`
[--[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 53500 CE
Delta: 0.01
Vega: 2.08
Theta: -2.78
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
18 Feb 49087.30 6 -1.65 22.88 34,412 -862 21,872
17 Feb 49258.90 8 -0.6 21.37 46,712 -2,668 24,093
14 Feb 49099.45 8.25 -4.15 19.66 79,790 -4,590 27,099
13 Feb 49359.85 11.7 -5.05 18.64 71,115 4,481 31,807
12 Feb 49479.45 16.5 -2.8 18.12 1,14,616 -2,902 27,428
11 Feb 49403.40 17.75 -13.6 18.38 83,035 5,189 30,628
10 Feb 49981.00 32.2 -11.3 17.02 68,759 2,662 25,833
7 Feb 50158.85 44.25 -22.1 15.56 1,51,887 5,288 23,462
6 Feb 50382.10 66.55 2.95 15.59 32,420 1,506 18,225
5 Feb 50343.05 63.5 5.85 15.54 35,691 1,675 16,868
4 Feb 50157.95 57.5 21.1 15.58 63,072 1,653 15,380
3 Feb 49210.55 35.4 -18.05 17.02 35,162 759 13,869
1 Feb 49506.95 50.1 -34.6 16.30 83,332 3,151 13,471
31 Jan 49587.20 82.25 -6.75 17.41 45,268 1,434 10,503
30 Jan 49311.95 95 -10.15 18.50 14,562 2,843 9,058
29 Jan 49165.95 105.55 10.4 19.56 9,187 1,105 6,222
28 Jan 48866.85 96.45 32.75 19.81 7,894 306 5,110
27 Jan 48064.65 65.1 -14.75 20.81 2,385 101 4,819
24 Jan 48367.80 80 -15.75 19.53 3,245 640 4,653
23 Jan 48589.00 94.95 -12.05 19.08 4,096 49 4,026
22 Jan 48724.40 107 -16.50 18.70 4,256 -283 4,011
21 Jan 48570.90 123.5 -39.00 19.57 3,561 367 4,302
20 Jan 49350.80 162.5 48.50 18.03 6,026 -192 3,943
17 Jan 48540.60 114 -45.30 18.28 3,140 480 4,132
16 Jan 49278.70 159.3 34.30 16.70 2,291 -324 3,662
15 Jan 48751.70 125 -19.70 17.43 2,015 223 4,200
14 Jan 48729.15 144.7 33.55 17.50 3,061 861 4,026
13 Jan 48041.25 111.15 -19.25 18.79 5,931 330 3,169
10 Jan 48734.15 130.4 -65.05 16.49 3,476 -472 2,918
9 Jan 49503.50 195.45 -41.85 15.53 2,962 378 3,389
8 Jan 49835.05 237.3 -51.45 15.32 4,356 308 3,015
7 Jan 50202.15 288.75 0.20 14.90 1,545 338 2,735
6 Jan 49922.00 288.55 -161.00 15.53 3,085 401 2,395
3 Jan 50988.80 449.55 -174.15 13.78 1,948 81 1,992
2 Jan 51605.55 623.7 13.23 1,227 219 1,916


For Nifty Bank - strike price 53500 expiring on 27FEB2025

Delta for 53500 CE is 0.01

Historical price for 53500 CE is as follows

On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 6, which was -1.65 lower than the previous day. The implied volatity was 22.88, the open interest changed by -862 which decreased total open position to 21872


On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 8, which was -0.6 lower than the previous day. The implied volatity was 21.37, the open interest changed by -2668 which decreased total open position to 24093


On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 8.25, which was -4.15 lower than the previous day. The implied volatity was 19.66, the open interest changed by -4590 which decreased total open position to 27099


On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 11.7, which was -5.05 lower than the previous day. The implied volatity was 18.64, the open interest changed by 4481 which increased total open position to 31807


On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 16.5, which was -2.8 lower than the previous day. The implied volatity was 18.12, the open interest changed by -2902 which decreased total open position to 27428


On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 17.75, which was -13.6 lower than the previous day. The implied volatity was 18.38, the open interest changed by 5189 which increased total open position to 30628


On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 32.2, which was -11.3 lower than the previous day. The implied volatity was 17.02, the open interest changed by 2662 which increased total open position to 25833


On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 44.25, which was -22.1 lower than the previous day. The implied volatity was 15.56, the open interest changed by 5288 which increased total open position to 23462


On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 66.55, which was 2.95 higher than the previous day. The implied volatity was 15.59, the open interest changed by 1506 which increased total open position to 18225


On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 63.5, which was 5.85 higher than the previous day. The implied volatity was 15.54, the open interest changed by 1675 which increased total open position to 16868


On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 57.5, which was 21.1 higher than the previous day. The implied volatity was 15.58, the open interest changed by 1653 which increased total open position to 15380


On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 35.4, which was -18.05 lower than the previous day. The implied volatity was 17.02, the open interest changed by 759 which increased total open position to 13869


On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 50.1, which was -34.6 lower than the previous day. The implied volatity was 16.30, the open interest changed by 3151 which increased total open position to 13471


On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 82.25, which was -6.75 lower than the previous day. The implied volatity was 17.41, the open interest changed by 1434 which increased total open position to 10503


On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 95, which was -10.15 lower than the previous day. The implied volatity was 18.50, the open interest changed by 2843 which increased total open position to 9058


On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 105.55, which was 10.4 higher than the previous day. The implied volatity was 19.56, the open interest changed by 1105 which increased total open position to 6222


On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 96.45, which was 32.75 higher than the previous day. The implied volatity was 19.81, the open interest changed by 306 which increased total open position to 5110


On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 65.1, which was -14.75 lower than the previous day. The implied volatity was 20.81, the open interest changed by 101 which increased total open position to 4819


On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 80, which was -15.75 lower than the previous day. The implied volatity was 19.53, the open interest changed by 640 which increased total open position to 4653


On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 94.95, which was -12.05 lower than the previous day. The implied volatity was 19.08, the open interest changed by 49 which increased total open position to 4026


On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 107, which was -16.50 lower than the previous day. The implied volatity was 18.70, the open interest changed by -283 which decreased total open position to 4011


On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 123.5, which was -39.00 lower than the previous day. The implied volatity was 19.57, the open interest changed by 367 which increased total open position to 4302


On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 162.5, which was 48.50 higher than the previous day. The implied volatity was 18.03, the open interest changed by -192 which decreased total open position to 3943


On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 114, which was -45.30 lower than the previous day. The implied volatity was 18.28, the open interest changed by 480 which increased total open position to 4132


On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 159.3, which was 34.30 higher than the previous day. The implied volatity was 16.70, the open interest changed by -324 which decreased total open position to 3662


On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 125, which was -19.70 lower than the previous day. The implied volatity was 17.43, the open interest changed by 223 which increased total open position to 4200


On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 144.7, which was 33.55 higher than the previous day. The implied volatity was 17.50, the open interest changed by 861 which increased total open position to 4026


On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 111.15, which was -19.25 lower than the previous day. The implied volatity was 18.79, the open interest changed by 330 which increased total open position to 3169


On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 130.4, which was -65.05 lower than the previous day. The implied volatity was 16.49, the open interest changed by -472 which decreased total open position to 2918


On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 195.45, which was -41.85 lower than the previous day. The implied volatity was 15.53, the open interest changed by 378 which increased total open position to 3389


On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 237.3, which was -51.45 lower than the previous day. The implied volatity was 15.32, the open interest changed by 308 which increased total open position to 3015


On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 288.75, which was 0.20 higher than the previous day. The implied volatity was 14.90, the open interest changed by 338 which increased total open position to 2735


On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 288.55, which was -161.00 lower than the previous day. The implied volatity was 15.53, the open interest changed by 401 which increased total open position to 2395


On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 449.55, which was -174.15 lower than the previous day. The implied volatity was 13.78, the open interest changed by 81 which increased total open position to 1992


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 623.7, which was lower than the previous day. The implied volatity was 13.23, the open interest changed by 219 which increased total open position to 1916


BANKNIFTY 27FEB2025 53500 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
18 Feb 49087.30 4291.4 282.65 - 41 3 3,388
17 Feb 49258.90 4004.9 -132.4 - 130 19 3,388
14 Feb 49099.45 4168.6 250.5 - 107 -19 3,367
13 Feb 49359.85 3917.1 157.1 - 31 6 3,386
12 Feb 49479.45 3720 -68.85 - 246 -62 3,381
11 Feb 49403.40 3800 524.35 - 188 -139 3,443
10 Feb 49981.00 3273.9 112.25 - 77 -42 3,584
7 Feb 50158.85 3135.6 190.45 20.34 303 -134 3,628
6 Feb 50382.10 2925.05 -77.85 19.69 76 -25 3,763
5 Feb 50343.05 3024.45 -209.55 19.36 208 66 3,788
4 Feb 50157.95 3205 -765.45 19.96 421 -143 3,724
3 Feb 49210.55 3975.55 235.6 18.22 404 -179 3,867
1 Feb 49506.95 3739.95 42.35 20.83 1,054 200 4,047
31 Jan 49587.20 3619.6 -225.4 19.53 948 226 3,846
30 Jan 49311.95 3795 -304.3 18.84 1,233 1,003 3,615
29 Jan 49165.95 4078.55 -287.25 21.99 1,515 1,175 2,612
28 Jan 48866.85 4318.55 -732.65 22.30 467 223 1,438
27 Jan 48064.65 5038 203.4 15.07 59 14 1,215
24 Jan 48367.80 4834.35 304.35 23.63 28 5 1,200
23 Jan 48589.00 4530 210.10 20.81 59 1 1,195
22 Jan 48724.40 4319.9 -211.70 18.79 147 42 1,194
21 Jan 48570.90 4531.6 714.80 22.10 86 -4 1,146
20 Jan 49350.80 3816.8 -603.25 19.44 476 -18 1,151
17 Jan 48540.60 4420.05 552.75 16.31 16 -2 1,169
16 Jan 49278.70 3867.3 -490.55 21.84 4 0 1,171
15 Jan 48751.70 4357.85 117.75 21.57 7 0 1,175
14 Jan 48729.15 4240.1 -659.90 20.91 1 0 1,175
13 Jan 48041.25 4900 499.15 18.54 17 1 1,175
10 Jan 48734.15 4400.85 711.85 22.70 17 -6 1,174
9 Jan 49503.50 3689 489.00 20.96 16 -10 1,181
8 Jan 49835.05 3200 320.35 15.90 6 0 1,193
7 Jan 50202.15 2879.65 -288.10 15.13 9 0 1,195
6 Jan 49922.00 3167.75 851.50 17.35 130 -5 1,196
3 Jan 50988.80 2316.25 445.75 15.80 651 501 1,127
2 Jan 51605.55 1870.5 15.45 47 611 611


For Nifty Bank - strike price 53500 expiring on 27FEB2025

Delta for 53500 PE is -

Historical price for 53500 PE is as follows

On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 4291.4, which was 282.65 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3388


On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 4004.9, which was -132.4 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 3388


On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 4168.6, which was 250.5 higher than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 3367


On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 3917.1, which was 157.1 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 3386


On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 3720, which was -68.85 lower than the previous day. The implied volatity was -, the open interest changed by -62 which decreased total open position to 3381


On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 3800, which was 524.35 higher than the previous day. The implied volatity was -, the open interest changed by -139 which decreased total open position to 3443


On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 3273.9, which was 112.25 higher than the previous day. The implied volatity was -, the open interest changed by -42 which decreased total open position to 3584


On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 3135.6, which was 190.45 higher than the previous day. The implied volatity was 20.34, the open interest changed by -134 which decreased total open position to 3628


On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 2925.05, which was -77.85 lower than the previous day. The implied volatity was 19.69, the open interest changed by -25 which decreased total open position to 3763


On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 3024.45, which was -209.55 lower than the previous day. The implied volatity was 19.36, the open interest changed by 66 which increased total open position to 3788


On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 3205, which was -765.45 lower than the previous day. The implied volatity was 19.96, the open interest changed by -143 which decreased total open position to 3724


On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 3975.55, which was 235.6 higher than the previous day. The implied volatity was 18.22, the open interest changed by -179 which decreased total open position to 3867


On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 3739.95, which was 42.35 higher than the previous day. The implied volatity was 20.83, the open interest changed by 200 which increased total open position to 4047


On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 3619.6, which was -225.4 lower than the previous day. The implied volatity was 19.53, the open interest changed by 226 which increased total open position to 3846


On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 3795, which was -304.3 lower than the previous day. The implied volatity was 18.84, the open interest changed by 1003 which increased total open position to 3615


On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 4078.55, which was -287.25 lower than the previous day. The implied volatity was 21.99, the open interest changed by 1175 which increased total open position to 2612


On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 4318.55, which was -732.65 lower than the previous day. The implied volatity was 22.30, the open interest changed by 223 which increased total open position to 1438


On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 5038, which was 203.4 higher than the previous day. The implied volatity was 15.07, the open interest changed by 14 which increased total open position to 1215


On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 4834.35, which was 304.35 higher than the previous day. The implied volatity was 23.63, the open interest changed by 5 which increased total open position to 1200


On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 4530, which was 210.10 higher than the previous day. The implied volatity was 20.81, the open interest changed by 1 which increased total open position to 1195


On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 4319.9, which was -211.70 lower than the previous day. The implied volatity was 18.79, the open interest changed by 42 which increased total open position to 1194


On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 4531.6, which was 714.80 higher than the previous day. The implied volatity was 22.10, the open interest changed by -4 which decreased total open position to 1146


On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 3816.8, which was -603.25 lower than the previous day. The implied volatity was 19.44, the open interest changed by -18 which decreased total open position to 1151


On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 4420.05, which was 552.75 higher than the previous day. The implied volatity was 16.31, the open interest changed by -2 which decreased total open position to 1169


On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 3867.3, which was -490.55 lower than the previous day. The implied volatity was 21.84, the open interest changed by 0 which decreased total open position to 1171


On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 4357.85, which was 117.75 higher than the previous day. The implied volatity was 21.57, the open interest changed by 0 which decreased total open position to 1175


On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 4240.1, which was -659.90 lower than the previous day. The implied volatity was 20.91, the open interest changed by 0 which decreased total open position to 1175


On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 4900, which was 499.15 higher than the previous day. The implied volatity was 18.54, the open interest changed by 1 which increased total open position to 1175


On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 4400.85, which was 711.85 higher than the previous day. The implied volatity was 22.70, the open interest changed by -6 which decreased total open position to 1174


On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 3689, which was 489.00 higher than the previous day. The implied volatity was 20.96, the open interest changed by -10 which decreased total open position to 1181


On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 3200, which was 320.35 higher than the previous day. The implied volatity was 15.90, the open interest changed by 0 which decreased total open position to 1193


On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 2879.65, which was -288.10 lower than the previous day. The implied volatity was 15.13, the open interest changed by 0 which decreased total open position to 1195


On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 3167.75, which was 851.50 higher than the previous day. The implied volatity was 17.35, the open interest changed by -5 which decreased total open position to 1196


On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 2316.25, which was 445.75 higher than the previous day. The implied volatity was 15.80, the open interest changed by 501 which increased total open position to 1127


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 1870.5, which was lower than the previous day. The implied volatity was 15.45, the open interest changed by 611 which increased total open position to 611