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BANKNIFTY
Nifty Bank

49087.3 -171.60 (-0.35%)

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Historical option data for BANKNIFTY

18 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 55100 CE
Delta: 0.01
Vega: 1.21
Theta: -1.97
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
18 Feb 49087.30 3.75 -1.4 28.22 1,388 156 986
17 Feb 49258.90 5.1 -1.1 26.60 551 -63 831
14 Feb 49099.45 5.8 -1 24.46 1,167 -442 905
13 Feb 49359.85 5.75 -2.3 22.43 1,608 76 1,343
12 Feb 49479.45 7.95 -1.7 21.80 1,328 -231 1,267
11 Feb 49403.40 9.55 -1 22.19 2,014 -150 1,500
10 Feb 49981.00 10.4 -3.15 19.49 3,944 278 1,643
7 Feb 50158.85 14.2 -4.8 17.82 5,658 118 1,363
6 Feb 50382.10 19.05 -0.75 17.36 2,005 190 1,247
5 Feb 50343.05 20.8 0.2 17.59 3,303 -42 1,056
4 Feb 50157.95 20.15 3.2 17.72 3,569 -160 1,101
3 Feb 49210.55 17.35 -3.85 19.78 4,331 308 1,224
1 Feb 49506.95 21.95 -10.2 18.66 7,468 211 955
31 Jan 49587.20 30 -4.95 18.91 4,648 603 748
30 Jan 49311.95 37.75 -22.75 19.91 66 2 143
29 Jan 49165.95 60.5 0 0.00 0 0 0
28 Jan 48866.85 60.5 0 0.00 0 0 0
27 Jan 48064.65 60.5 0 0.00 0 0 0
24 Jan 48367.80 60.5 0 0.00 0 0 0
23 Jan 48589.00 60.5 0.00 0.00 0 0 0
22 Jan 48724.40 60.5 0.00 0.00 0 0 0
21 Jan 48570.90 60.5 0.00 0.00 0 -2 0
20 Jan 49350.80 60.5 -0.40 18.57 6 -2 141
17 Jan 48540.60 60.9 0.00 0.00 0 1 0
16 Jan 49278.70 60.9 0.00 17.61 1 0 142
15 Jan 48751.70 60.9 0.00 0.00 0 0 0
14 Jan 48729.15 60.9 3.25 18.34 2 0 142
13 Jan 48041.25 57.65 -3.60 20.22 3 0 142
10 Jan 48734.15 61.25 -7.75 17.74 78 70 141
9 Jan 49503.50 69 -14.95 15.81 36 29 71
8 Jan 49835.05 83.95 -73.85 15.46 133 -47 46
7 Jan 50202.15 157.8 0.00 0.00 0 0 0
6 Jan 49922.00 157.8 -4.25 17.21 1 0 93
3 Jan 50988.80 162.05 -37.55 13.68 142 65 93
2 Jan 51605.55 199.6 12.37 1 -2 27


For Nifty Bank - strike price 55100 expiring on 27FEB2025

Delta for 55100 CE is 0.01

Historical price for 55100 CE is as follows

On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 3.75, which was -1.4 lower than the previous day. The implied volatity was 28.22, the open interest changed by 156 which increased total open position to 986


On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 5.1, which was -1.1 lower than the previous day. The implied volatity was 26.60, the open interest changed by -63 which decreased total open position to 831


On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 5.8, which was -1 lower than the previous day. The implied volatity was 24.46, the open interest changed by -442 which decreased total open position to 905


On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 5.75, which was -2.3 lower than the previous day. The implied volatity was 22.43, the open interest changed by 76 which increased total open position to 1343


On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 7.95, which was -1.7 lower than the previous day. The implied volatity was 21.80, the open interest changed by -231 which decreased total open position to 1267


On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 9.55, which was -1 lower than the previous day. The implied volatity was 22.19, the open interest changed by -150 which decreased total open position to 1500


On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 10.4, which was -3.15 lower than the previous day. The implied volatity was 19.49, the open interest changed by 278 which increased total open position to 1643


On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 14.2, which was -4.8 lower than the previous day. The implied volatity was 17.82, the open interest changed by 118 which increased total open position to 1363


On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 19.05, which was -0.75 lower than the previous day. The implied volatity was 17.36, the open interest changed by 190 which increased total open position to 1247


On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 20.8, which was 0.2 higher than the previous day. The implied volatity was 17.59, the open interest changed by -42 which decreased total open position to 1056


On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 20.15, which was 3.2 higher than the previous day. The implied volatity was 17.72, the open interest changed by -160 which decreased total open position to 1101


On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 17.35, which was -3.85 lower than the previous day. The implied volatity was 19.78, the open interest changed by 308 which increased total open position to 1224


On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 21.95, which was -10.2 lower than the previous day. The implied volatity was 18.66, the open interest changed by 211 which increased total open position to 955


On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 30, which was -4.95 lower than the previous day. The implied volatity was 18.91, the open interest changed by 603 which increased total open position to 748


On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 37.75, which was -22.75 lower than the previous day. The implied volatity was 19.91, the open interest changed by 2 which increased total open position to 143


On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 60.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 60.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 60.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 60.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 60.5, 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 60.5, 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 60.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 60.5, which was -0.40 lower than the previous day. The implied volatity was 18.57, the open interest changed by -2 which decreased total open position to 141


On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 60.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 60.9, which was 0.00 lower than the previous day. The implied volatity was 17.61, the open interest changed by 0 which decreased total open position to 142


On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 60.9, 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 60.9, which was 3.25 higher than the previous day. The implied volatity was 18.34, the open interest changed by 0 which decreased total open position to 142


On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 57.65, which was -3.60 lower than the previous day. The implied volatity was 20.22, the open interest changed by 0 which decreased total open position to 142


On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 61.25, which was -7.75 lower than the previous day. The implied volatity was 17.74, the open interest changed by 70 which increased total open position to 141


On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 69, which was -14.95 lower than the previous day. The implied volatity was 15.81, the open interest changed by 29 which increased total open position to 71


On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 83.95, which was -73.85 lower than the previous day. The implied volatity was 15.46, the open interest changed by -47 which decreased total open position to 46


On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 157.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 157.8, which was -4.25 lower than the previous day. The implied volatity was 17.21, the open interest changed by 0 which decreased total open position to 93


On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 162.05, which was -37.55 lower than the previous day. The implied volatity was 13.68, the open interest changed by 65 which increased total open position to 93


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 199.6, which was lower than the previous day. The implied volatity was 12.37, the open interest changed by -2 which decreased total open position to 27


BANKNIFTY 27FEB2025 55100 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 5361.35 0 0.00 0 0 0
17 Feb 49258.90 5361.35 0 0.00 0 0 0
14 Feb 49099.45 5361.35 0 0.00 0 0 0
13 Feb 49359.85 5361.35 0 0.00 0 0 0
12 Feb 49479.45 5361.35 0 0.00 0 0 0
11 Feb 49403.40 5361.35 0 0.00 0 0 0
10 Feb 49981.00 5361.35 0 0.00 0 0 0
7 Feb 50158.85 5361.35 0 0.00 0 0 0
6 Feb 50382.10 5361.35 0 0.00 0 0 0
5 Feb 50343.05 5361.35 0 0.00 0 0 0
4 Feb 50157.95 5361.35 0 0.00 0 0 0
3 Feb 49210.55 5361.35 0 0.00 0 0 0
1 Feb 49506.95 5361.35 0 0.00 0 0 0
31 Jan 49587.20 5361.35 0 0.00 0 8 0
30 Jan 49311.95 5361.35 2151.55 23.16 8 6 6
29 Jan 49165.95 3209.8 0 - 0 0 0
28 Jan 48866.85 3209.8 0 - 0 0 0
27 Jan 48064.65 3209.8 0 - 0 0 0
24 Jan 48367.80 3209.8 0 - 0 0 0
23 Jan 48589.00 3209.8 0.00 - 0 0 0
22 Jan 48724.40 3209.8 0.00 - 0 0 0
21 Jan 48570.90 3209.8 0.00 - 0 0 0
20 Jan 49350.80 3209.8 0.00 - 0 0 0
17 Jan 48540.60 3209.8 0.00 - 0 0 0
16 Jan 49278.70 3209.8 0.00 - 0 0 0
15 Jan 48751.70 3209.8 0.00 - 0 0 0
14 Jan 48729.15 3209.8 0.00 - 0 0 0
13 Jan 48041.25 3209.8 0.00 - 0 0 0
10 Jan 48734.15 3209.8 0.00 - 0 0 0
9 Jan 49503.50 3209.8 0.00 - 0 0 0
8 Jan 49835.05 3209.8 0.00 - 0 0 0
7 Jan 50202.15 3209.8 0.00 - 0 0 0
6 Jan 49922.00 3209.8 0.00 - 0 0 0
3 Jan 50988.80 3209.8 0.00 - 0 0 0
2 Jan 51605.55 3209.8 - 0 0 0


For Nifty Bank - strike price 55100 expiring on 27FEB2025

Delta for 55100 PE is 0.00

Historical price for 55100 PE is as follows

On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 5361.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 5361.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 5361.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 5361.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 5361.35, 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 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 5361.35, 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 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 5361.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 5361.35, 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 5361.35, 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 5361.35, 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 5361.35, 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 5361.35, 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 5361.35, 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 5361.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0


On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 5361.35, which was 2151.55 higher than the previous day. The implied volatity was 23.16, the open interest changed by 6 which increased total open position to 6


On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 3209.8, 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 3209.8, 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 3209.8, 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 3209.8, 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 3209.8, 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 3209.8, 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 3209.8, 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 3209.8, 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 3209.8, 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 3209.8, 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 3209.8, 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 3209.8, 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 3209.8, 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 3209.8, 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 3209.8, 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 3209.8, 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 3209.8, 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 3209.8, 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 3209.8, 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 3209.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0