BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
18 Feb 2025 04:13 PM IST
BANKNIFTY 27FEB2025 60000 CE | ||||||||||
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Delta: 0.00
Vega: 0.62
Theta: -1.59
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
18 Feb | 49087.30 | 2.65 | -0.35 | 44.77 | 23,171 | -345 | 28,459 | |||
17 Feb | 49258.90 | 2.95 | -0.9 | 41.94 | 34,370 | -1,049 | 28,857 | |||
14 Feb | 49099.45 | 3.7 | -0.5 | 38.32 | 32,331 | 2,463 | 29,917 | |||
13 Feb | 49359.85 | 4.15 | -0.6 | 36.32 | 22,538 | 840 | 27,506 | |||
12 Feb | 49479.45 | 4.9 | -0.85 | 35.02 | 22,833 | 507 | 26,662 | |||
11 Feb | 49403.40 | 5.7 | 0.35 | 34.97 | 22,500 | 5,536 | 26,130 | |||
10 Feb | 49981.00 | 5.5 | -0.3 | 31.80 | 15,490 | -1,368 | 20,484 | |||
7 Feb | 50158.85 | 5.9 | -0.05 | 28.69 | 26,416 | 4,633 | 20,036 | |||
6 Feb | 50382.10 | 5.85 | -0.7 | 27.30 | 5,584 | 681 | 15,376 | |||
5 Feb | 50343.05 | 6.25 | -1.25 | 27.16 | 10,856 | -1,120 | 14,760 | |||
4 Feb | 50157.95 | 7.05 | -1.3 | 27.46 | 34,697 | -3,206 | 15,916 | |||
3 Feb | 49210.55 | 8.2 | -1.35 | 29.81 | 24,522 | -4,907 | 19,174 | |||
1 Feb | 49506.95 | 9.2 | -3 | 28.13 | 38,643 | -2,488 | 24,058 | |||
31 Jan | 49587.20 | 12.3 | -1.1 | 28.29 | 54,064 | 12,813 | 24,092 | |||
30 Jan | 49311.95 | 14 | 3 | 28.79 | 17,823 | 8,811 | 11,148 | |||
29 Jan | 49165.95 | 10.35 | -1.7 | 27.86 | 529 | 148 | 2,291 | |||
28 Jan | 48866.85 | 12.1 | -0.65 | 28.61 | 709 | 189 | 2,130 | |||
27 Jan | 48064.65 | 12.95 | 0.35 | 30.63 | 1,075 | 127 | 1,941 | |||
24 Jan | 48367.80 | 12.45 | -2.8 | 28.16 | 483 | 51 | 1,816 | |||
23 Jan | 48589.00 | 15 | -3.60 | 27.79 | 801 | 360 | 1,765 | |||
22 Jan | 48724.40 | 18.6 | -2.80 | 27.68 | 802 | 452 | 1,400 | |||
21 Jan | 48570.90 | 21.4 | 1.60 | 28.15 | 163 | 31 | 947 | |||
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20 Jan | 49350.80 | 19.8 | 2.00 | 25.68 | 92 | 9 | 916 | |||
17 Jan | 48540.60 | 17.8 | -1.65 | 26.13 | 143 | 9 | 907 | |||
16 Jan | 49278.70 | 19.45 | -0.70 | 24.15 | 279 | 6 | 898 | |||
15 Jan | 48751.70 | 20.15 | -4.85 | 25.35 | 200 | 16 | 893 | |||
14 Jan | 48729.15 | 25 | -3.40 | 25.53 | 94 | -6 | 877 | |||
13 Jan | 48041.25 | 28.4 | 2.25 | 27.67 | 238 | -9 | 886 | |||
10 Jan | 48734.15 | 26.15 | 2.65 | 24.72 | 352 | 95 | 900 | |||
9 Jan | 49503.50 | 23.5 | 0.60 | 22.39 | 171 | -1 | 807 | |||
8 Jan | 49835.05 | 22.9 | 0.25 | 21.42 | 578 | -83 | 809 | |||
7 Jan | 50202.15 | 22.65 | -6.15 | 20.40 | 577 | 45 | 894 | |||
6 Jan | 49922.00 | 28.8 | 3.80 | 21.36 | 583 | -117 | 848 | |||
3 Jan | 50988.80 | 25 | -0.45 | 18.16 | 291 | 5 | 964 | |||
2 Jan | 51605.55 | 25.45 | 16.72 | 529 | 38 | 959 |
For Nifty Bank - strike price 60000 expiring on 27FEB2025
Delta for 60000 CE is 0.00
Historical price for 60000 CE is as follows
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 2.65, which was -0.35 lower than the previous day. The implied volatity was 44.77, the open interest changed by -345 which decreased total open position to 28459
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 2.95, which was -0.9 lower than the previous day. The implied volatity was 41.94, the open interest changed by -1049 which decreased total open position to 28857
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 3.7, which was -0.5 lower than the previous day. The implied volatity was 38.32, the open interest changed by 2463 which increased total open position to 29917
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 4.15, which was -0.6 lower than the previous day. The implied volatity was 36.32, the open interest changed by 840 which increased total open position to 27506
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 4.9, which was -0.85 lower than the previous day. The implied volatity was 35.02, the open interest changed by 507 which increased total open position to 26662
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 5.7, which was 0.35 higher than the previous day. The implied volatity was 34.97, the open interest changed by 5536 which increased total open position to 26130
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 5.5, which was -0.3 lower than the previous day. The implied volatity was 31.80, the open interest changed by -1368 which decreased total open position to 20484
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 5.9, which was -0.05 lower than the previous day. The implied volatity was 28.69, the open interest changed by 4633 which increased total open position to 20036
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 5.85, which was -0.7 lower than the previous day. The implied volatity was 27.30, the open interest changed by 681 which increased total open position to 15376
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 6.25, which was -1.25 lower than the previous day. The implied volatity was 27.16, the open interest changed by -1120 which decreased total open position to 14760
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 7.05, which was -1.3 lower than the previous day. The implied volatity was 27.46, the open interest changed by -3206 which decreased total open position to 15916
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 8.2, which was -1.35 lower than the previous day. The implied volatity was 29.81, the open interest changed by -4907 which decreased total open position to 19174
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 9.2, which was -3 lower than the previous day. The implied volatity was 28.13, the open interest changed by -2488 which decreased total open position to 24058
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 12.3, which was -1.1 lower than the previous day. The implied volatity was 28.29, the open interest changed by 12813 which increased total open position to 24092
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 14, which was 3 higher than the previous day. The implied volatity was 28.79, the open interest changed by 8811 which increased total open position to 11148
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 10.35, which was -1.7 lower than the previous day. The implied volatity was 27.86, the open interest changed by 148 which increased total open position to 2291
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 12.1, which was -0.65 lower than the previous day. The implied volatity was 28.61, the open interest changed by 189 which increased total open position to 2130
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 12.95, which was 0.35 higher than the previous day. The implied volatity was 30.63, the open interest changed by 127 which increased total open position to 1941
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 12.45, which was -2.8 lower than the previous day. The implied volatity was 28.16, the open interest changed by 51 which increased total open position to 1816
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 15, which was -3.60 lower than the previous day. The implied volatity was 27.79, the open interest changed by 360 which increased total open position to 1765
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 18.6, which was -2.80 lower than the previous day. The implied volatity was 27.68, the open interest changed by 452 which increased total open position to 1400
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 21.4, which was 1.60 higher than the previous day. The implied volatity was 28.15, the open interest changed by 31 which increased total open position to 947
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 19.8, which was 2.00 higher than the previous day. The implied volatity was 25.68, the open interest changed by 9 which increased total open position to 916
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 17.8, which was -1.65 lower than the previous day. The implied volatity was 26.13, the open interest changed by 9 which increased total open position to 907
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 19.45, which was -0.70 lower than the previous day. The implied volatity was 24.15, the open interest changed by 6 which increased total open position to 898
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 20.15, which was -4.85 lower than the previous day. The implied volatity was 25.35, the open interest changed by 16 which increased total open position to 893
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 25, which was -3.40 lower than the previous day. The implied volatity was 25.53, the open interest changed by -6 which decreased total open position to 877
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 28.4, which was 2.25 higher than the previous day. The implied volatity was 27.67, the open interest changed by -9 which decreased total open position to 886
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 26.15, which was 2.65 higher than the previous day. The implied volatity was 24.72, the open interest changed by 95 which increased total open position to 900
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 23.5, which was 0.60 higher than the previous day. The implied volatity was 22.39, the open interest changed by -1 which decreased total open position to 807
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 22.9, which was 0.25 higher than the previous day. The implied volatity was 21.42, the open interest changed by -83 which decreased total open position to 809
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 22.65, which was -6.15 lower than the previous day. The implied volatity was 20.40, the open interest changed by 45 which increased total open position to 894
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 28.8, which was 3.80 higher than the previous day. The implied volatity was 21.36, the open interest changed by -117 which decreased total open position to 848
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 25, which was -0.45 lower than the previous day. The implied volatity was 18.16, the open interest changed by 5 which increased total open position to 964
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 25.45, which was lower than the previous day. The implied volatity was 16.72, the open interest changed by 38 which increased total open position to 959
BANKNIFTY 27FEB2025 60000 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
18 Feb | 49087.30 | 10751.8 | 271.8 | - | 8 | 2 | 283 |
17 Feb | 49258.90 | 10440 | -186.4 | - | 10 | 2 | 281 |
14 Feb | 49099.45 | 10640 | 271.5 | - | 53 | -6 | 249 |
13 Feb | 49359.85 | 10368.5 | 145.1 | - | 7 | 1 | 255 |
12 Feb | 49479.45 | 10191.6 | -58.4 | - | 129 | -19 | 254 |
11 Feb | 49403.40 | 10250 | 554.6 | - | 15 | 0 | 272 |
10 Feb | 49981.00 | 9695.4 | 110.25 | - | 1 | 0 | 271 |
7 Feb | 50158.85 | 9559.95 | 243.85 | 42.61 | 27 | -12 | 271 |
6 Feb | 50382.10 | 9314.4 | 14.4 | 39.96 | 32 | -7 | 270 |
5 Feb | 50343.05 | 9300 | -308.65 | - | 106 | 77 | 276 |
4 Feb | 50157.95 | 9614.1 | -735.9 | 40.63 | 29 | 8 | 199 |
3 Feb | 49210.55 | 10350 | 236.4 | - | 6 | -1 | 190 |
1 Feb | 49506.95 | 10113.6 | 113.6 | 36.38 | 13 | -1 | 191 |
31 Jan | 49587.20 | 10000 | -171.25 | 35.35 | 20 | 1 | 193 |
30 Jan | 49311.95 | 10120.5 | -321.65 | - | 152 | 126 | 189 |
29 Jan | 49165.95 | 10430 | -208.55 | 36.24 | 18 | 12 | 59 |
28 Jan | 48866.85 | 10650 | -750 | 33.63 | 25 | 11 | 46 |
27 Jan | 48064.65 | 11400 | 630 | - | 1 | 0 | 35 |
24 Jan | 48367.80 | 10770 | -230 | - | 2 | 0 | 35 |
23 Jan | 48589.00 | 11000 | 0.00 | 0.00 | 0 | 0 | 0 |
22 Jan | 48724.40 | 11000 | 320.00 | 47.74 | 1 | 0 | 35 |
21 Jan | 48570.90 | 10680 | 555.60 | - | 8 | 3 | 35 |
20 Jan | 49350.80 | 10124.4 | -675.60 | 32.24 | 1 | 0 | 32 |
17 Jan | 48540.60 | 10800 | 700.00 | 27.21 | 8 | 0 | 32 |
16 Jan | 49278.70 | 10100 | 3099.00 | 34.72 | 1 | 0 | 32 |
15 Jan | 48751.70 | 7001 | 0.00 | 0.00 | 0 | 0 | 0 |
14 Jan | 48729.15 | 7001 | 0.00 | 0.00 | 0 | 0 | 0 |
13 Jan | 48041.25 | 7001 | 0.00 | 0.00 | 0 | 0 | 0 |
10 Jan | 48734.15 | 7001 | 0.00 | 0.00 | 0 | 0 | 0 |
9 Jan | 49503.50 | 7001 | 0.00 | 0.00 | 0 | 0 | 0 |
8 Jan | 49835.05 | 7001 | 0.00 | 0.00 | 0 | 0 | 0 |
7 Jan | 50202.15 | 7001 | 0.00 | 0.00 | 0 | 0 | 0 |
6 Jan | 49922.00 | 7001 | 0.00 | 0.00 | 0 | 0 | 0 |
3 Jan | 50988.80 | 7001 | 0.00 | 0.00 | 0 | 32 | 0 |
2 Jan | 51605.55 | 7001 | - | 5 | 32 | 32 |
For Nifty Bank - strike price 60000 expiring on 27FEB2025
Delta for 60000 PE is -
Historical price for 60000 PE is as follows
On 18 Feb BANKNIFTY was trading at 49087.30. The strike last trading price was 10751.8, which was 271.8 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 283
On 17 Feb BANKNIFTY was trading at 49258.90. The strike last trading price was 10440, which was -186.4 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 281
On 14 Feb BANKNIFTY was trading at 49099.45. The strike last trading price was 10640, which was 271.5 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 249
On 13 Feb BANKNIFTY was trading at 49359.85. The strike last trading price was 10368.5, which was 145.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 255
On 12 Feb BANKNIFTY was trading at 49479.45. The strike last trading price was 10191.6, which was -58.4 lower than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 254
On 11 Feb BANKNIFTY was trading at 49403.40. The strike last trading price was 10250, which was 554.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 272
On 10 Feb BANKNIFTY was trading at 49981.00. The strike last trading price was 9695.4, which was 110.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 271
On 7 Feb BANKNIFTY was trading at 50158.85. The strike last trading price was 9559.95, which was 243.85 higher than the previous day. The implied volatity was 42.61, the open interest changed by -12 which decreased total open position to 271
On 6 Feb BANKNIFTY was trading at 50382.10. The strike last trading price was 9314.4, which was 14.4 higher than the previous day. The implied volatity was 39.96, the open interest changed by -7 which decreased total open position to 270
On 5 Feb BANKNIFTY was trading at 50343.05. The strike last trading price was 9300, which was -308.65 lower than the previous day. The implied volatity was -, the open interest changed by 77 which increased total open position to 276
On 4 Feb BANKNIFTY was trading at 50157.95. The strike last trading price was 9614.1, which was -735.9 lower than the previous day. The implied volatity was 40.63, the open interest changed by 8 which increased total open position to 199
On 3 Feb BANKNIFTY was trading at 49210.55. The strike last trading price was 10350, which was 236.4 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 190
On 1 Feb BANKNIFTY was trading at 49506.95. The strike last trading price was 10113.6, which was 113.6 higher than the previous day. The implied volatity was 36.38, the open interest changed by -1 which decreased total open position to 191
On 31 Jan BANKNIFTY was trading at 49587.20. The strike last trading price was 10000, which was -171.25 lower than the previous day. The implied volatity was 35.35, the open interest changed by 1 which increased total open position to 193
On 30 Jan BANKNIFTY was trading at 49311.95. The strike last trading price was 10120.5, which was -321.65 lower than the previous day. The implied volatity was -, the open interest changed by 126 which increased total open position to 189
On 29 Jan BANKNIFTY was trading at 49165.95. The strike last trading price was 10430, which was -208.55 lower than the previous day. The implied volatity was 36.24, the open interest changed by 12 which increased total open position to 59
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 10650, which was -750 lower than the previous day. The implied volatity was 33.63, the open interest changed by 11 which increased total open position to 46
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 11400, which was 630 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 10770, which was -230 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 11000, 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 11000, which was 320.00 higher than the previous day. The implied volatity was 47.74, the open interest changed by 0 which decreased total open position to 35
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 10680, which was 555.60 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 35
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 10124.4, which was -675.60 lower than the previous day. The implied volatity was 32.24, the open interest changed by 0 which decreased total open position to 32
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 10800, which was 700.00 higher than the previous day. The implied volatity was 27.21, the open interest changed by 0 which decreased total open position to 32
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 10100, which was 3099.00 higher than the previous day. The implied volatity was 34.72, the open interest changed by 0 which decreased total open position to 32
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 7001, 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 7001, 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 7001, 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 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 7001, 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 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 7001, 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 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 7001, 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 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 7001, 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 7001, 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 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 7001, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 32 which increased total open position to 0
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 7001, which was lower than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 32