BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
18 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 54500 CE | ||||||||||
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Delta: 0.01
Vega: 1.60
Theta: -2.46
Gamma: 0.00
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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 | |||
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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 | |||||||
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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 |
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