BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
18 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 50900 CE | ||||||||||
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Delta: 0.12
Vega: 15.14
Theta: -16.80
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
18 Feb | 49087.30 | 79 | -54 | 18.12 | 32,725 | 1,286 | 6,256 | |||
17 Feb | 49258.90 | 141.95 | 10.75 | 18.79 | 51,226 | -484 | 5,178 | |||
14 Feb | 49099.45 | 122.75 | -63.1 | 16.95 | 38,687 | -654 | 5,755 | |||
13 Feb | 49359.85 | 184.6 | -46.75 | 16.68 | 30,397 | 581 | 6,381 | |||
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12 Feb | 49479.45 | 244.6 | -2 | 16.60 | 44,324 | -1,362 | 5,854 | |||
11 Feb | 49403.40 | 231 | -192.05 | 16.79 | 25,531 | 1,380 | 7,317 | |||
10 Feb | 49981.00 | 426 | -64.2 | 16.61 | 27,487 | 1,056 | 6,090 | |||
7 Feb | 50158.85 | 496.85 | -161.2 | 14.97 | 61,948 | 1,213 | 5,072 | |||
6 Feb | 50382.10 | 665.05 | 46.5 | 15.57 | 26,414 | 975 | 3,832 | |||
5 Feb | 50343.05 | 610.9 | 72.8 | 15.15 | 28,413 | 623 | 2,862 | |||
4 Feb | 50157.95 | 539.15 | 213.8 | 14.90 | 37,763 | -311 | 2,397 | |||
3 Feb | 49210.55 | 322 | -98.35 | 16.17 | 19,754 | 486 | 2,735 | |||
1 Feb | 49506.95 | 420.65 | -155.6 | 15.65 | 30,503 | 765 | 2,285 | |||
31 Jan | 49587.20 | 586.7 | 10.25 | 17.95 | 14,288 | 584 | 1,551 | |||
30 Jan | 49311.95 | 585.95 | 22.1 | 19.02 | 997 | 242 | 965 | |||
29 Jan | 49165.95 | 567.15 | 74.4 | 19.81 | 399 | 83 | 724 | |||
28 Jan | 48866.85 | 499.85 | 167 | 19.75 | 978 | -52 | 640 | |||
27 Jan | 48064.65 | 326.1 | -72.55 | 20.26 | 554 | 94 | 691 | |||
24 Jan | 48367.80 | 390.6 | -95.35 | 18.95 | 1,075 | -106 | 599 | |||
23 Jan | 48589.00 | 479.2 | -70.80 | 19.14 | 242 | 23 | 705 | |||
22 Jan | 48724.40 | 550 | 0.45 | 19.21 | 572 | -160 | 680 | |||
21 Jan | 48570.90 | 549.55 | -173.45 | 19.68 | 450 | 225 | 840 | |||
20 Jan | 49350.80 | 723 | 217.50 | 18.26 | 395 | 80 | 614 | |||
17 Jan | 48540.60 | 505.5 | -222.45 | 18.00 | 367 | 19 | 531 | |||
16 Jan | 49278.70 | 727.95 | 147.05 | 16.80 | 330 | -148 | 513 | |||
15 Jan | 48751.70 | 580.9 | -65.30 | 17.54 | 9 | 3 | 660 | |||
14 Jan | 48729.15 | 646.2 | 190.55 | 17.81 | 222 | 150 | 661 | |||
13 Jan | 48041.25 | 455.65 | -173.40 | 18.45 | 437 | -31 | 498 | |||
10 Jan | 48734.15 | 629.05 | -287.30 | 17.09 | 383 | 138 | 530 | |||
9 Jan | 49503.50 | 916.35 | -121.20 | 16.76 | 186 | 62 | 400 | |||
8 Jan | 49835.05 | 1037.55 | -141.10 | 16.47 | 278 | -70 | 340 | |||
7 Jan | 50202.15 | 1178.65 | 55.40 | 15.86 | 262 | -85 | 412 | |||
6 Jan | 49922.00 | 1123.25 | -501.55 | 16.32 | 497 | 145 | 506 | |||
3 Jan | 50988.80 | 1624.8 | -408.20 | 14.85 | 42 | 15 | 361 | |||
2 Jan | 51605.55 | 2033 | 14.37 | 53 | -24 | 346 |
For Nifty Bank - strike price 50900 expiring on 27FEB2025
Delta for 50900 CE is 0.12
Historical price for 50900 CE is as follows
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 79, which was -54 lower than the previous day. The implied volatity was 18.12, the open interest changed by 1286 which increased total open position to 6256
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 141.95, which was 10.75 higher than the previous day. The implied volatity was 18.79, the open interest changed by -484 which decreased total open position to 5178
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 122.75, which was -63.1 lower than the previous day. The implied volatity was 16.95, the open interest changed by -654 which decreased total open position to 5755
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 184.6, which was -46.75 lower than the previous day. The implied volatity was 16.68, the open interest changed by 581 which increased total open position to 6381
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 244.6, which was -2 lower than the previous day. The implied volatity was 16.60, the open interest changed by -1362 which decreased total open position to 5854
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 231, which was -192.05 lower than the previous day. The implied volatity was 16.79, the open interest changed by 1380 which increased total open position to 7317
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 426, which was -64.2 lower than the previous day. The implied volatity was 16.61, the open interest changed by 1056 which increased total open position to 6090
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 496.85, which was -161.2 lower than the previous day. The implied volatity was 14.97, the open interest changed by 1213 which increased total open position to 5072
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 665.05, which was 46.5 higher than the previous day. The implied volatity was 15.57, the open interest changed by 975 which increased total open position to 3832
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 610.9, which was 72.8 higher than the previous day. The implied volatity was 15.15, the open interest changed by 623 which increased total open position to 2862
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 539.15, which was 213.8 higher than the previous day. The implied volatity was 14.90, the open interest changed by -311 which decreased total open position to 2397
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 322, which was -98.35 lower than the previous day. The implied volatity was 16.17, the open interest changed by 486 which increased total open position to 2735
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 420.65, which was -155.6 lower than the previous day. The implied volatity was 15.65, the open interest changed by 765 which increased total open position to 2285
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 586.7, which was 10.25 higher than the previous day. The implied volatity was 17.95, the open interest changed by 584 which increased total open position to 1551
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 585.95, which was 22.1 higher than the previous day. The implied volatity was 19.02, the open interest changed by 242 which increased total open position to 965
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 567.15, which was 74.4 higher than the previous day. The implied volatity was 19.81, the open interest changed by 83 which increased total open position to 724
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 499.85, which was 167 higher than the previous day. The implied volatity was 19.75, the open interest changed by -52 which decreased total open position to 640
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 326.1, which was -72.55 lower than the previous day. The implied volatity was 20.26, the open interest changed by 94 which increased total open position to 691
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 390.6, which was -95.35 lower than the previous day. The implied volatity was 18.95, the open interest changed by -106 which decreased total open position to 599
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 479.2, which was -70.80 lower than the previous day. The implied volatity was 19.14, the open interest changed by 23 which increased total open position to 705
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 550, which was 0.45 higher than the previous day. The implied volatity was 19.21, the open interest changed by -160 which decreased total open position to 680
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 549.55, which was -173.45 lower than the previous day. The implied volatity was 19.68, the open interest changed by 225 which increased total open position to 840
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 723, which was 217.50 higher than the previous day. The implied volatity was 18.26, the open interest changed by 80 which increased total open position to 614
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 505.5, which was -222.45 lower than the previous day. The implied volatity was 18.00, the open interest changed by 19 which increased total open position to 531
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 727.95, which was 147.05 higher than the previous day. The implied volatity was 16.80, the open interest changed by -148 which decreased total open position to 513
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 580.9, which was -65.30 lower than the previous day. The implied volatity was 17.54, the open interest changed by 3 which increased total open position to 660
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 646.2, which was 190.55 higher than the previous day. The implied volatity was 17.81, the open interest changed by 150 which increased total open position to 661
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 455.65, which was -173.40 lower than the previous day. The implied volatity was 18.45, the open interest changed by -31 which decreased total open position to 498
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 629.05, which was -287.30 lower than the previous day. The implied volatity was 17.09, the open interest changed by 138 which increased total open position to 530
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 916.35, which was -121.20 lower than the previous day. The implied volatity was 16.76, the open interest changed by 62 which increased total open position to 400
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 1037.55, which was -141.10 lower than the previous day. The implied volatity was 16.47, the open interest changed by -70 which decreased total open position to 340
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 1178.65, which was 55.40 higher than the previous day. The implied volatity was 15.86, the open interest changed by -85 which decreased total open position to 412
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1123.25, which was -501.55 lower than the previous day. The implied volatity was 16.32, the open interest changed by 145 which increased total open position to 506
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 1624.8, which was -408.20 lower than the previous day. The implied volatity was 14.85, the open interest changed by 15 which increased total open position to 361
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 2033, which was lower than the previous day. The implied volatity was 14.37, the open interest changed by -24 which decreased total open position to 346
BANKNIFTY 27FEB2025 50900 PE | |||||||
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Delta: -0.91
Vega: 12.67
Theta: 1.29
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
18 Feb | 49087.30 | 1760 | 198 | 16.21 | 80 | -12 | 975 |
17 Feb | 49258.90 | 1520.15 | -162 | 13.90 | 137 | -4 | 989 |
14 Feb | 49099.45 | 1704.35 | 214.95 | 12.59 | 250 | -91 | 993 |
13 Feb | 49359.85 | 1529.9 | 127.85 | 15.98 | 781 | 16 | 1,084 |
12 Feb | 49479.45 | 1384.3 | -71.75 | 15.80 | 233 | 42 | 1,068 |
11 Feb | 49403.40 | 1528.3 | 454.3 | 16.18 | 510 | -60 | 1,029 |
10 Feb | 49981.00 | 1084 | 65.4 | 15.77 | 2,387 | -170 | 1,095 |
7 Feb | 50158.85 | 1007.6 | 62.35 | 16.59 | 10,589 | 238 | 1,273 |
6 Feb | 50382.10 | 939 | -46.35 | 17.47 | 5,424 | 131 | 1,058 |
5 Feb | 50343.05 | 1010.75 | -117.9 | 17.32 | 6,213 | 343 | 948 |
4 Feb | 50157.95 | 1111.85 | -587.55 | 16.98 | 1,194 | 67 | 607 |
3 Feb | 49210.55 | 1704.05 | 163.3 | 17.12 | 586 | 70 | 553 |
1 Feb | 49506.95 | 1526.15 | -75.2 | 17.42 | 754 | 104 | 487 |
31 Jan | 49587.20 | 1563.65 | -185.35 | 19.27 | 692 | 200 | 383 |
30 Jan | 49311.95 | 1746 | -325.8 | 20.04 | 80 | 4 | 187 |
29 Jan | 49165.95 | 2071.8 | -126.05 | 23.12 | 4 | -2 | 185 |
28 Jan | 48866.85 | 2197.85 | -567.15 | 21.98 | 24 | -10 | 188 |
27 Jan | 48064.65 | 2765 | 232.75 | 20.02 | 2 | -1 | 197 |
24 Jan | 48367.80 | 2534.35 | 253 | 20.29 | 21 | 0 | 197 |
23 Jan | 48589.00 | 2281.35 | 101.25 | 18.81 | 1 | 0 | 196 |
22 Jan | 48724.40 | 2180.1 | 0.25 | 19.11 | 10 | -3 | 196 |
21 Jan | 48570.90 | 2179.85 | 382.10 | 17.07 | 5 | -1 | 199 |
20 Jan | 49350.80 | 1797.75 | -486.75 | 18.88 | 6 | 0 | 200 |
17 Jan | 48540.60 | 2284.5 | 431.10 | 18.01 | 3 | -2 | 199 |
16 Jan | 49278.70 | 1853.4 | -362.55 | 19.72 | 6 | -3 | 200 |
15 Jan | 48751.70 | 2215.95 | 31.60 | 19.44 | 6 | 0 | 202 |
14 Jan | 48729.15 | 2184.35 | -525.65 | 19.92 | 36 | -33 | 201 |
13 Jan | 48041.25 | 2710 | 474.90 | 18.98 | 2 | -1 | 235 |
10 Jan | 48734.15 | 2235.1 | 615.10 | 19.31 | 12 | -5 | 237 |
9 Jan | 49503.50 | 1620 | 173.65 | 17.25 | 74 | 23 | 242 |
8 Jan | 49835.05 | 1446.35 | 133.95 | 16.93 | 90 | 35 | 219 |
7 Jan | 50202.15 | 1312.4 | -150.70 | 17.47 | 127 | 28 | 183 |
6 Jan | 49922.00 | 1463.1 | 543.10 | 17.91 | 298 | 28 | 155 |
3 Jan | 50988.80 | 920 | 205.00 | 16.52 | 57 | 11 | 129 |
2 Jan | 51605.55 | 715 | 16.69 | 45 | 1 | 118 |
For Nifty Bank - strike price 50900 expiring on 27FEB2025
Delta for 50900 PE is -0.91
Historical price for 50900 PE is as follows
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 1760, which was 198 higher than the previous day. The implied volatity was 16.21, the open interest changed by -12 which decreased total open position to 975
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 1520.15, which was -162 lower than the previous day. The implied volatity was 13.90, the open interest changed by -4 which decreased total open position to 989
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 1704.35, which was 214.95 higher than the previous day. The implied volatity was 12.59, the open interest changed by -91 which decreased total open position to 993
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 1529.9, which was 127.85 higher than the previous day. The implied volatity was 15.98, the open interest changed by 16 which increased total open position to 1084
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 1384.3, which was -71.75 lower than the previous day. The implied volatity was 15.80, the open interest changed by 42 which increased total open position to 1068
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 1528.3, which was 454.3 higher than the previous day. The implied volatity was 16.18, the open interest changed by -60 which decreased total open position to 1029
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 1084, which was 65.4 higher than the previous day. The implied volatity was 15.77, the open interest changed by -170 which decreased total open position to 1095
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 1007.6, which was 62.35 higher than the previous day. The implied volatity was 16.59, the open interest changed by 238 which increased total open position to 1273
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 939, which was -46.35 lower than the previous day. The implied volatity was 17.47, the open interest changed by 131 which increased total open position to 1058
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 1010.75, which was -117.9 lower than the previous day. The implied volatity was 17.32, the open interest changed by 343 which increased total open position to 948
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 1111.85, which was -587.55 lower than the previous day. The implied volatity was 16.98, the open interest changed by 67 which increased total open position to 607
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 1704.05, which was 163.3 higher than the previous day. The implied volatity was 17.12, the open interest changed by 70 which increased total open position to 553
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 1526.15, which was -75.2 lower than the previous day. The implied volatity was 17.42, the open interest changed by 104 which increased total open position to 487
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 1563.65, which was -185.35 lower than the previous day. The implied volatity was 19.27, the open interest changed by 200 which increased total open position to 383
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 1746, which was -325.8 lower than the previous day. The implied volatity was 20.04, the open interest changed by 4 which increased total open position to 187
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 2071.8, which was -126.05 lower than the previous day. The implied volatity was 23.12, the open interest changed by -2 which decreased total open position to 185
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 2197.85, which was -567.15 lower than the previous day. The implied volatity was 21.98, the open interest changed by -10 which decreased total open position to 188
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 2765, which was 232.75 higher than the previous day. The implied volatity was 20.02, the open interest changed by -1 which decreased total open position to 197
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 2534.35, which was 253 higher than the previous day. The implied volatity was 20.29, the open interest changed by 0 which decreased total open position to 197
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 2281.35, which was 101.25 higher than the previous day. The implied volatity was 18.81, the open interest changed by 0 which decreased total open position to 196
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 2180.1, which was 0.25 higher than the previous day. The implied volatity was 19.11, the open interest changed by -3 which decreased total open position to 196
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 2179.85, which was 382.10 higher than the previous day. The implied volatity was 17.07, the open interest changed by -1 which decreased total open position to 199
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 1797.75, which was -486.75 lower than the previous day. The implied volatity was 18.88, the open interest changed by 0 which decreased total open position to 200
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 2284.5, which was 431.10 higher than the previous day. The implied volatity was 18.01, the open interest changed by -2 which decreased total open position to 199
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 1853.4, which was -362.55 lower than the previous day. The implied volatity was 19.72, the open interest changed by -3 which decreased total open position to 200
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 2215.95, which was 31.60 higher than the previous day. The implied volatity was 19.44, the open interest changed by 0 which decreased total open position to 202
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 2184.35, which was -525.65 lower than the previous day. The implied volatity was 19.92, the open interest changed by -33 which decreased total open position to 201
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 2710, which was 474.90 higher than the previous day. The implied volatity was 18.98, the open interest changed by -1 which decreased total open position to 235
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 2235.1, which was 615.10 higher than the previous day. The implied volatity was 19.31, the open interest changed by -5 which decreased total open position to 237
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 1620, which was 173.65 higher than the previous day. The implied volatity was 17.25, the open interest changed by 23 which increased total open position to 242
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 1446.35, which was 133.95 higher than the previous day. The implied volatity was 16.93, the open interest changed by 35 which increased total open position to 219
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 1312.4, which was -150.70 lower than the previous day. The implied volatity was 17.47, the open interest changed by 28 which increased total open position to 183
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1463.1, which was 543.10 higher than the previous day. The implied volatity was 17.91, the open interest changed by 28 which increased total open position to 155
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 920, which was 205.00 higher than the previous day. The implied volatity was 16.52, the open interest changed by 11 which increased total open position to 129
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 715, which was lower than the previous day. The implied volatity was 16.69, the open interest changed by 1 which increased total open position to 118