NIFTY
Nifty
Historical option data for NIFTY
17 Feb 2025 04:11 PM IST
NIFTY 20FEB2025 21200 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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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 | |||||||
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Delta: -0.00
Vega: 0.24
Theta: -1.33
Gamma: 0.00
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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