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BANKNIFTY
Nifty Bank

49448.5 361.20 (0.74%)

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Historical option data for BANKNIFTY

19 Feb 2025 01:59 PM IST
BANKNIFTY 27FEB2025 52600 CE
Delta: 0.01
Vega: 2.68
Theta: -3.21
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
19 Feb 49450.10 6.7 -4.2 18.20 13,661 709 6,134
18 Feb 49087.30 10.15 -6.2 20.26 17,101 1,024 5,402
17 Feb 49258.90 17.25 -1.7 19.55 31,783 -742 4,355
14 Feb 49099.45 18.25 -10.6 18.24 25,170 -213 5,153
13 Feb 49359.85 28.1 -11.6 17.53 16,153 479 5,393
12 Feb 49479.45 37.4 -6.9 16.93 27,022 405 4,946
11 Feb 49403.40 41 -38.05 17.43 16,872 372 4,474
10 Feb 49981.00 79.4 -21.25 16.41 15,553 751 4,194
7 Feb 50158.85 103 -51.75 14.84 22,787 -984 3,439
6 Feb 50382.10 157.95 13.95 15.27 13,481 124 4,461
5 Feb 50343.05 143.45 18.15 15.02 14,731 746 4,402
4 Feb 50157.95 120.75 45.9 14.77 18,266 19 3,666
3 Feb 49210.55 72.55 -32.8 16.29 9,998 1,765 3,652
1 Feb 49506.95 100.65 -66.05 15.58 15,565 582 1,942
31 Jan 49587.20 160 -9.6 16.99 11,856 506 1,372
30 Jan 49311.95 169.3 -20.7 17.86 1,618 414 869
29 Jan 49165.95 191.25 24.6 19.33 683 183 443
28 Jan 48866.85 171.95 62 19.48 508 13 256
27 Jan 48064.65 112.6 -22.1 20.45 108 56 294
24 Jan 48367.80 134.7 -33.35 19.02 178 -77 238
23 Jan 48589.00 168.05 -18.05 18.90 52 0 316
22 Jan 48724.40 186.1 -20.80 18.44 93 -6 315
21 Jan 48570.90 206.9 -69.10 19.32 132 59 323
20 Jan 49350.80 276 87.80 17.83 87 -47 264
17 Jan 48540.60 188.2 -14.80 17.93 252 -77 314
16 Jan 49278.70 203 0.00 0.00 0 60 0
15 Jan 48751.70 203 -26.75 16.96 79 63 394
14 Jan 48729.15 229.75 41.60 16.97 84 76 333
13 Jan 48041.25 188.15 -53.80 18.71 96 49 257
10 Jan 48734.15 241.95 -117.35 16.76 109 23 208
9 Jan 49503.50 359.3 -61.30 15.91 117 -19 185
8 Jan 49835.05 420.6 -154.05 15.61 165 -88 206
7 Jan 50202.15 574.65 93.70 16.28 61 34 295
6 Jan 49922.00 480.95 -286.85 15.63 265 88 261
3 Jan 50988.80 767.8 -243.30 14.33 288 -64 175
2 Jan 51605.55 1011.1 13.67 88 10 241


For Nifty Bank - strike price 52600 expiring on 27FEB2025

Delta for 52600 CE is 0.01

Historical price for 52600 CE is as follows

On 19 Feb BANKNIFTY was trading at 49450.10. The strike last trading price was 6.7, which was -4.2 lower than the previous day. The implied volatity was 18.20, the open interest changed by 709 which increased total open position to 6134


On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 10.15, which was -6.2 lower than the previous day. The implied volatity was 20.26, the open interest changed by 1024 which increased total open position to 5402


On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 17.25, which was -1.7 lower than the previous day. The implied volatity was 19.55, the open interest changed by -742 which decreased total open position to 4355


On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 18.25, which was -10.6 lower than the previous day. The implied volatity was 18.24, the open interest changed by -213 which decreased total open position to 5153


On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 28.1, which was -11.6 lower than the previous day. The implied volatity was 17.53, the open interest changed by 479 which increased total open position to 5393


On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 37.4, which was -6.9 lower than the previous day. The implied volatity was 16.93, the open interest changed by 405 which increased total open position to 4946


On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 41, which was -38.05 lower than the previous day. The implied volatity was 17.43, the open interest changed by 372 which increased total open position to 4474


On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 79.4, which was -21.25 lower than the previous day. The implied volatity was 16.41, the open interest changed by 751 which increased total open position to 4194


On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 103, which was -51.75 lower than the previous day. The implied volatity was 14.84, the open interest changed by -984 which decreased total open position to 3439


On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 157.95, which was 13.95 higher than the previous day. The implied volatity was 15.27, the open interest changed by 124 which increased total open position to 4461


On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 143.45, which was 18.15 higher than the previous day. The implied volatity was 15.02, the open interest changed by 746 which increased total open position to 4402


On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 120.75, which was 45.9 higher than the previous day. The implied volatity was 14.77, the open interest changed by 19 which increased total open position to 3666


On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 72.55, which was -32.8 lower than the previous day. The implied volatity was 16.29, the open interest changed by 1765 which increased total open position to 3652


On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 100.65, which was -66.05 lower than the previous day. The implied volatity was 15.58, the open interest changed by 582 which increased total open position to 1942


On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 160, which was -9.6 lower than the previous day. The implied volatity was 16.99, the open interest changed by 506 which increased total open position to 1372


On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 169.3, which was -20.7 lower than the previous day. The implied volatity was 17.86, the open interest changed by 414 which increased total open position to 869


On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 191.25, which was 24.6 higher than the previous day. The implied volatity was 19.33, the open interest changed by 183 which increased total open position to 443


On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 171.95, which was 62 higher than the previous day. The implied volatity was 19.48, the open interest changed by 13 which increased total open position to 256


On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 112.6, which was -22.1 lower than the previous day. The implied volatity was 20.45, the open interest changed by 56 which increased total open position to 294


On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 134.7, which was -33.35 lower than the previous day. The implied volatity was 19.02, the open interest changed by -77 which decreased total open position to 238


On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 168.05, which was -18.05 lower than the previous day. The implied volatity was 18.90, the open interest changed by 0 which decreased total open position to 316


On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 186.1, which was -20.80 lower than the previous day. The implied volatity was 18.44, the open interest changed by -6 which decreased total open position to 315


On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 206.9, which was -69.10 lower than the previous day. The implied volatity was 19.32, the open interest changed by 59 which increased total open position to 323


On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 276, which was 87.80 higher than the previous day. The implied volatity was 17.83, the open interest changed by -47 which decreased total open position to 264


On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 188.2, which was -14.80 lower than the previous day. The implied volatity was 17.93, the open interest changed by -77 which decreased total open position to 314


On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 203, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 60 which increased total open position to 0


On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 203, which was -26.75 lower than the previous day. The implied volatity was 16.96, the open interest changed by 63 which increased total open position to 394


On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 229.75, which was 41.60 higher than the previous day. The implied volatity was 16.97, the open interest changed by 76 which increased total open position to 333


On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 188.15, which was -53.80 lower than the previous day. The implied volatity was 18.71, the open interest changed by 49 which increased total open position to 257


On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 241.95, which was -117.35 lower than the previous day. The implied volatity was 16.76, the open interest changed by 23 which increased total open position to 208


On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 359.3, which was -61.30 lower than the previous day. The implied volatity was 15.91, the open interest changed by -19 which decreased total open position to 185


On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 420.6, which was -154.05 lower than the previous day. The implied volatity was 15.61, the open interest changed by -88 which decreased total open position to 206


On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 574.65, which was 93.70 higher than the previous day. The implied volatity was 16.28, the open interest changed by 34 which increased total open position to 295


On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 480.95, which was -286.85 lower than the previous day. The implied volatity was 15.63, the open interest changed by 88 which increased total open position to 261


On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 767.8, which was -243.30 lower than the previous day. The implied volatity was 14.33, the open interest changed by -64 which decreased total open position to 175


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 1011.1, which was lower than the previous day. The implied volatity was 13.67, the open interest changed by 10 which increased total open position to 241


BANKNIFTY 27FEB2025 52600 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
19 Feb 49450.10 3120.85 0 0.00 0 0 0
18 Feb 49087.30 3120.85 0 0.00 0 -13 0
17 Feb 49258.90 3120.85 476.9 - 22 -13 286
14 Feb 49099.45 2643.95 0 0.00 0 1 0
13 Feb 49359.85 2643.95 -69.4 - 2 0 298
12 Feb 49479.45 2713.35 207.3 - 53 -39 300
11 Feb 49403.40 2506.05 0 0.00 0 -1 0
10 Feb 49981.00 2506.05 321 18.37 2 0 340
7 Feb 50158.85 2185.05 -34.95 13.45 4 0 340
6 Feb 50382.10 2220 20.25 20.80 73 9 340
5 Feb 50343.05 2189.4 -211.65 17.04 43 -39 332
4 Feb 50157.95 2423.7 -642.3 19.34 160 73 373
3 Feb 49210.55 3066 202.05 13.88 3 0 298
1 Feb 49506.95 2863.95 -7.25 17.68 45 25 297
31 Jan 49587.20 2861.6 -207.55 20.13 175 83 272
30 Jan 49311.95 3034.7 -345.3 19.95 19 7 188
29 Jan 49165.95 3380 -135.2 24.09 10 1 181
28 Jan 48866.85 3547.75 -651.2 22.43 14 -3 180
27 Jan 48064.65 4198.95 539.15 18.29 11 2 182
24 Jan 48367.80 3659.8 0 0.00 0 1 0
23 Jan 48589.00 3659.8 -66.00 18.49 1 0 179
22 Jan 48724.40 3725.8 0.00 0.00 0 -3 0
21 Jan 48570.90 3725.8 795.65 21.32 7 -3 179
20 Jan 49350.80 2930.15 -681.05 16.11 5 2 181
17 Jan 48540.60 3611.2 534.20 16.76 4 -1 180
16 Jan 49278.70 3077 -787.45 20.42 44 5 180
15 Jan 48751.70 3864.45 0.00 0.00 0 0 0
14 Jan 48729.15 3864.45 0.00 0.00 0 -1 0
13 Jan 48041.25 3864.45 631.30 - 1 0 176
10 Jan 48734.15 3233.15 471.20 12.67 48 16 171
9 Jan 49503.50 2761.95 384.85 16.90 1 0 154
8 Jan 49835.05 2377.1 0.00 0.00 0 0 0
7 Jan 50202.15 2377.1 0.00 0.00 0 -7 0
6 Jan 49922.00 2377.1 640.80 15.63 7 -2 159
3 Jan 50988.80 1736.3 379.70 15.96 22 -8 163
2 Jan 51605.55 1356.6 15.58 114 63 169


For Nifty Bank - strike price 52600 expiring on 27FEB2025

Delta for 52600 PE is 0.00

Historical price for 52600 PE is as follows

On 19 Feb BANKNIFTY was trading at 49450.10. The strike last trading price was 3120.85, 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 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 3120.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -13 which decreased total open position to 0


On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 3120.85, which was 476.9 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 286


On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 2643.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 2643.95, which was -69.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 298


On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 2713.35, which was 207.3 higher than the previous day. The implied volatity was -, the open interest changed by -39 which decreased total open position to 300


On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 2506.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 2506.05, which was 321 higher than the previous day. The implied volatity was 18.37, the open interest changed by 0 which decreased total open position to 340


On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 2185.05, which was -34.95 lower than the previous day. The implied volatity was 13.45, the open interest changed by 0 which decreased total open position to 340


On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 2220, which was 20.25 higher than the previous day. The implied volatity was 20.80, the open interest changed by 9 which increased total open position to 340


On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 2189.4, which was -211.65 lower than the previous day. The implied volatity was 17.04, the open interest changed by -39 which decreased total open position to 332


On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 2423.7, which was -642.3 lower than the previous day. The implied volatity was 19.34, the open interest changed by 73 which increased total open position to 373


On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 3066, which was 202.05 higher than the previous day. The implied volatity was 13.88, the open interest changed by 0 which decreased total open position to 298


On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 2863.95, which was -7.25 lower than the previous day. The implied volatity was 17.68, the open interest changed by 25 which increased total open position to 297


On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 2861.6, which was -207.55 lower than the previous day. The implied volatity was 20.13, the open interest changed by 83 which increased total open position to 272


On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 3034.7, which was -345.3 lower than the previous day. The implied volatity was 19.95, the open interest changed by 7 which increased total open position to 188


On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 3380, which was -135.2 lower than the previous day. The implied volatity was 24.09, the open interest changed by 1 which increased total open position to 181


On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 3547.75, which was -651.2 lower than the previous day. The implied volatity was 22.43, the open interest changed by -3 which decreased total open position to 180


On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 4198.95, which was 539.15 higher than the previous day. The implied volatity was 18.29, the open interest changed by 2 which increased total open position to 182


On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 3659.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 3659.8, which was -66.00 lower than the previous day. The implied volatity was 18.49, the open interest changed by 0 which decreased total open position to 179


On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 3725.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 3725.8, which was 795.65 higher than the previous day. The implied volatity was 21.32, the open interest changed by -3 which decreased total open position to 179


On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 2930.15, which was -681.05 lower than the previous day. The implied volatity was 16.11, the open interest changed by 2 which increased total open position to 181


On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 3611.2, which was 534.20 higher than the previous day. The implied volatity was 16.76, the open interest changed by -1 which decreased total open position to 180


On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 3077, which was -787.45 lower than the previous day. The implied volatity was 20.42, the open interest changed by 5 which increased total open position to 180


On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 3864.45, which was 0.00 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 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 3864.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 3864.45, which was 631.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 176


On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 3233.15, which was 471.20 higher than the previous day. The implied volatity was 12.67, the open interest changed by 16 which increased total open position to 171


On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 2761.95, which was 384.85 higher than the previous day. The implied volatity was 16.90, the open interest changed by 0 which decreased total open position to 154


On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 2377.1, which was 0.00 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 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 2377.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0


On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 2377.1, which was 640.80 higher than the previous day. The implied volatity was 15.63, the open interest changed by -2 which decreased total open position to 159


On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 1736.3, which was 379.70 higher than the previous day. The implied volatity was 15.96, the open interest changed by -8 which decreased total open position to 163


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 1356.6, which was lower than the previous day. The implied volatity was 15.58, the open interest changed by 63 which increased total open position to 169