BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
07 Feb 2025 04:13 PM IST
| BANKNIFTY 27FEB2025 54800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 5.84
Theta: -2.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Feb | 50158.85 | 15 | -8.05 | 17.02 | 10,505 | -267 | 1,435 | |||
| 6 Feb | 50382.10 | 24.05 | 0 | 17.04 | 4,672 | 220 | 1,707 | |||
| 5 Feb | 50343.05 | 23.8 | 0.6 | 17.02 | 5,978 | -22 | 1,492 | |||
| 4 Feb | 50157.95 | 20.25 | 1.45 | 16.81 | 5,976 | 130 | 1,513 | |||
| 3 Feb | 49210.55 | 18.45 | -5.8 | 19.10 | 4,282 | 424 | 1,344 | |||
| 1 Feb | 49506.95 | 20.75 | -16.6 | 17.64 | 8,903 | 114 | 924 | |||
| 31 Jan | 49587.20 | 34.2 | -5.9 | 18.45 | 4,698 | 546 | 788 | |||
| 30 Jan | 49311.95 | 48.8 | -11.2 | 20.00 | 165 | 56 | 240 | |||
| 29 Jan | 49165.95 | 60 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 28 Jan | 48866.85 | 60 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Jan | 48064.65 | 60 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Jan | 48367.80 | 60 | 0 | 0.00 | 0 | 0 | 0 | |||
| 23 Jan | 48589.00 | 60 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Jan | 48724.40 | 60 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Jan | 48570.90 | 60 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Jan | 49350.80 | 60 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Jan | 48540.60 | 60 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Jan | 49278.70 | 60 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 15 Jan | 48751.70 | 60 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Jan | 48729.15 | 60 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Jan | 48041.25 | 60 | -1.85 | 19.68 | 9 | 0 | 184 | |||
| 10 Jan | 48734.15 | 61.85 | -25.20 | 17.01 | 225 | 77 | 184 | |||
| 9 Jan | 49503.50 | 87.05 | -56.05 | 15.87 | 111 | 28 | 104 | |||
| 8 Jan | 49835.05 | 143.1 | -12.90 | 16.76 | 1 | 0 | 76 | |||
| 7 Jan | 50202.15 | 156 | 0.00 | 0.00 | 0 | -40 | 0 | |||
| 6 Jan | 49922.00 | 156 | -41.40 | 16.31 | 78 | -39 | 77 | |||
| 3 Jan | 50988.80 | 197.4 | -128.85 | 13.65 | 216 | 95 | 119 | |||
| 2 Jan | 51605.55 | 326.25 | 0.00 | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 54800 expiring on 27FEB2025
Delta for 54800 CE is 0.02
Historical price for 54800 CE is as follows
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 15, which was -8.05 lower than the previous day. The implied volatity was 17.02, the open interest changed by -267 which decreased total open position to 1435
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 24.05, which was 0 lower than the previous day. The implied volatity was 17.04, the open interest changed by 220 which increased total open position to 1707
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 23.8, which was 0.6 higher than the previous day. The implied volatity was 17.02, the open interest changed by -22 which decreased total open position to 1492
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 20.25, which was 1.45 higher than the previous day. The implied volatity was 16.81, the open interest changed by 130 which increased total open position to 1513
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 18.45, which was -5.8 lower than the previous day. The implied volatity was 19.10, the open interest changed by 424 which increased total open position to 1344
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 20.75, which was -16.6 lower than the previous day. The implied volatity was 17.64, the open interest changed by 114 which increased total open position to 924
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 34.2, which was -5.9 lower than the previous day. The implied volatity was 18.45, the open interest changed by 546 which increased total open position to 788
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 48.8, which was -11.2 lower than the previous day. The implied volatity was 20.00, the open interest changed by 56 which increased total open position to 240
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 60, 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 60, 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 60, 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 60, 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 60, 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 60, 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 60, 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 60, 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 60, 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 60, 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 60, 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 60, 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 60, which was -1.85 lower than the previous day. The implied volatity was 19.68, the open interest changed by 0 which decreased total open position to 184
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 61.85, which was -25.20 lower than the previous day. The implied volatity was 17.01, the open interest changed by 77 which increased total open position to 184
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 87.05, which was -56.05 lower than the previous day. The implied volatity was 15.87, the open interest changed by 28 which increased total open position to 104
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 143.1, which was -12.90 lower than the previous day. The implied volatity was 16.76, the open interest changed by 0 which decreased total open position to 76
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 156, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -40 which decreased total open position to 0
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 156, which was -41.40 lower than the previous day. The implied volatity was 16.31, the open interest changed by -39 which decreased total open position to 77
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 197.4, which was -128.85 lower than the previous day. The implied volatity was 13.65, the open interest changed by 95 which increased total open position to 119
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 326.25, 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
| BANKNIFTY 27FEB2025 54800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 5170.85 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Feb | 50382.10 | 5170.85 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Feb | 50343.05 | 5170.85 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Feb | 50157.95 | 5170.85 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Feb | 49210.55 | 5170.85 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Feb | 49506.95 | 5170.85 | 0 | 0.00 | 0 | 0 | 0 |
| 31 Jan | 49587.20 | 5170.85 | 0 | 0.00 | 0 | 4 | 0 |
| 30 Jan | 49311.95 | 5170.85 | 2149.05 | 27.68 | 4 | 2 | 2 |
| 29 Jan | 49165.95 | 3021.8 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 48866.85 | 3021.8 | 0 | - | 0 | 0 | 0 |
| 27 Jan | 48064.65 | 3021.8 | 0 | - | 0 | 0 | 0 |
| 24 Jan | 48367.80 | 3021.8 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 48589.00 | 3021.8 | 0.00 | - | 0 | 0 | 0 |
| 22 Jan | 48724.40 | 3021.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Jan | 48570.90 | 3021.8 | 0.00 | - | 0 | 0 | 0 |
| 20 Jan | 49350.80 | 3021.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Jan | 48540.60 | 3021.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Jan | 49278.70 | 3021.8 | 0.00 | - | 0 | 0 | 0 |
| 15 Jan | 48751.70 | 3021.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Jan | 48729.15 | 3021.8 | 0.00 | - | 0 | 0 | 0 |
| 13 Jan | 48041.25 | 3021.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Jan | 48734.15 | 3021.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Jan | 49503.50 | 3021.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Jan | 49835.05 | 3021.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Jan | 50202.15 | 3021.8 | 0.00 | - | 0 | 0 | 0 |
| 6 Jan | 49922.00 | 3021.8 | 0.00 | - | 0 | 0 | 0 |
| 3 Jan | 50988.80 | 3021.8 | 0.00 | - | 0 | 0 | 0 |
| 2 Jan | 51605.55 | 3021.8 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 54800 expiring on 27FEB2025
Delta for 54800 PE is 0.00
Historical price for 54800 PE is as follows
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 5170.85, 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 5170.85, 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 5170.85, 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 5170.85, 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 5170.85, 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 5170.85, 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 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 5170.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 5170.85, which was 2149.05 higher than the previous day. The implied volatity was 27.68, the open interest changed by 2 which increased total open position to 2
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 3021.8, which was 0 lower than the previous day. The implied volatity was -, 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 3021.8, which was 0 lower than the previous day. The implied volatity was -, 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 3021.8, which was 0 lower than the previous day. The implied volatity was -, 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 3021.8, which was 0 lower than the previous day. The implied volatity was -, 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 3021.8, which was 0.00 lower than the previous day. The implied volatity was -, 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 3021.8, which was 0.00 lower than the previous day. The implied volatity was -, 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 3021.8, which was 0.00 lower than the previous day. The implied volatity was -, 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 3021.8, which was 0.00 lower than the previous day. The implied volatity was -, 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 3021.8, which was 0.00 lower than the previous day. The implied volatity was -, 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 3021.8, which was 0.00 lower than the previous day. The implied volatity was -, 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 3021.8, which was 0.00 lower than the previous day. The implied volatity was -, 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 3021.8, which was 0.00 lower than the previous day. The implied volatity was -, 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 3021.8, which was 0.00 lower than the previous day. The implied volatity was -, 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 3021.8, which was 0.00 lower than the previous day. The implied volatity was -, 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 3021.8, which was 0.00 lower than the previous day. The implied volatity was -, 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 3021.8, which was 0.00 lower than the previous day. The implied volatity was -, 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 3021.8, which was 0.00 lower than the previous day. The implied volatity was -, 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 3021.8, which was 0.00 lower than the previous day. The implied volatity was -, 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 3021.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 3021.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
