NIFTY
Nifty
Historical option data for NIFTY
23 Jan 2025 04:11 PM IST
| NIFTY 23JAN2025 22850 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 | 356 | 32.35 | - | 5,605 | -534 | 416 | |||
| 22 Jan | 23155.35 | 323.65 | 42.55 | 17.98 | 63,491 | -227 | 950 | |||
| 21 Jan | 23024.65 | 281.1 | -248.40 | 22.02 | 13,116 | 614 | 1,177 | |||
| 20 Jan | 23344.75 | 529.5 | 101.00 | 20.15 | 1,523 | 55 | 563 | |||
| 17 Jan | 23203.20 | 428.5 | -110.45 | 14.10 | 4,746 | 390 | 508 | |||
| 16 Jan | 23311.80 | 538.95 | 93.60 | - | 80 | 12 | 118 | |||
| 15 Jan | 23213.20 | 445.35 | -28.25 | 10.08 | 164 | 20 | 106 | |||
| 14 Jan | 23176.05 | 473.6 | 50.80 | 14.09 | 140 | 5 | 86 | |||
| 13 Jan | 23085.95 | 422.8 | -367.50 | 16.06 | 119 | 81 | 81 | |||
| 10 Jan | 23431.50 | 790.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Jan | 23526.50 | 790.3 | -555.15 | - | 1 | 0 | 0 | |||
| 8 Jan | 23688.95 | 1345.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 23707.90 | 1345.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 23616.05 | 1345.45 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 24004.75 | 1345.45 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 24188.65 | 1345.45 | 1345.45 | - | 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 | |||
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| 23 Dec | 23753.45 | 0 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 22850 expiring on 23JAN2025
Delta for 22850 CE is -
Historical price for 22850 CE is as follows
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 356, which was 32.35 higher than the previous day. The implied volatity was -, the open interest changed by -534 which decreased total open position to 416
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 323.65, which was 42.55 higher than the previous day. The implied volatity was 17.98, the open interest changed by -227 which decreased total open position to 950
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 281.1, which was -248.40 lower than the previous day. The implied volatity was 22.02, the open interest changed by 614 which increased total open position to 1177
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 529.5, which was 101.00 higher than the previous day. The implied volatity was 20.15, the open interest changed by 55 which increased total open position to 563
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 428.5, which was -110.45 lower than the previous day. The implied volatity was 14.10, the open interest changed by 390 which increased total open position to 508
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 538.95, which was 93.60 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 118
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 445.35, which was -28.25 lower than the previous day. The implied volatity was 10.08, the open interest changed by 20 which increased total open position to 106
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 473.6, which was 50.80 higher than the previous day. The implied volatity was 14.09, the open interest changed by 5 which increased total open position to 86
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 422.8, which was -367.50 lower than the previous day. The implied volatity was 16.06, the open interest changed by 81 which increased total open position to 81
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 790.3, 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 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 790.3, which was -555.15 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 1345.45, 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 1345.45, 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 1345.45, 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 1345.45, 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 1345.45, which was 1345.45 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 22850 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 0.1 | -6.60 | - | 17,03,640 | 19,781 | 49,704 |
| 22 Jan | 23155.35 | 6.7 | -39.30 | 17.86 | 15,00,731 | 14,704 | 29,923 |
| 21 Jan | 23024.65 | 46 | 26.90 | 18.51 | 8,11,732 | -5,142 | 15,219 |
| 20 Jan | 23344.75 | 19.1 | -28.30 | 18.97 | 3,72,329 | 7,845 | 20,361 |
| 17 Jan | 23203.20 | 47.4 | 3.45 | 15.17 | 4,05,480 | 8,985 | 12,516 |
| 16 Jan | 23311.80 | 43.95 | -19.15 | 16.88 | 25,420 | 857 | 3,531 |
| 15 Jan | 23213.20 | 63.1 | -11.15 | 15.58 | 17,526 | 881 | 2,674 |
| 14 Jan | 23176.05 | 74.25 | -53.50 | 15.45 | 9,214 | 1,236 | 1,793 |
| 13 Jan | 23085.95 | 127.75 | 65.90 | 16.50 | 6,237 | 314 | 557 |
| 10 Jan | 23431.50 | 61.85 | 15.30 | 15.91 | 3,425 | 152 | 243 |
| 9 Jan | 23526.50 | 46.55 | -37.80 | 15.58 | 157 | 91 | 91 |
| 8 Jan | 23688.95 | 84.35 | 0.00 | 4.74 | 0 | 0 | 0 |
| 7 Jan | 23707.90 | 84.35 | 0.00 | 4.75 | 0 | 0 | 0 |
| 6 Jan | 23616.05 | 84.35 | 0.00 | 4.28 | 0 | 0 | 0 |
| 3 Jan | 24004.75 | 84.35 | 0.00 | 5.29 | 0 | 0 | 0 |
| 2 Jan | 24188.65 | 84.35 | 0.00 | 5.85 | 0 | 0 | 0 |
| 1 Jan | 23742.90 | 84.35 | 0.00 | 4.24 | 0 | 0 | 0 |
| 31 Dec | 23644.80 | 84.35 | 0.00 | 3.83 | 0 | 0 | 0 |
| 30 Dec | 23644.90 | 84.35 | 0.00 | 3.75 | 0 | 0 | 0 |
| 27 Dec | 23813.40 | 84.35 | 0.00 | 4.21 | 0 | 0 | 0 |
| 26 Dec | 23750.20 | 84.35 | 0.00 | 3.92 | 0 | 0 | 0 |
| 24 Dec | 23727.65 | 84.35 | 0.00 | 3.77 | 0 | 0 | 0 |
| 23 Dec | 23753.45 | 84.35 | 3.54 | 0 | 0 | 0 | |
For Nifty - strike price 22850 expiring on 23JAN2025
Delta for 22850 PE is -
Historical price for 22850 PE is as follows
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 0.1, which was -6.60 lower than the previous day. The implied volatity was -, the open interest changed by 19781 which increased total open position to 49704
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 6.7, which was -39.30 lower than the previous day. The implied volatity was 17.86, the open interest changed by 14704 which increased total open position to 29923
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 46, which was 26.90 higher than the previous day. The implied volatity was 18.51, the open interest changed by -5142 which decreased total open position to 15219
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 19.1, which was -28.30 lower than the previous day. The implied volatity was 18.97, the open interest changed by 7845 which increased total open position to 20361
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 47.4, which was 3.45 higher than the previous day. The implied volatity was 15.17, the open interest changed by 8985 which increased total open position to 12516
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 43.95, which was -19.15 lower than the previous day. The implied volatity was 16.88, the open interest changed by 857 which increased total open position to 3531
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 63.1, which was -11.15 lower than the previous day. The implied volatity was 15.58, the open interest changed by 881 which increased total open position to 2674
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 74.25, which was -53.50 lower than the previous day. The implied volatity was 15.45, the open interest changed by 1236 which increased total open position to 1793
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 127.75, which was 65.90 higher than the previous day. The implied volatity was 16.50, the open interest changed by 314 which increased total open position to 557
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 61.85, which was 15.30 higher than the previous day. The implied volatity was 15.91, the open interest changed by 152 which increased total open position to 243
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 46.55, which was -37.80 lower than the previous day. The implied volatity was 15.58, the open interest changed by 91 which increased total open position to 91
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 84.35, which was 0.00 lower than the previous day. The implied volatity was 4.74, 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 84.35, which was 0.00 lower than the previous day. The implied volatity was 4.75, 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 84.35, which was 0.00 lower than the previous day. The implied volatity was 4.28, 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 84.35, which was 0.00 lower than the previous day. The implied volatity was 5.29, 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 84.35, which was 0.00 lower than the previous day. The implied volatity was 5.85, 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 84.35, which was 0.00 lower than the previous day. The implied volatity was 4.24, 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 84.35, which was 0.00 lower than the previous day. The implied volatity was 3.83, 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 84.35, which was 0.00 lower than the previous day. The implied volatity was 3.75, 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 84.35, which was 0.00 lower than the previous day. The implied volatity was 4.21, 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 84.35, which was 0.00 lower than the previous day. The implied volatity was 3.92, 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 84.35, which was 0.00 lower than the previous day. The implied volatity was 3.77, 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 84.35, which was lower than the previous day. The implied volatity was 3.54, the open interest changed by 0 which decreased total open position to 0
