NIFTY
Nifty
Historical option data for NIFTY
19 Feb 2025 04:11 PM IST
NIFTY 20FEB2025 22300 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
19 Feb | 22932.90 | 620.35 | -28.4 | - | 1,489 | -48 | 132 | |||
18 Feb | 22945.30 | 631.1 | -69.35 | - | 1,969 | -153 | 180 | |||
17 Feb | 22959.50 | 709.8 | 38.5 | 25.97 | 2,325 | 184 | 333 | |||
14 Feb | 22929.25 | 656 | -124.4 | 16.82 | 1,049 | 102 | 149 | |||
13 Feb | 23031.40 | 768 | -3 | 13.23 | 78 | 21 | 47 | |||
12 Feb | 23045.25 | 771 | -488.15 | - | 77 | 26 | 26 | |||
11 Feb | 23071.80 | 1259.15 | 0 | - | 0 | 0 | 0 | |||
10 Feb | 23381.60 | 1259.15 | 0 | - | 0 | 0 | 0 | |||
7 Feb | 23559.95 | 1259.15 | 0 | - | 0 | 0 | 0 | |||
6 Feb | 23603.35 | 1259.15 | 0 | - | 0 | 0 | 0 | |||
5 Feb | 23696.30 | 1259.15 | 0 | - | 0 | 0 | 0 | |||
4 Feb | 23739.25 | 1259.15 | 0 | - | 0 | 0 | 0 | |||
3 Feb | 23361.05 | 1259.15 | 0 | - | 0 | 0 | 0 | |||
1 Feb | 23482.15 | 1259.15 | 0 | - | 0 | 0 | 0 | |||
31 Jan | 23508.40 | 0 | 0 | - | 0 | 0 | 0 | |||
30 Jan | 23249.50 | 0 | 0 | - | 0 | 0 | 0 | |||
29 Jan | 23163.10 | 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 | |||
22 Jan | 23155.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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20 Jan | 23344.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
17 Jan | 23203.20 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 22300 expiring on 20FEB2025
Delta for 22300 CE is -
Historical price for 22300 CE is as follows
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 620.35, which was -28.4 lower than the previous day. The implied volatity was -, the open interest changed by -48 which decreased total open position to 132
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 631.1, which was -69.35 lower than the previous day. The implied volatity was -, the open interest changed by -153 which decreased total open position to 180
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 709.8, which was 38.5 higher than the previous day. The implied volatity was 25.97, the open interest changed by 184 which increased total open position to 333
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 656, which was -124.4 lower than the previous day. The implied volatity was 16.82, the open interest changed by 102 which increased total open position to 149
On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 768, which was -3 lower than the previous day. The implied volatity was 13.23, the open interest changed by 21 which increased total open position to 47
On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 771, which was -488.15 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 26
On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 1259.15, 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 1259.15, 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 1259.15, 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 1259.15, 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 1259.15, 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 1259.15, 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 1259.15, 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 1259.15, 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 29 Jan NIFTY was trading at 23163.10. 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
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 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 17 Jan NIFTY was trading at 23203.20. 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 22300 PE | |||||||
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Delta: -0.01
Vega: 0.34
Theta: -3.80
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
19 Feb | 22932.90 | 1 | -2.75 | 22.93 | 13,03,081 | 6,432 | 66,718 |
18 Feb | 22945.30 | 3.8 | -7.05 | 20.07 | 8,60,649 | -3,868 | 60,286 |
17 Feb | 22959.50 | 10.45 | -4.95 | 21.09 | 10,31,661 | 16,893 | 64,154 |
14 Feb | 22929.25 | 15.8 | 0.55 | 15.45 | 10,86,491 | 15,077 | 47,261 |
13 Feb | 23031.40 | 16.3 | -2.9 | 16.56 | 1,31,358 | 22,463 | 32,184 |
12 Feb | 23045.25 | 20.2 | -1.35 | 17.02 | 73,441 | 3,251 | 9,721 |
11 Feb | 23071.80 | 23.75 | 14.2 | 16.96 | 29,604 | 2,130 | 6,470 |
10 Feb | 23381.60 | 9.1 | 1.1 | 16.77 | 14,956 | 2,794 | 4,340 |
7 Feb | 23559.95 | 8 | -3.4 | 16.41 | 6,247 | 900 | 1,546 |
6 Feb | 23603.35 | 10.95 | 1.1 | 17.42 | 556 | 132 | 646 |
5 Feb | 23696.30 | 10.65 | -3.5 | 17.36 | 618 | 514 | 514 |
4 Feb | 23739.25 | 13.8 | -15.95 | 17.87 | 466 | 20 | 275 |
3 Feb | 23361.05 | 29.3 | -91.65 | 16.74 | 401 | 255 | 255 |
1 Feb | 23482.15 | 120.95 | 0 | 0.00 | 0 | 1 | 0 |
31 Jan | 23508.40 | 120.95 | 0 | 0.00 | 0 | 1 | 0 |
30 Jan | 23249.50 | 120.95 | 0 | 0.00 | 0 | 1 | 0 |
29 Jan | 23163.10 | 120.95 | 0 | 0.00 | 0 | 1 | 0 |
28 Jan | 22957.25 | 120.95 | -7.55 | 17.91 | 3 | 1 | 6 |
27 Jan | 22829.15 | 128.5 | 15.65 | 16.05 | 1 | 5 | 5 |
24 Jan | 23092.20 | 112.85 | 0 | 0.00 | 0 | 2 | 0 |
22 Jan | 23155.35 | 112.85 | 0.00 | 0.00 | 0 | 2 | 0 |
20 Jan | 23344.75 | 112.85 | -17.30 | 19.17 | 1 | 2 | 4 |
17 Jan | 23203.20 | 130.15 | 18.18 | 4 | 2 | 2 |
For Nifty - strike price 22300 expiring on 20FEB2025
Delta for 22300 PE is -0.01
Historical price for 22300 PE is as follows
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 1, which was -2.75 lower than the previous day. The implied volatity was 22.93, the open interest changed by 6432 which increased total open position to 66718
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 3.8, which was -7.05 lower than the previous day. The implied volatity was 20.07, the open interest changed by -3868 which decreased total open position to 60286
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 10.45, which was -4.95 lower than the previous day. The implied volatity was 21.09, the open interest changed by 16893 which increased total open position to 64154
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 15.8, which was 0.55 higher than the previous day. The implied volatity was 15.45, the open interest changed by 15077 which increased total open position to 47261
On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 16.3, which was -2.9 lower than the previous day. The implied volatity was 16.56, the open interest changed by 22463 which increased total open position to 32184
On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 20.2, which was -1.35 lower than the previous day. The implied volatity was 17.02, the open interest changed by 3251 which increased total open position to 9721
On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 23.75, which was 14.2 higher than the previous day. The implied volatity was 16.96, the open interest changed by 2130 which increased total open position to 6470
On 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 9.1, which was 1.1 higher than the previous day. The implied volatity was 16.77, the open interest changed by 2794 which increased total open position to 4340
On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 8, which was -3.4 lower than the previous day. The implied volatity was 16.41, the open interest changed by 900 which increased total open position to 1546
On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 10.95, which was 1.1 higher than the previous day. The implied volatity was 17.42, the open interest changed by 132 which increased total open position to 646
On 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 10.65, which was -3.5 lower than the previous day. The implied volatity was 17.36, the open interest changed by 514 which increased total open position to 514
On 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 13.8, which was -15.95 lower than the previous day. The implied volatity was 17.87, the open interest changed by 20 which increased total open position to 275
On 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 29.3, which was -91.65 lower than the previous day. The implied volatity was 16.74, the open interest changed by 255 which increased total open position to 255
On 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 120.95, 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 31 Jan NIFTY was trading at 23508.40. The strike last trading price was 120.95, 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 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 120.95, 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 29 Jan NIFTY was trading at 23163.10. The strike last trading price was 120.95, 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 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 120.95, which was -7.55 lower than the previous day. The implied volatity was 17.91, the open interest changed by 1 which increased total open position to 6
On 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 128.5, which was 15.65 higher than the previous day. The implied volatity was 16.05, the open interest changed by 5 which increased total open position to 5
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 112.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 112.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 112.85, which was -17.30 lower than the previous day. The implied volatity was 19.17, the open interest changed by 2 which increased total open position to 4
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 130.15, which was lower than the previous day. The implied volatity was 18.18, the open interest changed by 2 which increased total open position to 2