NIFTY
Nifty
Historical option data for NIFTY
19 Feb 2025 04:11 PM IST
NIFTY 20FEB2025 22600 CE | ||||||||||
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Delta: 0.93
Vega: 1.67
Theta: -21.34
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
19 Feb | 22932.90 | 330.7 | -35 | 18.75 | 50,433 | -1,216 | 1,496 | |||
18 Feb | 22945.30 | 350.75 | -76.4 | 16.57 | 57,573 | 447 | 2,712 | |||
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17 Feb | 22959.50 | 437.85 | 24.9 | 22.45 | 72,647 | 460 | 2,265 | |||
14 Feb | 22929.25 | 392 | -117.05 | 15.20 | 37,493 | 1,446 | 1,805 | |||
13 Feb | 23031.40 | 498.5 | -42.9 | 14.24 | 739 | 127 | 359 | |||
12 Feb | 23045.25 | 546.4 | -33.7 | 14.45 | 1,788 | 160 | 232 | |||
11 Feb | 23071.80 | 572.55 | -283.45 | 14.98 | 284 | 69 | 72 | |||
10 Feb | 23381.60 | 856 | -155.9 | 14.86 | 2 | 1 | 3 | |||
7 Feb | 23559.95 | 1011.9 | 54.95 | - | 2 | 2 | 2 | |||
6 Feb | 23603.35 | 956.95 | 0 | 0.00 | 0 | 0 | 0 | |||
5 Feb | 23696.30 | 956.95 | 0 | 0.00 | 0 | 0 | 0 | |||
4 Feb | 23739.25 | 956.95 | 0 | 0.00 | 0 | 0 | 0 | |||
3 Feb | 23361.05 | 956.95 | 0 | 0.00 | 0 | 0 | 0 | |||
1 Feb | 23482.15 | 956.95 | 0 | 0.00 | 0 | 0 | 0 | |||
31 Jan | 23508.40 | 956.95 | 0 | 0.00 | 0 | 0 | 0 | |||
30 Jan | 23249.50 | 956.95 | -62.4 | 19.39 | 2 | 0 | 0 | |||
29 Jan | 23163.10 | 1019.35 | 0 | - | 0 | 0 | 0 | |||
28 Jan | 22957.25 | 1019.35 | 0 | - | 0 | 0 | 0 | |||
27 Jan | 22829.15 | 1019.35 | 0 | - | 0 | 0 | 0 | |||
24 Jan | 23092.20 | 1019.35 | 0 | - | 0 | 0 | 0 | |||
23 Jan | 23205.35 | 1019.35 | 0.00 | - | 0 | 0 | 0 | |||
22 Jan | 23155.35 | 1019.35 | 0.00 | - | 0 | 0 | 0 | |||
21 Jan | 23024.65 | 1019.35 | 0.00 | - | 0 | 0 | 0 | |||
20 Jan | 23344.75 | 1019.35 | 0.00 | - | 0 | 0 | 0 | |||
17 Jan | 23203.20 | 1019.35 | - | 0 | 0 | 0 |
For Nifty - strike price 22600 expiring on 20FEB2025
Delta for 22600 CE is 0.93
Historical price for 22600 CE is as follows
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 330.7, which was -35 lower than the previous day. The implied volatity was 18.75, the open interest changed by -1216 which decreased total open position to 1496
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 350.75, which was -76.4 lower than the previous day. The implied volatity was 16.57, the open interest changed by 447 which increased total open position to 2712
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 437.85, which was 24.9 higher than the previous day. The implied volatity was 22.45, the open interest changed by 460 which increased total open position to 2265
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 392, which was -117.05 lower than the previous day. The implied volatity was 15.20, the open interest changed by 1446 which increased total open position to 1805
On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 498.5, which was -42.9 lower than the previous day. The implied volatity was 14.24, the open interest changed by 127 which increased total open position to 359
On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 546.4, which was -33.7 lower than the previous day. The implied volatity was 14.45, the open interest changed by 160 which increased total open position to 232
On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 572.55, which was -283.45 lower than the previous day. The implied volatity was 14.98, the open interest changed by 69 which increased total open position to 72
On 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 856, which was -155.9 lower than the previous day. The implied volatity was 14.86, the open interest changed by 1 which increased total open position to 3
On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 1011.9, which was 54.95 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 956.95, 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 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 956.95, 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 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 956.95, 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 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 956.95, 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 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 956.95, 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 31 Jan NIFTY was trading at 23508.40. The strike last trading price was 956.95, 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 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 956.95, which was -62.4 lower than the previous day. The implied volatity was 19.39, 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 1019.35, 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 1019.35, 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 1019.35, 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 1019.35, 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 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 1019.35, 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 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 1019.35, 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 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 1019.35, 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 1019.35, 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 1019.35, 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 22600 PE | |||||||
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Delta: -0.08
Vega: 1.84
Theta: -17.54
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
19 Feb | 22932.90 | 9 | -11.4 | 19.68 | 29,38,878 | -7,732 | 55,576 |
18 Feb | 22945.30 | 22.9 | -13.85 | 18.62 | 15,79,339 | -12,536 | 63,308 |
17 Feb | 22959.50 | 34 | -15.8 | 19.03 | 13,61,443 | 44,379 | 75,844 |
14 Feb | 22929.25 | 51.65 | 8.95 | 14.51 | 15,18,246 | 11,461 | 31,465 |
13 Feb | 23031.40 | 46.15 | -3.45 | 15.64 | 1,52,357 | 11,711 | 20,004 |
12 Feb | 23045.25 | 51 | -2.6 | 16.10 | 91,734 | 1,681 | 8,293 |
11 Feb | 23071.80 | 57.05 | 32.95 | 16.15 | 35,528 | 2,540 | 6,612 |
10 Feb | 23381.60 | 23.85 | 5.6 | 16.08 | 17,280 | 2,969 | 4,072 |
7 Feb | 23559.95 | 18.2 | -4.55 | 15.58 | 7,567 | 850 | 1,103 |
6 Feb | 23603.35 | 21.45 | -128.65 | 16.39 | 490 | 253 | 253 |
5 Feb | 23696.30 | 150.1 | 0 | 6.04 | 0 | 0 | 0 |
4 Feb | 23739.25 | 150.1 | 0 | 5.95 | 0 | 0 | 0 |
3 Feb | 23361.05 | 150.1 | 0 | 4.26 | 0 | 0 | 0 |
1 Feb | 23482.15 | 150.1 | 0 | 4.45 | 0 | 0 | 0 |
31 Jan | 23508.40 | 150.1 | 0 | 4.52 | 0 | 0 | 0 |
30 Jan | 23249.50 | 150.1 | 0 | 3.49 | 0 | 0 | 0 |
29 Jan | 23163.10 | 150.1 | 0 | 3.13 | 0 | 0 | 0 |
28 Jan | 22957.25 | 150.1 | 0 | 2.26 | 0 | 0 | 0 |
27 Jan | 22829.15 | 150.1 | 0 | 1.58 | 0 | 0 | 0 |
24 Jan | 23092.20 | 150.1 | 0 | 2.49 | 0 | 0 | 0 |
23 Jan | 23205.35 | 150.1 | 0.00 | 2.92 | 0 | 0 | 0 |
22 Jan | 23155.35 | 150.1 | 0.00 | 2.70 | 0 | 0 | 0 |
21 Jan | 23024.65 | 150.1 | 0.00 | 2.30 | 0 | 0 | 0 |
20 Jan | 23344.75 | 150.1 | 0.00 | 3.25 | 0 | 0 | 0 |
17 Jan | 23203.20 | 150.1 | 2.74 | 0 | 0 | 0 |
For Nifty - strike price 22600 expiring on 20FEB2025
Delta for 22600 PE is -0.08
Historical price for 22600 PE is as follows
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 9, which was -11.4 lower than the previous day. The implied volatity was 19.68, the open interest changed by -7732 which decreased total open position to 55576
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 22.9, which was -13.85 lower than the previous day. The implied volatity was 18.62, the open interest changed by -12536 which decreased total open position to 63308
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 34, which was -15.8 lower than the previous day. The implied volatity was 19.03, the open interest changed by 44379 which increased total open position to 75844
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 51.65, which was 8.95 higher than the previous day. The implied volatity was 14.51, the open interest changed by 11461 which increased total open position to 31465
On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 46.15, which was -3.45 lower than the previous day. The implied volatity was 15.64, the open interest changed by 11711 which increased total open position to 20004
On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 51, which was -2.6 lower than the previous day. The implied volatity was 16.10, the open interest changed by 1681 which increased total open position to 8293
On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 57.05, which was 32.95 higher than the previous day. The implied volatity was 16.15, the open interest changed by 2540 which increased total open position to 6612
On 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 23.85, which was 5.6 higher than the previous day. The implied volatity was 16.08, the open interest changed by 2969 which increased total open position to 4072
On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 18.2, which was -4.55 lower than the previous day. The implied volatity was 15.58, the open interest changed by 850 which increased total open position to 1103
On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 21.45, which was -128.65 lower than the previous day. The implied volatity was 16.39, the open interest changed by 253 which increased total open position to 253
On 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 150.1, which was 0 lower than the previous day. The implied volatity was 6.04, 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 150.1, which was 0 lower than the previous day. The implied volatity was 5.95, 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 150.1, which was 0 lower than the previous day. The implied volatity was 4.26, 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 150.1, which was 0 lower than the previous day. The implied volatity was 4.45, 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 150.1, which was 0 lower than the previous day. The implied volatity was 4.52, 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 150.1, which was 0 lower than the previous day. The implied volatity was 3.49, 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 150.1, which was 0 lower than the previous day. The implied volatity was 3.13, 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 150.1, which was 0 lower than the previous day. The implied volatity was 2.26, 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 150.1, which was 0 lower than the previous day. The implied volatity was 1.58, 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 150.1, which was 0 lower than the previous day. The implied volatity was 2.49, the open interest changed by 0 which decreased total open position to 0
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 150.1, which was 0.00 lower than the previous day. The implied volatity was 2.92, 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 150.1, which was 0.00 lower than the previous day. The implied volatity was 2.70, the open interest changed by 0 which decreased total open position to 0
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 150.1, which was 0.00 lower than the previous day. The implied volatity was 2.30, 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 150.1, which was 0.00 lower than the previous day. The implied volatity was 3.25, 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 150.1, which was lower than the previous day. The implied volatity was 2.74, the open interest changed by 0 which decreased total open position to 0