BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
21 Mar 2025 01:00 PM IST
| BANKNIFTY 27MAR2025 55000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.75
Theta: -1.53
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Mar | 50492.40 | 1.85 | 0.05 | 24.15 | 11,315 | 1,598 | 12,086 | |||
| 20 Mar | 50062.85 | 1.6 | -0.15 | 24.55 | 14,359 | -453 | 10,564 | |||
| 19 Mar | 49702.60 | 1.7 | -0.15 | 24.24 | 11,862 | -71 | 10,981 | |||
| 18 Mar | 49314.50 | 1.8 | -0.55 | 24.42 | 16,693 | -214 | 11,044 | |||
| 17 Mar | 48354.15 | 2.6 | -1.7 | 28.29 | 9,587 | -634 | 11,221 | |||
| 13 Mar | 48060.40 | 3.75 | -0.9 | 25.87 | 11,303 | -1,431 | 11,860 | |||
| 12 Mar | 48056.65 | 4.8 | -0.45 | 25.49 | 12,381 | 1,295 | 13,275 | |||
| 11 Mar | 47853.95 | 4.95 | -0.3 | 25.34 | 11,226 | 166 | 12,040 | |||
| 10 Mar | 48216.80 | 5.3 | -0.75 | 23.69 | 12,707 | 43 | 11,873 | |||
| 7 Mar | 48497.50 | 6 | -1 | 21.16 | 16,846 | 496 | 11,830 | |||
| 6 Mar | 48627.70 | 6.75 | -0.9 | 20.35 | 10,465 | 245 | 11,513 | |||
| 5 Mar | 48489.95 | 7.1 | -1.05 | 20.36 | 9,719 | -87 | 11,322 | |||
| 4 Mar | 48245.20 | 7.8 | -0.2 | 20.75 | 12,906 | 457 | 11,408 | |||
| 3 Mar | 48114.30 | 7.45 | -0.35 | 20.56 | 21,143 | 328 | 10,691 | |||
| 28 Feb | 48344.70 | 7.3 | -1.25 | 18.93 | 22,553 | 2,093 | 10,376 | |||
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| 27 Feb | 48743.80 | 9.05 | -2.15 | 17.98 | 8,350 | 1,223 | 8,283 | |||
| 25 Feb | 48608.35 | 10 | -4 | 17.68 | 7,368 | 872 | 7,050 | |||
| 24 Feb | 48651.95 | 13.85 | -2.85 | 17.94 | 4,942 | 503 | 6,152 | |||
| 21 Feb | 48981.20 | 17.15 | -4.95 | 16.87 | 6,643 | -702 | 5,635 | |||
| 20 Feb | 49334.55 | 21.9 | -5.05 | 16.13 | 4,863 | -717 | 6,399 | |||
| 19 Feb | 49570.10 | 27.5 | -0.5 | 15.78 | 3,655 | 138 | 7,146 | |||
| 18 Feb | 49087.30 | 27.1 | -5.55 | 16.79 | 1,512 | 107 | 7,007 | |||
| 17 Feb | 49258.90 | 33.75 | -0.05 | 16.50 | 2,394 | 356 | 6,908 | |||
| 14 Feb | 49099.45 | 33.15 | -6.55 | 16.38 | 3,068 | 536 | 6,545 | |||
| 13 Feb | 49359.85 | 40.2 | -5.85 | 15.92 | 2,119 | 309 | 6,012 | |||
| 12 Feb | 49479.45 | 46.65 | 0.45 | 15.62 | 2,549 | 232 | 5,707 | |||
| 11 Feb | 49403.40 | 45 | -14.65 | 15.75 | 2,901 | 108 | 5,504 | |||
| 10 Feb | 49981.00 | 60.4 | -6.7 | 14.76 | 2,586 | 433 | 5,444 | |||
| 7 Feb | 50158.85 | 69.35 | -17.3 | 13.92 | 3,729 | 712 | 5,020 | |||
| 6 Feb | 50382.10 | 87.5 | 1.65 | 13.84 | 1,851 | 592 | 4,312 | |||
| 5 Feb | 50343.05 | 85.55 | 5.4 | 13.95 | 2,304 | 548 | 3,785 | |||
| 4 Feb | 50157.95 | 83.95 | 24.8 | 14.25 | 2,219 | 146 | 3,244 | |||
| 3 Feb | 49210.55 | 58 | -15.95 | 15.32 | 3,106 | 633 | 3,165 | |||
| 1 Feb | 49506.95 | 74.2 | -18.2 | 14.94 | 3,217 | 91 | 2,624 | |||
| 31 Jan | 49587.20 | 94 | -9.25 | 15.30 | 2,240 | 390 | 2,539 | |||
| 30 Jan | 49311.95 | 102 | -6.7 | 16.01 | 1,686 | -136 | 2,219 | |||
| 29 Jan | 49165.95 | 105 | 2.55 | 16.58 | 1,641 | 618 | 2,355 | |||
| 28 Jan | 48866.85 | 110 | 16.05 | 17.30 | 1,420 | 363 | 1,753 | |||
| 27 Jan | 48064.65 | 92 | -12.4 | 18.74 | 344 | 157 | 1,419 | |||
| 24 Jan | 48367.80 | 105.1 | -12.15 | 17.87 | 776 | 290 | 1,261 | |||
| 23 Jan | 48589.00 | 117.85 | -18.15 | 17.50 | 712 | 54 | 981 | |||
| 22 Jan | 48724.40 | 136 | -15.00 | 17.46 | 701 | 158 | 928 | |||
| 21 Jan | 48570.90 | 151 | -44.05 | 18.14 | 358 | 21 | 768 | |||
| 20 Jan | 49350.80 | 195.05 | 50.05 | 17.18 | 518 | 40 | 748 | |||
| 17 Jan | 48540.60 | 145 | -43.00 | 17.47 | 528 | -23 | 708 | |||
| 16 Jan | 49278.70 | 188 | 32.00 | 16.24 | 424 | 77 | 729 | |||
| 15 Jan | 48751.70 | 156 | -11.95 | 16.88 | 228 | 13 | 655 | |||
| 14 Jan | 48729.15 | 167.95 | 23.20 | 16.78 | 451 | 94 | 642 | |||
| 13 Jan | 48041.25 | 144.75 | -12.25 | 18.13 | 322 | 8 | 529 | |||
| 10 Jan | 48734.15 | 157 | -45.70 | 16.20 | 628 | -68 | 522 | |||
| 9 Jan | 49503.50 | 202.7 | -36.30 | 15.14 | 425 | 34 | 590 | |||
| 8 Jan | 49835.05 | 239 | -20.00 | 15.00 | 640 | 100 | 554 | |||
| 7 Jan | 50202.15 | 259 | 3.75 | 14.27 | 433 | -36 | 463 | |||
| 6 Jan | 49922.00 | 255.25 | -104.75 | 14.69 | 755 | 82 | 499 | |||
| 3 Jan | 50988.80 | 360 | -121.20 | 13.13 | 373 | -2 | 420 | |||
| 2 Jan | 51605.55 | 481.2 | 12.66 | 478 | 54 | 424 | ||||
For Nifty Bank - strike price 55000 expiring on 27MAR2025
Delta for 55000 CE is 0.00
Historical price for 55000 CE is as follows
On 21 Mar BANKNIFTY was trading at 50492.40. The strike last trading price was 1.85, which was 0.05 higher than the previous day. The implied volatity was 24.15, the open interest changed by 1598 which increased total open position to 12086
On 20 Mar BANKNIFTY was trading at 50062.85. The strike last trading price was 1.6, which was -0.15 lower than the previous day. The implied volatity was 24.55, the open interest changed by -453 which decreased total open position to 10564
On 19 Mar BANKNIFTY was trading at 49702.60. The strike last trading price was 1.7, which was -0.15 lower than the previous day. The implied volatity was 24.24, the open interest changed by -71 which decreased total open position to 10981
On 18 Mar BANKNIFTY was trading at 49314.50. The strike last trading price was 1.8, which was -0.55 lower than the previous day. The implied volatity was 24.42, the open interest changed by -214 which decreased total open position to 11044
On 17 Mar BANKNIFTY was trading at 48354.15. The strike last trading price was 2.6, which was -1.7 lower than the previous day. The implied volatity was 28.29, the open interest changed by -634 which decreased total open position to 11221
On 13 Mar BANKNIFTY was trading at 48060.40. The strike last trading price was 3.75, which was -0.9 lower than the previous day. The implied volatity was 25.87, the open interest changed by -1431 which decreased total open position to 11860
On 12 Mar BANKNIFTY was trading at 48056.65. The strike last trading price was 4.8, which was -0.45 lower than the previous day. The implied volatity was 25.49, the open interest changed by 1295 which increased total open position to 13275
On 11 Mar BANKNIFTY was trading at 47853.95. The strike last trading price was 4.95, which was -0.3 lower than the previous day. The implied volatity was 25.34, the open interest changed by 166 which increased total open position to 12040
On 10 Mar BANKNIFTY was trading at 48216.80. The strike last trading price was 5.3, which was -0.75 lower than the previous day. The implied volatity was 23.69, the open interest changed by 43 which increased total open position to 11873
On 7 Mar BANKNIFTY was trading at 48497.50. The strike last trading price was 6, which was -1 lower than the previous day. The implied volatity was 21.16, the open interest changed by 496 which increased total open position to 11830
On 6 Mar BANKNIFTY was trading at 48627.70. The strike last trading price was 6.75, which was -0.9 lower than the previous day. The implied volatity was 20.35, the open interest changed by 245 which increased total open position to 11513
On 5 Mar BANKNIFTY was trading at 48489.95. The strike last trading price was 7.1, which was -1.05 lower than the previous day. The implied volatity was 20.36, the open interest changed by -87 which decreased total open position to 11322
On 4 Mar BANKNIFTY was trading at 48245.20. The strike last trading price was 7.8, which was -0.2 lower than the previous day. The implied volatity was 20.75, the open interest changed by 457 which increased total open position to 11408
On 3 Mar BANKNIFTY was trading at 48114.30. The strike last trading price was 7.45, which was -0.35 lower than the previous day. The implied volatity was 20.56, the open interest changed by 328 which increased total open position to 10691
On 28 Feb BANKNIFTY was trading at 48344.70. The strike last trading price was 7.3, which was -1.25 lower than the previous day. The implied volatity was 18.93, the open interest changed by 2093 which increased total open position to 10376
On 27 Feb BANKNIFTY was trading at 48743.80. The strike last trading price was 9.05, which was -2.15 lower than the previous day. The implied volatity was 17.98, the open interest changed by 1223 which increased total open position to 8283
On 25 Feb BANKNIFTY was trading at 48608.35. The strike last trading price was 10, which was -4 lower than the previous day. The implied volatity was 17.68, the open interest changed by 872 which increased total open position to 7050
On 24 Feb BANKNIFTY was trading at 48651.95. The strike last trading price was 13.85, which was -2.85 lower than the previous day. The implied volatity was 17.94, the open interest changed by 503 which increased total open position to 6152
On 21 Feb BANKNIFTY was trading at 48981.20. The strike last trading price was 17.15, which was -4.95 lower than the previous day. The implied volatity was 16.87, the open interest changed by -702 which decreased total open position to 5635
On 20 Feb BANKNIFTY was trading at 49334.55. The strike last trading price was 21.9, which was -5.05 lower than the previous day. The implied volatity was 16.13, the open interest changed by -717 which decreased total open position to 6399
On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 27.5, which was -0.5 lower than the previous day. The implied volatity was 15.78, the open interest changed by 138 which increased total open position to 7146
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 27.1, which was -5.55 lower than the previous day. The implied volatity was 16.79, the open interest changed by 107 which increased total open position to 7007
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 33.75, which was -0.05 lower than the previous day. The implied volatity was 16.50, the open interest changed by 356 which increased total open position to 6908
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 33.15, which was -6.55 lower than the previous day. The implied volatity was 16.38, the open interest changed by 536 which increased total open position to 6545
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 40.2, which was -5.85 lower than the previous day. The implied volatity was 15.92, the open interest changed by 309 which increased total open position to 6012
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 46.65, which was 0.45 higher than the previous day. The implied volatity was 15.62, the open interest changed by 232 which increased total open position to 5707
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 45, which was -14.65 lower than the previous day. The implied volatity was 15.75, the open interest changed by 108 which increased total open position to 5504
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 60.4, which was -6.7 lower than the previous day. The implied volatity was 14.76, the open interest changed by 433 which increased total open position to 5444
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 69.35, which was -17.3 lower than the previous day. The implied volatity was 13.92, the open interest changed by 712 which increased total open position to 5020
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 87.5, which was 1.65 higher than the previous day. The implied volatity was 13.84, the open interest changed by 592 which increased total open position to 4312
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 85.55, which was 5.4 higher than the previous day. The implied volatity was 13.95, the open interest changed by 548 which increased total open position to 3785
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 83.95, which was 24.8 higher than the previous day. The implied volatity was 14.25, the open interest changed by 146 which increased total open position to 3244
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 58, which was -15.95 lower than the previous day. The implied volatity was 15.32, the open interest changed by 633 which increased total open position to 3165
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 74.2, which was -18.2 lower than the previous day. The implied volatity was 14.94, the open interest changed by 91 which increased total open position to 2624
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 94, which was -9.25 lower than the previous day. The implied volatity was 15.30, the open interest changed by 390 which increased total open position to 2539
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 102, which was -6.7 lower than the previous day. The implied volatity was 16.01, the open interest changed by -136 which decreased total open position to 2219
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 105, which was 2.55 higher than the previous day. The implied volatity was 16.58, the open interest changed by 618 which increased total open position to 2355
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 110, which was 16.05 higher than the previous day. The implied volatity was 17.30, the open interest changed by 363 which increased total open position to 1753
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 92, which was -12.4 lower than the previous day. The implied volatity was 18.74, the open interest changed by 157 which increased total open position to 1419
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 105.1, which was -12.15 lower than the previous day. The implied volatity was 17.87, the open interest changed by 290 which increased total open position to 1261
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 117.85, which was -18.15 lower than the previous day. The implied volatity was 17.50, the open interest changed by 54 which increased total open position to 981
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 136, which was -15.00 lower than the previous day. The implied volatity was 17.46, the open interest changed by 158 which increased total open position to 928
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 151, which was -44.05 lower than the previous day. The implied volatity was 18.14, the open interest changed by 21 which increased total open position to 768
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 195.05, which was 50.05 higher than the previous day. The implied volatity was 17.18, the open interest changed by 40 which increased total open position to 748
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 145, which was -43.00 lower than the previous day. The implied volatity was 17.47, the open interest changed by -23 which decreased total open position to 708
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 188, which was 32.00 higher than the previous day. The implied volatity was 16.24, the open interest changed by 77 which increased total open position to 729
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 156, which was -11.95 lower than the previous day. The implied volatity was 16.88, the open interest changed by 13 which increased total open position to 655
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 167.95, which was 23.20 higher than the previous day. The implied volatity was 16.78, the open interest changed by 94 which increased total open position to 642
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 144.75, which was -12.25 lower than the previous day. The implied volatity was 18.13, the open interest changed by 8 which increased total open position to 529
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 157, which was -45.70 lower than the previous day. The implied volatity was 16.20, the open interest changed by -68 which decreased total open position to 522
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 202.7, which was -36.30 lower than the previous day. The implied volatity was 15.14, the open interest changed by 34 which increased total open position to 590
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 239, which was -20.00 lower than the previous day. The implied volatity was 15.00, the open interest changed by 100 which increased total open position to 554
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 259, which was 3.75 higher than the previous day. The implied volatity was 14.27, the open interest changed by -36 which decreased total open position to 463
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 255.25, which was -104.75 lower than the previous day. The implied volatity was 14.69, the open interest changed by 82 which increased total open position to 499
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 360, which was -121.20 lower than the previous day. The implied volatity was 13.13, the open interest changed by -2 which decreased total open position to 420
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 481.2, which was lower than the previous day. The implied volatity was 12.66, the open interest changed by 54 which increased total open position to 424
| BANKNIFTY 27MAR2025 55000 PE | |||||||
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Delta: -0.96
Vega: 5.19
Theta: -0.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Mar | 50492.40 | 4446.85 | -444.8 | 35.62 | 265 | -136 | 2,531 |
| 20 Mar | 50062.85 | 4923.3 | -274.75 | 34.21 | 160 | -39 | 2,669 |
| 19 Mar | 49702.60 | 5183.4 | -399.35 | 35.43 | 210 | -56 | 2,708 |
| 18 Mar | 49314.50 | 5520 | -994.3 | 36.57 | 201 | -73 | 2,774 |
| 17 Mar | 48354.15 | 6502.5 | -306.15 | 23.29 | 48 | 9 | 2,846 |
| 13 Mar | 48060.40 | 6817.75 | 45.6 | 36.42 | 195 | -51 | 2,835 |
| 12 Mar | 48056.65 | 6765.25 | -188.4 | 35.07 | 204 | -9 | 2,887 |
| 11 Mar | 47853.95 | 6955.5 | 337.3 | 38.44 | 336 | 0 | 2,901 |
| 10 Mar | 48216.80 | 6647.4 | 406.9 | 36.01 | 170 | 23 | 2,901 |
| 7 Mar | 48497.50 | 6313.25 | 144.35 | 29.97 | 120 | 58 | 2,878 |
| 6 Mar | 48627.70 | 6163 | -86.4 | 31.83 | 107 | 1 | 2,820 |
| 5 Mar | 48489.95 | 6241 | -206.15 | 29.58 | 352 | -31 | 2,819 |
| 4 Mar | 48245.20 | 6444.45 | -93.1 | 30.30 | 305 | -3 | 2,850 |
| 3 Mar | 48114.30 | 6540 | 258.7 | 27.90 | 396 | 6 | 2,853 |
| 28 Feb | 48344.70 | 6340 | 475.95 | 19.10 | 663 | 46 | 2,847 |
| 27 Feb | 48743.80 | 5968.7 | 36.45 | 21.44 | 1,273 | 688 | 2,801 |
| 25 Feb | 48608.35 | 5968.3 | 98.95 | 15.88 | 1,692 | 1,046 | 2,115 |
| 24 Feb | 48651.95 | 5867.95 | 217.95 | - | 1,025 | 581 | 1,069 |
| 21 Feb | 48981.20 | 5650 | 460 | 21.10 | 47 | 40 | 487 |
| 20 Feb | 49334.55 | 5190 | 145.8 | 13.85 | 44 | 39 | 448 |
| 19 Feb | 49570.10 | 5032.9 | -374.5 | 20.65 | 42 | 23 | 408 |
| 18 Feb | 49087.30 | 5430 | 130 | 18.83 | 55 | 47 | 384 |
| 17 Feb | 49258.90 | 5300 | -320 | 23.13 | 6 | 1 | 338 |
| 14 Feb | 49099.45 | 5620 | 541.15 | 26.89 | 29 | 15 | 335 |
| 13 Feb | 49359.85 | 5078.85 | 365.7 | 16.52 | 110 | 97 | 321 |
| 12 Feb | 49479.45 | 4713.15 | -236.85 | - | 20 | 5 | 224 |
| 11 Feb | 49403.40 | 4950 | 550 | - | 20 | 10 | 218 |
| 10 Feb | 49981.00 | 4400 | 100 | 13.75 | 5 | 0 | 209 |
| 7 Feb | 50158.85 | 4300 | 285.25 | 18.78 | 44 | -7 | 211 |
| 6 Feb | 50382.10 | 4040 | -150.65 | 17.21 | 7 | 1 | 219 |
| 5 Feb | 50343.05 | 4190.65 | -139.35 | 18.41 | 22 | 16 | 218 |
| 4 Feb | 50157.95 | 4330 | -532 | 17.91 | 45 | 36 | 200 |
| 3 Feb | 49210.55 | 4862 | 0 | 0.00 | 0 | 2 | 0 |
| 1 Feb | 49506.95 | 4862 | -106.5 | 18.80 | 18 | 4 | 166 |
| 31 Jan | 49587.20 | 4968.5 | 29 | 23.21 | 45 | 0 | 162 |
| 30 Jan | 49311.95 | 4870.55 | -429.45 | 16.15 | 11 | -2 | 162 |
| 29 Jan | 49165.95 | 5300 | -258.3 | 22.28 | 33 | 30 | 164 |
| 28 Jan | 48866.85 | 5600 | -600 | 24.06 | 47 | 41 | 137 |
| 27 Jan | 48064.65 | 6200 | 358.6 | 19.09 | 2 | 1 | 97 |
| 24 Jan | 48367.80 | 5842.8 | 357.9 | 18.18 | 11 | 7 | 92 |
| 23 Jan | 48589.00 | 5484.9 | 184.90 | 12.59 | 1 | 0 | 84 |
| 22 Jan | 48724.40 | 5300 | -113.25 | 12.22 | 22 | 15 | 82 |
| 21 Jan | 48570.90 | 5413.25 | 592.25 | 10.66 | 9 | 4 | 67 |
| 20 Jan | 49350.80 | 4821 | -579.00 | 15.87 | 12 | 7 | 62 |
| 17 Jan | 48540.60 | 5400 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Jan | 49278.70 | 5400 | 0.00 | 0.00 | 0 | 0 | 0 |
| 15 Jan | 48751.70 | 5400 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Jan | 48729.15 | 5400 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Jan | 48041.25 | 5400 | 0.00 | - | 1 | 0 | 55 |
| 10 Jan | 48734.15 | 5400 | 648.60 | 19.56 | 19 | 9 | 54 |
| 9 Jan | 49503.50 | 4751.4 | 483.25 | 19.65 | 5 | 1 | 43 |
| 8 Jan | 49835.05 | 4268.15 | 300.00 | 15.46 | 24 | 19 | 41 |
| 7 Jan | 50202.15 | 3968.15 | 174.20 | 15.40 | 24 | 22 | 22 |
| 6 Jan | 49922.00 | 3793.95 | 0.00 | - | 0 | 0 | 0 |
| 3 Jan | 50988.80 | 3793.95 | 0.00 | - | 0 | 0 | 0 |
| 2 Jan | 51605.55 | 3793.95 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 55000 expiring on 27MAR2025
Delta for 55000 PE is -0.96
Historical price for 55000 PE is as follows
On 21 Mar BANKNIFTY was trading at 50492.40. The strike last trading price was 4446.85, which was -444.8 lower than the previous day. The implied volatity was 35.62, the open interest changed by -136 which decreased total open position to 2531
On 20 Mar BANKNIFTY was trading at 50062.85. The strike last trading price was 4923.3, which was -274.75 lower than the previous day. The implied volatity was 34.21, the open interest changed by -39 which decreased total open position to 2669
On 19 Mar BANKNIFTY was trading at 49702.60. The strike last trading price was 5183.4, which was -399.35 lower than the previous day. The implied volatity was 35.43, the open interest changed by -56 which decreased total open position to 2708
On 18 Mar BANKNIFTY was trading at 49314.50. The strike last trading price was 5520, which was -994.3 lower than the previous day. The implied volatity was 36.57, the open interest changed by -73 which decreased total open position to 2774
On 17 Mar BANKNIFTY was trading at 48354.15. The strike last trading price was 6502.5, which was -306.15 lower than the previous day. The implied volatity was 23.29, the open interest changed by 9 which increased total open position to 2846
On 13 Mar BANKNIFTY was trading at 48060.40. The strike last trading price was 6817.75, which was 45.6 higher than the previous day. The implied volatity was 36.42, the open interest changed by -51 which decreased total open position to 2835
On 12 Mar BANKNIFTY was trading at 48056.65. The strike last trading price was 6765.25, which was -188.4 lower than the previous day. The implied volatity was 35.07, the open interest changed by -9 which decreased total open position to 2887
On 11 Mar BANKNIFTY was trading at 47853.95. The strike last trading price was 6955.5, which was 337.3 higher than the previous day. The implied volatity was 38.44, the open interest changed by 0 which decreased total open position to 2901
On 10 Mar BANKNIFTY was trading at 48216.80. The strike last trading price was 6647.4, which was 406.9 higher than the previous day. The implied volatity was 36.01, the open interest changed by 23 which increased total open position to 2901
On 7 Mar BANKNIFTY was trading at 48497.50. The strike last trading price was 6313.25, which was 144.35 higher than the previous day. The implied volatity was 29.97, the open interest changed by 58 which increased total open position to 2878
On 6 Mar BANKNIFTY was trading at 48627.70. The strike last trading price was 6163, which was -86.4 lower than the previous day. The implied volatity was 31.83, the open interest changed by 1 which increased total open position to 2820
On 5 Mar BANKNIFTY was trading at 48489.95. The strike last trading price was 6241, which was -206.15 lower than the previous day. The implied volatity was 29.58, the open interest changed by -31 which decreased total open position to 2819
On 4 Mar BANKNIFTY was trading at 48245.20. The strike last trading price was 6444.45, which was -93.1 lower than the previous day. The implied volatity was 30.30, the open interest changed by -3 which decreased total open position to 2850
On 3 Mar BANKNIFTY was trading at 48114.30. The strike last trading price was 6540, which was 258.7 higher than the previous day. The implied volatity was 27.90, the open interest changed by 6 which increased total open position to 2853
On 28 Feb BANKNIFTY was trading at 48344.70. The strike last trading price was 6340, which was 475.95 higher than the previous day. The implied volatity was 19.10, the open interest changed by 46 which increased total open position to 2847
On 27 Feb BANKNIFTY was trading at 48743.80. The strike last trading price was 5968.7, which was 36.45 higher than the previous day. The implied volatity was 21.44, the open interest changed by 688 which increased total open position to 2801
On 25 Feb BANKNIFTY was trading at 48608.35. The strike last trading price was 5968.3, which was 98.95 higher than the previous day. The implied volatity was 15.88, the open interest changed by 1046 which increased total open position to 2115
On 24 Feb BANKNIFTY was trading at 48651.95. The strike last trading price was 5867.95, which was 217.95 higher than the previous day. The implied volatity was -, the open interest changed by 581 which increased total open position to 1069
On 21 Feb BANKNIFTY was trading at 48981.20. The strike last trading price was 5650, which was 460 higher than the previous day. The implied volatity was 21.10, the open interest changed by 40 which increased total open position to 487
On 20 Feb BANKNIFTY was trading at 49334.55. The strike last trading price was 5190, which was 145.8 higher than the previous day. The implied volatity was 13.85, the open interest changed by 39 which increased total open position to 448
On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 5032.9, which was -374.5 lower than the previous day. The implied volatity was 20.65, the open interest changed by 23 which increased total open position to 408
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 5430, which was 130 higher than the previous day. The implied volatity was 18.83, the open interest changed by 47 which increased total open position to 384
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 5300, which was -320 lower than the previous day. The implied volatity was 23.13, the open interest changed by 1 which increased total open position to 338
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 5620, which was 541.15 higher than the previous day. The implied volatity was 26.89, the open interest changed by 15 which increased total open position to 335
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 5078.85, which was 365.7 higher than the previous day. The implied volatity was 16.52, the open interest changed by 97 which increased total open position to 321
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 4713.15, which was -236.85 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 224
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 4950, which was 550 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 218
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 4400, which was 100 higher than the previous day. The implied volatity was 13.75, the open interest changed by 0 which decreased total open position to 209
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 4300, which was 285.25 higher than the previous day. The implied volatity was 18.78, the open interest changed by -7 which decreased total open position to 211
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 4040, which was -150.65 lower than the previous day. The implied volatity was 17.21, the open interest changed by 1 which increased total open position to 219
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 4190.65, which was -139.35 lower than the previous day. The implied volatity was 18.41, the open interest changed by 16 which increased total open position to 218
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 4330, which was -532 lower than the previous day. The implied volatity was 17.91, the open interest changed by 36 which increased total open position to 200
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 4862, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 4862, which was -106.5 lower than the previous day. The implied volatity was 18.80, the open interest changed by 4 which increased total open position to 166
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 4968.5, which was 29 higher than the previous day. The implied volatity was 23.21, the open interest changed by 0 which decreased total open position to 162
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 4870.55, which was -429.45 lower than the previous day. The implied volatity was 16.15, the open interest changed by -2 which decreased total open position to 162
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 5300, which was -258.3 lower than the previous day. The implied volatity was 22.28, the open interest changed by 30 which increased total open position to 164
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 5600, which was -600 lower than the previous day. The implied volatity was 24.06, the open interest changed by 41 which increased total open position to 137
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 6200, which was 358.6 higher than the previous day. The implied volatity was 19.09, the open interest changed by 1 which increased total open position to 97
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 5842.8, which was 357.9 higher than the previous day. The implied volatity was 18.18, the open interest changed by 7 which increased total open position to 92
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 5484.9, which was 184.90 higher than the previous day. The implied volatity was 12.59, the open interest changed by 0 which decreased total open position to 84
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 5300, which was -113.25 lower than the previous day. The implied volatity was 12.22, the open interest changed by 15 which increased total open position to 82
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 5413.25, which was 592.25 higher than the previous day. The implied volatity was 10.66, the open interest changed by 4 which increased total open position to 67
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 4821, which was -579.00 lower than the previous day. The implied volatity was 15.87, the open interest changed by 7 which increased total open position to 62
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 5400, 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 5400, 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 5400, 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 5400, 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 5400, 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 55
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 5400, which was 648.60 higher than the previous day. The implied volatity was 19.56, the open interest changed by 9 which increased total open position to 54
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 4751.4, which was 483.25 higher than the previous day. The implied volatity was 19.65, the open interest changed by 1 which increased total open position to 43
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 4268.15, which was 300.00 higher than the previous day. The implied volatity was 15.46, the open interest changed by 19 which increased total open position to 41
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 3968.15, which was 174.20 higher than the previous day. The implied volatity was 15.40, the open interest changed by 22 which increased total open position to 22
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 3793.95, 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 3793.95, 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 3793.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
