NIFTY
Nifty
Historical option data for NIFTY
17 Feb 2025 04:11 PM IST
NIFTY 20FEB2025 21100 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.00
Vega: 0.22
Theta: -1.27
Gamma: 0.00
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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