BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
21 Mar 2025 04:13 PM IST
| BANKNIFTY 27MAR2025 52500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 3.18
Theta: -3.86
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Mar | 50593.55 | 6.5 | 1.9 | 13.50 | 2,55,716 | 3,429 | 31,115 | |||
| 20 Mar | 50062.85 | 3.95 | -0.35 | 14.81 | 1,50,653 | 3,643.5 | 27,527 | |||
| 19 Mar | 49702.60 | 3.85 | -0.15 | 15.10 | 77,457 | 8,753.5 | 24,106.5 | |||
| 18 Mar | 49314.50 | 4.15 | 0.75 | 15.96 | 54,551 | 864 | 15,378 | |||
| 17 Mar | 48354.15 | 3.3 | -2.4 | 19.31 | 42,254 | -4,150 | 14,623 | |||
|
|
||||||||||
| 13 Mar | 48060.40 | 5.4 | -1.1 | 18.41 | 40,376 | -515 | 18,762 | |||
| 12 Mar | 48056.65 | 6.5 | -1.15 | 18.01 | 44,574 | -3,599 | 19,324 | |||
| 11 Mar | 47853.95 | 7.8 | -1.05 | 18.46 | 45,347 | -2,862 | 23,046 | |||
| 10 Mar | 48216.80 | 8.6 | -4.75 | 16.98 | 83,479 | -3,788.5 | 25,915 | |||
| 7 Mar | 48497.50 | 12.55 | -5.95 | 15.41 | 80,044 | 3,944 | 29,703.5 | |||
| 6 Mar | 48627.70 | 17.6 | -1.3 | 15.13 | 43,128 | 1,115 | 25,696.5 | |||
| 5 Mar | 48489.95 | 17.4 | -0.75 | 15.15 | 55,575 | 3,843.5 | 24,663.5 | |||
| 4 Mar | 48245.20 | 18.9 | 1.65 | 15.72 | 48,970 | 1,234 | 20,985 | |||
| 3 Mar | 48114.30 | 16.8 | -5.45 | 15.53 | 47,162 | 5,172 | 19,802 | |||
| 28 Feb | 48344.70 | 21.1 | -6.35 | 14.72 | 46,844 | 4,949.5 | 14,668 | |||
| 27 Feb | 48743.80 | 26.6 | -10.1 | 13.70 | 16,322 | 3,625 | 9,718.5 | |||
| 25 Feb | 48608.35 | 36.25 | -21.35 | 14.12 | 12,654 | 769 | 6,095.5 | |||
| 24 Feb | 48651.95 | 58.35 | -29.45 | 15.01 | 13,140 | -2,576 | 5,383.5 | |||
| 21 Feb | 48981.20 | 90.3 | -47.35 | 14.79 | 9,478 | 1,482.5 | 8,186.5 | |||
| 20 Feb | 49334.55 | 135.4 | -35.6 | 14.67 | 3,992 | 131 | 6,696 | |||
| 19 Feb | 49570.10 | 171.45 | 23.7 | 14.50 | 5,659 | -126 | 6,612 | |||
| 18 Feb | 49087.30 | 143.8 | -45.45 | 15.30 | 4,222 | -70.5 | 6,966 | |||
| 17 Feb | 49258.90 | 193.95 | 16.95 | 15.64 | 4,651 | 512 | 7,001.5 | |||
| 14 Feb | 49099.45 | 174.8 | -35.95 | 15.26 | 7,465 | 601 | 6,559.5 | |||
| 13 Feb | 49359.85 | 208 | -33.25 | 14.82 | 2,594 | 352 | 5,956.5 | |||
| 12 Feb | 49479.45 | 245.65 | 6 | 14.68 | 5,361 | 1,403 | 5,602.5 | |||
| 11 Feb | 49403.40 | 229.55 | -118.35 | 14.76 | 2,810 | 173 | 4,208.5 | |||
| 10 Feb | 49981.00 | 352.2 | -26.65 | 14.53 | 2,317 | 308.5 | 4,042.5 | |||
| 7 Feb | 50158.85 | 390.2 | -83.3 | 13.48 | 2,390 | 436 | 3,727 | |||
| 6 Feb | 50382.10 | 471.3 | 21.15 | 13.57 | 1,070 | -191 | 3,291 | |||
| 5 Feb | 50343.05 | 445.9 | 48.95 | 13.55 | 3,014 | 541 | 3,502 | |||
| 4 Feb | 50157.95 | 384.6 | 121 | 13.22 | 2,480 | 322 | 2,962 | |||
| 3 Feb | 49210.55 | 279.45 | -37.65 | 14.71 | 1,258 | 520.5 | 2,630 | |||
| 1 Feb | 49506.95 | 318.55 | -82.8 | 13.94 | 1,813 | 340.5 | 2,116.5 | |||
| 31 Jan | 49587.20 | 406.3 | -13.75 | 14.89 | 870 | 360 | 1,780 | |||
| 30 Jan | 49311.95 | 413.5 | -2.65 | 15.64 | 384 | 66 | 1,479 | |||
| 29 Jan | 49165.95 | 417.85 | 45.7 | 16.50 | 215 | 67 | 1,417 | |||
| 28 Jan | 48866.85 | 378.2 | 98.75 | 16.63 | 1,140 | 148 | 1,354 | |||
| 27 Jan | 48064.65 | 276.25 | -47.35 | 17.58 | 913 | 120 | 1,200 | |||
| 24 Jan | 48367.80 | 322 | -63.4 | 16.85 | 1,059 | 307.5 | 1,081 | |||
| 23 Jan | 48589.00 | 380 | -47.75 | 16.84 | 571 | 192 | 788.5 | |||
| 22 Jan | 48724.40 | 427.75 | -36.00 | 16.86 | 933 | -106.5 | 608.5 | |||
| 21 Jan | 48570.90 | 463.75 | -141.25 | 17.77 | 333 | 110 | 668 | |||
| 20 Jan | 49350.80 | 605 | 158.40 | 16.99 | 524 | -253 | 558 | |||
| 17 Jan | 48540.60 | 446.6 | -138.40 | 17.06 | 1,100 | 264 | 811 | |||
| 16 Jan | 49278.70 | 585 | 116.00 | 15.84 | 330 | -50 | 495 | |||
| 15 Jan | 48751.70 | 469 | -38.00 | 16.27 | 214 | 88.5 | 545 | |||
| 14 Jan | 48729.15 | 507 | 118.00 | 16.30 | 324 | -21 | 457.5 | |||
| 13 Jan | 48041.25 | 389 | -107.00 | 17.18 | 684 | -149 | 478.5 | |||
| 10 Jan | 48734.15 | 496 | -187.30 | 15.92 | 852 | 125.5 | 632.5 | |||
| 9 Jan | 49503.50 | 683.3 | -95.45 | 15.38 | 340 | -95 | 506 | |||
| 8 Jan | 49835.05 | 778.75 | -99.00 | 15.26 | 541 | 90.5 | 603 | |||
| 7 Jan | 50202.15 | 877.75 | 47.75 | 14.82 | 120 | 21 | 511.5 | |||
| 6 Jan | 49922.00 | 830 | -330.00 | 15.04 | 430 | 23 | 490.5 | |||
| 3 Jan | 50988.80 | 1160 | -320.70 | 13.65 | 354 | -86.5 | 466.5 | |||
| 2 Jan | 51605.55 | 1480.7 | 13.45 | 144 | 31 | 553 | ||||
For Nifty Bank - strike price 52500 expiring on 27MAR2025
Delta for 52500 CE is 0.02
Historical price for 52500 CE is as follows
On 21 Mar BANKNIFTY was trading at 50593.55. The strike last trading price was 6.5, which was 1.9 higher than the previous day. The implied volatity was 13.50, the open interest changed by 3429 which increased total open position to 31115
On 20 Mar BANKNIFTY was trading at 50062.85. The strike last trading price was 3.95, which was -0.35 lower than the previous day. The implied volatity was 14.81, the open interest changed by 3643.5 which increased total open position to 27527
On 19 Mar BANKNIFTY was trading at 49702.60. The strike last trading price was 3.85, which was -0.15 lower than the previous day. The implied volatity was 15.10, the open interest changed by 8753.5 which increased total open position to 24106.5
On 18 Mar BANKNIFTY was trading at 49314.50. The strike last trading price was 4.15, which was 0.75 higher than the previous day. The implied volatity was 15.96, the open interest changed by 864 which increased total open position to 15378
On 17 Mar BANKNIFTY was trading at 48354.15. The strike last trading price was 3.3, which was -2.4 lower than the previous day. The implied volatity was 19.31, the open interest changed by -4150 which decreased total open position to 14623
On 13 Mar BANKNIFTY was trading at 48060.40. The strike last trading price was 5.4, which was -1.1 lower than the previous day. The implied volatity was 18.41, the open interest changed by -515 which decreased total open position to 18762
On 12 Mar BANKNIFTY was trading at 48056.65. The strike last trading price was 6.5, which was -1.15 lower than the previous day. The implied volatity was 18.01, the open interest changed by -3599 which decreased total open position to 19324
On 11 Mar BANKNIFTY was trading at 47853.95. The strike last trading price was 7.8, which was -1.05 lower than the previous day. The implied volatity was 18.46, the open interest changed by -2862 which decreased total open position to 23046
On 10 Mar BANKNIFTY was trading at 48216.80. The strike last trading price was 8.6, which was -4.75 lower than the previous day. The implied volatity was 16.98, the open interest changed by -3788.5 which decreased total open position to 25915
On 7 Mar BANKNIFTY was trading at 48497.50. The strike last trading price was 12.55, which was -5.95 lower than the previous day. The implied volatity was 15.41, the open interest changed by 3944 which increased total open position to 29703.5
On 6 Mar BANKNIFTY was trading at 48627.70. The strike last trading price was 17.6, which was -1.3 lower than the previous day. The implied volatity was 15.13, the open interest changed by 1115 which increased total open position to 25696.5
On 5 Mar BANKNIFTY was trading at 48489.95. The strike last trading price was 17.4, which was -0.75 lower than the previous day. The implied volatity was 15.15, the open interest changed by 3843.5 which increased total open position to 24663.5
On 4 Mar BANKNIFTY was trading at 48245.20. The strike last trading price was 18.9, which was 1.65 higher than the previous day. The implied volatity was 15.72, the open interest changed by 1234 which increased total open position to 20985
On 3 Mar BANKNIFTY was trading at 48114.30. The strike last trading price was 16.8, which was -5.45 lower than the previous day. The implied volatity was 15.53, the open interest changed by 5172 which increased total open position to 19802
On 28 Feb BANKNIFTY was trading at 48344.70. The strike last trading price was 21.1, which was -6.35 lower than the previous day. The implied volatity was 14.72, the open interest changed by 4949.5 which increased total open position to 14668
On 27 Feb BANKNIFTY was trading at 48743.80. The strike last trading price was 26.6, which was -10.1 lower than the previous day. The implied volatity was 13.70, the open interest changed by 3625 which increased total open position to 9718.5
On 25 Feb BANKNIFTY was trading at 48608.35. The strike last trading price was 36.25, which was -21.35 lower than the previous day. The implied volatity was 14.12, the open interest changed by 769 which increased total open position to 6095.5
On 24 Feb BANKNIFTY was trading at 48651.95. The strike last trading price was 58.35, which was -29.45 lower than the previous day. The implied volatity was 15.01, the open interest changed by -2576 which decreased total open position to 5383.5
On 21 Feb BANKNIFTY was trading at 48981.20. The strike last trading price was 90.3, which was -47.35 lower than the previous day. The implied volatity was 14.79, the open interest changed by 1482.5 which increased total open position to 8186.5
On 20 Feb BANKNIFTY was trading at 49334.55. The strike last trading price was 135.4, which was -35.6 lower than the previous day. The implied volatity was 14.67, the open interest changed by 131 which increased total open position to 6696
On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 171.45, which was 23.7 higher than the previous day. The implied volatity was 14.50, the open interest changed by -126 which decreased total open position to 6612
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 143.8, which was -45.45 lower than the previous day. The implied volatity was 15.30, the open interest changed by -70.5 which decreased total open position to 6966
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 193.95, which was 16.95 higher than the previous day. The implied volatity was 15.64, the open interest changed by 512 which increased total open position to 7001.5
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 174.8, which was -35.95 lower than the previous day. The implied volatity was 15.26, the open interest changed by 601 which increased total open position to 6559.5
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 208, which was -33.25 lower than the previous day. The implied volatity was 14.82, the open interest changed by 352 which increased total open position to 5956.5
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 245.65, which was 6 higher than the previous day. The implied volatity was 14.68, the open interest changed by 1403 which increased total open position to 5602.5
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 229.55, which was -118.35 lower than the previous day. The implied volatity was 14.76, the open interest changed by 173 which increased total open position to 4208.5
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 352.2, which was -26.65 lower than the previous day. The implied volatity was 14.53, the open interest changed by 308.5 which increased total open position to 4042.5
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 390.2, which was -83.3 lower than the previous day. The implied volatity was 13.48, the open interest changed by 436 which increased total open position to 3727
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 471.3, which was 21.15 higher than the previous day. The implied volatity was 13.57, the open interest changed by -191 which decreased total open position to 3291
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 445.9, which was 48.95 higher than the previous day. The implied volatity was 13.55, the open interest changed by 541 which increased total open position to 3502
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 384.6, which was 121 higher than the previous day. The implied volatity was 13.22, the open interest changed by 322 which increased total open position to 2962
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 279.45, which was -37.65 lower than the previous day. The implied volatity was 14.71, the open interest changed by 520.5 which increased total open position to 2630
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 318.55, which was -82.8 lower than the previous day. The implied volatity was 13.94, the open interest changed by 340.5 which increased total open position to 2116.5
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 406.3, which was -13.75 lower than the previous day. The implied volatity was 14.89, the open interest changed by 360 which increased total open position to 1780
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 413.5, which was -2.65 lower than the previous day. The implied volatity was 15.64, the open interest changed by 66 which increased total open position to 1479
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 417.85, which was 45.7 higher than the previous day. The implied volatity was 16.50, the open interest changed by 67 which increased total open position to 1417
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 378.2, which was 98.75 higher than the previous day. The implied volatity was 16.63, the open interest changed by 148 which increased total open position to 1354
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 276.25, which was -47.35 lower than the previous day. The implied volatity was 17.58, the open interest changed by 120 which increased total open position to 1200
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 322, which was -63.4 lower than the previous day. The implied volatity was 16.85, the open interest changed by 307.5 which increased total open position to 1081
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 380, which was -47.75 lower than the previous day. The implied volatity was 16.84, the open interest changed by 192 which increased total open position to 788.5
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 427.75, which was -36.00 lower than the previous day. The implied volatity was 16.86, the open interest changed by -106.5 which decreased total open position to 608.5
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 463.75, which was -141.25 lower than the previous day. The implied volatity was 17.77, the open interest changed by 110 which increased total open position to 668
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 605, which was 158.40 higher than the previous day. The implied volatity was 16.99, the open interest changed by -253 which decreased total open position to 558
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 446.6, which was -138.40 lower than the previous day. The implied volatity was 17.06, the open interest changed by 264 which increased total open position to 811
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 585, which was 116.00 higher than the previous day. The implied volatity was 15.84, the open interest changed by -50 which decreased total open position to 495
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 469, which was -38.00 lower than the previous day. The implied volatity was 16.27, the open interest changed by 88.5 which increased total open position to 545
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 507, which was 118.00 higher than the previous day. The implied volatity was 16.30, the open interest changed by -21 which decreased total open position to 457.5
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 389, which was -107.00 lower than the previous day. The implied volatity was 17.18, the open interest changed by -149 which decreased total open position to 478.5
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 496, which was -187.30 lower than the previous day. The implied volatity was 15.92, the open interest changed by 125.5 which increased total open position to 632.5
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 683.3, which was -95.45 lower than the previous day. The implied volatity was 15.38, the open interest changed by -95 which decreased total open position to 506
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 778.75, which was -99.00 lower than the previous day. The implied volatity was 15.26, the open interest changed by 90.5 which increased total open position to 603
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 877.75, which was 47.75 higher than the previous day. The implied volatity was 14.82, the open interest changed by 21 which increased total open position to 511.5
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 830, which was -330.00 lower than the previous day. The implied volatity was 15.04, the open interest changed by 23 which increased total open position to 490.5
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 1160, which was -320.70 lower than the previous day. The implied volatity was 13.65, the open interest changed by -86.5 which decreased total open position to 466.5
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 1480.7, which was lower than the previous day. The implied volatity was 13.45, the open interest changed by 31 which increased total open position to 553
| BANKNIFTY 27MAR2025 52500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 10.52
Theta: -4.94
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Mar | 50593.55 | 1898.55 | -515.15 | 20.61 | 1,044 | -631 | 1,913 |
| 20 Mar | 50062.85 | 2425.75 | -275.9 | 19.06 | 306 | -215.5 | 2,545 |
| 19 Mar | 49702.60 | 2688.2 | -429.6 | 21.05 | 223 | -183 | 2,763.5 |
| 18 Mar | 49314.50 | 3066.7 | -951.25 | 26.20 | 172 | -79 | 2,951.5 |
| 17 Mar | 48354.15 | 4017.45 | -282.55 | 21.70 | 63 | -40 | 3,032.5 |
| 13 Mar | 48060.40 | 4300 | -7 | 21.91 | 29 | -1 | 3,071.5 |
| 12 Mar | 48056.65 | 4307 | -226.25 | 27.39 | 26 | -10 | 3,071.5 |
| 11 Mar | 47853.95 | 4486.25 | 307.35 | 28.73 | 175 | -143 | 3,081.5 |
| 10 Mar | 48216.80 | 4186.75 | 451.75 | 27.16 | 15 | -6 | 3,223.5 |
| 7 Mar | 48497.50 | 3735 | 13.15 | - | 245 | -162 | 3,229.5 |
| 6 Mar | 48627.70 | 3721.85 | -66.65 | 23.90 | 43 | 16 | 3,391.5 |
| 5 Mar | 48489.95 | 3788.5 | -199.8 | 21.99 | 174 | 5 | 3,375.5 |
| 4 Mar | 48245.20 | 3987.1 | -84.8 | 22.52 | 65 | -19 | 3,362.5 |
| 3 Mar | 48114.30 | 4068.25 | 212 | 20.18 | 57 | 1 | 3,381.5 |
| 28 Feb | 48344.70 | 3855.7 | 438.6 | 11.99 | 149 | -20 | 3,378.5 |
| 27 Feb | 48743.80 | 3530 | 49.15 | 16.81 | 2,011 | 1,163 | 3,398.5 |
| 25 Feb | 48608.35 | 3527.2 | 101.65 | 14.57 | 601 | 445 | 2,234.5 |
| 24 Feb | 48651.95 | 3430 | 230.45 | 13.12 | 161 | 8 | 1,791.5 |
| 21 Feb | 48981.20 | 3236.2 | 411.1 | 16.19 | 133 | -6 | 1,783.5 |
| 20 Feb | 49334.55 | 2849 | 139.5 | 14.90 | 241 | 13 | 1,791.5 |
| 19 Feb | 49570.10 | 2723.6 | -369 | 17.09 | 240 | -42 | 1,776.5 |
| 18 Feb | 49087.30 | 3092.6 | 207 | 16.65 | 17 | -12 | 1,818.5 |
| 17 Feb | 49258.90 | 2900.9 | -14.1 | 16.77 | 83 | 11 | 1,828.5 |
| 14 Feb | 49099.45 | 2915 | 95 | 11.42 | 51 | -16 | 1,818.5 |
| 13 Feb | 49359.85 | 2820 | 173.85 | 16.03 | 14 | -3 | 1,834.5 |
| 12 Feb | 49479.45 | 2646.15 | -16.35 | 15.58 | 97 | -33.5 | 1,838.5 |
| 11 Feb | 49403.40 | 2677 | 442.25 | 13.26 | 51 | -25 | 1,873 |
| 10 Feb | 49981.00 | 2237.05 | 114.3 | 14.48 | 144 | 3.5 | 1,895 |
| 7 Feb | 50158.85 | 2115 | 154.9 | 15.35 | 199 | 25 | 1,881.5 |
| 6 Feb | 50382.10 | 1960 | -67.8 | 15.31 | 73 | 10 | 1,856.5 |
| 5 Feb | 50343.05 | 2035 | -123.55 | 15.15 | 787 | 447 | 1,846.5 |
| 4 Feb | 50157.95 | 2140.55 | -714.85 | 14.75 | 168 | 56.5 | 1,393.5 |
| 3 Feb | 49210.55 | 2855.4 | 209.7 | 15.54 | 134 | 0 | 1,334 |
| 1 Feb | 49506.95 | 2632 | 28.1 | 15.73 | 310 | -14 | 1,331 |
| 31 Jan | 49587.20 | 2565 | -215.8 | 15.84 | 173 | 0.5 | 1,346 |
| 30 Jan | 49311.95 | 2730.5 | -322 | 15.93 | 92 | -13 | 1,345.5 |
| 29 Jan | 49165.95 | 3038 | -235.15 | 18.06 | 31 | -1 | 1,358.5 |
| 28 Jan | 48866.85 | 3295 | -618.95 | 19.06 | 138 | 11 | 1,361.5 |
| 27 Jan | 48064.65 | 3913.95 | 258.9 | 17.71 | 48 | 6 | 1,349.5 |
| 24 Jan | 48367.80 | 3630.35 | 274.2 | 17.55 | 158 | 4 | 1,345.5 |
| 23 Jan | 48589.00 | 3356.15 | 56.15 | 16.31 | 40 | 1 | 1,339.5 |
| 22 Jan | 48724.40 | 3300 | -212.00 | 17.67 | 28 | 1 | 1,339.5 |
| 21 Jan | 48570.90 | 3512 | 597.50 | 19.33 | 59 | 8 | 1,338.5 |
| 20 Jan | 49350.80 | 2914.5 | -533.85 | 18.19 | 39 | 1 | 1,330.5 |
| 17 Jan | 48540.60 | 3448.35 | 617.35 | 17.63 | 25 | 5 | 1,329.5 |
| 16 Jan | 49278.70 | 2831 | -439.00 | 17.57 | 105 | 3 | 1,324.5 |
| 15 Jan | 48751.70 | 3270 | 66.00 | 17.62 | 66 | 1.5 | 1,322.5 |
| 14 Jan | 48729.15 | 3204 | -572.35 | 17.82 | 47 | -1.5 | 1,321 |
| 13 Jan | 48041.25 | 3776.35 | 512.35 | 16.80 | 163 | -72.5 | 1,322.5 |
| 10 Jan | 48734.15 | 3264 | 610.95 | 17.70 | 151 | -72 | 1,398 |
| 9 Jan | 49503.50 | 2653.05 | 300.75 | 16.80 | 47 | 20 | 1,474 |
| 8 Jan | 49835.05 | 2352.3 | 172.30 | 15.48 | 300 | -68 | 1,454 |
| 7 Jan | 50202.15 | 2180 | -199.85 | 15.98 | 46 | 11 | 1,523 |
| 6 Jan | 49922.00 | 2379.85 | 707.15 | 16.72 | 348 | 28 | 1,521 |
| 3 Jan | 50988.80 | 1672.7 | 257.70 | 15.33 | 389 | 30 | 1,494 |
| 2 Jan | 51605.55 | 1415 | 15.85 | 59 | -6 | 1,465 | |
For Nifty Bank - strike price 52500 expiring on 27MAR2025
Delta for 52500 PE is -0.91
Historical price for 52500 PE is as follows
On 21 Mar BANKNIFTY was trading at 50593.55. The strike last trading price was 1898.55, which was -515.15 lower than the previous day. The implied volatity was 20.61, the open interest changed by -631 which decreased total open position to 1913
On 20 Mar BANKNIFTY was trading at 50062.85. The strike last trading price was 2425.75, which was -275.9 lower than the previous day. The implied volatity was 19.06, the open interest changed by -215.5 which decreased total open position to 2545
On 19 Mar BANKNIFTY was trading at 49702.60. The strike last trading price was 2688.2, which was -429.6 lower than the previous day. The implied volatity was 21.05, the open interest changed by -183 which decreased total open position to 2763.5
On 18 Mar BANKNIFTY was trading at 49314.50. The strike last trading price was 3066.7, which was -951.25 lower than the previous day. The implied volatity was 26.20, the open interest changed by -79 which decreased total open position to 2951.5
On 17 Mar BANKNIFTY was trading at 48354.15. The strike last trading price was 4017.45, which was -282.55 lower than the previous day. The implied volatity was 21.70, the open interest changed by -40 which decreased total open position to 3032.5
On 13 Mar BANKNIFTY was trading at 48060.40. The strike last trading price was 4300, which was -7 lower than the previous day. The implied volatity was 21.91, the open interest changed by -1 which decreased total open position to 3071.5
On 12 Mar BANKNIFTY was trading at 48056.65. The strike last trading price was 4307, which was -226.25 lower than the previous day. The implied volatity was 27.39, the open interest changed by -10 which decreased total open position to 3071.5
On 11 Mar BANKNIFTY was trading at 47853.95. The strike last trading price was 4486.25, which was 307.35 higher than the previous day. The implied volatity was 28.73, the open interest changed by -143 which decreased total open position to 3081.5
On 10 Mar BANKNIFTY was trading at 48216.80. The strike last trading price was 4186.75, which was 451.75 higher than the previous day. The implied volatity was 27.16, the open interest changed by -6 which decreased total open position to 3223.5
On 7 Mar BANKNIFTY was trading at 48497.50. The strike last trading price was 3735, which was 13.15 higher than the previous day. The implied volatity was -, the open interest changed by -162 which decreased total open position to 3229.5
On 6 Mar BANKNIFTY was trading at 48627.70. The strike last trading price was 3721.85, which was -66.65 lower than the previous day. The implied volatity was 23.90, the open interest changed by 16 which increased total open position to 3391.5
On 5 Mar BANKNIFTY was trading at 48489.95. The strike last trading price was 3788.5, which was -199.8 lower than the previous day. The implied volatity was 21.99, the open interest changed by 5 which increased total open position to 3375.5
On 4 Mar BANKNIFTY was trading at 48245.20. The strike last trading price was 3987.1, which was -84.8 lower than the previous day. The implied volatity was 22.52, the open interest changed by -19 which decreased total open position to 3362.5
On 3 Mar BANKNIFTY was trading at 48114.30. The strike last trading price was 4068.25, which was 212 higher than the previous day. The implied volatity was 20.18, the open interest changed by 1 which increased total open position to 3381.5
On 28 Feb BANKNIFTY was trading at 48344.70. The strike last trading price was 3855.7, which was 438.6 higher than the previous day. The implied volatity was 11.99, the open interest changed by -20 which decreased total open position to 3378.5
On 27 Feb BANKNIFTY was trading at 48743.80. The strike last trading price was 3530, which was 49.15 higher than the previous day. The implied volatity was 16.81, the open interest changed by 1163 which increased total open position to 3398.5
On 25 Feb BANKNIFTY was trading at 48608.35. The strike last trading price was 3527.2, which was 101.65 higher than the previous day. The implied volatity was 14.57, the open interest changed by 445 which increased total open position to 2234.5
On 24 Feb BANKNIFTY was trading at 48651.95. The strike last trading price was 3430, which was 230.45 higher than the previous day. The implied volatity was 13.12, the open interest changed by 8 which increased total open position to 1791.5
On 21 Feb BANKNIFTY was trading at 48981.20. The strike last trading price was 3236.2, which was 411.1 higher than the previous day. The implied volatity was 16.19, the open interest changed by -6 which decreased total open position to 1783.5
On 20 Feb BANKNIFTY was trading at 49334.55. The strike last trading price was 2849, which was 139.5 higher than the previous day. The implied volatity was 14.90, the open interest changed by 13 which increased total open position to 1791.5
On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 2723.6, which was -369 lower than the previous day. The implied volatity was 17.09, the open interest changed by -42 which decreased total open position to 1776.5
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 3092.6, which was 207 higher than the previous day. The implied volatity was 16.65, the open interest changed by -12 which decreased total open position to 1818.5
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 2900.9, which was -14.1 lower than the previous day. The implied volatity was 16.77, the open interest changed by 11 which increased total open position to 1828.5
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 2915, which was 95 higher than the previous day. The implied volatity was 11.42, the open interest changed by -16 which decreased total open position to 1818.5
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 2820, which was 173.85 higher than the previous day. The implied volatity was 16.03, the open interest changed by -3 which decreased total open position to 1834.5
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 2646.15, which was -16.35 lower than the previous day. The implied volatity was 15.58, the open interest changed by -33.5 which decreased total open position to 1838.5
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 2677, which was 442.25 higher than the previous day. The implied volatity was 13.26, the open interest changed by -25 which decreased total open position to 1873
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 2237.05, which was 114.3 higher than the previous day. The implied volatity was 14.48, the open interest changed by 3.5 which increased total open position to 1895
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 2115, which was 154.9 higher than the previous day. The implied volatity was 15.35, the open interest changed by 25 which increased total open position to 1881.5
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 1960, which was -67.8 lower than the previous day. The implied volatity was 15.31, the open interest changed by 10 which increased total open position to 1856.5
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 2035, which was -123.55 lower than the previous day. The implied volatity was 15.15, the open interest changed by 447 which increased total open position to 1846.5
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 2140.55, which was -714.85 lower than the previous day. The implied volatity was 14.75, the open interest changed by 56.5 which increased total open position to 1393.5
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 2855.4, which was 209.7 higher than the previous day. The implied volatity was 15.54, the open interest changed by 0 which decreased total open position to 1334
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 2632, which was 28.1 higher than the previous day. The implied volatity was 15.73, the open interest changed by -14 which decreased total open position to 1331
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 2565, which was -215.8 lower than the previous day. The implied volatity was 15.84, the open interest changed by 0.5 which increased total open position to 1346
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 2730.5, which was -322 lower than the previous day. The implied volatity was 15.93, the open interest changed by -13 which decreased total open position to 1345.5
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 3038, which was -235.15 lower than the previous day. The implied volatity was 18.06, the open interest changed by -1 which decreased total open position to 1358.5
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 3295, which was -618.95 lower than the previous day. The implied volatity was 19.06, the open interest changed by 11 which increased total open position to 1361.5
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 3913.95, which was 258.9 higher than the previous day. The implied volatity was 17.71, the open interest changed by 6 which increased total open position to 1349.5
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 3630.35, which was 274.2 higher than the previous day. The implied volatity was 17.55, the open interest changed by 4 which increased total open position to 1345.5
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 3356.15, which was 56.15 higher than the previous day. The implied volatity was 16.31, the open interest changed by 1 which increased total open position to 1339.5
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 3300, which was -212.00 lower than the previous day. The implied volatity was 17.67, the open interest changed by 1 which increased total open position to 1339.5
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 3512, which was 597.50 higher than the previous day. The implied volatity was 19.33, the open interest changed by 8 which increased total open position to 1338.5
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 2914.5, which was -533.85 lower than the previous day. The implied volatity was 18.19, the open interest changed by 1 which increased total open position to 1330.5
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 3448.35, which was 617.35 higher than the previous day. The implied volatity was 17.63, the open interest changed by 5 which increased total open position to 1329.5
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 2831, which was -439.00 lower than the previous day. The implied volatity was 17.57, the open interest changed by 3 which increased total open position to 1324.5
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 3270, which was 66.00 higher than the previous day. The implied volatity was 17.62, the open interest changed by 1.5 which increased total open position to 1322.5
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 3204, which was -572.35 lower than the previous day. The implied volatity was 17.82, the open interest changed by -1.5 which decreased total open position to 1321
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 3776.35, which was 512.35 higher than the previous day. The implied volatity was 16.80, the open interest changed by -72.5 which decreased total open position to 1322.5
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 3264, which was 610.95 higher than the previous day. The implied volatity was 17.70, the open interest changed by -72 which decreased total open position to 1398
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 2653.05, which was 300.75 higher than the previous day. The implied volatity was 16.80, the open interest changed by 20 which increased total open position to 1474
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 2352.3, which was 172.30 higher than the previous day. The implied volatity was 15.48, the open interest changed by -68 which decreased total open position to 1454
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 2180, which was -199.85 lower than the previous day. The implied volatity was 15.98, the open interest changed by 11 which increased total open position to 1523
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 2379.85, which was 707.15 higher than the previous day. The implied volatity was 16.72, the open interest changed by 28 which increased total open position to 1521
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 1672.7, which was 257.70 higher than the previous day. The implied volatity was 15.33, the open interest changed by 30 which increased total open position to 1494
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 1415, which was lower than the previous day. The implied volatity was 15.85, the open interest changed by -6 which decreased total open position to 1465
