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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 60000 CE
Delta: 0.00
Vega: 0.62
Theta: -1.59
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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