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BANKNIFTY
Nifty Bank

49570.1 482.80 (0.98%)

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Historical option data for BANKNIFTY

19 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 57500 CE
Delta: 0.00
Vega: 0.60
Theta: -1.35
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
19 Feb 49570.10 2 -1.4 35.23 5,184 -418 4,061
18 Feb 49087.30 3.2 -0.2 36.77 5,632 -293 4,487
17 Feb 49258.90 3.2 -0.9 33.88 4,609 -238 4,803
14 Feb 49099.45 3.55 -1.45 30.76 6,368 -215 5,047
13 Feb 49359.85 5 -0.25 29.66 2,399 -23 5,272
12 Feb 49479.45 4.95 -1.6 27.93 8,372 -241 5,322
11 Feb 49403.40 6.45 0.2 28.39 4,598 -179 5,580
10 Feb 49981.00 6.9 -0.25 25.65 4,675 302 5,754
7 Feb 50158.85 6.25 -1.35 22.56 7,079 -381 5,450
6 Feb 50382.10 7.2 -1.25 21.65 5,279 350 5,868
5 Feb 50343.05 8.1 -1.9 21.80 9,151 160 5,551
4 Feb 50157.95 9.75 -0.5 22.34 11,219 -439 5,389
3 Feb 49210.55 10 -1.7 24.53 16,731 2,284 5,862
1 Feb 49506.95 11 -5.05 22.92 21,536 1,023 3,626
31 Jan 49587.20 15.7 -3.6 23.19 15,973 2,064 2,662
30 Jan 49311.95 20 2.85 24.22 1,675 217 598
29 Jan 49165.95 16.4 -2.05 23.71 268 -1 381
28 Jan 48866.85 18.25 0.5 24.43 228 57 382
27 Jan 48064.65 18.15 -1.45 26.44 419 140 327
24 Jan 48367.80 19.65 -6.1 24.51 248 -139 184
23 Jan 48589.00 25.35 -4.45 24.35 112 32 333
22 Jan 48724.40 29.8 -3.20 24.09 178 31 300
21 Jan 48570.90 33 -1.90 24.49 38 -19 270
20 Jan 49350.80 34.9 4.90 22.41 70 -19 291
17 Jan 48540.60 30 1.30 22.97 196 83 311
16 Jan 49278.70 28.7 -2.30 20.42 527 -108 229
15 Jan 48751.70 31 -6.00 21.92 89 36 341
14 Jan 48729.15 37 -1.40 21.98 170 -32 300
13 Jan 48041.25 38.4 4.70 23.97 84 3 332
10 Jan 48734.15 33.7 1.40 20.86 511 217 328
9 Jan 49503.50 32.3 -2.15 18.65 67 1 105
8 Jan 49835.05 34.45 -4.55 17.94 71 26 106
7 Jan 50202.15 39 -6.00 17.29 30 -3 83
6 Jan 49922.00 45 -1.50 18.02 53 11 91
3 Jan 50988.80 46.5 -8.25 15.19 61 4 86
2 Jan 51605.55 54.75 13.97 39 -15 84


For Nifty Bank - strike price 57500 expiring on 27FEB2025

Delta for 57500 CE is 0.00

Historical price for 57500 CE is as follows

On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 2, which was -1.4 lower than the previous day. The implied volatity was 35.23, the open interest changed by -418 which decreased total open position to 4061


On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 3.2, which was -0.2 lower than the previous day. The implied volatity was 36.77, the open interest changed by -293 which decreased total open position to 4487


On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 3.2, which was -0.9 lower than the previous day. The implied volatity was 33.88, the open interest changed by -238 which decreased total open position to 4803


On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 3.55, which was -1.45 lower than the previous day. The implied volatity was 30.76, the open interest changed by -215 which decreased total open position to 5047


On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 5, which was -0.25 lower than the previous day. The implied volatity was 29.66, the open interest changed by -23 which decreased total open position to 5272


On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 4.95, which was -1.6 lower than the previous day. The implied volatity was 27.93, the open interest changed by -241 which decreased total open position to 5322


On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 6.45, which was 0.2 higher than the previous day. The implied volatity was 28.39, the open interest changed by -179 which decreased total open position to 5580


On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 6.9, which was -0.25 lower than the previous day. The implied volatity was 25.65, the open interest changed by 302 which increased total open position to 5754


On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 6.25, which was -1.35 lower than the previous day. The implied volatity was 22.56, the open interest changed by -381 which decreased total open position to 5450


On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 7.2, which was -1.25 lower than the previous day. The implied volatity was 21.65, the open interest changed by 350 which increased total open position to 5868


On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 8.1, which was -1.9 lower than the previous day. The implied volatity was 21.80, the open interest changed by 160 which increased total open position to 5551


On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 9.75, which was -0.5 lower than the previous day. The implied volatity was 22.34, the open interest changed by -439 which decreased total open position to 5389


On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 10, which was -1.7 lower than the previous day. The implied volatity was 24.53, the open interest changed by 2284 which increased total open position to 5862


On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 11, which was -5.05 lower than the previous day. The implied volatity was 22.92, the open interest changed by 1023 which increased total open position to 3626


On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 15.7, which was -3.6 lower than the previous day. The implied volatity was 23.19, the open interest changed by 2064 which increased total open position to 2662


On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 20, which was 2.85 higher than the previous day. The implied volatity was 24.22, the open interest changed by 217 which increased total open position to 598


On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 16.4, which was -2.05 lower than the previous day. The implied volatity was 23.71, the open interest changed by -1 which decreased total open position to 381


On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 18.25, which was 0.5 higher than the previous day. The implied volatity was 24.43, the open interest changed by 57 which increased total open position to 382


On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 18.15, which was -1.45 lower than the previous day. The implied volatity was 26.44, the open interest changed by 140 which increased total open position to 327


On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 19.65, which was -6.1 lower than the previous day. The implied volatity was 24.51, the open interest changed by -139 which decreased total open position to 184


On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 25.35, which was -4.45 lower than the previous day. The implied volatity was 24.35, the open interest changed by 32 which increased total open position to 333


On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 29.8, which was -3.20 lower than the previous day. The implied volatity was 24.09, the open interest changed by 31 which increased total open position to 300


On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 33, which was -1.90 lower than the previous day. The implied volatity was 24.49, the open interest changed by -19 which decreased total open position to 270


On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 34.9, which was 4.90 higher than the previous day. The implied volatity was 22.41, the open interest changed by -19 which decreased total open position to 291


On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 30, which was 1.30 higher than the previous day. The implied volatity was 22.97, the open interest changed by 83 which increased total open position to 311


On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 28.7, which was -2.30 lower than the previous day. The implied volatity was 20.42, the open interest changed by -108 which decreased total open position to 229


On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 31, which was -6.00 lower than the previous day. The implied volatity was 21.92, the open interest changed by 36 which increased total open position to 341


On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 37, which was -1.40 lower than the previous day. The implied volatity was 21.98, the open interest changed by -32 which decreased total open position to 300


On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 38.4, which was 4.70 higher than the previous day. The implied volatity was 23.97, the open interest changed by 3 which increased total open position to 332


On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 33.7, which was 1.40 higher than the previous day. The implied volatity was 20.86, the open interest changed by 217 which increased total open position to 328


On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 32.3, which was -2.15 lower than the previous day. The implied volatity was 18.65, the open interest changed by 1 which increased total open position to 105


On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 34.45, which was -4.55 lower than the previous day. The implied volatity was 17.94, the open interest changed by 26 which increased total open position to 106


On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 39, which was -6.00 lower than the previous day. The implied volatity was 17.29, the open interest changed by -3 which decreased total open position to 83


On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 45, which was -1.50 lower than the previous day. The implied volatity was 18.02, the open interest changed by 11 which increased total open position to 91


On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 46.5, which was -8.25 lower than the previous day. The implied volatity was 15.19, the open interest changed by 4 which increased total open position to 86


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 54.75, which was lower than the previous day. The implied volatity was 13.97, the open interest changed by -15 which decreased total open position to 84


BANKNIFTY 27FEB2025 57500 PE
Delta: -0.92
Vega: 10.47
Theta: -29.06
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
19 Feb 49570.10 8000 324.85 66.92 28 -23 17
18 Feb 49087.30 7680.25 5.1 0.00 0 0 0
17 Feb 49258.90 7680.25 5.1 0.00 0 0 0
14 Feb 49099.45 7680.25 5.1 0.00 0 0 0
13 Feb 49359.85 7680.25 5.1 0.00 0 2 0
12 Feb 49479.45 7680.25 -58.2 - 2 0 38
11 Feb 49403.40 7750.4 471.3 - 4 2 38
10 Feb 49981.00 7279.1 71.65 29.08 2 1 35
7 Feb 50158.85 7207.45 207.45 41.90 6 5 33
6 Feb 50382.10 7000 166.65 41.13 8 5 25
5 Feb 50343.05 6833.35 -412.7 - 20 18 18
4 Feb 50157.95 7246.05 2337.45 38.94 4 2 2
3 Feb 49210.55 4908.6 0 - 0 0 0
1 Feb 49506.95 4908.6 0 - 0 0 0
31 Jan 49587.20 4908.6 0 - 0 0 0
30 Jan 49311.95 4908.6 0 - 0 0 0
29 Jan 49165.95 4908.6 0 - 0 0 0
28 Jan 48866.85 4908.6 0 - 0 0 0
27 Jan 48064.65 4908.6 0 - 0 0 0
24 Jan 48367.80 4908.6 0 - 0 0 0
23 Jan 48589.00 4908.6 0.00 - 0 0 0
22 Jan 48724.40 4908.6 0.00 - 0 0 0
21 Jan 48570.90 4908.6 0.00 - 0 0 0
20 Jan 49350.80 4908.6 0.00 - 0 0 0
17 Jan 48540.60 4908.6 0.00 - 0 0 0
16 Jan 49278.70 4908.6 0.00 - 0 0 0
15 Jan 48751.70 4908.6 0.00 - 0 0 0
14 Jan 48729.15 4908.6 0.00 - 0 0 0
13 Jan 48041.25 4908.6 0.00 - 0 0 0
10 Jan 48734.15 4908.6 0.00 - 0 0 0
9 Jan 49503.50 4908.6 0.00 - 0 0 0
8 Jan 49835.05 4908.6 0.00 - 0 0 0
7 Jan 50202.15 4908.6 0.00 - 0 0 0
6 Jan 49922.00 4908.6 0.00 - 0 0 0
3 Jan 50988.80 4908.6 0.00 - 0 0 0
2 Jan 51605.55 4908.6 - 0 0 0


For Nifty Bank - strike price 57500 expiring on 27FEB2025

Delta for 57500 PE is -0.92

Historical price for 57500 PE is as follows

On 19 Feb BANKNIFTY was trading at 49570.10. The strike last trading price was 8000, which was 324.85 higher than the previous day. The implied volatity was 66.92, the open interest changed by -23 which decreased total open position to 17


On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 7680.25, which was 5.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 7680.25, which was 5.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 7680.25, which was 5.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 7680.25, which was 5.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 7680.25, which was -58.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38


On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 7750.4, which was 471.3 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 38


On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 7279.1, which was 71.65 higher than the previous day. The implied volatity was 29.08, the open interest changed by 1 which increased total open position to 35


On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 7207.45, which was 207.45 higher than the previous day. The implied volatity was 41.90, the open interest changed by 5 which increased total open position to 33


On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 7000, which was 166.65 higher than the previous day. The implied volatity was 41.13, the open interest changed by 5 which increased total open position to 25


On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 6833.35, which was -412.7 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 18


On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 7246.05, which was 2337.45 higher than the previous day. The implied volatity was 38.94, the open interest changed by 2 which increased total open position to 2


On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 4908.6, 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 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 4908.6, 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 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 4908.6, 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 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 4908.6, 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 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 4908.6, 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 4908.6, 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 4908.6, 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 4908.6, 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 4908.6, 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 4908.6, 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 4908.6, 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 4908.6, 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 4908.6, 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 4908.6, 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 4908.6, 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 4908.6, 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 4908.6, 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 4908.6, 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 4908.6, 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 4908.6, 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 4908.6, 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 4908.6, 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 4908.6, 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 4908.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0