BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
18 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 51900 CE | ||||||||||
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Delta: 0.04
Vega: 6.29
Theta: -7.15
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
18 Feb | 49087.30 | 21.7 | -16.6 | 19.03 | 26,205 | 375 | 6,311 | |||
17 Feb | 49258.90 | 42.3 | 1.2 | 19.08 | 35,172 | -441 | 6,038 | |||
14 Feb | 49099.45 | 36.5 | -24.6 | 17.27 | 30,761 | 175 | 6,520 | |||
13 Feb | 49359.85 | 59.8 | -22 | 16.91 | 24,097 | 1,071 | 6,390 | |||
12 Feb | 49479.45 | 82.45 | -6.15 | 16.58 | 27,911 | 121 | 5,357 | |||
11 Feb | 49403.40 | 83 | -79.75 | 16.93 | 25,587 | 701 | 5,224 | |||
10 Feb | 49981.00 | 165 | -35.05 | 16.28 | 15,946 | -186 | 4,571 | |||
7 Feb | 50158.85 | 204.15 | -91.15 | 14.58 | 33,125 | 919 | 4,798 | |||
6 Feb | 50382.10 | 298 | 23.05 | 15.22 | 16,168 | 600 | 3,883 | |||
5 Feb | 50343.05 | 264 | 29.8 | 14.74 | 22,653 | 418 | 3,351 | |||
4 Feb | 50157.95 | 233.35 | 97.1 | 14.70 | 17,622 | -194 | 2,970 | |||
3 Feb | 49210.55 | 135.05 | -53.3 | 16.05 | 9,924 | 171 | 3,170 | |||
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1 Feb | 49506.95 | 182.2 | -101.2 | 15.37 | 28,775 | 758 | 2,999 | |||
31 Jan | 49587.20 | 283.35 | -6.4 | 17.23 | 16,901 | 1,302 | 2,238 | |||
30 Jan | 49311.95 | 293.9 | -8.35 | 18.27 | 2,316 | 486 | 926 | |||
29 Jan | 49165.95 | 302.05 | 37.2 | 19.34 | 540 | 26 | 448 | |||
28 Jan | 48866.85 | 269.6 | 98.2 | 19.43 | 935 | 32 | 414 | |||
27 Jan | 48064.65 | 176.3 | -35.25 | 20.34 | 655 | 54 | 385 | |||
24 Jan | 48367.80 | 209.75 | -51.1 | 18.88 | 380 | -89 | 332 | |||
23 Jan | 48589.00 | 261.1 | -30.60 | 18.86 | 122 | 41 | 413 | |||
22 Jan | 48724.40 | 291.7 | -18.30 | 18.52 | 252 | -17 | 373 | |||
21 Jan | 48570.90 | 310 | -111.65 | 19.29 | 604 | 125 | 393 | |||
20 Jan | 49350.80 | 421.65 | 140.25 | 17.99 | 293 | -54 | 281 | |||
17 Jan | 48540.60 | 281.4 | -133.75 | 17.76 | 242 | 98 | 335 | |||
16 Jan | 49278.70 | 415.15 | 95.15 | 16.50 | 318 | -106 | 240 | |||
15 Jan | 48751.70 | 320 | -45.15 | 17.11 | 86 | 36 | 345 | |||
14 Jan | 48729.15 | 365.15 | 91.15 | 17.32 | 197 | 44 | 314 | |||
13 Jan | 48041.25 | 274 | -90.40 | 18.59 | 504 | 81 | 275 | |||
10 Jan | 48734.15 | 364.4 | -187.05 | 16.79 | 372 | -24 | 194 | |||
9 Jan | 49503.50 | 551.45 | -94.40 | 16.34 | 98 | -50 | 219 | |||
8 Jan | 49835.05 | 645.85 | -98.10 | 16.18 | 233 | 13 | 269 | |||
7 Jan | 50202.15 | 743.95 | 33.85 | 15.59 | 132 | 85 | 256 | |||
6 Jan | 49922.00 | 710.1 | -361.20 | 16.02 | 197 | 26 | 170 | |||
3 Jan | 50988.80 | 1071.3 | -293.25 | 14.51 | 141 | -14 | 144 | |||
2 Jan | 51605.55 | 1364.55 | 13.68 | 86 | 20 | 159 |
For Nifty Bank - strike price 51900 expiring on 27FEB2025
Delta for 51900 CE is 0.04
Historical price for 51900 CE is as follows
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 21.7, which was -16.6 lower than the previous day. The implied volatity was 19.03, the open interest changed by 375 which increased total open position to 6311
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 42.3, which was 1.2 higher than the previous day. The implied volatity was 19.08, the open interest changed by -441 which decreased total open position to 6038
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 36.5, which was -24.6 lower than the previous day. The implied volatity was 17.27, the open interest changed by 175 which increased total open position to 6520
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 59.8, which was -22 lower than the previous day. The implied volatity was 16.91, the open interest changed by 1071 which increased total open position to 6390
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 82.45, which was -6.15 lower than the previous day. The implied volatity was 16.58, the open interest changed by 121 which increased total open position to 5357
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 83, which was -79.75 lower than the previous day. The implied volatity was 16.93, the open interest changed by 701 which increased total open position to 5224
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 165, which was -35.05 lower than the previous day. The implied volatity was 16.28, the open interest changed by -186 which decreased total open position to 4571
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 204.15, which was -91.15 lower than the previous day. The implied volatity was 14.58, the open interest changed by 919 which increased total open position to 4798
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 298, which was 23.05 higher than the previous day. The implied volatity was 15.22, the open interest changed by 600 which increased total open position to 3883
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 264, which was 29.8 higher than the previous day. The implied volatity was 14.74, the open interest changed by 418 which increased total open position to 3351
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 233.35, which was 97.1 higher than the previous day. The implied volatity was 14.70, the open interest changed by -194 which decreased total open position to 2970
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 135.05, which was -53.3 lower than the previous day. The implied volatity was 16.05, the open interest changed by 171 which increased total open position to 3170
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 182.2, which was -101.2 lower than the previous day. The implied volatity was 15.37, the open interest changed by 758 which increased total open position to 2999
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 283.35, which was -6.4 lower than the previous day. The implied volatity was 17.23, the open interest changed by 1302 which increased total open position to 2238
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 293.9, which was -8.35 lower than the previous day. The implied volatity was 18.27, the open interest changed by 486 which increased total open position to 926
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 302.05, which was 37.2 higher than the previous day. The implied volatity was 19.34, the open interest changed by 26 which increased total open position to 448
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 269.6, which was 98.2 higher than the previous day. The implied volatity was 19.43, the open interest changed by 32 which increased total open position to 414
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 176.3, which was -35.25 lower than the previous day. The implied volatity was 20.34, the open interest changed by 54 which increased total open position to 385
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 209.75, which was -51.1 lower than the previous day. The implied volatity was 18.88, the open interest changed by -89 which decreased total open position to 332
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 261.1, which was -30.60 lower than the previous day. The implied volatity was 18.86, the open interest changed by 41 which increased total open position to 413
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 291.7, which was -18.30 lower than the previous day. The implied volatity was 18.52, the open interest changed by -17 which decreased total open position to 373
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 310, which was -111.65 lower than the previous day. The implied volatity was 19.29, the open interest changed by 125 which increased total open position to 393
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 421.65, which was 140.25 higher than the previous day. The implied volatity was 17.99, the open interest changed by -54 which decreased total open position to 281
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 281.4, which was -133.75 lower than the previous day. The implied volatity was 17.76, the open interest changed by 98 which increased total open position to 335
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 415.15, which was 95.15 higher than the previous day. The implied volatity was 16.50, the open interest changed by -106 which decreased total open position to 240
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 320, which was -45.15 lower than the previous day. The implied volatity was 17.11, the open interest changed by 36 which increased total open position to 345
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 365.15, which was 91.15 higher than the previous day. The implied volatity was 17.32, the open interest changed by 44 which increased total open position to 314
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 274, which was -90.40 lower than the previous day. The implied volatity was 18.59, the open interest changed by 81 which increased total open position to 275
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 364.4, which was -187.05 lower than the previous day. The implied volatity was 16.79, the open interest changed by -24 which decreased total open position to 194
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 551.45, which was -94.40 lower than the previous day. The implied volatity was 16.34, the open interest changed by -50 which decreased total open position to 219
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 645.85, which was -98.10 lower than the previous day. The implied volatity was 16.18, the open interest changed by 13 which increased total open position to 269
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 743.95, which was 33.85 higher than the previous day. The implied volatity was 15.59, the open interest changed by 85 which increased total open position to 256
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 710.1, which was -361.20 lower than the previous day. The implied volatity was 16.02, the open interest changed by 26 which increased total open position to 170
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 1071.3, which was -293.25 lower than the previous day. The implied volatity was 14.51, the open interest changed by -14 which decreased total open position to 144
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 1364.55, which was lower than the previous day. The implied volatity was 13.68, the open interest changed by 20 which increased total open position to 159
BANKNIFTY 27FEB2025 51900 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
18 Feb | 49087.30 | 2715 | -222 | - | 1 | 0 | 362 |
17 Feb | 49258.90 | 2937 | 0 | 0.00 | 0 | 0 | 0 |
14 Feb | 49099.45 | 2937 | 962 | 30.38 | 2 | 0 | 362 |
13 Feb | 49359.85 | 1975 | -325 | - | 1 | 0 | 363 |
12 Feb | 49479.45 | 2300 | 54.9 | 19.36 | 2 | 0 | 363 |
11 Feb | 49403.40 | 2240 | 426.9 | - | 51 | 0 | 414 |
10 Feb | 49981.00 | 1813.1 | 79.3 | 14.46 | 36 | -8 | 414 |
7 Feb | 50158.85 | 1699.3 | 134.45 | 16.90 | 147 | 26 | 421 |
6 Feb | 50382.10 | 1560 | -79.55 | 17.33 | 416 | -80 | 395 |
5 Feb | 50343.05 | 1650.55 | -165.6 | 17.18 | 143 | -5 | 475 |
4 Feb | 50157.95 | 1809.05 | -810.45 | 17.53 | 115 | 65 | 480 |
3 Feb | 49210.55 | 2619.5 | 381.15 | 20.75 | 2 | 0 | 416 |
1 Feb | 49506.95 | 2238.35 | -16.7 | 16.60 | 1 | 0 | 416 |
31 Jan | 49587.20 | 2255.1 | -224.9 | 18.94 | 13 | -1 | 414 |
30 Jan | 49311.95 | 2480 | -348.3 | 20.25 | 44 | 22 | 415 |
29 Jan | 49165.95 | 2828.3 | -169.7 | 24.01 | 21 | 2 | 392 |
28 Jan | 48866.85 | 2998 | -578.15 | 23.21 | 93 | 34 | 392 |
27 Jan | 48064.65 | 3576.15 | 168.45 | 19.05 | 10 | 3 | 359 |
24 Jan | 48367.80 | 3401.7 | 366.95 | 22.06 | 18 | 1 | 353 |
23 Jan | 48589.00 | 3034.75 | 100.90 | 17.90 | 5 | 4 | 352 |
22 Jan | 48724.40 | 2933.85 | -211.65 | 18.93 | 3 | -1 | 349 |
21 Jan | 48570.90 | 3145.5 | 673.90 | 21.16 | 2 | 1 | 350 |
20 Jan | 49350.80 | 2471.6 | -392.35 | 18.42 | 1 | 0 | 349 |
17 Jan | 48540.60 | 2863.95 | 356.45 | 12.66 | 1 | 0 | 349 |
16 Jan | 49278.70 | 2507.5 | -379.70 | 19.58 | 1 | 0 | 349 |
15 Jan | 48751.70 | 2887.2 | -38.15 | 18.29 | 2 | 0 | 350 |
14 Jan | 48729.15 | 2925.35 | -293.10 | 20.46 | 84 | 80 | 350 |
13 Jan | 48041.25 | 3218.45 | 307.75 | 7.99 | 3 | 0 | 272 |
10 Jan | 48734.15 | 2910.7 | 580.85 | 18.62 | 62 | -9 | 270 |
9 Jan | 49503.50 | 2329.85 | 402.85 | 18.24 | 72 | -60 | 277 |
8 Jan | 49835.05 | 1927 | 65.60 | 14.98 | 1 | 0 | 336 |
7 Jan | 50202.15 | 1861.4 | -202.45 | 17.25 | 164 | -6 | 334 |
6 Jan | 49922.00 | 2063.85 | 748.85 | 18.10 | 209 | -5 | 340 |
3 Jan | 50988.80 | 1315 | 260.70 | 15.64 | 116 | 81 | 347 |
2 Jan | 51605.55 | 1054.3 | 16.04 | 137 | 83 | 266 |
For Nifty Bank - strike price 51900 expiring on 27FEB2025
Delta for 51900 PE is -
Historical price for 51900 PE is as follows
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 2715, which was -222 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 362
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 2937, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 2937, which was 962 higher than the previous day. The implied volatity was 30.38, the open interest changed by 0 which decreased total open position to 362
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 1975, which was -325 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 363
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 2300, which was 54.9 higher than the previous day. The implied volatity was 19.36, the open interest changed by 0 which decreased total open position to 363
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 2240, which was 426.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 414
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 1813.1, which was 79.3 higher than the previous day. The implied volatity was 14.46, the open interest changed by -8 which decreased total open position to 414
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 1699.3, which was 134.45 higher than the previous day. The implied volatity was 16.90, the open interest changed by 26 which increased total open position to 421
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 1560, which was -79.55 lower than the previous day. The implied volatity was 17.33, the open interest changed by -80 which decreased total open position to 395
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 1650.55, which was -165.6 lower than the previous day. The implied volatity was 17.18, the open interest changed by -5 which decreased total open position to 475
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 1809.05, which was -810.45 lower than the previous day. The implied volatity was 17.53, the open interest changed by 65 which increased total open position to 480
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 2619.5, which was 381.15 higher than the previous day. The implied volatity was 20.75, the open interest changed by 0 which decreased total open position to 416
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 2238.35, which was -16.7 lower than the previous day. The implied volatity was 16.60, the open interest changed by 0 which decreased total open position to 416
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 2255.1, which was -224.9 lower than the previous day. The implied volatity was 18.94, the open interest changed by -1 which decreased total open position to 414
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 2480, which was -348.3 lower than the previous day. The implied volatity was 20.25, the open interest changed by 22 which increased total open position to 415
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 2828.3, which was -169.7 lower than the previous day. The implied volatity was 24.01, the open interest changed by 2 which increased total open position to 392
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 2998, which was -578.15 lower than the previous day. The implied volatity was 23.21, the open interest changed by 34 which increased total open position to 392
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 3576.15, which was 168.45 higher than the previous day. The implied volatity was 19.05, the open interest changed by 3 which increased total open position to 359
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 3401.7, which was 366.95 higher than the previous day. The implied volatity was 22.06, the open interest changed by 1 which increased total open position to 353
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 3034.75, which was 100.90 higher than the previous day. The implied volatity was 17.90, the open interest changed by 4 which increased total open position to 352
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 2933.85, which was -211.65 lower than the previous day. The implied volatity was 18.93, the open interest changed by -1 which decreased total open position to 349
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 3145.5, which was 673.90 higher than the previous day. The implied volatity was 21.16, the open interest changed by 1 which increased total open position to 350
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 2471.6, which was -392.35 lower than the previous day. The implied volatity was 18.42, the open interest changed by 0 which decreased total open position to 349
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 2863.95, which was 356.45 higher than the previous day. The implied volatity was 12.66, the open interest changed by 0 which decreased total open position to 349
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 2507.5, which was -379.70 lower than the previous day. The implied volatity was 19.58, the open interest changed by 0 which decreased total open position to 349
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 2887.2, which was -38.15 lower than the previous day. The implied volatity was 18.29, the open interest changed by 0 which decreased total open position to 350
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 2925.35, which was -293.10 lower than the previous day. The implied volatity was 20.46, the open interest changed by 80 which increased total open position to 350
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 3218.45, which was 307.75 higher than the previous day. The implied volatity was 7.99, the open interest changed by 0 which decreased total open position to 272
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 2910.7, which was 580.85 higher than the previous day. The implied volatity was 18.62, the open interest changed by -9 which decreased total open position to 270
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 2329.85, which was 402.85 higher than the previous day. The implied volatity was 18.24, the open interest changed by -60 which decreased total open position to 277
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 1927, which was 65.60 higher than the previous day. The implied volatity was 14.98, the open interest changed by 0 which decreased total open position to 336
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 1861.4, which was -202.45 lower than the previous day. The implied volatity was 17.25, the open interest changed by -6 which decreased total open position to 334
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 2063.85, which was 748.85 higher than the previous day. The implied volatity was 18.10, the open interest changed by -5 which decreased total open position to 340
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 1315, which was 260.70 higher than the previous day. The implied volatity was 15.64, the open interest changed by 81 which increased total open position to 347
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 1054.3, which was lower than the previous day. The implied volatity was 16.04, the open interest changed by 83 which increased total open position to 266