BANKNIFTY
Nifty Bank
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