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

49087.3 -171.60 (-0.35%)

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Historical option data for BANKNIFTY

18 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 50900 CE
Delta: 0.12
Vega: 15.14
Theta: -16.80
Gamma: 0.00
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
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
Delta: -0.91
Vega: 12.67
Theta: 1.29
Gamma: 0.00
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