NIFTY
Nifty
Historical option data for NIFTY
15 Jan 2025 04:11 PM IST
| NIFTY 16JAN2025 21550 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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| 15 Jan | 23213.20 | 3149.95 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Jan | 23176.05 | 3149.95 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 21550 expiring on 16JAN2025
Delta for 21550 CE is -
Historical price for 21550 CE is as follows
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 3149.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 3149.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTY 16JAN2025 21550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.05
Theta: -1.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Jan | 23213.20 | 0.2 | -0.70 | 47.65 | 38,231 | -674 | 3,900 |
| 14 Jan | 23176.05 | 0.9 | 38.61 | 56,641 | 4,574 | 4,574 | |
For Nifty - strike price 21550 expiring on 16JAN2025
Delta for 21550 PE is -0.00
Historical price for 21550 PE is as follows
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 0.2, which was -0.70 lower than the previous day. The implied volatity was 47.65, the open interest changed by -674 which decreased total open position to 3900
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 0.9, which was lower than the previous day. The implied volatity was 38.61, the open interest changed by 4574 which increased total open position to 4574
