NIFTY
Nifty
Historical option data for NIFTY
18 Feb 2025 04:11 PM IST
| NIFTY 20FEB2025 23750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.44
Theta: -2.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 18 Feb | 22945.30 | 1.1 | -2.4 | 20.08 | 2,76,706 | -195 | 27,661 | |||
| 17 Feb | 22959.50 | 3.4 | -2.8 | 18.24 | 5,24,543 | 770 | 27,856 | |||
| 14 Feb | 22929.25 | 5.9 | -6.35 | 14.89 | 4,36,136 | 15,950 | 27,086 | |||
| 13 Feb | 23031.40 | 11.1 | -7.8 | 13.54 | 71,154 | 7,007 | 11,136 | |||
| 12 Feb | 23045.25 | 19.3 | -8.95 | 13.66 | 38,763 | 1,413 | 4,129 | |||
| 11 Feb | 23071.80 | 28.15 | -65.4 | 13.97 | 21,101 | 1,460 | 2,716 | |||
| 10 Feb | 23381.60 | 88.5 | -65.6 | 13.35 | 8,440 | 451 | 1,256 | |||
| 7 Feb | 23559.95 | 156.85 | -53.85 | 11.52 | 5,384 | 349 | 805 | |||
| 6 Feb | 23603.35 | 215.2 | -42.75 | 12.47 | 525 | 28 | 456 | |||
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| 5 Feb | 23696.30 | 249.65 | -20.85 | 12.13 | 982 | 428 | 428 | |||
| 4 Feb | 23739.25 | 268 | -79.1 | 11.93 | 91 | 43 | 43 | |||
| 3 Feb | 23361.05 | 347.1 | 0 | 1.38 | 0 | 0 | 0 | |||
| 1 Feb | 23482.15 | 347.1 | 0 | 0.66 | 0 | 0 | 0 | |||
| 31 Jan | 23508.40 | 347.1 | 0 | 0.43 | 0 | 0 | 0 | |||
| 30 Jan | 23249.50 | 347.1 | 0 | 1.43 | 0 | 0 | 0 | |||
| 29 Jan | 23163.10 | 347.1 | 0 | 1.88 | 0 | 0 | 0 | |||
| 28 Jan | 22957.25 | 347.1 | 0 | 2.64 | 0 | 0 | 0 | |||
| 27 Jan | 22829.15 | 347.1 | 0 | 3.05 | 0 | 0 | 0 | |||
| 24 Jan | 23092.20 | 347.1 | 0 | 1.91 | 0 | 0 | 0 | |||
| 23 Jan | 23205.35 | 347.1 | 0.00 | 1.36 | 0 | 0 | 0 | |||
| 22 Jan | 23155.35 | 347.1 | 0.00 | 1.53 | 0 | 0 | 0 | |||
| 21 Jan | 23024.65 | 347.1 | 0.00 | 1.88 | 0 | 0 | 0 | |||
| 20 Jan | 23344.75 | 347.1 | 0.00 | 0.78 | 0 | 0 | 0 | |||
| 17 Jan | 23203.20 | 347.1 | 1.15 | 0 | 0 | 0 | ||||
For Nifty - strike price 23750 expiring on 20FEB2025
Delta for 23750 CE is 0.01
Historical price for 23750 CE is as follows
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 1.1, which was -2.4 lower than the previous day. The implied volatity was 20.08, the open interest changed by -195 which decreased total open position to 27661
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 3.4, which was -2.8 lower than the previous day. The implied volatity was 18.24, the open interest changed by 770 which increased total open position to 27856
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 5.9, which was -6.35 lower than the previous day. The implied volatity was 14.89, the open interest changed by 15950 which increased total open position to 27086
On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 11.1, which was -7.8 lower than the previous day. The implied volatity was 13.54, the open interest changed by 7007 which increased total open position to 11136
On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 19.3, which was -8.95 lower than the previous day. The implied volatity was 13.66, the open interest changed by 1413 which increased total open position to 4129
On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 28.15, which was -65.4 lower than the previous day. The implied volatity was 13.97, the open interest changed by 1460 which increased total open position to 2716
On 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 88.5, which was -65.6 lower than the previous day. The implied volatity was 13.35, the open interest changed by 451 which increased total open position to 1256
On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 156.85, which was -53.85 lower than the previous day. The implied volatity was 11.52, the open interest changed by 349 which increased total open position to 805
On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 215.2, which was -42.75 lower than the previous day. The implied volatity was 12.47, the open interest changed by 28 which increased total open position to 456
On 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 249.65, which was -20.85 lower than the previous day. The implied volatity was 12.13, the open interest changed by 428 which increased total open position to 428
On 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 268, which was -79.1 lower than the previous day. The implied volatity was 11.93, the open interest changed by 43 which increased total open position to 43
On 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 347.1, which was 0 lower than the previous day. The implied volatity was 1.38, the open interest changed by 0 which decreased total open position to 0
On 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 347.1, which was 0 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0
On 31 Jan NIFTY was trading at 23508.40. The strike last trading price was 347.1, which was 0 lower than the previous day. The implied volatity was 0.43, the open interest changed by 0 which decreased total open position to 0
On 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 347.1, which was 0 lower than the previous day. The implied volatity was 1.43, the open interest changed by 0 which decreased total open position to 0
On 29 Jan NIFTY was trading at 23163.10. The strike last trading price was 347.1, which was 0 lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0
On 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 347.1, which was 0 lower than the previous day. The implied volatity was 2.64, the open interest changed by 0 which decreased total open position to 0
On 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 347.1, which was 0 lower than the previous day. The implied volatity was 3.05, the open interest changed by 0 which decreased total open position to 0
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 347.1, which was 0 lower than the previous day. The implied volatity was 1.91, the open interest changed by 0 which decreased total open position to 0
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 347.1, which was 0.00 lower than the previous day. The implied volatity was 1.36, 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 347.1, which was 0.00 lower than the previous day. The implied volatity was 1.53, 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 347.1, which was 0.00 lower than the previous day. The implied volatity was 1.88, 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 347.1, which was 0.00 lower than the previous day. The implied volatity was 0.78, 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 347.1, which was lower than the previous day. The implied volatity was 1.15, the open interest changed by 0 which decreased total open position to 0
| NIFTY 20FEB2025 23750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 18 Feb | 22945.30 | 795.2 | 34.2 | - | 62 | -7 | 350 |
| 17 Feb | 22959.50 | 761 | -39.55 | - | 135 | -61 | 357 |
| 14 Feb | 22929.25 | 810 | 123.6 | - | 160 | -3 | 418 |
| 13 Feb | 23031.40 | 698.45 | 18.5 | 14.22 | 279 | 24 | 421 |
| 12 Feb | 23045.25 | 672 | 21.6 | 15.90 | 164 | -54 | 397 |
| 11 Feb | 23071.80 | 661.4 | 254.65 | 15.58 | 254 | -40 | 451 |
| 10 Feb | 23381.60 | 409.5 | 101.85 | 14.32 | 482 | 20 | 491 |
| 7 Feb | 23559.95 | 309.45 | 16.25 | 14.34 | 2,753 | 195 | 471 |
| 6 Feb | 23603.35 | 291.05 | 36 | 14.90 | 344 | -78 | 276 |
| 5 Feb | 23696.30 | 261.5 | 0.7 | 14.54 | 928 | 354 | 354 |
| 4 Feb | 23739.25 | 256.45 | -141.5 | 14.45 | 141 | 44 | 44 |
| 3 Feb | 23361.05 | 397.45 | -0.5 | 0.00 | 0 | 4 | 0 |
| 1 Feb | 23482.15 | 397.45 | -222.4 | 15.27 | 12 | 4 | 4 |
| 31 Jan | 23508.40 | 619.85 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 23249.50 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 23163.10 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 22957.25 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Jan | 22829.15 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Jan | 23092.20 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 23205.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Jan | 23155.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Jan | 23024.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Jan | 23344.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Jan | 23203.20 | 0 | - | 0 | 0 | 0 | |
For Nifty - strike price 23750 expiring on 20FEB2025
Delta for 23750 PE is -
Historical price for 23750 PE is as follows
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 795.2, which was 34.2 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 350
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 761, which was -39.55 lower than the previous day. The implied volatity was -, the open interest changed by -61 which decreased total open position to 357
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 810, which was 123.6 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 418
On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 698.45, which was 18.5 higher than the previous day. The implied volatity was 14.22, the open interest changed by 24 which increased total open position to 421
On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 672, which was 21.6 higher than the previous day. The implied volatity was 15.90, the open interest changed by -54 which decreased total open position to 397
On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 661.4, which was 254.65 higher than the previous day. The implied volatity was 15.58, the open interest changed by -40 which decreased total open position to 451
On 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 409.5, which was 101.85 higher than the previous day. The implied volatity was 14.32, the open interest changed by 20 which increased total open position to 491
On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 309.45, which was 16.25 higher than the previous day. The implied volatity was 14.34, the open interest changed by 195 which increased total open position to 471
On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 291.05, which was 36 higher than the previous day. The implied volatity was 14.90, the open interest changed by -78 which decreased total open position to 276
On 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 261.5, which was 0.7 higher than the previous day. The implied volatity was 14.54, the open interest changed by 354 which increased total open position to 354
On 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 256.45, which was -141.5 lower than the previous day. The implied volatity was 14.45, the open interest changed by 44 which increased total open position to 44
On 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 397.45, which was -0.5 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 397.45, which was -222.4 lower than the previous day. The implied volatity was 15.27, the open interest changed by 4 which increased total open position to 4
On 31 Jan NIFTY was trading at 23508.40. The strike last trading price was 619.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Jan NIFTY was trading at 23163.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Jan NIFTY was trading at 23205.35. 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 22 Jan NIFTY was trading at 23155.35. 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 21 Jan NIFTY was trading at 23024.65. 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 20 Jan NIFTY was trading at 23344.75. 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 17 Jan NIFTY was trading at 23203.20. 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
