 18.36 | 192 | -49 | 223 |
10 Jan | 48734.15 | 2193 | 620.85 | 19.67 | 93 | 18 | 272 |
9 Jan | 49503.50 | 1572.15 | 181.05 | 17.37 | 59 | 30 | 253 |
8 Jan | 49835.05 | 1391.1 | 120.40 | 16.93 | 126 | 42 | 222 |
7 Jan | 50202.15 | 1270.7 | -135.80 | 17.58 | 116 | 25 | 176 |
6 Jan | 49922.00 | 1406.5 | 538.00 | 17.86 | 199 | 52 | 171 |
3 Jan | 50988.80 | 868.5 | 181.85 | 16.39 | 162 | 22 | 123 |
2 Jan | 51605.55 | 686.65 | 16.76 | 45 | -1 | 100 |
For Nifty Bank - strike price 50800 expiring on 27FEB2025
Delta for 50800 PE is -0.56
Historical price for 50800 PE is as follows
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 957, which was 66.1 higher than the previous day. The implied volatity was 16.74, the open interest changed by 450 which increased total open position to 1935
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 889.15, which was -40.2 lower than the previous day. The implied volatity was 17.54, the open interest changed by 373 which increased total open position to 1508
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 955.2, which was -103.8 lower than the previous day. The implied volatity was 17.31, the open interest changed by 526 which increased total open position to 1162
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 1052.4, which was -554.9 lower than the previous day. The implied volatity was 16.96, the open interest changed by 59 which increased total open position to 644
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 1645.85, which was 168.05 higher than the previous day. The implied volatity was 17.45, the open interest changed by 44 which increased total open position to 585
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 1458.4, which was -74.6 lower than the previous day. The implied volatity was 17.40, the open interest changed by 43 which increased total open position to 542
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 1511.55, which was -187.1 lower than the previous day. The implied volatity was 19.49, the open interest changed by 228 which increased total open position to 500
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 1680, which was -296 lower than the previous day. The implied volatity was 19.94, the open interest changed by -4 which decreased total open position to 273
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 1976, which was 84.65 higher than the previous day. The implied volatity was 22.55, the open interest changed by 1 which increased total open position to 277
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 1891.35, which was -811.15 lower than the previous day. The implied volatity was 16.97, the open interest changed by 31 which increased total open position to 277
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 2690, which was 214.35 higher than the previous day. The implied volatity was 20.14, the open interest changed by 13 which increased total open position to 246
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 2476.75, which was 254.55 higher than the previous day. The implied volatity was 20.81, the open interest changed by -1 which decreased total open position to 232
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 2222.2, which was 99.55 higher than the previous day. The implied volatity was 19.08, the open interest changed by 0 which decreased total open position to 232
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 2122.65, which was -145.15 lower than the previous day. The implied volatity was 19.38, the open interest changed by 0 which decreased total open position to 231
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 2267.8, which was 534.25 higher than the previous day. The implied volatity was 20.15, the open interest changed by 1 which increased total open position to 232
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 1733.55, which was -474.55 lower than the previous day. The implied volatity was 18.81, the open interest changed by -1 which decreased total open position to 230
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 2208.1, which was 412.25 higher than the previous day. The implied volatity was 17.96, the open interest changed by 0 which decreased total open position to 230
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 1795.85, which was -390.05 lower than the previous day. The implied volatity was 19.81, the open interest changed by 7 which increased total open position to 230
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 2185.9, which was 185.60 higher than the previous day. The implied volatity was 20.02, the open interest changed by -1 which decreased total open position to 222
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 2000.3, which was -600.55 lower than the previous day. The implied volatity was 18.05, the open interest changed by 3 which increased total open position to 224
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 2600.85, which was 407.85 higher than the previous day. The implied volatity was 18.36, the open interest changed by -49 which decreased total open position to 223
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 2193, which was 620.85 higher than the previous day. The implied volatity was 19.67, the open interest changed by 18 which increased total open position to 272
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 1572.15, which was 181.05 higher than the previous day. The implied volatity was 17.37, the open interest changed by 30 which increased total open position to 253
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 1391.1, which was 120.40 higher than the previous day. The implied volatity was 16.93, the open interest changed by 42 which increased total open position to 222
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 1270.7, which was -135.80 lower than the previous day. The implied volatity was 17.58, the open interest changed by 25 which increased total open position to 176
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1406.5, which was 538.00 higher than the previous day. The implied volatity was 17.86, the open interest changed by 52 which increased total open position to 171
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 868.5, which was 181.85 higher than the previous day. The implied volatity was 16.39, the open interest changed by 22 which increased total open position to 123
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 686.65, which was lower than the previous day. The implied volatity was 16.76, the open interest changed by -1 which decreased total open position to 100