NIFTY
Nifty
Historical option data for NIFTY
23 Jan 2025 04:11 PM IST
| NIFTY 23JAN2025 22650 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 23205.35 | 555.65 | 36.65 | - | 474 | -138 | 86 | |||
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| 22 Jan | 23155.35 | 519 | 65.10 | 21.71 | 2,684 | 81 | 224 | |||
| 21 Jan | 23024.65 | 453.9 | -267.60 | 25.49 | 703 | 38 | 143 | |||
| 20 Jan | 23344.75 | 721.5 | 116.35 | 23.38 | 271 | 37 | 105 | |||
| 17 Jan | 23203.20 | 605.15 | 1.95 | 14.46 | 185 | 68 | 68 | |||
| 16 Jan | 23311.80 | 603.2 | 0.00 | 0.00 | 0 | 8 | 0 | |||
| 15 Jan | 23213.20 | 603.2 | -35.80 | - | 22 | 8 | 50 | |||
| 14 Jan | 23176.05 | 639 | 77.85 | 13.77 | 6 | 15 | 42 | |||
| 13 Jan | 23085.95 | 561.15 | -291.50 | 15.19 | 65 | 27 | 27 | |||
| 10 Jan | 23431.50 | 852.65 | -666.00 | - | 1 | 0 | 0 | |||
| 9 Jan | 23526.50 | 1518.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 23688.95 | 1518.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 23707.90 | 1518.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 23616.05 | 1518.65 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 24004.75 | 1518.65 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 24188.65 | 1518.65 | 1518.65 | - | 0 | 0 | 0 | |||
| 1 Jan | 23742.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Dec | 23644.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Dec | 23644.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Dec | 23813.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 23750.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 23727.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 23753.45 | 0 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 22650 expiring on 23JAN2025
Delta for 22650 CE is -
Historical price for 22650 CE is as follows
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 555.65, which was 36.65 higher than the previous day. The implied volatity was -, the open interest changed by -138 which decreased total open position to 86
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 519, which was 65.10 higher than the previous day. The implied volatity was 21.71, the open interest changed by 81 which increased total open position to 224
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 453.9, which was -267.60 lower than the previous day. The implied volatity was 25.49, the open interest changed by 38 which increased total open position to 143
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 721.5, which was 116.35 higher than the previous day. The implied volatity was 23.38, the open interest changed by 37 which increased total open position to 105
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 605.15, which was 1.95 higher than the previous day. The implied volatity was 14.46, the open interest changed by 68 which increased total open position to 68
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 603.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 603.2, which was -35.80 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 50
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 639, which was 77.85 higher than the previous day. The implied volatity was 13.77, the open interest changed by 15 which increased total open position to 42
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 561.15, which was -291.50 lower than the previous day. The implied volatity was 15.19, the open interest changed by 27 which increased total open position to 27
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 852.65, which was -666.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 1518.65, 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 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 1518.65, 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 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 1518.65, 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 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 1518.65, 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 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 1518.65, 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 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 1518.65, which was 1518.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Jan NIFTY was trading at 23742.90. 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 31 Dec NIFTY was trading at 23644.80. 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 30 Dec NIFTY was trading at 23644.90. 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 27 Dec NIFTY was trading at 23813.40. 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 26 Dec NIFTY was trading at 23750.20. 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 24 Dec NIFTY was trading at 23727.65. 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 23 Dec NIFTY was trading at 23753.45. 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 23JAN2025 22650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 23205.35 | 0.05 | -2.85 | - | 9,67,576 | 11,956 | 35,430 |
| 22 Jan | 23155.35 | 2.9 | -14.60 | 22.55 | 9,38,416 | 9,577 | 23,474 |
| 21 Jan | 23024.65 | 17.5 | 6.75 | 19.88 | 6,72,545 | -7 | 13,897 |
| 20 Jan | 23344.75 | 10.75 | -13.00 | 21.38 | 2,82,407 | 2,543 | 13,904 |
| 17 Jan | 23203.20 | 23.75 | -1.20 | 16.03 | 3,21,907 | 6,628 | 11,361 |
| 16 Jan | 23311.80 | 24.95 | -10.75 | 17.81 | 15,178 | 2,978 | 4,733 |
| 15 Jan | 23213.20 | 35.7 | -8.75 | 16.34 | 19,042 | 649 | 1,755 |
| 14 Jan | 23176.05 | 44.45 | -37.30 | 16.28 | 10,371 | 231 | 1,106 |
| 13 Jan | 23085.95 | 81.75 | 44.25 | 17.14 | 8,469 | 237 | 875 |
| 10 Jan | 23431.50 | 37.5 | 10.20 | 16.30 | 3,128 | 587 | 638 |
| 9 Jan | 23526.50 | 27.3 | 4.90 | 15.89 | 143 | 15 | 51 |
| 8 Jan | 23688.95 | 22.4 | -10.10 | 16.00 | 20 | -11 | 36 |
| 7 Jan | 23707.90 | 32.5 | -21.25 | 17.22 | 17 | 4 | 47 |
| 6 Jan | 23616.05 | 53.75 | 31.90 | 18.44 | 122 | 43 | 43 |
| 3 Jan | 24004.75 | 21.85 | 0.00 | 0.00 | 0 | 2 | 0 |
| 2 Jan | 24188.65 | 21.85 | -34.70 | 18.06 | 4 | 2 | 2 |
| 1 Jan | 23742.90 | 56.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Dec | 23644.80 | 56.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 30 Dec | 23644.90 | 56.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Dec | 23813.40 | 56.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Dec | 23750.20 | 56.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 24 Dec | 23727.65 | 56.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 23 Dec | 23753.45 | 56.55 | 15.21 | 1 | 0 | 0 | |
For Nifty - strike price 22650 expiring on 23JAN2025
Delta for 22650 PE is -
Historical price for 22650 PE is as follows
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 0.05, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by 11956 which increased total open position to 35430
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 2.9, which was -14.60 lower than the previous day. The implied volatity was 22.55, the open interest changed by 9577 which increased total open position to 23474
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 17.5, which was 6.75 higher than the previous day. The implied volatity was 19.88, the open interest changed by -7 which decreased total open position to 13897
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 10.75, which was -13.00 lower than the previous day. The implied volatity was 21.38, the open interest changed by 2543 which increased total open position to 13904
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 23.75, which was -1.20 lower than the previous day. The implied volatity was 16.03, the open interest changed by 6628 which increased total open position to 11361
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 24.95, which was -10.75 lower than the previous day. The implied volatity was 17.81, the open interest changed by 2978 which increased total open position to 4733
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 35.7, which was -8.75 lower than the previous day. The implied volatity was 16.34, the open interest changed by 649 which increased total open position to 1755
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 44.45, which was -37.30 lower than the previous day. The implied volatity was 16.28, the open interest changed by 231 which increased total open position to 1106
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 81.75, which was 44.25 higher than the previous day. The implied volatity was 17.14, the open interest changed by 237 which increased total open position to 875
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 37.5, which was 10.20 higher than the previous day. The implied volatity was 16.30, the open interest changed by 587 which increased total open position to 638
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 27.3, which was 4.90 higher than the previous day. The implied volatity was 15.89, the open interest changed by 15 which increased total open position to 51
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 22.4, which was -10.10 lower than the previous day. The implied volatity was 16.00, the open interest changed by -11 which decreased total open position to 36
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 32.5, which was -21.25 lower than the previous day. The implied volatity was 17.22, the open interest changed by 4 which increased total open position to 47
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 53.75, which was 31.90 higher than the previous day. The implied volatity was 18.44, the open interest changed by 43 which increased total open position to 43
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 21.85, 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 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 21.85, which was -34.70 lower than the previous day. The implied volatity was 18.06, the open interest changed by 2 which increased total open position to 2
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 56.55, which was 0.00 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 Dec NIFTY was trading at 23644.80. The strike last trading price was 56.55, which was 0.00 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 Dec NIFTY was trading at 23644.90. The strike last trading price was 56.55, which was 0.00 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 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 56.55, which was 0.00 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 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 56.55, which was 0.00 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 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 56.55, which was 0.00 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 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 56.55, which was lower than the previous day. The implied volatity was 15.21, the open interest changed by 0 which decreased total open position to 0
