NIFTY
Nifty
Historical option data for NIFTY
23 Jan 2025 04:11 PM IST
| NIFTY 23JAN2025 23900 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 | -1.00 | - | 7,16,356 | -29,423 | 44,893 | |||
| 22 Jan | 23155.35 | 1.05 | -1.15 | 25.54 | 7,97,090 | 6,466 | 74,316 | |||
| 21 Jan | 23024.65 | 2.2 | -7.30 | 22.35 | 14,43,775 | 21,385 | 67,850 | |||
| 20 Jan | 23344.75 | 9.5 | 1.80 | 16.51 | 7,07,500 | 14,008 | 46,465 | |||
| 17 Jan | 23203.20 | 7.7 | -17.25 | 13.06 | 6,84,785 | 14,620 | 32,457 | |||
| 16 Jan | 23311.80 | 24.95 | 11.70 | 13.03 | 78,632 | 10,403 | 17,837 | |||
| 15 Jan | 23213.20 | 13.25 | -8.95 | 12.11 | 40,704 | 1,815 | 7,434 | |||
| 14 Jan | 23176.05 | 22.2 | -4.55 | 13.21 | 22,407 | 758 | 5,619 | |||
| 13 Jan | 23085.95 | 26.75 | -56.95 | 14.87 | 28,478 | 1,529 | 4,861 | |||
| 10 Jan | 23431.50 | 83.7 | -54.60 | 12.56 | 25,203 | 1,565 | 3,332 | |||
| 9 Jan | 23526.50 | 138.3 | -52.15 | 13.17 | 2,859 | 664 | 1,767 | |||
| 8 Jan | 23688.95 | 190.45 | -28.55 | 12.96 | 2,513 | 445 | 1,103 | |||
| 7 Jan | 23707.90 | 219 | -13.75 | 13.47 | 1,166 | 177 | 658 | |||
| 6 Jan | 23616.05 | 232.75 | -146.55 | 14.98 | 1,111 | 325 | 481 | |||
| 3 Jan | 24004.75 | 379.3 | -139.15 | 11.41 | 210 | 74 | 156 | |||
| 2 Jan | 24188.65 | 518.45 | 187.95 | 11.71 | 330 | -13 | 82 | |||
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| 1 Jan | 23742.90 | 330.5 | 49.45 | 14.15 | 59 | 4 | 95 | |||
| 31 Dec | 23644.80 | 281.05 | -3.95 | 13.49 | 79 | 35 | 91 | |||
| 30 Dec | 23644.90 | 285 | -85.00 | 13.40 | 110 | 22 | 56 | |||
| 27 Dec | 23813.40 | 370 | 12.20 | 12.12 | 139 | 19 | 34 | |||
| 26 Dec | 23750.20 | 357.8 | 19.80 | 12.76 | 18 | 0 | 15 | |||
| 24 Dec | 23727.65 | 338 | -34.90 | 11.99 | 3 | 3 | 15 | |||
| 23 Dec | 23753.45 | 372.9 | -9.80 | 12.56 | 4 | -1 | 12 | |||
| 20 Dec | 23587.50 | 382.7 | 14.09 | 30 | 13 | 13 | ||||
For Nifty - strike price 23900 expiring on 23JAN2025
Delta for 23900 CE is -
Historical price for 23900 CE is as follows
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 0.05, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by -29423 which decreased total open position to 44893
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 1.05, which was -1.15 lower than the previous day. The implied volatity was 25.54, the open interest changed by 6466 which increased total open position to 74316
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 2.2, which was -7.30 lower than the previous day. The implied volatity was 22.35, the open interest changed by 21385 which increased total open position to 67850
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 9.5, which was 1.80 higher than the previous day. The implied volatity was 16.51, the open interest changed by 14008 which increased total open position to 46465
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 7.7, which was -17.25 lower than the previous day. The implied volatity was 13.06, the open interest changed by 14620 which increased total open position to 32457
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 24.95, which was 11.70 higher than the previous day. The implied volatity was 13.03, the open interest changed by 10403 which increased total open position to 17837
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 13.25, which was -8.95 lower than the previous day. The implied volatity was 12.11, the open interest changed by 1815 which increased total open position to 7434
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 22.2, which was -4.55 lower than the previous day. The implied volatity was 13.21, the open interest changed by 758 which increased total open position to 5619
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 26.75, which was -56.95 lower than the previous day. The implied volatity was 14.87, the open interest changed by 1529 which increased total open position to 4861
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 83.7, which was -54.60 lower than the previous day. The implied volatity was 12.56, the open interest changed by 1565 which increased total open position to 3332
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 138.3, which was -52.15 lower than the previous day. The implied volatity was 13.17, the open interest changed by 664 which increased total open position to 1767
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 190.45, which was -28.55 lower than the previous day. The implied volatity was 12.96, the open interest changed by 445 which increased total open position to 1103
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 219, which was -13.75 lower than the previous day. The implied volatity was 13.47, the open interest changed by 177 which increased total open position to 658
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 232.75, which was -146.55 lower than the previous day. The implied volatity was 14.98, the open interest changed by 325 which increased total open position to 481
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 379.3, which was -139.15 lower than the previous day. The implied volatity was 11.41, the open interest changed by 74 which increased total open position to 156
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 518.45, which was 187.95 higher than the previous day. The implied volatity was 11.71, the open interest changed by -13 which decreased total open position to 82
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 330.5, which was 49.45 higher than the previous day. The implied volatity was 14.15, the open interest changed by 4 which increased total open position to 95
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 281.05, which was -3.95 lower than the previous day. The implied volatity was 13.49, the open interest changed by 35 which increased total open position to 91
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 285, which was -85.00 lower than the previous day. The implied volatity was 13.40, the open interest changed by 22 which increased total open position to 56
On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 370, which was 12.20 higher than the previous day. The implied volatity was 12.12, the open interest changed by 19 which increased total open position to 34
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 357.8, which was 19.80 higher than the previous day. The implied volatity was 12.76, the open interest changed by 0 which decreased total open position to 15
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 338, which was -34.90 lower than the previous day. The implied volatity was 11.99, the open interest changed by 3 which increased total open position to 15
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 372.9, which was -9.80 lower than the previous day. The implied volatity was 12.56, the open interest changed by -1 which decreased total open position to 12
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 382.7, which was lower than the previous day. The implied volatity was 14.09, the open interest changed by 13 which increased total open position to 13
| NIFTY 23JAN2025 23900 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 | 695.5 | -41.50 | - | 740 | -297 | 397 |
| 22 Jan | 23155.35 | 737 | -77.00 | 31.06 | 749 | -413 | 694 |
| 21 Jan | 23024.65 | 814 | 270.95 | - | 2,245 | -168 | 1,107 |
| 20 Jan | 23344.75 | 543.05 | -129.95 | - | 1,304 | -49 | 1,275 |
| 17 Jan | 23203.20 | 673 | 123.00 | 14.89 | 820 | 27 | 1,324 |
| 16 Jan | 23311.80 | 550 | -128.55 | 16.13 | 1,164 | 347 | 1,297 |
| 15 Jan | 23213.20 | 678.55 | 16.55 | 18.61 | 573 | 312 | 950 |
| 14 Jan | 23176.05 | 662 | -120.00 | 14.13 | 317 | 106 | 638 |
| 13 Jan | 23085.95 | 782 | 279.05 | 16.14 | 694 | -66 | 532 |
| 10 Jan | 23431.50 | 502.95 | 99.00 | 15.42 | 1,055 | 184 | 598 |
| 9 Jan | 23526.50 | 403.95 | 65.20 | 13.95 | 565 | 142 | 414 |
| 8 Jan | 23688.95 | 338.75 | -20.20 | 14.11 | 595 | 111 | 272 |
| 7 Jan | 23707.90 | 358.95 | -83.90 | 15.38 | 624 | -176 | 161 |
| 6 Jan | 23616.05 | 442.85 | 208.90 | 17.47 | 1,194 | 192 | 337 |
| 3 Jan | 24004.75 | 233.95 | 55.00 | 14.90 | 278 | -11 | 145 |
| 2 Jan | 24188.65 | 178.95 | -171.10 | 15.02 | 408 | 126 | 156 |
| 1 Jan | 23742.90 | 350.05 | -44.70 | 15.09 | 21 | 1 | 30 |
| 31 Dec | 23644.80 | 394.75 | 6.50 | 14.84 | 22 | -3 | 29 |
| 30 Dec | 23644.90 | 388.25 | 85.20 | 14.23 | 62 | -16 | 32 |
| 27 Dec | 23813.40 | 303.05 | -53.95 | 13.75 | 526 | 40 | 48 |
| 26 Dec | 23750.20 | 357 | 50.20 | 14.46 | 11 | 3 | 8 |
| 24 Dec | 23727.65 | 306.8 | -18.20 | 11.77 | 13 | 5 | 5 |
| 23 Dec | 23753.45 | 325 | 0.00 | 0.00 | 0 | 2 | 0 |
| 20 Dec | 23587.50 | 325 | 9.92 | 5 | 2 | 2 | |
For Nifty - strike price 23900 expiring on 23JAN2025
Delta for 23900 PE is -
Historical price for 23900 PE is as follows
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 695.5, which was -41.50 lower than the previous day. The implied volatity was -, the open interest changed by -297 which decreased total open position to 397
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 737, which was -77.00 lower than the previous day. The implied volatity was 31.06, the open interest changed by -413 which decreased total open position to 694
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 814, which was 270.95 higher than the previous day. The implied volatity was -, the open interest changed by -168 which decreased total open position to 1107
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 543.05, which was -129.95 lower than the previous day. The implied volatity was -, the open interest changed by -49 which decreased total open position to 1275
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 673, which was 123.00 higher than the previous day. The implied volatity was 14.89, the open interest changed by 27 which increased total open position to 1324
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 550, which was -128.55 lower than the previous day. The implied volatity was 16.13, the open interest changed by 347 which increased total open position to 1297
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 678.55, which was 16.55 higher than the previous day. The implied volatity was 18.61, the open interest changed by 312 which increased total open position to 950
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 662, which was -120.00 lower than the previous day. The implied volatity was 14.13, the open interest changed by 106 which increased total open position to 638
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 782, which was 279.05 higher than the previous day. The implied volatity was 16.14, the open interest changed by -66 which decreased total open position to 532
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 502.95, which was 99.00 higher than the previous day. The implied volatity was 15.42, the open interest changed by 184 which increased total open position to 598
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 403.95, which was 65.20 higher than the previous day. The implied volatity was 13.95, the open interest changed by 142 which increased total open position to 414
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 338.75, which was -20.20 lower than the previous day. The implied volatity was 14.11, the open interest changed by 111 which increased total open position to 272
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 358.95, which was -83.90 lower than the previous day. The implied volatity was 15.38, the open interest changed by -176 which decreased total open position to 161
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 442.85, which was 208.90 higher than the previous day. The implied volatity was 17.47, the open interest changed by 192 which increased total open position to 337
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 233.95, which was 55.00 higher than the previous day. The implied volatity was 14.90, the open interest changed by -11 which decreased total open position to 145
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 178.95, which was -171.10 lower than the previous day. The implied volatity was 15.02, the open interest changed by 126 which increased total open position to 156
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 350.05, which was -44.70 lower than the previous day. The implied volatity was 15.09, the open interest changed by 1 which increased total open position to 30
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 394.75, which was 6.50 higher than the previous day. The implied volatity was 14.84, the open interest changed by -3 which decreased total open position to 29
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 388.25, which was 85.20 higher than the previous day. The implied volatity was 14.23, the open interest changed by -16 which decreased total open position to 32
On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 303.05, which was -53.95 lower than the previous day. The implied volatity was 13.75, the open interest changed by 40 which increased total open position to 48
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 357, which was 50.20 higher than the previous day. The implied volatity was 14.46, the open interest changed by 3 which increased total open position to 8
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 306.8, which was -18.20 lower than the previous day. The implied volatity was 11.77, the open interest changed by 5 which increased total open position to 5
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 325, 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 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 325, which was lower than the previous day. The implied volatity was 9.92, the open interest changed by 2 which increased total open position to 2
