BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
19 Feb 2025 01:59 PM IST
BANKNIFTY 27FEB2025 52600 CE | ||||||||||
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Delta: 0.01
Vega: 2.68
Theta: -3.21
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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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