BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
07 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 53700 CE | ||||||||||
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Delta: 0.05
Vega: 12.08
Theta: -5.47
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Feb | 50158.85 | 38.25 | -17.35 | 15.86 | 14,682 | -457 | 1,815 | |||
6 Feb | 50382.10 | 57.95 | 3.85 | 15.88 | 9,331 | 759 | 2,308 | |||
5 Feb | 50343.05 | 53.95 | 5.45 | 15.74 | 9,590 | 396 | 1,571 | |||
4 Feb | 50157.95 | 48 | 16.7 | 15.70 | 11,504 | -351 | 1,179 | |||
3 Feb | 49210.55 | 32.5 | -13.5 | 17.41 | 5,749 | 301 | 1,577 | |||
1 Feb | 49506.95 | 43.05 | -30.4 | 16.47 | 14,742 | 676 | 1,335 | |||
31 Jan | 49587.20 | 74.8 | -4.05 | 17.73 | 7,887 | 285 | 678 | |||
30 Jan | 49311.95 | 82.4 | -8.3 | 18.61 | 389 | 182 | 436 | |||
29 Jan | 49165.95 | 90.7 | 0 | 0.00 | 0 | 0 | 0 | |||
28 Jan | 48866.85 | 90.7 | 0 | 0.00 | 0 | 0 | 0 | |||
27 Jan | 48064.65 | 90.7 | 0 | 0.00 | 0 | 0 | 0 | |||
24 Jan | 48367.80 | 90.7 | 0 | 0.00 | 0 | 0 | 0 | |||
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23 Jan | 48589.00 | 90.7 | 0.00 | 0.00 | 0 | -5 | 0 | |||
22 Jan | 48724.40 | 90.7 | -19.70 | 18.59 | 41 | -5 | 254 | |||
21 Jan | 48570.90 | 110.4 | 12.45 | 19.66 | 357 | 61 | 315 | |||
20 Jan | 49350.80 | 97.95 | 0.00 | 16.41 | 4 | -2 | 255 | |||
17 Jan | 48540.60 | 97.95 | -9.40 | 18.22 | 6 | 0 | 258 | |||
16 Jan | 49278.70 | 107.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
15 Jan | 48751.70 | 107.35 | -14.55 | 17.39 | 3 | 0 | 258 | |||
14 Jan | 48729.15 | 121.9 | 23.95 | 17.32 | 42 | -2 | 263 | |||
13 Jan | 48041.25 | 97.95 | -17.05 | 18.79 | 88 | 36 | 249 | |||
10 Jan | 48734.15 | 115 | -89.10 | 16.50 | 86 | -2 | 213 | |||
9 Jan | 49503.50 | 204.1 | 0.00 | 0.00 | 0 | -24 | 0 | |||
8 Jan | 49835.05 | 204.1 | -53.35 | 15.20 | 212 | -14 | 225 | |||
7 Jan | 50202.15 | 257.45 | 7.75 | 14.96 | 93 | 13 | 239 | |||
6 Jan | 49922.00 | 249.7 | -149.90 | 15.38 | 164 | 3 | 227 | |||
3 Jan | 50988.80 | 399.6 | -128.50 | 13.74 | 189 | -10 | 228 | |||
2 Jan | 51605.55 | 528.1 | 12.79 | 23 | 238 | 238 |
For Nifty Bank - strike price 53700 expiring on 27FEB2025
Delta for 53700 CE is 0.05
Historical price for 53700 CE is as follows
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 38.25, which was -17.35 lower than the previous day. The implied volatity was 15.86, the open interest changed by -457 which decreased total open position to 1815
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 57.95, which was 3.85 higher than the previous day. The implied volatity was 15.88, the open interest changed by 759 which increased total open position to 2308
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 53.95, which was 5.45 higher than the previous day. The implied volatity was 15.74, the open interest changed by 396 which increased total open position to 1571
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 48, which was 16.7 higher than the previous day. The implied volatity was 15.70, the open interest changed by -351 which decreased total open position to 1179
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 32.5, which was -13.5 lower than the previous day. The implied volatity was 17.41, the open interest changed by 301 which increased total open position to 1577
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 43.05, which was -30.4 lower than the previous day. The implied volatity was 16.47, the open interest changed by 676 which increased total open position to 1335
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 74.8, which was -4.05 lower than the previous day. The implied volatity was 17.73, the open interest changed by 285 which increased total open position to 678
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 82.4, which was -8.3 lower than the previous day. The implied volatity was 18.61, the open interest changed by 182 which increased total open position to 436
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 90.7, 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 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 90.7, 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 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 90.7, 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 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 90.7, 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 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 90.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 90.7, which was -19.70 lower than the previous day. The implied volatity was 18.59, the open interest changed by -5 which decreased total open position to 254
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 110.4, which was 12.45 higher than the previous day. The implied volatity was 19.66, the open interest changed by 61 which increased total open position to 315
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 97.95, which was 0.00 lower than the previous day. The implied volatity was 16.41, the open interest changed by -2 which decreased total open position to 255
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 97.95, which was -9.40 lower than the previous day. The implied volatity was 18.22, the open interest changed by 0 which decreased total open position to 258
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 107.35, 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 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 107.35, which was -14.55 lower than the previous day. The implied volatity was 17.39, the open interest changed by 0 which decreased total open position to 258
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 121.9, which was 23.95 higher than the previous day. The implied volatity was 17.32, the open interest changed by -2 which decreased total open position to 263
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 97.95, which was -17.05 lower than the previous day. The implied volatity was 18.79, the open interest changed by 36 which increased total open position to 249
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 115, which was -89.10 lower than the previous day. The implied volatity was 16.50, the open interest changed by -2 which decreased total open position to 213
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 204.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -24 which decreased total open position to 0
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 204.1, which was -53.35 lower than the previous day. The implied volatity was 15.20, the open interest changed by -14 which decreased total open position to 225
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 257.45, which was 7.75 higher than the previous day. The implied volatity was 14.96, the open interest changed by 13 which increased total open position to 239
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 249.7, which was -149.90 lower than the previous day. The implied volatity was 15.38, the open interest changed by 3 which increased total open position to 227
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 399.6, which was -128.50 lower than the previous day. The implied volatity was 13.74, the open interest changed by -10 which decreased total open position to 228
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 528.1, which was lower than the previous day. The implied volatity was 12.79, the open interest changed by 238 which increased total open position to 238
BANKNIFTY 27FEB2025 53700 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 |
7 Feb | 50158.85 | 4200 | 0 | 0.00 | 0 | 0 | 0 |
6 Feb | 50382.10 | 4200 | 0 | 0.00 | 0 | 0 | 0 |
5 Feb | 50343.05 | 4200 | 0 | 0.00 | 0 | 0 | 0 |
4 Feb | 50157.95 | 4200 | 0 | 0.00 | 0 | 0 | 0 |
3 Feb | 49210.55 | 4200 | 0 | 0.00 | 0 | 0 | 0 |
1 Feb | 49506.95 | 4200 | 349.95 | 30.17 | 1 | 0 | 26 |
31 Jan | 49587.20 | 3850.05 | -149.75 | 21.70 | 2 | 0 | 26 |
30 Jan | 49311.95 | 3999.8 | -1202.4 | 19.95 | 18 | 16 | 24 |
29 Jan | 49165.95 | 5202.2 | 0 | 0.00 | 0 | 0 | 0 |
28 Jan | 48866.85 | 5202.2 | 0 | 0.00 | 0 | -1 | 0 |
27 Jan | 48064.65 | 5202.2 | 107.8 | - | 1 | 0 | 9 |
24 Jan | 48367.80 | 5094.4 | 3041.35 | 26.47 | 1 | 0 | 8 |
23 Jan | 48589.00 | 2053.05 | 0.00 | 0.00 | 0 | 0 | 0 |
22 Jan | 48724.40 | 2053.05 | 0.00 | 0.00 | 0 | 0 | 0 |
21 Jan | 48570.90 | 2053.05 | 0.00 | 0.00 | 0 | 0 | 0 |
20 Jan | 49350.80 | 2053.05 | 0.00 | 0.00 | 0 | 0 | 0 |
17 Jan | 48540.60 | 2053.05 | 0.00 | 0.00 | 0 | 0 | 0 |
16 Jan | 49278.70 | 2053.05 | 0.00 | 0.00 | 0 | 0 | 0 |
15 Jan | 48751.70 | 2053.05 | 0.00 | 0.00 | 0 | 0 | 0 |
14 Jan | 48729.15 | 2053.05 | 0.00 | 0.00 | 0 | 0 | 0 |
13 Jan | 48041.25 | 2053.05 | 0.00 | 0.00 | 0 | 0 | 0 |
10 Jan | 48734.15 | 2053.05 | 0.00 | 0.00 | 0 | 0 | 0 |
9 Jan | 49503.50 | 2053.05 | 0.00 | 0.00 | 0 | 0 | 0 |
8 Jan | 49835.05 | 2053.05 | 0.00 | 0.00 | 0 | 0 | 0 |
7 Jan | 50202.15 | 2053.05 | 0.00 | 0.00 | 0 | 0 | 0 |
6 Jan | 49922.00 | 2053.05 | 0.00 | 0.00 | 0 | 0 | 0 |
3 Jan | 50988.80 | 2053.05 | 0.00 | 0.00 | 0 | 8 | 0 |
2 Jan | 51605.55 | 2053.05 | 0.00 | 0 | 0 | 0 |
For Nifty Bank - strike price 53700 expiring on 27FEB2025
Delta for 53700 PE is 0.00
Historical price for 53700 PE is as follows
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 4200, 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 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 4200, 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 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 4200, 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 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 4200, 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 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 4200, 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 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 4200, which was 349.95 higher than the previous day. The implied volatity was 30.17, the open interest changed by 0 which decreased total open position to 26
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 3850.05, which was -149.75 lower than the previous day. The implied volatity was 21.70, the open interest changed by 0 which decreased total open position to 26
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 3999.8, which was -1202.4 lower than the previous day. The implied volatity was 19.95, the open interest changed by 16 which increased total open position to 24
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 5202.2, 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 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 5202.2, 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 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 5202.2, which was 107.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 5094.4, which was 3041.35 higher than the previous day. The implied volatity was 26.47, the open interest changed by 0 which decreased total open position to 8
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 2053.05, 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 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 2053.05, 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 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 2053.05, 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 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 2053.05, 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 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 2053.05, 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 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 2053.05, 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 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 2053.05, 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 2053.05, 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 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 2053.05, 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 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 2053.05, 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 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 2053.05, 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 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 2053.05, 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 2053.05, 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 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 2053.05, 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 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 2053.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 2053.05, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0