`
[--[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 54500 CE
Delta: 0.01
Vega: 1.60
Theta: -2.46
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
18 Feb 49087.30 5 -0.65 26.62 19,765 -2,061 10,521
17 Feb 49258.90 5.5 -0.45 24.45 27,649 -5,459 12,667
14 Feb 49099.45 5.95 -1.55 22.44 38,380 5,512 18,143
13 Feb 49359.85 7.1 -2.15 20.95 25,607 -52 12,647
12 Feb 49479.45 8.8 -2.15 20.04 41,624 -2,384 12,736
11 Feb 49403.40 10.3 -3.15 20.40 62,867 -13,576 15,212
10 Feb 49981.00 13.4 -4.95 18.16 50,827 -1,201 28,881
7 Feb 50158.85 17.8 -11.25 16.49 98,313 16,208 30,497
6 Feb 50382.10 29.5 0.3 16.63 27,536 726 14,400
5 Feb 50343.05 29.05 1.35 16.62 25,942 -497 13,722
4 Feb 50157.95 25.1 4.45 16.46 34,056 1,687 14,248
3 Feb 49210.55 19.3 -8.45 18.35 25,713 2,515 12,521
1 Feb 49506.95 27.2 -16.7 17.55 49,881 -790 10,177
31 Jan 49587.20 45.7 -1.85 18.52 37,315 4,985 11,062
30 Jan 49311.95 52 -5.75 19.37 10,389 2,395 6,276
29 Jan 49165.95 57.85 1.85 20.21 4,628 740 3,924
28 Jan 48866.85 56.5 15.3 20.64 3,024 142 3,196
27 Jan 48064.65 42.1 -10.1 22.00 1,483 -161 3,053
24 Jan 48367.80 53.2 -7 20.74 2,134 7 3,217
23 Jan 48589.00 59.75 -4.00 20.09 991 -64 3,262
22 Jan 48724.40 63.75 -12.80 19.48 1,784 424 3,333
21 Jan 48570.90 76.55 -20.60 20.36 1,199 49 2,916
20 Jan 49350.80 97.15 26.15 18.74 1,208 149 2,887
17 Jan 48540.60 71 -19.65 19.10 1,409 76 2,740
16 Jan 49278.70 90.65 16.35 17.23 836 -31 2,662
15 Jan 48751.70 74.3 -12.05 18.06 645 -124 2,685
14 Jan 48729.15 86.35 15.45 18.10 1,970 570 2,859
13 Jan 48041.25 70.9 -1.90 19.54 2,527 416 2,372
10 Jan 48734.15 72.8 -27.05 16.87 1,720 -13 2,014
9 Jan 49503.50 99.85 -22.30 15.56 874 -93 2,048
8 Jan 49835.05 122.15 -32.85 15.28 3,045 -68 2,268
7 Jan 50202.15 155 -5.15 14.99 1,385 -161 2,487
6 Jan 49922.00 160.15 -80.80 15.63 3,740 -382 2,902
3 Jan 50988.80 240.95 -101.05 13.67 3,884 734 3,319
2 Jan 51605.55 342 13.04 2,511 -10 2,581


For Nifty Bank - strike price 54500 expiring on 27FEB2025

Delta for 54500 CE is 0.01

Historical price for 54500 CE is as follows

On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 5, which was -0.65 lower than the previous day. The implied volatity was 26.62, the open interest changed by -2061 which decreased total open position to 10521


On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 5.5, which was -0.45 lower than the previous day. The implied volatity was 24.45, the open interest changed by -5459 which decreased total open position to 12667


On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 5.95, which was -1.55 lower than the previous day. The implied volatity was 22.44, the open interest changed by 5512 which increased total open position to 18143


On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 7.1, which was -2.15 lower than the previous day. The implied volatity was 20.95, the open interest changed by -52 which decreased total open position to 12647


On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 8.8, which was -2.15 lower than the previous day. The implied volatity was 20.04, the open interest changed by -2384 which decreased total open position to 12736


On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 10.3, which was -3.15 lower than the previous day. The implied volatity was 20.40, the open interest changed by -13576 which decreased total open position to 15212


On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 13.4, which was -4.95 lower than the previous day. The implied volatity was 18.16, the open interest changed by -1201 which decreased total open position to 28881


On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 17.8, which was -11.25 lower than the previous day. The implied volatity was 16.49, the open interest changed by 16208 which increased total open position to 30497


On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 29.5, which was 0.3 higher than the previous day. The implied volatity was 16.63, the open interest changed by 726 which increased total open position to 14400


On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 29.05, which was 1.35 higher than the previous day. The implied volatity was 16.62, the open interest changed by -497 which decreased total open position to 13722


On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 25.1, which was 4.45 higher than the previous day. The implied volatity was 16.46, the open interest changed by 1687 which increased total open position to 14248


On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 19.3, which was -8.45 lower than the previous day. The implied volatity was 18.35, the open interest changed by 2515 which increased total open position to 12521


On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 27.2, which was -16.7 lower than the previous day. The implied volatity was 17.55, the open interest changed by -790 which decreased total open position to 10177


On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 45.7, which was -1.85 lower than the previous day. The implied volatity was 18.52, the open interest changed by 4985 which increased total open position to 11062


On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 52, which was -5.75 lower than the previous day. The implied volatity was 19.37, the open interest changed by 2395 which increased total open position to 6276


On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 57.85, which was 1.85 higher than the previous day. The implied volatity was 20.21, the open interest changed by 740 which increased total open position to 3924


On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 56.5, which was 15.3 higher than the previous day. The implied volatity was 20.64, the open interest changed by 142 which increased total open position to 3196


On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 42.1, which was -10.1 lower than the previous day. The implied volatity was 22.00, the open interest changed by -161 which decreased total open position to 3053


On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 53.2, which was -7 lower than the previous day. The implied volatity was 20.74, the open interest changed by 7 which increased total open position to 3217


On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 59.75, which was -4.00 lower than the previous day. The implied volatity was 20.09, the open interest changed by -64 which decreased total open position to 3262


On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 63.75, which was -12.80 lower than the previous day. The implied volatity was 19.48, the open interest changed by 424 which increased total open position to 3333


On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 76.55, which was -20.60 lower than the previous day. The implied volatity was 20.36, the open interest changed by 49 which increased total open position to 2916


On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 97.15, which was 26.15 higher than the previous day. The implied volatity was 18.74, the open interest changed by 149 which increased total open position to 2887


On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 71, which was -19.65 lower than the previous day. The implied volatity was 19.10, the open interest changed by 76 which increased total open position to 2740


On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 90.65, which was 16.35 higher than the previous day. The implied volatity was 17.23, the open interest changed by -31 which decreased total open position to 2662


On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 74.3, which was -12.05 lower than the previous day. The implied volatity was 18.06, the open interest changed by -124 which decreased total open position to 2685


On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 86.35, which was 15.45 higher than the previous day. The implied volatity was 18.10, the open interest changed by 570 which increased total open position to 2859


On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 70.9, which was -1.90 lower than the previous day. The implied volatity was 19.54, the open interest changed by 416 which increased total open position to 2372


On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 72.8, which was -27.05 lower than the previous day. The implied volatity was 16.87, the open interest changed by -13 which decreased total open position to 2014


On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 99.85, which was -22.30 lower than the previous day. The implied volatity was 15.56, the open interest changed by -93 which decreased total open position to 2048


On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 122.15, which was -32.85 lower than the previous day. The implied volatity was 15.28, the open interest changed by -68 which decreased total open position to 2268


On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 155, which was -5.15 lower than the previous day. The implied volatity was 14.99, the open interest changed by -161 which decreased total open position to 2487


On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 160.15, which was -80.80 lower than the previous day. The implied volatity was 15.63, the open interest changed by -382 which decreased total open position to 2902


On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 240.95, which was -101.05 lower than the previous day. The implied volatity was 13.67, the open interest changed by 734 which increased total open position to 3319


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 342, which was lower than the previous day. The implied volatity was 13.04, the open interest changed by -10 which decreased total open position to 2581


BANKNIFTY 27FEB2025 54500 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 5046.35 3.95 0.00 0 0 0
17 Feb 49258.90 5046.35 -53.65 - 7 0 730
14 Feb 49099.45 5100 189.9 - 51 3 729
13 Feb 49359.85 4910.1 121.65 - 4 -2 726
12 Feb 49479.45 4788.45 -9.9 25.20 28 7 728
11 Feb 49403.40 4831.7 396.7 - 8 0 719
10 Feb 49981.00 4435 333.2 29.80 12 0 728
7 Feb 50158.85 4101.8 101.8 23.31 5 0 729
6 Feb 50382.10 4000 47.6 27.41 30 0 759
5 Feb 50343.05 3958.9 -216.4 20.79 30 3 761
4 Feb 50157.95 4163.25 -537.95 22.57 102 -66 758
3 Feb 49210.55 4701.2 0 0.00 0 1 0
1 Feb 49506.95 4701.2 99.95 23.05 17 0 823
31 Jan 49587.20 4563.2 -180.25 20.80 111 43 822
30 Jan 49311.95 4735.9 -342.45 19.25 276 261 779
29 Jan 49165.95 5100 46.35 26.89 433 399 516
28 Jan 48866.85 5053.65 -996.35 - 29 26 116
27 Jan 48064.65 6050 354.35 20.72 24 19 88
24 Jan 48367.80 5695.7 261.7 20.18 5 3 67
23 Jan 48589.00 5434 -77.20 19.31 10 6 62
22 Jan 48724.40 5511.2 141.20 28.93 29 26 53
21 Jan 48570.90 5370 730.00 18.21 7 -1 26
20 Jan 49350.80 4640 0.00 0.00 0 0 0
17 Jan 48540.60 4640 0.00 0.00 0 3 0
16 Jan 49278.70 4640 -493.95 19.49 12 3 27
15 Jan 48751.70 5133.95 -137.05 16.85 3 0 23
14 Jan 48729.15 5271 -379.00 25.28 1 0 23
13 Jan 48041.25 5650 975.00 - 9 0 32
10 Jan 48734.15 4675 91.60 - 18 8 23
9 Jan 49503.50 4583.4 621.15 22.56 2 1 14
8 Jan 49835.05 3962.25 -123.20 11.91 1 0 14
7 Jan 50202.15 4085.45 0.00 0.00 0 7 0
6 Jan 49922.00 4085.45 1549.70 19.33 9 6 13
3 Jan 50988.80 2535.75 0.00 0.00 0 7 0
2 Jan 51605.55 2535.75 15.07 2 6 6


For Nifty Bank - strike price 54500 expiring on 27FEB2025

Delta for 54500 PE is 0.00

Historical price for 54500 PE is as follows

On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 5046.35, which was 3.95 higher 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 5046.35, which was -53.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 730


On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 5100, which was 189.9 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 729


On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 4910.1, which was 121.65 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 726


On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 4788.45, which was -9.9 lower than the previous day. The implied volatity was 25.20, the open interest changed by 7 which increased total open position to 728


On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 4831.7, which was 396.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 719


On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 4435, which was 333.2 higher than the previous day. The implied volatity was 29.80, the open interest changed by 0 which decreased total open position to 728


On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 4101.8, which was 101.8 higher than the previous day. The implied volatity was 23.31, the open interest changed by 0 which decreased total open position to 729


On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 4000, which was 47.6 higher than the previous day. The implied volatity was 27.41, the open interest changed by 0 which decreased total open position to 759


On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 3958.9, which was -216.4 lower than the previous day. The implied volatity was 20.79, the open interest changed by 3 which increased total open position to 761


On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 4163.25, which was -537.95 lower than the previous day. The implied volatity was 22.57, the open interest changed by -66 which decreased total open position to 758


On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 4701.2, 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 4701.2, which was 99.95 higher than the previous day. The implied volatity was 23.05, the open interest changed by 0 which decreased total open position to 823


On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 4563.2, which was -180.25 lower than the previous day. The implied volatity was 20.80, the open interest changed by 43 which increased total open position to 822


On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 4735.9, which was -342.45 lower than the previous day. The implied volatity was 19.25, the open interest changed by 261 which increased total open position to 779


On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 5100, which was 46.35 higher than the previous day. The implied volatity was 26.89, the open interest changed by 399 which increased total open position to 516


On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 5053.65, which was -996.35 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 116


On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 6050, which was 354.35 higher than the previous day. The implied volatity was 20.72, the open interest changed by 19 which increased total open position to 88


On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 5695.7, which was 261.7 higher than the previous day. The implied volatity was 20.18, the open interest changed by 3 which increased total open position to 67


On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 5434, which was -77.20 lower than the previous day. The implied volatity was 19.31, the open interest changed by 6 which increased total open position to 62


On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 5511.2, which was 141.20 higher than the previous day. The implied volatity was 28.93, the open interest changed by 26 which increased total open position to 53


On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 5370, which was 730.00 higher than the previous day. The implied volatity was 18.21, the open interest changed by -1 which decreased total open position to 26


On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 4640, 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 4640, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 4640, which was -493.95 lower than the previous day. The implied volatity was 19.49, the open interest changed by 3 which increased total open position to 27


On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 5133.95, which was -137.05 lower than the previous day. The implied volatity was 16.85, the open interest changed by 0 which decreased total open position to 23


On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 5271, which was -379.00 lower than the previous day. The implied volatity was 25.28, the open interest changed by 0 which decreased total open position to 23


On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 5650, which was 975.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32


On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 4675, which was 91.60 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 23


On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 4583.4, which was 621.15 higher than the previous day. The implied volatity was 22.56, the open interest changed by 1 which increased total open position to 14


On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 3962.25, which was -123.20 lower than the previous day. The implied volatity was 11.91, the open interest changed by 0 which decreased total open position to 14


On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 4085.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0


On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 4085.45, which was 1549.70 higher than the previous day. The implied volatity was 19.33, the open interest changed by 6 which increased total open position to 13


On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 2535.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 2535.75, which was lower than the previous day. The implied volatity was 15.07, the open interest changed by 6 which increased total open position to 6