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[--[65.84.65.76]--]
NIFTY
Nifty

23559.95 -43.40 (-0.18%)

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Historical option data for NIFTY

07 Feb 2025 04:11 PM IST
NIFTY 13FEB2025 23250 CE
Delta: 0.88
Vega: 6.15
Theta: -10.74
Gamma: 0.00
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
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
Delta: -0.19
Vega: 8.19
Theta: -7.89
Gamma: 0.00
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