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[--[65.84.65.76]--]
NIFTY
Nifty

22959.5 30.25 (0.13%)

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Historical option data for NIFTY

17 Feb 2025 04:11 PM IST
NIFTY 20FEB2025 21100 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Feb 22959.50 1964.85 0 0.00 0 1 0
14 Feb 22929.25 1964.85 0 62.09 2 1 1
13 Feb 23031.40 1964.85 -400.85 29.80 1 0 0
12 Feb 23045.25 2365.7 0 - 0 0 0
11 Feb 23071.80 2365.7 0 - 0 0 0
10 Feb 23381.60 2365.7 0 - 0 0 0
7 Feb 23559.95 2365.7 0 - 0 0 0
6 Feb 23603.35 2365.7 0 - 0 0 0
5 Feb 23696.30 2365.7 0 - 0 0 0


For Nifty - strike price 21100 expiring on 20FEB2025

Delta for 21100 CE is 0.00

Historical price for 21100 CE is as follows

On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 1964.85, which was 0 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 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 1964.85, which was 0 lower than the previous day. The implied volatity was 62.09, the open interest changed by 1 which increased total open position to 1


On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 1964.85, which was -400.85 lower than the previous day. The implied volatity was 29.80, the open interest changed by 0 which decreased total open position to 0


On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 2365.7, 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 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 2365.7, 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 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 2365.7, 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 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 2365.7, 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 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 2365.7, 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 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 2365.7, 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


NIFTY 20FEB2025 21100 PE
Delta: -0.00
Vega: 0.22
Theta: -1.27
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Feb 22959.50 0.8 -0.15 35.25 2,65,124 -3,016 66,504
14 Feb 22929.25 0.9 -0.35 24.66 3,94,731 22,126 69,520
13 Feb 23031.40 1.35 -0.5 25.27 1,27,072 22,786 47,394
12 Feb 23045.25 1.7 -0.2 24.75 71,387 14,406 24,608
11 Feb 23071.80 1.85 -0.3 23.73 17,615 4,664 10,202
10 Feb 23381.60 2.1 -0.45 25.76 8,992 5,164 5,538
7 Feb 23559.95 2.4 0 24.61 2,854 262 374
6 Feb 23603.35 2.2 0.15 24.04 126 88 112
5 Feb 23696.30 2 -4.9 23.45 88 24 24


For Nifty - strike price 21100 expiring on 20FEB2025

Delta for 21100 PE is -0.00

Historical price for 21100 PE is as follows

On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 35.25, the open interest changed by -3016 which decreased total open position to 66504


On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 24.66, the open interest changed by 22126 which increased total open position to 69520


On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 1.35, which was -0.5 lower than the previous day. The implied volatity was 25.27, the open interest changed by 22786 which increased total open position to 47394


On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 1.7, which was -0.2 lower than the previous day. The implied volatity was 24.75, the open interest changed by 14406 which increased total open position to 24608


On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 1.85, which was -0.3 lower than the previous day. The implied volatity was 23.73, the open interest changed by 4664 which increased total open position to 10202


On 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 2.1, which was -0.45 lower than the previous day. The implied volatity was 25.76, the open interest changed by 5164 which increased total open position to 5538


On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 2.4, which was 0 lower than the previous day. The implied volatity was 24.61, the open interest changed by 262 which increased total open position to 374


On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 2.2, which was 0.15 higher than the previous day. The implied volatity was 24.04, the open interest changed by 88 which increased total open position to 112


On 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 2, which was -4.9 lower than the previous day. The implied volatity was 23.45, the open interest changed by 24 which increased total open position to 24