NIFTY
Nifty
Historical option data for NIFTY
23 Jan 2025 04:11 PM IST
| NIFTY 23JAN2025 23350 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 | 0.05 | -16.65 | - | 48,90,027 | 32,275 | 88,900 | |||
| 22 Jan | 23155.35 | 16.7 | -16.70 | 15.53 | 18,14,603 | 13,472 | 56,625 | |||
| 21 Jan | 23024.65 | 33.4 | -111.60 | 18.76 | 15,00,350 | 17,467 | 43,153 | |||
| 20 Jan | 23344.75 | 145 | 34.95 | 16.82 | 12,17,180 | 4,590 | 25,686 | |||
| 17 Jan | 23203.20 | 110.05 | -85.55 | 13.36 | 7,38,600 | 8,539 | 21,096 | |||
| 16 Jan | 23311.80 | 195.6 | 72.95 | 13.27 | 1,39,509 | 8,864 | 12,557 | |||
| 15 Jan | 23213.20 | 122.65 | -30.60 | 11.33 | 24,406 | 1,506 | 3,693 | |||
| 14 Jan | 23176.05 | 153.25 | 12.75 | 13.23 | 10,565 | 1,219 | 2,187 | |||
| 13 Jan | 23085.95 | 140.5 | -182.05 | 14.73 | 7,250 | 670 | 968 | |||
| 10 Jan | 23431.50 | 322.55 | -197.45 | 12.90 | 1,156 | 298 | 298 | |||
| 9 Jan | 23526.50 | 520 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 8 Jan | 23688.95 | 520 | -88.55 | 13.50 | 1 | 2 | 2 | |||
| 7 Jan | 23707.90 | 608.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Jan | 23616.05 | 608.55 | -342.20 | 19.07 | 2 | 0 | 0 | |||
| 3 Jan | 24004.75 | 950.75 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 24188.65 | 950.75 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Jan | 23742.90 | 950.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 31 Dec | 23644.80 | 950.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Dec | 23644.90 | 950.75 | 950.75 | - | 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 23350 expiring on 23JAN2025
Delta for 23350 CE is -
Historical price for 23350 CE is as follows
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 0.05, which was -16.65 lower than the previous day. The implied volatity was -, the open interest changed by 32275 which increased total open position to 88900
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 16.7, which was -16.70 lower than the previous day. The implied volatity was 15.53, the open interest changed by 13472 which increased total open position to 56625
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 33.4, which was -111.60 lower than the previous day. The implied volatity was 18.76, the open interest changed by 17467 which increased total open position to 43153
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 145, which was 34.95 higher than the previous day. The implied volatity was 16.82, the open interest changed by 4590 which increased total open position to 25686
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 110.05, which was -85.55 lower than the previous day. The implied volatity was 13.36, the open interest changed by 8539 which increased total open position to 21096
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 195.6, which was 72.95 higher than the previous day. The implied volatity was 13.27, the open interest changed by 8864 which increased total open position to 12557
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 122.65, which was -30.60 lower than the previous day. The implied volatity was 11.33, the open interest changed by 1506 which increased total open position to 3693
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 153.25, which was 12.75 higher than the previous day. The implied volatity was 13.23, the open interest changed by 1219 which increased total open position to 2187
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 140.5, which was -182.05 lower than the previous day. The implied volatity was 14.73, the open interest changed by 670 which increased total open position to 968
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 322.55, which was -197.45 lower than the previous day. The implied volatity was 12.90, the open interest changed by 298 which increased total open position to 298
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 520, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 520, which was -88.55 lower than the previous day. The implied volatity was 13.50, the open interest changed by 2 which increased total open position to 2
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 608.55, 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 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 608.55, which was -342.20 lower than the previous day. The implied volatity was 19.07, 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 950.75, 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 950.75, 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 950.75, 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 950.75, 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 950.75, which was 950.75 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 23350 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 | 144.75 | -54.25 | - | 6,40,315 | 577 | 13,027 |
| 22 Jan | 23155.35 | 199 | -100.00 | 15.26 | 61,758 | -2,363 | 12,450 |
| 21 Jan | 23024.65 | 299 | 169.30 | 14.25 | 8,84,636 | -11,954 | 14,813 |
| 20 Jan | 23344.75 | 129.7 | -95.90 | 15.72 | 9,14,544 | 17,606 | 26,767 |
| 17 Jan | 23203.20 | 225.6 | 50.25 | 13.87 | 1,76,857 | 418 | 9,161 |
| 16 Jan | 23311.80 | 175.35 | -66.40 | 15.36 | 1,02,521 | 7,153 | 8,743 |
| 15 Jan | 23213.20 | 241.75 | -8.30 | 14.87 | 7,027 | 164 | 1,590 |
| 14 Jan | 23176.05 | 250.05 | -97.95 | 14.06 | 3,883 | 595 | 1,426 |
| 13 Jan | 23085.95 | 348 | 158.10 | 15.43 | 4,919 | -12 | 831 |
| 10 Jan | 23431.50 | 189.9 | 44.75 | 15.18 | 4,247 | 679 | 843 |
| 9 Jan | 23526.50 | 145.15 | 26.85 | 14.61 | 238 | 123 | 164 |
| 8 Jan | 23688.95 | 118.3 | -26.65 | 14.75 | 123 | 40 | 41 |
| 7 Jan | 23707.90 | 144.95 | -41.25 | 16.29 | 3 | 1 | 1 |
| 6 Jan | 23616.05 | 186.2 | 0.00 | 1.92 | 0 | 0 | 0 |
| 3 Jan | 24004.75 | 186.2 | 0.00 | 3.24 | 0 | 0 | 0 |
| 2 Jan | 24188.65 | 186.2 | 0.00 | 3.88 | 0 | 0 | 0 |
| 1 Jan | 23742.90 | 186.2 | 0.00 | 2.37 | 0 | 0 | 0 |
| 31 Dec | 23644.80 | 186.2 | 0.00 | 1.97 | 0 | 0 | 0 |
| 30 Dec | 23644.90 | 186.2 | 0.00 | 1.92 | 0 | 0 | 0 |
| 27 Dec | 23813.40 | 186.2 | 0.00 | 2.41 | 0 | 0 | 0 |
| 26 Dec | 23750.20 | 186.2 | 0.00 | 2.26 | 0 | 0 | 0 |
| 24 Dec | 23727.65 | 186.2 | 0.00 | 2.12 | 0 | 0 | 0 |
| 23 Dec | 23753.45 | 186.2 | 0.00 | 2.18 | 0 | 0 | 0 |
| 20 Dec | 23587.50 | 186.2 | 1.65 | 0 | 0 | 0 | |
For Nifty - strike price 23350 expiring on 23JAN2025
Delta for 23350 PE is -
Historical price for 23350 PE is as follows
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 144.75, which was -54.25 lower than the previous day. The implied volatity was -, the open interest changed by 577 which increased total open position to 13027
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 199, which was -100.00 lower than the previous day. The implied volatity was 15.26, the open interest changed by -2363 which decreased total open position to 12450
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 299, which was 169.30 higher than the previous day. The implied volatity was 14.25, the open interest changed by -11954 which decreased total open position to 14813
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 129.7, which was -95.90 lower than the previous day. The implied volatity was 15.72, the open interest changed by 17606 which increased total open position to 26767
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 225.6, which was 50.25 higher than the previous day. The implied volatity was 13.87, the open interest changed by 418 which increased total open position to 9161
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 175.35, which was -66.40 lower than the previous day. The implied volatity was 15.36, the open interest changed by 7153 which increased total open position to 8743
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 241.75, which was -8.30 lower than the previous day. The implied volatity was 14.87, the open interest changed by 164 which increased total open position to 1590
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 250.05, which was -97.95 lower than the previous day. The implied volatity was 14.06, the open interest changed by 595 which increased total open position to 1426
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 348, which was 158.10 higher than the previous day. The implied volatity was 15.43, the open interest changed by -12 which decreased total open position to 831
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 189.9, which was 44.75 higher than the previous day. The implied volatity was 15.18, the open interest changed by 679 which increased total open position to 843
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 145.15, which was 26.85 higher than the previous day. The implied volatity was 14.61, the open interest changed by 123 which increased total open position to 164
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 118.3, which was -26.65 lower than the previous day. The implied volatity was 14.75, the open interest changed by 40 which increased total open position to 41
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 144.95, which was -41.25 lower than the previous day. The implied volatity was 16.29, the open interest changed by 1 which increased total open position to 1
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 186.2, which was 0.00 lower than the previous day. The implied volatity was 1.92, 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 186.2, which was 0.00 lower than the previous day. The implied volatity was 3.24, 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 186.2, which was 0.00 lower than the previous day. The implied volatity was 3.88, 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 186.2, which was 0.00 lower than the previous day. The implied volatity was 2.37, 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 186.2, which was 0.00 lower than the previous day. The implied volatity was 1.97, 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 186.2, which was 0.00 lower than the previous day. The implied volatity was 1.92, 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 186.2, which was 0.00 lower than the previous day. The implied volatity was 2.41, 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 186.2, which was 0.00 lower than the previous day. The implied volatity was 2.26, 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 186.2, which was 0.00 lower than the previous day. The implied volatity was 2.12, 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 186.2, which was 0.00 lower than the previous day. The implied volatity was 2.18, 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 186.2, which was lower than the previous day. The implied volatity was 1.65, the open interest changed by 0 which decreased total open position to 0
