NIFTY
Nifty
Historical option data for NIFTY
23 Jan 2025 04:11 PM IST
| NIFTY 23JAN2025 23100 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 23 Jan | 23205.35 | 105.2 | 6.20 | - | 24,15,540 | -37,810 | 36,601 | |||
| 22 Jan | 23155.35 | 99 | -14.65 | 12.37 | 59,27,723 | 34,084 | 74,411 | |||
| 21 Jan | 23024.65 | 113.65 | -202.25 | 19.09 | 7,64,444 | 30,941 | 40,327 | |||
| 20 Jan | 23344.75 | 315.9 | 72.55 | 18.55 | 2,02,853 | -1,807 | 9,386 | |||
| 17 Jan | 23203.20 | 243.35 | -124.15 | 13.86 | 4,88,585 | 6,551 | 11,193 | |||
| 16 Jan | 23311.80 | 367.5 | 109.90 | 14.21 | 16,725 | 185 | 4,642 | |||
| 15 Jan | 23213.20 | 257.6 | -32.20 | 11.13 | 20,143 | 617 | 4,457 | |||
| 14 Jan | 23176.05 | 289.8 | 30.30 | 13.58 | 20,649 | 1,166 | 3,840 | |||
| 13 Jan | 23085.95 | 259.5 | -233.70 | 15.28 | 13,443 | 2,492 | 2,674 | |||
| 10 Jan | 23431.50 | 493.2 | -106.80 | 12.74 | 273 | 177 | 182 | |||
| 9 Jan | 23526.50 | 600 | 21.75 | 12.85 | 1 | 1 | 5 | |||
| 8 Jan | 23688.95 | 578.25 | -140.70 | - | 2 | 4 | 4 | |||
| 7 Jan | 23707.90 | 718.95 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 6 Jan | 23616.05 | 718.95 | -421.25 | 14.96 | 9 | 4 | 4 | |||
| 3 Jan | 24004.75 | 1140.2 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 24188.65 | 1140.2 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Jan | 23742.90 | 1140.2 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Dec | 23644.80 | 1140.2 | 1140.20 | - | 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 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 23587.50 | 0 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 23100 expiring on 23JAN2025
Delta for 23100 CE is -
Historical price for 23100 CE is as follows
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 105.2, which was 6.20 higher than the previous day. The implied volatity was -, the open interest changed by -37810 which decreased total open position to 36601
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 99, which was -14.65 lower than the previous day. The implied volatity was 12.37, the open interest changed by 34084 which increased total open position to 74411
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 113.65, which was -202.25 lower than the previous day. The implied volatity was 19.09, the open interest changed by 30941 which increased total open position to 40327
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 315.9, which was 72.55 higher than the previous day. The implied volatity was 18.55, the open interest changed by -1807 which decreased total open position to 9386
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 243.35, which was -124.15 lower than the previous day. The implied volatity was 13.86, the open interest changed by 6551 which increased total open position to 11193
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 367.5, which was 109.90 higher than the previous day. The implied volatity was 14.21, the open interest changed by 185 which increased total open position to 4642
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 257.6, which was -32.20 lower than the previous day. The implied volatity was 11.13, the open interest changed by 617 which increased total open position to 4457
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 289.8, which was 30.30 higher than the previous day. The implied volatity was 13.58, the open interest changed by 1166 which increased total open position to 3840
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 259.5, which was -233.70 lower than the previous day. The implied volatity was 15.28, the open interest changed by 2492 which increased total open position to 2674
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 493.2, which was -106.80 lower than the previous day. The implied volatity was 12.74, the open interest changed by 177 which increased total open position to 182
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 600, which was 21.75 higher than the previous day. The implied volatity was 12.85, the open interest changed by 1 which increased total open position to 5
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 578.25, which was -140.70 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 718.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 718.95, which was -421.25 lower than the previous day. The implied volatity was 14.96, the open interest changed by 4 which increased total open position to 4
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 1140.2, 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 1140.2, 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 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 1140.2, 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 1140.2, which was 1140.20 higher 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 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 Dec NIFTY was trading at 23587.50. 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 23100 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 | 0.05 | -32.95 | - | 66,69,185 | 34,186 | 1,47,201 |
| 22 Jan | 23155.35 | 33 | -95.85 | 12.56 | 57,36,721 | 73,802 | 1,13,015 |
| 21 Jan | 23024.65 | 128.85 | 79.85 | 16.27 | 20,16,125 | -18,609 | 39,213 |
| 20 Jan | 23344.75 | 49 | -61.85 | 16.88 | 9,71,202 | 26,836 | 57,822 |
| 17 Jan | 23203.20 | 110.85 | 22.00 | 14.56 | 13,98,940 | 12,945 | 30,986 |
| 16 Jan | 23311.80 | 88.85 | -38.15 | 15.89 | 1,13,911 | 8,589 | 18,041 |
| 15 Jan | 23213.20 | 127 | -13.00 | 14.92 | 57,874 | 2,856 | 9,452 |
| 14 Jan | 23176.05 | 140 | -78.75 | 14.65 | 39,772 | 711 | 6,596 |
| 13 Jan | 23085.95 | 218.75 | 109.35 | 16.00 | 33,024 | 3,327 | 5,885 |
| 10 Jan | 23431.50 | 109.4 | 26.40 | 15.38 | 15,188 | 1,849 | 2,558 |
| 9 Jan | 23526.50 | 83 | 18.00 | 15.01 | 2,396 | 261 | 709 |
| 8 Jan | 23688.95 | 65 | -20.70 | 14.95 | 1,612 | 249 | 448 |
| 7 Jan | 23707.90 | 85.7 | -49.30 | 16.40 | 228 | 8 | 199 |
| 6 Jan | 23616.05 | 135 | 89.00 | 18.38 | 597 | 102 | 191 |
| 3 Jan | 24004.75 | 46 | 3.00 | 15.26 | 112 | 52 | 89 |
| 2 Jan | 24188.65 | 43 | -55.00 | 16.44 | 46 | 7 | 37 |
| 1 Jan | 23742.90 | 98 | -23.75 | 16.04 | 37 | 17 | 30 |
| 31 Dec | 23644.80 | 121.75 | 15.15 | 16.08 | 23 | 9 | 13 |
| 30 Dec | 23644.90 | 106.6 | -7.05 | 14.87 | 6 | 4 | 4 |
| 27 Dec | 23813.40 | 113.65 | 0.00 | 0.00 | 0 | 3 | 0 |
| 26 Dec | 23750.20 | 113.65 | -3.30 | 15.56 | 5 | 3 | 3 |
| 24 Dec | 23727.65 | 116.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 23 Dec | 23753.45 | 116.95 | -10.40 | 15.02 | 4 | 0 | 0 |
| 20 Dec | 23587.50 | 127.35 | 2.47 | 0 | 0 | 0 | |
For Nifty - strike price 23100 expiring on 23JAN2025
Delta for 23100 PE is -
Historical price for 23100 PE is as follows
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 0.05, which was -32.95 lower than the previous day. The implied volatity was -, the open interest changed by 34186 which increased total open position to 147201
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 33, which was -95.85 lower than the previous day. The implied volatity was 12.56, the open interest changed by 73802 which increased total open position to 113015
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 128.85, which was 79.85 higher than the previous day. The implied volatity was 16.27, the open interest changed by -18609 which decreased total open position to 39213
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 49, which was -61.85 lower than the previous day. The implied volatity was 16.88, the open interest changed by 26836 which increased total open position to 57822
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 110.85, which was 22.00 higher than the previous day. The implied volatity was 14.56, the open interest changed by 12945 which increased total open position to 30986
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 88.85, which was -38.15 lower than the previous day. The implied volatity was 15.89, the open interest changed by 8589 which increased total open position to 18041
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 127, which was -13.00 lower than the previous day. The implied volatity was 14.92, the open interest changed by 2856 which increased total open position to 9452
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 140, which was -78.75 lower than the previous day. The implied volatity was 14.65, the open interest changed by 711 which increased total open position to 6596
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 218.75, which was 109.35 higher than the previous day. The implied volatity was 16.00, the open interest changed by 3327 which increased total open position to 5885
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 109.4, which was 26.40 higher than the previous day. The implied volatity was 15.38, the open interest changed by 1849 which increased total open position to 2558
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 83, which was 18.00 higher than the previous day. The implied volatity was 15.01, the open interest changed by 261 which increased total open position to 709
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 65, which was -20.70 lower than the previous day. The implied volatity was 14.95, the open interest changed by 249 which increased total open position to 448
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 85.7, which was -49.30 lower than the previous day. The implied volatity was 16.40, the open interest changed by 8 which increased total open position to 199
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 135, which was 89.00 higher than the previous day. The implied volatity was 18.38, the open interest changed by 102 which increased total open position to 191
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 46, which was 3.00 higher than the previous day. The implied volatity was 15.26, the open interest changed by 52 which increased total open position to 89
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 43, which was -55.00 lower than the previous day. The implied volatity was 16.44, the open interest changed by 7 which increased total open position to 37
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 98, which was -23.75 lower than the previous day. The implied volatity was 16.04, the open interest changed by 17 which increased total open position to 30
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 121.75, which was 15.15 higher than the previous day. The implied volatity was 16.08, the open interest changed by 9 which increased total open position to 13
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 106.6, which was -7.05 lower than the previous day. The implied volatity was 14.87, the open interest changed by 4 which increased total open position to 4
On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 113.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 113.65, which was -3.30 lower than the previous day. The implied volatity was 15.56, the open interest changed by 3 which increased total open position to 3
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 116.95, 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 116.95, which was -10.40 lower than the previous day. The implied volatity was 15.02, the open interest changed by 0 which decreased total open position to 0
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 127.35, which was lower than the previous day. The implied volatity was 2.47, the open interest changed by 0 which decreased total open position to 0
