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

49087.3 -171.60 (-0.35%)

Back to Option Chain


Historical option data for BANKNIFTY

18 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 51900 CE
Delta: 0.04
Vega: 6.29
Theta: -7.15
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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