NIFTY
Nifty
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