NIFTY
Nifty
Historical option data for NIFTY
23 Jan 2025 04:11 PM IST
| NIFTY 23JAN2025 23150 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 | 55.3 | -14.90 | - | 37,86,373 | -24,623 | 33,382 | |||
| 22 Jan | 23155.35 | 70.2 | -21.60 | 12.70 | 35,46,341 | 30,856 | 58,005 | |||
| 21 Jan | 23024.65 | 91.8 | -182.80 | 19.00 | 8,53,869 | 18,679 | 27,149 | |||
| 20 Jan | 23344.75 | 274.6 | 62.45 | 17.81 | 2,15,160 | -2,127 | 8,470 | |||
| 17 Jan | 23203.20 | 212.15 | -101.85 | 13.78 | 5,96,247 | 7,608 | 10,597 | |||
| 16 Jan | 23311.80 | 314 | 89.05 | 12.60 | 8,874 | -207 | 2,989 | |||
| 15 Jan | 23213.20 | 224.95 | -33.20 | 11.12 | 22,728 | 390 | 3,196 | |||
| 14 Jan | 23176.05 | 258.15 | 21.40 | 13.48 | 16,286 | 1,777 | 2,806 | |||
| 13 Jan | 23085.95 | 236.75 | -220.35 | 15.47 | 5,252 | 877 | 1,029 | |||
| 10 Jan | 23431.50 | 457.1 | -304.90 | 12.85 | 193 | 152 | 152 | |||
| 9 Jan | 23526.50 | 762 | 0.00 | 0.00 | 0 | 15 | 0 | |||
| 8 Jan | 23688.95 | 762 | 0.00 | 0.00 | 0 | 15 | 0 | |||
| 7 Jan | 23707.90 | 762 | 0.00 | 0.00 | 0 | 15 | 0 | |||
| 6 Jan | 23616.05 | 762 | -338.90 | 20.08 | 23 | 15 | 15 | |||
| 3 Jan | 24004.75 | 1100.9 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 24188.65 | 1100.9 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Jan | 23742.90 | 1100.9 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Dec | 23644.80 | 1100.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Dec | 23644.90 | 1100.9 | 1100.90 | - | 0 | 0 | 0 | |||
| 27 Dec | 23813.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 23750.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 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 23150 expiring on 23JAN2025
Delta for 23150 CE is -
Historical price for 23150 CE is as follows
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 55.3, which was -14.90 lower than the previous day. The implied volatity was -, the open interest changed by -24623 which decreased total open position to 33382
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 70.2, which was -21.60 lower than the previous day. The implied volatity was 12.70, the open interest changed by 30856 which increased total open position to 58005
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 91.8, which was -182.80 lower than the previous day. The implied volatity was 19.00, the open interest changed by 18679 which increased total open position to 27149
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 274.6, which was 62.45 higher than the previous day. The implied volatity was 17.81, the open interest changed by -2127 which decreased total open position to 8470
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 212.15, which was -101.85 lower than the previous day. The implied volatity was 13.78, the open interest changed by 7608 which increased total open position to 10597
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 314, which was 89.05 higher than the previous day. The implied volatity was 12.60, the open interest changed by -207 which decreased total open position to 2989
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 224.95, which was -33.20 lower than the previous day. The implied volatity was 11.12, the open interest changed by 390 which increased total open position to 3196
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 258.15, which was 21.40 higher than the previous day. The implied volatity was 13.48, the open interest changed by 1777 which increased total open position to 2806
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 236.75, which was -220.35 lower than the previous day. The implied volatity was 15.47, the open interest changed by 877 which increased total open position to 1029
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 457.1, which was -304.90 lower than the previous day. The implied volatity was 12.85, the open interest changed by 152 which increased total open position to 152
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 762, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 762, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 762, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 762, which was -338.90 lower than the previous day. The implied volatity was 20.08, the open interest changed by 15 which increased total open position to 15
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 1100.9, 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 1100.9, 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 1100.9, 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 1100.9, 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 1100.9, which was 1100.90 higher 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 23150 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 | -53.25 | - | 75,23,436 | 57,769 | 1,11,394 |
| 22 Jan | 23155.35 | 53.3 | -102.50 | 12.69 | 22,19,530 | 30,548 | 53,625 |
| 21 Jan | 23024.65 | 155.8 | 95.90 | 15.91 | 14,89,133 | -7,952 | 23,077 |
| 20 Jan | 23344.75 | 59.9 | -69.70 | 16.58 | 7,13,185 | 10,181 | 31,029 |
| 17 Jan | 23203.20 | 129.6 | 25.30 | 14.42 | 11,69,290 | 13,066 | 20,848 |
| 16 Jan | 23311.80 | 104.3 | -40.85 | 15.93 | 47,379 | 2,226 | 7,782 |
| 15 Jan | 23213.20 | 145.15 | -12.00 | 14.84 | 37,207 | 473 | 5,556 |
| 14 Jan | 23176.05 | 157.15 | -85.35 | 14.45 | 25,678 | 3,592 | 5,083 |
| 13 Jan | 23085.95 | 242.5 | 122.20 | 15.97 | 9,832 | 576 | 1,491 |
| 10 Jan | 23431.50 | 120.3 | 25.80 | 15.16 | 4,952 | 783 | 915 |
| 9 Jan | 23526.50 | 94.5 | 17.95 | 15.02 | 267 | 72 | 132 |
| 8 Jan | 23688.95 | 76.55 | -17.75 | 15.13 | 192 | 17 | 60 |
| 7 Jan | 23707.90 | 94.3 | -52.45 | 16.28 | 106 | 36 | 43 |
| 6 Jan | 23616.05 | 146.75 | 101.10 | 18.33 | 13 | -5 | 7 |
| 3 Jan | 24004.75 | 45.65 | -83.60 | 14.69 | 8 | 12 | 12 |
| 2 Jan | 24188.65 | 129.25 | 0.00 | 0.00 | 0 | 7 | 0 |
| 1 Jan | 23742.90 | 129.25 | -14.55 | 17.28 | 11 | 7 | 8 |
| 31 Dec | 23644.80 | 143.8 | 30.00 | 16.64 | 7 | 1 | 1 |
| 30 Dec | 23644.90 | 113.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Dec | 23813.40 | 113.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Dec | 23750.20 | 113.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 24 Dec | 23727.65 | 113.8 | -23.90 | 14.28 | 1 | 0 | 0 |
| 23 Dec | 23753.45 | 137.7 | 0.00 | 2.74 | 0 | 0 | 0 |
| 20 Dec | 23587.50 | 137.7 | 2.21 | 0 | 0 | 0 | |
For Nifty - strike price 23150 expiring on 23JAN2025
Delta for 23150 PE is -
Historical price for 23150 PE is as follows
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 0.05, which was -53.25 lower than the previous day. The implied volatity was -, the open interest changed by 57769 which increased total open position to 111394
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 53.3, which was -102.50 lower than the previous day. The implied volatity was 12.69, the open interest changed by 30548 which increased total open position to 53625
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 155.8, which was 95.90 higher than the previous day. The implied volatity was 15.91, the open interest changed by -7952 which decreased total open position to 23077
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 59.9, which was -69.70 lower than the previous day. The implied volatity was 16.58, the open interest changed by 10181 which increased total open position to 31029
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 129.6, which was 25.30 higher than the previous day. The implied volatity was 14.42, the open interest changed by 13066 which increased total open position to 20848
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 104.3, which was -40.85 lower than the previous day. The implied volatity was 15.93, the open interest changed by 2226 which increased total open position to 7782
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 145.15, which was -12.00 lower than the previous day. The implied volatity was 14.84, the open interest changed by 473 which increased total open position to 5556
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 157.15, which was -85.35 lower than the previous day. The implied volatity was 14.45, the open interest changed by 3592 which increased total open position to 5083
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 242.5, which was 122.20 higher than the previous day. The implied volatity was 15.97, the open interest changed by 576 which increased total open position to 1491
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 120.3, which was 25.80 higher than the previous day. The implied volatity was 15.16, the open interest changed by 783 which increased total open position to 915
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 94.5, which was 17.95 higher than the previous day. The implied volatity was 15.02, the open interest changed by 72 which increased total open position to 132
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 76.55, which was -17.75 lower than the previous day. The implied volatity was 15.13, the open interest changed by 17 which increased total open position to 60
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 94.3, which was -52.45 lower than the previous day. The implied volatity was 16.28, the open interest changed by 36 which increased total open position to 43
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 146.75, which was 101.10 higher than the previous day. The implied volatity was 18.33, the open interest changed by -5 which decreased total open position to 7
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 45.65, which was -83.60 lower than the previous day. The implied volatity was 14.69, the open interest changed by 12 which increased total open position to 12
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 129.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 129.25, which was -14.55 lower than the previous day. The implied volatity was 17.28, the open interest changed by 7 which increased total open position to 8
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 143.8, which was 30.00 higher than the previous day. The implied volatity was 16.64, the open interest changed by 1 which increased total open position to 1
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 113.8, 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 113.8, 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 113.8, 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 113.8, which was -23.90 lower than the previous day. The implied volatity was 14.28, 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 137.7, which was 0.00 lower than the previous day. The implied volatity was 2.74, 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 137.7, which was lower than the previous day. The implied volatity was 2.21, the open interest changed by 0 which decreased total open position to 0
