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BANKNIFTY
Nifty Bank

49087.3 -171.60 (-0.35%)

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Historical option data for BANKNIFTY

18 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 54400 CE
Delta: 0.01
Vega: 1.59
Theta: -2.41
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
18 Feb 49087.30 4.9 -1.05 26.16 1,443 17 1,189
17 Feb 49258.90 6.3 -0.4 24.45 2,234 -570 1,174
14 Feb 49099.45 5.75 -2.35 22.00 4,682 -544 1,753
13 Feb 49359.85 8.1 -2.1 20.95 5,320 549 2,284
12 Feb 49479.45 9.85 -2.2 19.99 7,277 -228 1,732
11 Feb 49403.40 11.35 -3.65 20.34 5,076 354 1,962
10 Feb 49981.00 15.6 -4.7 18.23 7,362 -164 1,610
7 Feb 50158.85 19.15 -12.15 16.35 12,722 211 1,777
6 Feb 50382.10 31.8 0.6 16.51 6,737 630 1,589
5 Feb 50343.05 28.95 -0.9 16.27 6,345 -72 962
4 Feb 50157.95 27.9 5.85 16.44 6,957 -242 1,037
3 Feb 49210.55 21.4 -8.3 18.34 3,098 97 1,297
1 Feb 49506.95 29.85 -17.1 17.52 10,559 275 1,212
31 Jan 49587.20 47.95 -1.4 18.37 9,454 780 932
30 Jan 49311.95 60.95 -5.05 19.57 220 61 151
29 Jan 49165.95 66 0 0.00 0 0 0
28 Jan 48866.85 66 0 0.00 0 0 0
27 Jan 48064.65 66 0 0.00 0 0 0
24 Jan 48367.80 66 0 0.00 0 8 0
23 Jan 48589.00 66 -1.65 20.21 18 8 90
22 Jan 48724.40 67.65 -12.70 19.43 27 14 81
21 Jan 48570.90 80.35 -4.65 20.29 40 22 63
20 Jan 49350.80 85 0.00 0.00 0 0 0
17 Jan 48540.60 85 0.00 0.00 0 0 0
16 Jan 49278.70 85 0.00 0.00 0 0 0
15 Jan 48751.70 85 0.00 0.00 0 0 0
14 Jan 48729.15 85 0.00 0.00 0 0 0
13 Jan 48041.25 85 0.00 0.00 0 38 0
10 Jan 48734.15 85 -14.95 17.21 76 37 40
9 Jan 49503.50 99.95 -151.65 15.33 4 -2 4
8 Jan 49835.05 251.6 0.00 0.00 0 0 0
7 Jan 50202.15 251.6 0.00 0.00 0 0 0
6 Jan 49922.00 251.6 0.00 0.00 0 1 0
3 Jan 50988.80 251.6 -40.05 13.57 4 1 6
2 Jan 51605.55 291.65 0.00 0 5 0


For Nifty Bank - strike price 54400 expiring on 27FEB2025

Delta for 54400 CE is 0.01

Historical price for 54400 CE is as follows

On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 4.9, which was -1.05 lower than the previous day. The implied volatity was 26.16, the open interest changed by 17 which increased total open position to 1189


On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 6.3, which was -0.4 lower than the previous day. The implied volatity was 24.45, the open interest changed by -570 which decreased total open position to 1174


On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 5.75, which was -2.35 lower than the previous day. The implied volatity was 22.00, the open interest changed by -544 which decreased total open position to 1753


On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 8.1, which was -2.1 lower than the previous day. The implied volatity was 20.95, the open interest changed by 549 which increased total open position to 2284


On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 9.85, which was -2.2 lower than the previous day. The implied volatity was 19.99, the open interest changed by -228 which decreased total open position to 1732


On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 11.35, which was -3.65 lower than the previous day. The implied volatity was 20.34, the open interest changed by 354 which increased total open position to 1962


On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 15.6, which was -4.7 lower than the previous day. The implied volatity was 18.23, the open interest changed by -164 which decreased total open position to 1610


On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 19.15, which was -12.15 lower than the previous day. The implied volatity was 16.35, the open interest changed by 211 which increased total open position to 1777


On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 31.8, which was 0.6 higher than the previous day. The implied volatity was 16.51, the open interest changed by 630 which increased total open position to 1589


On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 28.95, which was -0.9 lower than the previous day. The implied volatity was 16.27, the open interest changed by -72 which decreased total open position to 962


On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 27.9, which was 5.85 higher than the previous day. The implied volatity was 16.44, the open interest changed by -242 which decreased total open position to 1037


On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 21.4, which was -8.3 lower than the previous day. The implied volatity was 18.34, the open interest changed by 97 which increased total open position to 1297


On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 29.85, which was -17.1 lower than the previous day. The implied volatity was 17.52, the open interest changed by 275 which increased total open position to 1212


On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 47.95, which was -1.4 lower than the previous day. The implied volatity was 18.37, the open interest changed by 780 which increased total open position to 932


On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 60.95, which was -5.05 lower than the previous day. The implied volatity was 19.57, the open interest changed by 61 which increased total open position to 151


On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 66, 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 66, 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 66, 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 66, which was 0 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 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 66, which was -1.65 lower than the previous day. The implied volatity was 20.21, the open interest changed by 8 which increased total open position to 90


On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 67.65, which was -12.70 lower than the previous day. The implied volatity was 19.43, the open interest changed by 14 which increased total open position to 81


On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 80.35, which was -4.65 lower than the previous day. The implied volatity was 20.29, the open interest changed by 22 which increased total open position to 63


On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 85, 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 85, 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 85, 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 85, 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 85, 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 85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 38 which increased total open position to 0


On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 85, which was -14.95 lower than the previous day. The implied volatity was 17.21, the open interest changed by 37 which increased total open position to 40


On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 99.95, which was -151.65 lower than the previous day. The implied volatity was 15.33, the open interest changed by -2 which decreased total open position to 4


On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 251.6, 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 251.6, 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 251.6, which was 0.00 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 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 251.6, which was -40.05 lower than the previous day. The implied volatity was 13.57, the open interest changed by 1 which increased total open position to 6


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 291.65, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


BANKNIFTY 27FEB2025 54400 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
18 Feb 49087.30 4749.05 0 0.00 0 0 0
17 Feb 49258.90 4749.05 0 0.00 0 0 0
14 Feb 49099.45 4749.05 0 0.00 0 0 0
13 Feb 49359.85 4749.05 0 0.00 0 0 0
12 Feb 49479.45 4749.05 0 0.00 0 -2 0
11 Feb 49403.40 4749.05 323.65 - 4 -1 13
10 Feb 49981.00 4425.4 0 0.00 0 0 0
7 Feb 50158.85 4425.4 0 0.00 0 0 0
6 Feb 50382.10 4425.4 0 0.00 0 0 0
5 Feb 50343.05 4425.4 0 0.00 0 0 0
4 Feb 50157.95 4425.4 0 0.00 0 0 0
3 Feb 49210.55 4425.4 0 0.00 0 1 0
1 Feb 49506.95 4425.4 -296.7 - 1 0 13
31 Jan 49587.20 4689.2 -32.9 0.00 0 9 0
30 Jan 49311.95 4689.2 -618.3 21.85 10 7 11
29 Jan 49165.95 5307.5 0 0.00 0 0 0
28 Jan 48866.85 5307.5 0 0.00 0 0 0
27 Jan 48064.65 5307.5 0 0.00 0 0 0
24 Jan 48367.80 5307.5 0 0.00 0 1 0
23 Jan 48589.00 5307.5 -11.95 16.57 1 0 3
22 Jan 48724.40 5319.45 0.00 0.00 0 1 0
21 Jan 48570.90 5319.45 1079.45 20.87 1 0 2
20 Jan 49350.80 4240 0.00 0.00 0 0 0
17 Jan 48540.60 4240 0.00 0.00 0 0 0
16 Jan 49278.70 4240 0.00 0.00 0 0 0
15 Jan 48751.70 4240 0.00 0.00 0 0 0
14 Jan 48729.15 4240 0.00 0.00 0 0 0
13 Jan 48041.25 4240 0.00 0.00 0 0 0
10 Jan 48734.15 4240 0.00 0.00 0 1 0
9 Jan 49503.50 4240 1250.00 15.83 1 0 1
8 Jan 49835.05 2990 0.00 0.00 0 0 0
7 Jan 50202.15 2990 0.00 0.00 0 0 0
6 Jan 49922.00 2990 0.00 0.00 0 0 0
3 Jan 50988.80 2990 0.00 0.00 0 1 0
2 Jan 51605.55 2990 0.00 0 1 0


For Nifty Bank - strike price 54400 expiring on 27FEB2025

Delta for 54400 PE is 0.00

Historical price for 54400 PE is as follows

On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 4749.05, 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 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 4749.05, 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 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 4749.05, 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 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 4749.05, 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 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 4749.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 4749.05, which was 323.65 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 13


On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 4425.4, 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 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 4425.4, 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 4425.4, 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 4425.4, 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 4425.4, 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 4425.4, 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 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 4425.4, which was -296.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 4689.2, which was -32.9 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0


On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 4689.2, which was -618.3 lower than the previous day. The implied volatity was 21.85, the open interest changed by 7 which increased total open position to 11


On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 5307.5, 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 5307.5, 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 5307.5, 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 5307.5, 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 5307.5, which was -11.95 lower than the previous day. The implied volatity was 16.57, the open interest changed by 0 which decreased total open position to 3


On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 5319.45, which was 0.00 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 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 5319.45, which was 1079.45 higher than the previous day. The implied volatity was 20.87, the open interest changed by 0 which decreased total open position to 2


On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 4240, 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 4240, 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 4240, 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 4240, 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 4240, 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 4240, 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 4240, which was 0.00 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 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 4240, which was 1250.00 higher than the previous day. The implied volatity was 15.83, the open interest changed by 0 which decreased total open position to 1


On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 2990, 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 2990, 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 2990, 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 2990, which was 0.00 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 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 2990, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0