`
[--[65.84.65.76]--]
NIFTY
Nifty

22959.5 30.25 (0.13%)

Back to Option Chain


Historical option data for NIFTY

17 Feb 2025 04:11 PM IST
NIFTY 20FEB2025 21200 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
17 Feb 22959.50 2268.4 0 - 0 0 0
14 Feb 22929.25 2268.4 0 - 0 0 0
13 Feb 23031.40 2268.4 0 - 0 0 0
12 Feb 23045.25 2268.4 0 - 0 0 0
11 Feb 23071.80 2268.4 0 - 0 0 0
10 Feb 23381.60 2268.4 0 - 0 0 0
7 Feb 23559.95 2268.4 0 - 0 0 0
6 Feb 23603.35 2268.4 0 - 0 0 0
5 Feb 23696.30 2268.4 0 - 0 0 0


For Nifty - strike price 21200 expiring on 20FEB2025

Delta for 21200 CE is -

Historical price for 21200 CE is as follows

On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 2268.4, 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 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 2268.4, 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 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 2268.4, 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 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 2268.4, 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 2268.4, 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 2268.4, 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 2268.4, 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 2268.4, 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 2268.4, 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 21200 PE
Delta: -0.00
Vega: 0.24
Theta: -1.33
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Feb 22959.50 0.85 -0.2 33.70 1,02,799 1,764 14,967
14 Feb 22929.25 0.95 -0.45 23.53 1,32,101 3,796 13,203
13 Feb 23031.40 1.6 -0.4 24.54 25,617 3,676 9,407
12 Feb 23045.25 1.8 -0.25 23.76 31,854 2,873 5,731
11 Feb 23071.80 2 -0.1 22.85 9,508 2,488 2,858
10 Feb 23381.60 2.2 -0.4 24.88 965 267 370
7 Feb 23559.95 2.5 -6.45 23.82 757 103 103
6 Feb 23603.35 8.95 0 12.94 0 0 0
5 Feb 23696.30 8.95 0 12.84 0 0 0


For Nifty - strike price 21200 expiring on 20FEB2025

Delta for 21200 PE is -0.00

Historical price for 21200 PE is as follows

On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 0.85, which was -0.2 lower than the previous day. The implied volatity was 33.70, the open interest changed by 1764 which increased total open position to 14967


On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 0.95, which was -0.45 lower than the previous day. The implied volatity was 23.53, the open interest changed by 3796 which increased total open position to 13203


On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 1.6, which was -0.4 lower than the previous day. The implied volatity was 24.54, the open interest changed by 3676 which increased total open position to 9407


On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 1.8, which was -0.25 lower than the previous day. The implied volatity was 23.76, the open interest changed by 2873 which increased total open position to 5731


On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 2, which was -0.1 lower than the previous day. The implied volatity was 22.85, the open interest changed by 2488 which increased total open position to 2858


On 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 2.2, which was -0.4 lower than the previous day. The implied volatity was 24.88, the open interest changed by 267 which increased total open position to 370


On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 2.5, which was -6.45 lower than the previous day. The implied volatity was 23.82, the open interest changed by 103 which increased total open position to 103


On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 8.95, which was 0 lower than the previous day. The implied volatity was 12.94, 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 8.95, which was 0 lower than the previous day. The implied volatity was 12.84, the open interest changed by 0 which decreased total open position to 0