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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 21400 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 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
Delta: -0.01
Vega: 0.35
Theta: -1.79
Gamma: 0.00
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