BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
18 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 55100 CE | ||||||||||
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Delta: 0.01
Vega: 1.21
Theta: -1.97
Gamma: 0.00
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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 | |||
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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 | |||||||
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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 | 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