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[--[65.84.65.76]--]
NIFTY
Nifty

22932.9 -12.40 (-0.05%)

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Historical option data for NIFTY

19 Feb 2025 04:11 PM IST
NIFTY 20FEB2025 22600 CE
Delta: 0.93
Vega: 1.67
Theta: -21.34
Gamma: 0.00
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
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
Delta: -0.08
Vega: 1.84
Theta: -17.54
Gamma: 0.00
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