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[--[65.84.65.76]--]
NIFTY
Nifty

23559.95 -43.40 (-0.18%)

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Historical option data for NIFTY

07 Feb 2025 04:11 PM IST
NIFTY 13FEB2025 24000 CE
Delta: 0.14
Vega: 6.84
Theta: -7.92
Gamma: 0.00
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
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
Delta: -0.80
Vega: 8.51
Theta: -5.73
Gamma: 0.00
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