`
[--[65.84.65.76]--]
BANKNIFTY
Nifty Bank

50158.85 -223.25 (-0.44%)

Back to Option Chain


Historical option data for BANKNIFTY

07 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 50800 CE
Delta: 0.43
Vega: 46.03
Theta: -23.06
Gamma: 0.00
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
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
Delta: -0.56
Vega: 46.41
Theta: -11.51
Gamma: 0.00
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