BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
18 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 53500 CE | ||||||||||
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Delta: 0.01
Vega: 2.08
Theta: -2.78
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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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