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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 21450 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 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
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
Delta: -0.01
Vega: 0.36
Theta: -1.78
Gamma: 0.00
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