NIFTY
Nifty
Historical option data for NIFTY
07 Feb 2025 04:11 PM IST
NIFTY 13FEB2025 24000 CE | ||||||||||
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Delta: 0.14
Vega: 6.84
Theta: -7.92
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Feb | 23559.95 | 27.1 | -30.65 | 12.27 | 20,14,918 | 49,764 | 1,13,081 | |||
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6 Feb | 23603.35 | 60.8 | -24.7 | 13.57 | 2,51,208 | 30,684 | 63,317 | |||
5 Feb | 23696.30 | 80 | -10.25 | 12.89 | 1,42,847 | 32,633 | 32,633 | |||
4 Feb | 23739.25 | 91.2 | 58.9 | 12.41 | 1,67,858 | 1,690 | 17,242 | |||
3 Feb | 23361.05 | 32.1 | -30.35 | 12.91 | 50,752 | 4,664 | 15,552 | |||
1 Feb | 23482.15 | 62 | -73.05 | 12.23 | 87,953 | 2,741 | 10,888 | |||
31 Jan | 23508.40 | 138.4 | 16.75 | 16.27 | 29,610 | 3,466 | 8,147 | |||
30 Jan | 23249.50 | 127.9 | 11.85 | 19.17 | 9,427 | 1,221 | 4,681 | |||
29 Jan | 23163.10 | 123.95 | 42.35 | 20.09 | 11,051 | 45 | 3,460 | |||
28 Jan | 22957.25 | 84 | 19.65 | 19.35 | 7,035 | 818 | 3,415 | |||
27 Jan | 22829.15 | 62.85 | -44.55 | 18.96 | 4,832 | 948 | 2,597 | |||
24 Jan | 23092.20 | 107.45 | -34.45 | 17.11 | 2,172 | 432 | 1,649 | |||
23 Jan | 23205.35 | 143.9 | 5.90 | 17.02 | 1,294 | 644 | 1,217 | |||
22 Jan | 23155.35 | 138 | 6.00 | 16.99 | 507 | 191 | 573 | |||
21 Jan | 23024.65 | 132 | -66.75 | 17.63 | 894 | 55 | 382 | |||
20 Jan | 23344.75 | 198.75 | 36.15 | 16.66 | 632 | 139 | 327 | |||
17 Jan | 23203.20 | 162.6 | -37.40 | 15.62 | 345 | 9 | 188 | |||
16 Jan | 23311.80 | 200 | 41.45 | 14.92 | 184 | 92 | 179 | |||
15 Jan | 23213.20 | 158.55 | -23.85 | 14.41 | 111 | 52 | 87 | |||
14 Jan | 23176.05 | 182.4 | 22.40 | 15.40 | 50 | 12 | 35 | |||
13 Jan | 23085.95 | 160 | -113.00 | 15.53 | 35 | 19 | 23 | |||
10 Jan | 23431.50 | 273 | 14.65 | 9 | 4 | 4 |
For Nifty - strike price 24000 expiring on 13FEB2025
Delta for 24000 CE is 0.14
Historical price for 24000 CE is as follows
On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 27.1, which was -30.65 lower than the previous day. The implied volatity was 12.27, the open interest changed by 49764 which increased total open position to 113081
On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 60.8, which was -24.7 lower than the previous day. The implied volatity was 13.57, the open interest changed by 30684 which increased total open position to 63317
On 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 80, which was -10.25 lower than the previous day. The implied volatity was 12.89, the open interest changed by 32633 which increased total open position to 32633
On 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 91.2, which was 58.9 higher than the previous day. The implied volatity was 12.41, the open interest changed by 1690 which increased total open position to 17242
On 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 32.1, which was -30.35 lower than the previous day. The implied volatity was 12.91, the open interest changed by 4664 which increased total open position to 15552
On 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 62, which was -73.05 lower than the previous day. The implied volatity was 12.23, the open interest changed by 2741 which increased total open position to 10888
On 31 Jan NIFTY was trading at 23508.40. The strike last trading price was 138.4, which was 16.75 higher than the previous day. The implied volatity was 16.27, the open interest changed by 3466 which increased total open position to 8147
On 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 127.9, which was 11.85 higher than the previous day. The implied volatity was 19.17, the open interest changed by 1221 which increased total open position to 4681
On 29 Jan NIFTY was trading at 23163.10. The strike last trading price was 123.95, which was 42.35 higher than the previous day. The implied volatity was 20.09, the open interest changed by 45 which increased total open position to 3460
On 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 84, which was 19.65 higher than the previous day. The implied volatity was 19.35, the open interest changed by 818 which increased total open position to 3415
On 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 62.85, which was -44.55 lower than the previous day. The implied volatity was 18.96, the open interest changed by 948 which increased total open position to 2597
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 107.45, which was -34.45 lower than the previous day. The implied volatity was 17.11, the open interest changed by 432 which increased total open position to 1649
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 143.9, which was 5.90 higher than the previous day. The implied volatity was 17.02, the open interest changed by 644 which increased total open position to 1217
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 138, which was 6.00 higher than the previous day. The implied volatity was 16.99, the open interest changed by 191 which increased total open position to 573
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 132, which was -66.75 lower than the previous day. The implied volatity was 17.63, the open interest changed by 55 which increased total open position to 382
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 198.75, which was 36.15 higher than the previous day. The implied volatity was 16.66, the open interest changed by 139 which increased total open position to 327
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 162.6, which was -37.40 lower than the previous day. The implied volatity was 15.62, the open interest changed by 9 which increased total open position to 188
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 200, which was 41.45 higher than the previous day. The implied volatity was 14.92, the open interest changed by 92 which increased total open position to 179
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 158.55, which was -23.85 lower than the previous day. The implied volatity was 14.41, the open interest changed by 52 which increased total open position to 87
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 182.4, which was 22.40 higher than the previous day. The implied volatity was 15.40, the open interest changed by 12 which increased total open position to 35
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 160, which was -113.00 lower than the previous day. The implied volatity was 15.53, the open interest changed by 19 which increased total open position to 23
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 273, which was lower than the previous day. The implied volatity was 14.65, the open interest changed by 4 which increased total open position to 4
NIFTY 13FEB2025 24000 PE | |||||||
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Delta: -0.80
Vega: 8.51
Theta: -5.73
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Feb | 23559.95 | 452 | 42.65 | 15.53 | 51,201 | -1,069 | 9,219 |
6 Feb | 23603.35 | 398 | 40.25 | 14.66 | 16,562 | 4,829 | 10,288 |
5 Feb | 23696.30 | 372 | 19.8 | 15.44 | 11,961 | 5,459 | 5,459 |
4 Feb | 23739.25 | 352.5 | -270.95 | 14.49 | 8,400 | 2,350 | 3,295 |
3 Feb | 23361.05 | 629.65 | 87.25 | 15.39 | 1,683 | 22 | 945 |
1 Feb | 23482.15 | 535.95 | -12.45 | 15.81 | 3,913 | 626 | 923 |
31 Jan | 23508.40 | 532.75 | -218.6 | 17.01 | 1,467 | 29 | 297 |
30 Jan | 23249.50 | 725.75 | -165.55 | 17.99 | 481 | 165 | 268 |
29 Jan | 23163.10 | 872 | -158.4 | 21.55 | 176 | 20 | 103 |
28 Jan | 22957.25 | 1016.3 | -133.7 | 20.41 | 94 | 25 | 83 |
27 Jan | 22829.15 | 1150 | 262.95 | 20.39 | 64 | 26 | 58 |
24 Jan | 23092.20 | 887.05 | 93.05 | 17.13 | 46 | 0 | 32 |
23 Jan | 23205.35 | 790 | -34.70 | 17.03 | 37 | 29 | 32 |
22 Jan | 23155.35 | 824.7 | 0.00 | 0.00 | 0 | 3 | 3 |
21 Jan | 23024.65 | 824.7 | 0.00 | 0.00 | 0 | 2 | 0 |
20 Jan | 23344.75 | 824.7 | 4.70 | 20.31 | 1 | 2 | 2 |
17 Jan | 23203.20 | 820 | 0.00 | 0.00 | 0 | 0 | 0 |
16 Jan | 23311.80 | 820 | 0.00 | 0.00 | 0 | 0 | 2 |
15 Jan | 23213.20 | 820 | 0.00 | 0.00 | 0 | 1 | 2 |
14 Jan | 23176.05 | 820 | 174.95 | 16.12 | 2 | 1 | 1 |
13 Jan | 23085.95 | 645.05 | 0.00 | - | 0 | 0 | 0 |
10 Jan | 23431.50 | 645.05 | - | 0 | 0 | 0 |
For Nifty - strike price 24000 expiring on 13FEB2025
Delta for 24000 PE is -0.80
Historical price for 24000 PE is as follows
On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 452, which was 42.65 higher than the previous day. The implied volatity was 15.53, the open interest changed by -1069 which decreased total open position to 9219
On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 398, which was 40.25 higher than the previous day. The implied volatity was 14.66, the open interest changed by 4829 which increased total open position to 10288
On 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 372, which was 19.8 higher than the previous day. The implied volatity was 15.44, the open interest changed by 5459 which increased total open position to 5459
On 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 352.5, which was -270.95 lower than the previous day. The implied volatity was 14.49, the open interest changed by 2350 which increased total open position to 3295
On 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 629.65, which was 87.25 higher than the previous day. The implied volatity was 15.39, the open interest changed by 22 which increased total open position to 945
On 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 535.95, which was -12.45 lower than the previous day. The implied volatity was 15.81, the open interest changed by 626 which increased total open position to 923
On 31 Jan NIFTY was trading at 23508.40. The strike last trading price was 532.75, which was -218.6 lower than the previous day. The implied volatity was 17.01, the open interest changed by 29 which increased total open position to 297
On 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 725.75, which was -165.55 lower than the previous day. The implied volatity was 17.99, the open interest changed by 165 which increased total open position to 268
On 29 Jan NIFTY was trading at 23163.10. The strike last trading price was 872, which was -158.4 lower than the previous day. The implied volatity was 21.55, the open interest changed by 20 which increased total open position to 103
On 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 1016.3, which was -133.7 lower than the previous day. The implied volatity was 20.41, the open interest changed by 25 which increased total open position to 83
On 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 1150, which was 262.95 higher than the previous day. The implied volatity was 20.39, the open interest changed by 26 which increased total open position to 58
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 887.05, which was 93.05 higher than the previous day. The implied volatity was 17.13, the open interest changed by 0 which decreased total open position to 32
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 790, which was -34.70 lower than the previous day. The implied volatity was 17.03, the open interest changed by 29 which increased total open position to 32
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 824.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 3
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 824.7, 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 Jan NIFTY was trading at 23344.75. The strike last trading price was 824.7, which was 4.70 higher than the previous day. The implied volatity was 20.31, 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 820, 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 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 820, 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 2
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 820, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 2
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 820, which was 174.95 higher than the previous day. The implied volatity was 16.12, the open interest changed by 1 which increased total open position to 1
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 645.05, 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 645.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0