NIFTY
Nifty
Historical option data for NIFTY
23 Jan 2025 04:11 PM IST
| NIFTY 23JAN2025 23500 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 | -6.15 | - | 36,59,159 | -31,562 | 1,19,251 | |||
| 22 Jan | 23155.35 | 6.2 | -8.35 | 17.99 | 29,09,685 | 25,509 | 1,50,813 | |||
| 21 Jan | 23024.65 | 14.55 | -64.05 | 19.16 | 26,19,945 | 60,918 | 1,25,304 | |||
| 20 Jan | 23344.75 | 78.6 | 20.10 | 16.40 | 16,85,614 | 1,747 | 64,386 | |||
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| 17 Jan | 23203.20 | 58.5 | -69.50 | 12.98 | 15,06,337 | 27,639 | 62,639 | |||
| 16 Jan | 23311.80 | 128 | 58.50 | 13.50 | 2,58,604 | 8,216 | 35,000 | |||
| 15 Jan | 23213.20 | 69.5 | -24.85 | 11.29 | 1,19,352 | 8,428 | 26,784 | |||
| 14 Jan | 23176.05 | 94.35 | 2.35 | 12.95 | 74,171 | 3,951 | 18,356 | |||
| 13 Jan | 23085.95 | 92 | -143.05 | 14.65 | 62,800 | 4,729 | 14,405 | |||
| 10 Jan | 23431.50 | 235.05 | -94.00 | 12.73 | 36,503 | 7,872 | 9,676 | |||
| 9 Jan | 23526.50 | 329.05 | -80.55 | 13.60 | 3,770 | 1,094 | 1,804 | |||
| 8 Jan | 23688.95 | 409.6 | -31.55 | 13.17 | 1,715 | 138 | 710 | |||
| 7 Jan | 23707.90 | 441.15 | 1.55 | 13.61 | 678 | 253 | 572 | |||
| 6 Jan | 23616.05 | 439.6 | -228.40 | 15.14 | 594 | 164 | 319 | |||
| 3 Jan | 24004.75 | 668 | -172.15 | 11.07 | 64 | 3 | 155 | |||
| 2 Jan | 24188.65 | 840.15 | 264.85 | 11.70 | 93 | 11 | 152 | |||
| 1 Jan | 23742.90 | 575.3 | 67.30 | 14.67 | 150 | 72 | 141 | |||
| 31 Dec | 23644.80 | 508 | -142.00 | 13.86 | 268 | 67 | 69 | |||
| 30 Dec | 23644.90 | 650 | 35.05 | 19.83 | 8 | -1 | 2 | |||
| 27 Dec | 23813.40 | 614.95 | 3.95 | 11.57 | 6 | -1 | 3 | |||
| 26 Dec | 23750.20 | 611 | 3.70 | 13.29 | 5 | 1 | 4 | |||
| 24 Dec | 23727.65 | 607.3 | -236.55 | 13.29 | 7 | 3 | 3 | |||
| 23 Dec | 23753.45 | 843.85 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 23587.50 | 843.85 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 23500 expiring on 23JAN2025
Delta for 23500 CE is -
Historical price for 23500 CE is as follows
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 0.05, which was -6.15 lower than the previous day. The implied volatity was -, the open interest changed by -31562 which decreased total open position to 119251
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 6.2, which was -8.35 lower than the previous day. The implied volatity was 17.99, the open interest changed by 25509 which increased total open position to 150813
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 14.55, which was -64.05 lower than the previous day. The implied volatity was 19.16, the open interest changed by 60918 which increased total open position to 125304
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 78.6, which was 20.10 higher than the previous day. The implied volatity was 16.40, the open interest changed by 1747 which increased total open position to 64386
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 58.5, which was -69.50 lower than the previous day. The implied volatity was 12.98, the open interest changed by 27639 which increased total open position to 62639
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 128, which was 58.50 higher than the previous day. The implied volatity was 13.50, the open interest changed by 8216 which increased total open position to 35000
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 69.5, which was -24.85 lower than the previous day. The implied volatity was 11.29, the open interest changed by 8428 which increased total open position to 26784
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 94.35, which was 2.35 higher than the previous day. The implied volatity was 12.95, the open interest changed by 3951 which increased total open position to 18356
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 92, which was -143.05 lower than the previous day. The implied volatity was 14.65, the open interest changed by 4729 which increased total open position to 14405
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 235.05, which was -94.00 lower than the previous day. The implied volatity was 12.73, the open interest changed by 7872 which increased total open position to 9676
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 329.05, which was -80.55 lower than the previous day. The implied volatity was 13.60, the open interest changed by 1094 which increased total open position to 1804
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 409.6, which was -31.55 lower than the previous day. The implied volatity was 13.17, the open interest changed by 138 which increased total open position to 710
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 441.15, which was 1.55 higher than the previous day. The implied volatity was 13.61, the open interest changed by 253 which increased total open position to 572
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 439.6, which was -228.40 lower than the previous day. The implied volatity was 15.14, the open interest changed by 164 which increased total open position to 319
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 668, which was -172.15 lower than the previous day. The implied volatity was 11.07, the open interest changed by 3 which increased total open position to 155
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 840.15, which was 264.85 higher than the previous day. The implied volatity was 11.70, the open interest changed by 11 which increased total open position to 152
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 575.3, which was 67.30 higher than the previous day. The implied volatity was 14.67, the open interest changed by 72 which increased total open position to 141
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 508, which was -142.00 lower than the previous day. The implied volatity was 13.86, the open interest changed by 67 which increased total open position to 69
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 650, which was 35.05 higher than the previous day. The implied volatity was 19.83, the open interest changed by -1 which decreased total open position to 2
On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 614.95, which was 3.95 higher than the previous day. The implied volatity was 11.57, the open interest changed by -1 which decreased total open position to 3
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 611, which was 3.70 higher than the previous day. The implied volatity was 13.29, the open interest changed by 1 which increased total open position to 4
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 607.3, which was -236.55 lower than the previous day. The implied volatity was 13.29, the open interest changed by 3 which increased total open position to 3
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 843.85, 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 843.85, 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 23500 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 | 294.65 | -43.30 | - | 83,421 | -2,188 | 4,056 |
| 22 Jan | 23155.35 | 337.95 | -92.05 | 17.09 | 64,084 | -3,616 | 6,244 |
| 21 Jan | 23024.65 | 430 | 218.00 | - | 3,67,692 | -4,650 | 9,860 |
| 20 Jan | 23344.75 | 212 | -115.30 | 15.04 | 2,55,940 | 2,666 | 14,510 |
| 17 Jan | 23203.20 | 327.3 | 70.30 | 14.03 | 1,34,922 | -160 | 11,844 |
| 16 Jan | 23311.80 | 257 | -80.10 | 15.58 | 57,312 | 3,105 | 12,004 |
| 15 Jan | 23213.20 | 337.1 | -5.70 | 15.12 | 17,616 | 983 | 8,899 |
| 14 Jan | 23176.05 | 342.8 | -105.70 | 14.00 | 11,218 | 522 | 7,916 |
| 13 Jan | 23085.95 | 448.5 | 197.40 | 15.31 | 15,041 | -593 | 7,394 |
| 10 Jan | 23431.50 | 251.1 | 56.70 | 14.82 | 36,416 | 5,014 | 7,987 |
| 9 Jan | 23526.50 | 194.4 | 29.90 | 14.21 | 7,078 | 1,298 | 2,973 |
| 8 Jan | 23688.95 | 164.5 | -21.35 | 14.69 | 4,829 | 436 | 1,675 |
| 7 Jan | 23707.90 | 185.85 | -64.15 | 15.85 | 2,298 | 268 | 1,239 |
| 6 Jan | 23616.05 | 250 | 141.65 | 17.59 | 3,820 | 230 | 971 |
| 3 Jan | 24004.75 | 108.35 | 18.60 | 14.88 | 1,156 | 209 | 741 |
| 2 Jan | 24188.65 | 89.75 | -101.05 | 15.66 | 1,011 | 196 | 532 |
| 1 Jan | 23742.90 | 190.8 | -32.20 | 15.41 | 455 | 66 | 336 |
| 31 Dec | 23644.80 | 223 | 11.60 | 15.25 | 735 | 69 | 270 |
| 30 Dec | 23644.90 | 211.4 | 51.50 | 14.39 | 617 | -65 | 201 |
| 27 Dec | 23813.40 | 159.9 | -53.10 | 13.96 | 453 | 148 | 266 |
| 26 Dec | 23750.20 | 213 | 22.00 | 15.20 | 238 | -55 | 118 |
| 24 Dec | 23727.65 | 191 | -17.00 | 13.52 | 121 | 57 | 173 |
| 23 Dec | 23753.45 | 208 | -90.00 | 14.33 | 199 | 95 | 116 |
| 20 Dec | 23587.50 | 298 | 15.80 | 110 | 21 | 21 | |
For Nifty - strike price 23500 expiring on 23JAN2025
Delta for 23500 PE is -
Historical price for 23500 PE is as follows
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 294.65, which was -43.30 lower than the previous day. The implied volatity was -, the open interest changed by -2188 which decreased total open position to 4056
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 337.95, which was -92.05 lower than the previous day. The implied volatity was 17.09, the open interest changed by -3616 which decreased total open position to 6244
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 430, which was 218.00 higher than the previous day. The implied volatity was -, the open interest changed by -4650 which decreased total open position to 9860
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 212, which was -115.30 lower than the previous day. The implied volatity was 15.04, the open interest changed by 2666 which increased total open position to 14510
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 327.3, which was 70.30 higher than the previous day. The implied volatity was 14.03, the open interest changed by -160 which decreased total open position to 11844
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 257, which was -80.10 lower than the previous day. The implied volatity was 15.58, the open interest changed by 3105 which increased total open position to 12004
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 337.1, which was -5.70 lower than the previous day. The implied volatity was 15.12, the open interest changed by 983 which increased total open position to 8899
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 342.8, which was -105.70 lower than the previous day. The implied volatity was 14.00, the open interest changed by 522 which increased total open position to 7916
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 448.5, which was 197.40 higher than the previous day. The implied volatity was 15.31, the open interest changed by -593 which decreased total open position to 7394
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 251.1, which was 56.70 higher than the previous day. The implied volatity was 14.82, the open interest changed by 5014 which increased total open position to 7987
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 194.4, which was 29.90 higher than the previous day. The implied volatity was 14.21, the open interest changed by 1298 which increased total open position to 2973
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 164.5, which was -21.35 lower than the previous day. The implied volatity was 14.69, the open interest changed by 436 which increased total open position to 1675
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 185.85, which was -64.15 lower than the previous day. The implied volatity was 15.85, the open interest changed by 268 which increased total open position to 1239
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 250, which was 141.65 higher than the previous day. The implied volatity was 17.59, the open interest changed by 230 which increased total open position to 971
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 108.35, which was 18.60 higher than the previous day. The implied volatity was 14.88, the open interest changed by 209 which increased total open position to 741
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 89.75, which was -101.05 lower than the previous day. The implied volatity was 15.66, the open interest changed by 196 which increased total open position to 532
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 190.8, which was -32.20 lower than the previous day. The implied volatity was 15.41, the open interest changed by 66 which increased total open position to 336
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 223, which was 11.60 higher than the previous day. The implied volatity was 15.25, the open interest changed by 69 which increased total open position to 270
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 211.4, which was 51.50 higher than the previous day. The implied volatity was 14.39, the open interest changed by -65 which decreased total open position to 201
On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 159.9, which was -53.10 lower than the previous day. The implied volatity was 13.96, the open interest changed by 148 which increased total open position to 266
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 213, which was 22.00 higher than the previous day. The implied volatity was 15.20, the open interest changed by -55 which decreased total open position to 118
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 191, which was -17.00 lower than the previous day. The implied volatity was 13.52, the open interest changed by 57 which increased total open position to 173
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 208, which was -90.00 lower than the previous day. The implied volatity was 14.33, the open interest changed by 95 which increased total open position to 116
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 298, which was lower than the previous day. The implied volatity was 15.80, the open interest changed by 21 which increased total open position to 21
