NIFTY
Nifty
Historical option data for NIFTY
07 Feb 2025 04:11 PM IST
NIFTY 13FEB2025 23250 CE | ||||||||||
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Delta: 0.88
Vega: 6.15
Theta: -10.74
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Feb | 23559.95 | 368 | -90.45 | 10.11 | 9,708 | 176 | 1,534 | |||
6 Feb | 23603.35 | 463.85 | -61.35 | 13.79 | 381 | -27 | 1,358 | |||
5 Feb | 23696.30 | 523.5 | -21.85 | 13.47 | 282 | 1,385 | 1,385 | |||
4 Feb | 23739.25 | 548.45 | 239.45 | 12.88 | 2,650 | -390 | 1,514 | |||
3 Feb | 23361.05 | 308 | -90.9 | 13.69 | 9,969 | 1,582 | 1,904 | |||
1 Feb | 23482.15 | 395.25 | -123.85 | 11.48 | 986 | -42 | 322 | |||
31 Jan | 23508.40 | 526.6 | 97.45 | 17.68 | 1,169 | -65 | 364 | |||
30 Jan | 23249.50 | 447.55 | 57.4 | 20.67 | 878 | 165 | 429 | |||
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29 Jan | 23163.10 | 396.45 | 101.75 | 20.62 | 301 | 19 | 264 | |||
28 Jan | 22957.25 | 298.05 | 54 | 19.62 | 237 | 48 | 245 | |||
27 Jan | 22829.15 | 241.55 | -122.6 | 19.33 | 306 | 99 | 197 | |||
24 Jan | 23092.20 | 362.25 | -85.45 | 17.55 | 178 | 39 | 98 | |||
23 Jan | 23205.35 | 448.9 | 32.50 | 17.91 | 28 | 29 | 59 | |||
22 Jan | 23155.35 | 416.4 | 36.40 | 17.25 | 48 | 22 | 30 | |||
21 Jan | 23024.65 | 380 | -115.85 | 17.52 | 15 | 6 | 8 | |||
20 Jan | 23344.75 | 495.85 | -3.05 | 15.32 | 3 | 2 | 2 | |||
17 Jan | 23203.20 | 498.9 | -222.30 | 17.31 | 1 | 0 | 0 | |||
16 Jan | 23311.80 | 721.2 | 0.00 | - | 0 | 0 | 0 | |||
15 Jan | 23213.20 | 721.2 | 0.00 | - | 0 | 0 | 0 | |||
14 Jan | 23176.05 | 721.2 | 0.00 | - | 0 | 0 | 0 | |||
13 Jan | 23085.95 | 721.2 | 0.00 | - | 0 | 0 | 0 | |||
10 Jan | 23431.50 | 721.2 | - | 0 | 0 | 0 |
For Nifty - strike price 23250 expiring on 13FEB2025
Delta for 23250 CE is 0.88
Historical price for 23250 CE is as follows
On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 368, which was -90.45 lower than the previous day. The implied volatity was 10.11, the open interest changed by 176 which increased total open position to 1534
On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 463.85, which was -61.35 lower than the previous day. The implied volatity was 13.79, the open interest changed by -27 which decreased total open position to 1358
On 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 523.5, which was -21.85 lower than the previous day. The implied volatity was 13.47, the open interest changed by 1385 which increased total open position to 1385
On 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 548.45, which was 239.45 higher than the previous day. The implied volatity was 12.88, the open interest changed by -390 which decreased total open position to 1514
On 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 308, which was -90.9 lower than the previous day. The implied volatity was 13.69, the open interest changed by 1582 which increased total open position to 1904
On 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 395.25, which was -123.85 lower than the previous day. The implied volatity was 11.48, the open interest changed by -42 which decreased total open position to 322
On 31 Jan NIFTY was trading at 23508.40. The strike last trading price was 526.6, which was 97.45 higher than the previous day. The implied volatity was 17.68, the open interest changed by -65 which decreased total open position to 364
On 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 447.55, which was 57.4 higher than the previous day. The implied volatity was 20.67, the open interest changed by 165 which increased total open position to 429
On 29 Jan NIFTY was trading at 23163.10. The strike last trading price was 396.45, which was 101.75 higher than the previous day. The implied volatity was 20.62, the open interest changed by 19 which increased total open position to 264
On 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 298.05, which was 54 higher than the previous day. The implied volatity was 19.62, the open interest changed by 48 which increased total open position to 245
On 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 241.55, which was -122.6 lower than the previous day. The implied volatity was 19.33, the open interest changed by 99 which increased total open position to 197
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 362.25, which was -85.45 lower than the previous day. The implied volatity was 17.55, the open interest changed by 39 which increased total open position to 98
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 448.9, which was 32.50 higher than the previous day. The implied volatity was 17.91, the open interest changed by 29 which increased total open position to 59
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 416.4, which was 36.40 higher than the previous day. The implied volatity was 17.25, the open interest changed by 22 which increased total open position to 30
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 380, which was -115.85 lower than the previous day. The implied volatity was 17.52, the open interest changed by 6 which increased total open position to 8
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 495.85, which was -3.05 lower than the previous day. The implied volatity was 15.32, the open interest changed by 2 which increased total open position to 2
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 498.9, which was -222.30 lower than the previous day. The implied volatity was 17.31, the open interest changed by 0 which decreased total open position to 0
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 721.2, 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 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 721.2, 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 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 721.2, 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 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 721.2, 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 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 721.2, 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 13FEB2025 23250 PE | |||||||
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Delta: -0.19
Vega: 8.19
Theta: -7.89
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Feb | 23559.95 | 42.5 | -16.2 | 13.38 | 5,31,433 | 6,823 | 12,599 |
6 Feb | 23603.35 | 56.35 | 5.6 | 15.51 | 30,548 | 860 | 5,776 |
5 Feb | 23696.30 | 53.8 | -8.2 | 15.54 | 15,153 | 4,916 | 4,916 |
4 Feb | 23739.25 | 59.6 | -96.6 | 15.74 | 15,429 | 1,185 | 2,897 |
3 Feb | 23361.05 | 155 | 23.8 | 15.05 | 10,487 | 1,000 | 1,712 |
1 Feb | 23482.15 | 126.75 | -60.75 | 15.16 | 5,432 | 164 | 712 |
31 Jan | 23508.40 | 175.4 | -136.4 | 18.53 | 2,010 | 245 | 548 |
30 Jan | 23249.50 | 301.35 | -108.2 | 20.04 | 796 | 171 | 303 |
29 Jan | 23163.10 | 395.9 | -91.65 | 21.67 | 95 | 33 | 132 |
28 Jan | 22957.25 | 486.2 | -89.85 | 20.47 | 14 | -1 | 99 |
27 Jan | 22829.15 | 576.05 | 163.6 | 19.84 | 4 | 1 | 100 |
24 Jan | 23092.20 | 411.6 | 66.6 | 18.29 | 180 | 99 | 99 |
23 Jan | 23205.35 | 345 | 62.90 | 17.72 | 3 | 0 | 0 |
22 Jan | 23155.35 | 282.1 | 0.00 | 0.24 | 0 | 0 | 0 |
21 Jan | 23024.65 | 282.1 | 0.00 | - | 0 | 0 | 0 |
20 Jan | 23344.75 | 282.1 | 0.00 | 1.01 | 0 | 0 | 0 |
17 Jan | 23203.20 | 282.1 | 0.00 | 0.53 | 0 | 0 | 0 |
16 Jan | 23311.80 | 282.1 | 0.00 | 1.09 | 0 | 0 | 0 |
15 Jan | 23213.20 | 282.1 | 0.00 | 0.63 | 0 | 0 | 0 |
14 Jan | 23176.05 | 282.1 | 0.00 | 0.60 | 0 | 0 | 0 |
13 Jan | 23085.95 | 282.1 | 0.00 | 0.15 | 0 | 0 | 0 |
10 Jan | 23431.50 | 282.1 | 1.43 | 0 | 0 | 0 |
For Nifty - strike price 23250 expiring on 13FEB2025
Delta for 23250 PE is -0.19
Historical price for 23250 PE is as follows
On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 42.5, which was -16.2 lower than the previous day. The implied volatity was 13.38, the open interest changed by 6823 which increased total open position to 12599
On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 56.35, which was 5.6 higher than the previous day. The implied volatity was 15.51, the open interest changed by 860 which increased total open position to 5776
On 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 53.8, which was -8.2 lower than the previous day. The implied volatity was 15.54, the open interest changed by 4916 which increased total open position to 4916
On 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 59.6, which was -96.6 lower than the previous day. The implied volatity was 15.74, the open interest changed by 1185 which increased total open position to 2897
On 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 155, which was 23.8 higher than the previous day. The implied volatity was 15.05, the open interest changed by 1000 which increased total open position to 1712
On 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 126.75, which was -60.75 lower than the previous day. The implied volatity was 15.16, the open interest changed by 164 which increased total open position to 712
On 31 Jan NIFTY was trading at 23508.40. The strike last trading price was 175.4, which was -136.4 lower than the previous day. The implied volatity was 18.53, the open interest changed by 245 which increased total open position to 548
On 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 301.35, which was -108.2 lower than the previous day. The implied volatity was 20.04, the open interest changed by 171 which increased total open position to 303
On 29 Jan NIFTY was trading at 23163.10. The strike last trading price was 395.9, which was -91.65 lower than the previous day. The implied volatity was 21.67, the open interest changed by 33 which increased total open position to 132
On 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 486.2, which was -89.85 lower than the previous day. The implied volatity was 20.47, the open interest changed by -1 which decreased total open position to 99
On 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 576.05, which was 163.6 higher than the previous day. The implied volatity was 19.84, the open interest changed by 1 which increased total open position to 100
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 411.6, which was 66.6 higher than the previous day. The implied volatity was 18.29, the open interest changed by 99 which increased total open position to 99
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 345, which was 62.90 higher than the previous day. The implied volatity was 17.72, 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 282.1, which was 0.00 lower than the previous day. The implied volatity was 0.24, 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 282.1, 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 282.1, which was 0.00 lower than the previous day. The implied volatity was 1.01, 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 282.1, which was 0.00 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 282.1, which was 0.00 lower than the previous day. The implied volatity was 1.09, the open interest changed by 0 which decreased total open position to 0
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 282.1, which was 0.00 lower than the previous day. The implied volatity was 0.63, the open interest changed by 0 which decreased total open position to 0
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 282.1, which was 0.00 lower than the previous day. The implied volatity was 0.60, the open interest changed by 0 which decreased total open position to 0
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 282.1, which was 0.00 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 282.1, which was lower than the previous day. The implied volatity was 1.43, the open interest changed by 0 which decreased total open position to 0