NIFTY
Nifty
Historical option data for NIFTY
17 Feb 2025 04:11 PM IST
NIFTY 20FEB2025 21450 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 | 1617.7 | 0 | 0.00 | 0 | 0 | 0 | |||
14 Feb | 22929.25 | 1617.7 | 0 | 0.00 | 0 | 0 | 0 | |||
13 Feb | 23031.40 | 1617.7 | -410 | 26.11 | 1 | 0 | 0 | |||
12 Feb | 23045.25 | 2027.7 | 0 | - | 0 | 0 | 0 | |||
11 Feb | 23071.80 | 2027.7 | 0 | - | 0 | 0 | 0 | |||
10 Feb | 23381.60 | 2027.7 | 0 | - | 0 | 0 | 0 | |||
7 Feb | 23559.95 | 2027.7 | 0 | - | 0 | 0 | 0 | |||
6 Feb | 23603.35 | 2027.7 | 0 | - | 0 | 0 | 0 | |||
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5 Feb | 23696.30 | 2027.7 | 0 | - | 0 | 0 | 0 | |||
4 Feb | 23739.25 | 2027.7 | 0 | - | 0 | 0 | 0 | |||
3 Feb | 23361.05 | 2027.7 | 0 | - | 0 | 0 | 0 | |||
1 Feb | 23482.15 | 2027.7 | 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 21450 expiring on 20FEB2025
Delta for 21450 CE is 0.00
Historical price for 21450 CE is as follows
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 1617.7, 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 1617.7, 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 1617.7, which was -410 lower than the previous day. The implied volatity was 26.11, 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 2027.7, 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 2027.7, 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 2027.7, 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 2027.7, 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 2027.7, 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 2027.7, 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 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 2027.7, 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 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 2027.7, 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 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 2027.7, 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 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 21450 PE | |||||||
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Delta: -0.01
Vega: 0.36
Theta: -1.78
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
17 Feb | 22959.50 | 1.25 | -0.35 | 30.56 | 89,585 | 830 | 3,478 |
14 Feb | 22929.25 | 1.25 | -0.7 | 21.01 | 44,528 | 846 | 2,648 |
13 Feb | 23031.40 | 1.9 | -0.85 | 21.94 | 7,002 | 1,313 | 1,802 |
12 Feb | 23045.25 | 2.7 | -0.2 | 21.96 | 4,228 | 343 | 489 |
11 Feb | 23071.80 | 2.9 | 0.65 | 21.08 | 498 | 57 | 146 |
10 Feb | 23381.60 | 2.3 | -1.9 | 22.40 | 354 | 89 | 89 |
7 Feb | 23559.95 | 4.2 | -12.25 | 23.01 | 69 | 0 | 0 |
6 Feb | 23603.35 | 16.45 | 0 | 11.84 | 0 | 0 | 0 |
5 Feb | 23696.30 | 16.45 | 0 | 11.80 | 0 | 0 | 0 |
4 Feb | 23739.25 | 16.45 | 0 | 11.59 | 0 | 0 | 0 |
3 Feb | 23361.05 | 16.45 | 0 | 9.48 | 0 | 0 | 0 |
1 Feb | 23482.15 | 16.45 | 0 | 9.58 | 0 | 0 | 0 |
31 Jan | 23508.40 | 16.45 | 0 | 9.54 | 0 | 0 | 0 |
30 Jan | 23249.50 | 16.45 | 0 | 8.54 | 0 | 0 | 0 |
28 Jan | 22957.25 | 16.45 | 0 | 6.91 | 0 | 0 | 0 |
27 Jan | 22829.15 | 16.45 | 0 | 6.09 | 0 | 0 | 0 |
24 Jan | 23092.20 | 16.45 | 0 | 6.82 | 0 | 0 | 0 |
For Nifty - strike price 21450 expiring on 20FEB2025
Delta for 21450 PE is -0.01
Historical price for 21450 PE is as follows
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 1.25, which was -0.35 lower than the previous day. The implied volatity was 30.56, the open interest changed by 830 which increased total open position to 3478
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 1.25, which was -0.7 lower than the previous day. The implied volatity was 21.01, the open interest changed by 846 which increased total open position to 2648
On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 1.9, which was -0.85 lower than the previous day. The implied volatity was 21.94, the open interest changed by 1313 which increased total open position to 1802
On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 2.7, which was -0.2 lower than the previous day. The implied volatity was 21.96, the open interest changed by 343 which increased total open position to 489
On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 2.9, which was 0.65 higher than the previous day. The implied volatity was 21.08, the open interest changed by 57 which increased total open position to 146
On 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 2.3, which was -1.9 lower than the previous day. The implied volatity was 22.40, the open interest changed by 89 which increased total open position to 89
On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 4.2, which was -12.25 lower than the previous day. The implied volatity was 23.01, 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 16.45, which was 0 lower than the previous day. The implied volatity was 11.84, 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 16.45, which was 0 lower than the previous day. The implied volatity was 11.80, 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 16.45, which was 0 lower than the previous day. The implied volatity was 11.59, 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 16.45, which was 0 lower than the previous day. The implied volatity was 9.48, 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 16.45, which was 0 lower than the previous day. The implied volatity was 9.58, 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 16.45, which was 0 lower than the previous day. The implied volatity was 9.54, 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 16.45, which was 0 lower than the previous day. The implied volatity was 8.54, 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 16.45, which was 0 lower than the previous day. The implied volatity was 6.91, 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 16.45, which was 0 lower than the previous day. The implied volatity was 6.09, 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 16.45, which was 0 lower than the previous day. The implied volatity was 6.82, the open interest changed by 0 which decreased total open position to 0