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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 21700 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 1420 0 0.00 0 1 0
14 Feb 22929.25 1420 0 0.00 0 1 0
13 Feb 23031.40 1420 0 0.00 0 1 0
12 Feb 23045.25 1420 -371.8 25.22 2 1 1
11 Feb 23071.80 1791.8 0 - 0 0 0
10 Feb 23381.60 1791.8 0 - 0 0 0
7 Feb 23559.95 1791.8 0 - 0 0 0
6 Feb 23603.35 1791.8 0 - 0 0 0
5 Feb 23696.30 1791.8 0 - 0 0 0
4 Feb 23739.25 1791.8 0 - 0 0 0
3 Feb 23361.05 1791.8 0 - 0 0 0
1 Feb 23482.15 1791.8 0 - 0 0 0
31 Jan 23508.40 1791.8 0 - 0 0 0
30 Jan 23249.50 1791.8 0 - 0 0 0
29 Jan 23163.10 1791.8 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
22 Jan 23155.35 0 0.00 - 0 0 0
20 Jan 23344.75 0 - 0 0 0


For Nifty - strike price 21700 expiring on 20FEB2025

Delta for 21700 CE is 0.00

Historical price for 21700 CE is as follows

On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 1420, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 1420, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 1420, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 1420, which was -371.8 lower than the previous day. The implied volatity was 25.22, the open interest changed by 1 which increased total open position to 1


On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 1791.8, 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 1791.8, 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 1791.8, 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 1791.8, 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 1791.8, 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 1791.8, 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 1791.8, 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 1791.8, 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 1791.8, 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 1791.8, 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 29 Jan NIFTY was trading at 23163.10. The strike last trading price was 1791.8, 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


On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 0, 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 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 0, 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 20FEB2025 21700 PE
Delta: -0.01
Vega: 0.59
Theta: -2.68
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Feb 22959.50 2.15 -0.6 27.78 4,25,694 6,520 60,648
14 Feb 22929.25 2.95 -0.2 19.83 3,42,394 42,046 54,128
13 Feb 23031.40 3.3 -0.75 20.25 54,703 7,609 12,082
12 Feb 23045.25 4.1 -0.15 20.09 29,652 3,056 4,473
11 Feb 23071.80 4.2 1.6 19.20 8,468 1,111 1,417
10 Feb 23381.60 2.2 -0.95 19.70 1,536 152 306
7 Feb 23559.95 3.2 -25.65 19.87 504 154 154
6 Feb 23603.35 28.85 0 10.21 0 0 0
5 Feb 23696.30 28.85 0 10.17 0 0 0
4 Feb 23739.25 28.85 0 10.00 0 0 0
3 Feb 23361.05 28.85 0 8.40 0 0 0
1 Feb 23482.15 28.85 0 8.56 0 0 0
31 Jan 23508.40 28.85 0 8.28 0 0 0
30 Jan 23249.50 28.85 0 7.51 0 0 0
29 Jan 23163.10 28.85 0 6.90 0 0 0
28 Jan 22957.25 28.85 0 5.76 0 0 0
27 Jan 22829.15 28.85 0 5.07 0 0 0
24 Jan 23092.20 28.85 0 5.93 0 0 0
22 Jan 23155.35 28.85 0.00 5.87 0 0 0
20 Jan 23344.75 28.85 6.29 0 0 0


For Nifty - strike price 21700 expiring on 20FEB2025

Delta for 21700 PE is -0.01

Historical price for 21700 PE is as follows

On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 2.15, which was -0.6 lower than the previous day. The implied volatity was 27.78, the open interest changed by 6520 which increased total open position to 60648


On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 2.95, which was -0.2 lower than the previous day. The implied volatity was 19.83, the open interest changed by 42046 which increased total open position to 54128


On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 3.3, which was -0.75 lower than the previous day. The implied volatity was 20.25, the open interest changed by 7609 which increased total open position to 12082


On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 4.1, which was -0.15 lower than the previous day. The implied volatity was 20.09, the open interest changed by 3056 which increased total open position to 4473


On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 4.2, which was 1.6 higher than the previous day. The implied volatity was 19.20, the open interest changed by 1111 which increased total open position to 1417


On 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 2.2, which was -0.95 lower than the previous day. The implied volatity was 19.70, the open interest changed by 152 which increased total open position to 306


On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 3.2, which was -25.65 lower than the previous day. The implied volatity was 19.87, the open interest changed by 154 which increased total open position to 154


On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 28.85, which was 0 lower than the previous day. The implied volatity was 10.21, 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 28.85, which was 0 lower than the previous day. The implied volatity was 10.17, 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 28.85, which was 0 lower than the previous day. The implied volatity was 10.00, 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 28.85, which was 0 lower than the previous day. The implied volatity was 8.40, 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 28.85, which was 0 lower than the previous day. The implied volatity was 8.56, 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 28.85, which was 0 lower than the previous day. The implied volatity was 8.28, 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 28.85, which was 0 lower than the previous day. The implied volatity was 7.51, the open interest changed by 0 which decreased total open position to 0


On 29 Jan NIFTY was trading at 23163.10. The strike last trading price was 28.85, which was 0 lower than the previous day. The implied volatity was 6.90, 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 28.85, which was 0 lower than the previous day. The implied volatity was 5.76, 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 28.85, which was 0 lower than the previous day. The implied volatity was 5.07, 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 28.85, which was 0 lower than the previous day. The implied volatity was 5.93, the open interest changed by 0 which decreased total open position to 0


On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 28.85, which was 0.00 lower than the previous day. The implied volatity was 5.87, the open interest changed by 0 which decreased total open position to 0


On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 28.85, which was lower than the previous day. The implied volatity was 6.29, the open interest changed by 0 which decreased total open position to 0