NIFTY
Nifty
Historical option data for NIFTY
17 Feb 2025 04:11 PM IST
NIFTY 20FEB2025 21400 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 | |||
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17 Feb | 22959.50 | 1667 | 0 | 0.00 | 0 | 0 | 0 | |||
14 Feb | 22929.25 | 1667 | 0 | 0.00 | 0 | 0 | 0 | |||
13 Feb | 23031.40 | 1667 | -408.5 | 28.19 | 1 | 0 | 0 | |||
12 Feb | 23045.25 | 2075.5 | 0 | - | 0 | 0 | 0 | |||
11 Feb | 23071.80 | 2075.5 | 0 | - | 0 | 0 | 0 | |||
10 Feb | 23381.60 | 2075.5 | 0 | - | 0 | 0 | 0 | |||
7 Feb | 23559.95 | 2075.5 | 0 | - | 0 | 0 | 0 | |||
6 Feb | 23603.35 | 2075.5 | 0 | - | 0 | 0 | 0 | |||
5 Feb | 23696.30 | 2075.5 | 0 | - | 0 | 0 | 0 | |||
4 Feb | 23739.25 | 2075.5 | 0 | - | 0 | 0 | 0 | |||
3 Feb | 23361.05 | 2075.5 | 0 | - | 0 | 0 | 0 | |||
1 Feb | 23482.15 | 2075.5 | 0 | - | 0 | 0 | 0 | |||
31 Jan | 23508.40 | 0 | 0 | - | 0 | 0 | 0 | |||
30 Jan | 23249.50 | 0 | 0 | - | 0 | 0 | 0 | |||
28 Jan | 22957.25 | 0 | 0 | - | 0 | 0 | 0 | |||
27 Jan | 22829.15 | 0 | 0 | - | 0 | 0 | 0 | |||
24 Jan | 23092.20 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 21400 expiring on 20FEB2025
Delta for 21400 CE is 0.00
Historical price for 21400 CE is as follows
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 1667, which was 0 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 Feb NIFTY was trading at 22929.25. The strike last trading price was 1667, which was 0 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 Feb NIFTY was trading at 23031.40. The strike last trading price was 1667, which was -408.5 lower than the previous day. The implied volatity was 28.19, 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 2075.5, 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 2075.5, 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 2075.5, 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 2075.5, 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 2075.5, 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 2075.5, 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 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 2075.5, 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 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 2075.5, 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 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 2075.5, 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 31 Jan NIFTY was trading at 23508.40. The strike last trading price was 0, 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 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 0, 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 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 0, 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 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 0, 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 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 0, 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 21400 PE | |||||||
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Delta: -0.01
Vega: 0.35
Theta: -1.79
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
17 Feb | 22959.50 | 1.25 | -0.25 | 31.48 | 1,61,553 | 962 | 25,853 |
14 Feb | 22929.25 | 1.35 | -0.55 | 21.86 | 1,68,097 | 2,040 | 24,891 |
13 Feb | 23031.40 | 1.85 | -0.65 | 22.49 | 52,824 | 18,212 | 22,851 |
12 Feb | 23045.25 | 2.25 | -0.45 | 22.05 | 22,672 | 2,858 | 4,639 |
11 Feb | 23071.80 | 2.45 | 0.1 | 21.15 | 8,520 | 381 | 1,781 |
10 Feb | 23381.60 | 2.35 | -0.4 | 22.99 | 3,496 | 1,253 | 1,400 |
7 Feb | 23559.95 | 2.35 | -0.65 | 21.83 | 1,279 | 82 | 147 |
6 Feb | 23603.35 | 3 | -0.5 | 22.26 | 78 | 6 | 65 |
5 Feb | 23696.30 | 4.8 | 0.65 | 23.38 | 52 | 59 | 59 |
4 Feb | 23739.25 | 4.3 | -4.6 | 22.52 | 18 | 1 | 55 |
3 Feb | 23361.05 | 8.9 | 1.9 | 21.44 | 6 | 2 | 54 |
1 Feb | 23482.15 | 7 | -7.4 | 20.67 | 2 | 1 | 52 |
31 Jan | 23508.40 | 14.3 | -7.15 | 22.93 | 92 | 40 | 51 |
30 Jan | 23249.50 | 21.45 | 6.85 | 22.20 | 29 | 11 | 11 |
28 Jan | 22957.25 | 14.6 | 0 | 7.10 | 0 | 0 | 0 |
27 Jan | 22829.15 | 14.6 | 0 | 6.25 | 0 | 0 | 0 |
24 Jan | 23092.20 | 14.6 | 0 | 7.34 | 0 | 0 | 0 |
For Nifty - strike price 21400 expiring on 20FEB2025
Delta for 21400 PE is -0.01
Historical price for 21400 PE is as follows
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 1.25, which was -0.25 lower than the previous day. The implied volatity was 31.48, the open interest changed by 962 which increased total open position to 25853
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 1.35, which was -0.55 lower than the previous day. The implied volatity was 21.86, the open interest changed by 2040 which increased total open position to 24891
On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 1.85, which was -0.65 lower than the previous day. The implied volatity was 22.49, the open interest changed by 18212 which increased total open position to 22851
On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 2.25, which was -0.45 lower than the previous day. The implied volatity was 22.05, the open interest changed by 2858 which increased total open position to 4639
On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 2.45, which was 0.1 higher than the previous day. The implied volatity was 21.15, the open interest changed by 381 which increased total open position to 1781
On 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 2.35, which was -0.4 lower than the previous day. The implied volatity was 22.99, the open interest changed by 1253 which increased total open position to 1400
On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 2.35, which was -0.65 lower than the previous day. The implied volatity was 21.83, the open interest changed by 82 which increased total open position to 147
On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 3, which was -0.5 lower than the previous day. The implied volatity was 22.26, the open interest changed by 6 which increased total open position to 65
On 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 4.8, which was 0.65 higher than the previous day. The implied volatity was 23.38, the open interest changed by 59 which increased total open position to 59
On 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 4.3, which was -4.6 lower than the previous day. The implied volatity was 22.52, the open interest changed by 1 which increased total open position to 55
On 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 8.9, which was 1.9 higher than the previous day. The implied volatity was 21.44, the open interest changed by 2 which increased total open position to 54
On 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 7, which was -7.4 lower than the previous day. The implied volatity was 20.67, the open interest changed by 1 which increased total open position to 52
On 31 Jan NIFTY was trading at 23508.40. The strike last trading price was 14.3, which was -7.15 lower than the previous day. The implied volatity was 22.93, the open interest changed by 40 which increased total open position to 51
On 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 21.45, which was 6.85 higher than the previous day. The implied volatity was 22.20, the open interest changed by 11 which increased total open position to 11
On 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 14.6, which was 0 lower than the previous day. The implied volatity was 7.10, the open interest changed by 0 which decreased total open position to 0
On 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 14.6, which was 0 lower than the previous day. The implied volatity was 6.25, the open interest changed by 0 which decreased total open position to 0
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 14.6, which was 0 lower than the previous day. The implied volatity was 7.34, the open interest changed by 0 which decreased total open position to 0