NIFTY
Nifty
Historical option data for NIFTY
15 Jan 2025 04:11 PM IST
| NIFTY 16JAN2025 24300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.18
Theta: -3.01
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Jan | 23213.20 | 0.65 | -0.60 | 33.25 | 3,55,392 | -22,263 | 48,803 | |||
| 14 Jan | 23176.05 | 1.25 | -2.25 | 25.60 | 2,57,189 | 1,475 | 71,066 | |||
| 13 Jan | 23085.95 | 3.5 | -0.80 | 26.25 | 5,00,273 | 2,790 | 69,591 | |||
| 10 Jan | 23431.50 | 4.3 | -5.85 | 13.90 | 7,08,485 | 33,268 | 66,801 | |||
| 9 Jan | 23526.50 | 10.15 | -13.65 | 13.18 | 1,52,905 | 19,742 | 33,533 | |||
| 8 Jan | 23688.95 | 23.8 | -15.10 | 12.99 | 1,05,024 | 5,805 | 13,791 | |||
| 7 Jan | 23707.90 | 38.9 | -19.75 | 13.79 | 41,302 | 985 | 7,986 | |||
| 6 Jan | 23616.05 | 58.65 | -60.30 | 16.09 | 45,567 | 3,808 | 7,001 | |||
| 3 Jan | 24004.75 | 118.95 | -93.40 | 11.72 | 15,805 | 1,454 | 3,193 | |||
| 2 Jan | 24188.65 | 212.35 | 107.10 | 12.23 | 5,769 | 762 | 1,739 | |||
| 1 Jan | 23742.90 | 105.25 | 20.55 | 13.96 | 2,003 | 258 | 977 | |||
| 31 Dec | 23644.80 | 84.7 | 6.40 | 13.51 | 1,627 | 72 | 719 | |||
| 30 Dec | 23644.90 | 78.3 | -48.00 | 12.72 | 1,655 | 278 | 647 | |||
| 27 Dec | 23813.40 | 126.3 | -4.95 | 11.61 | 726 | 128 | 369 | |||
| 26 Dec | 23750.20 | 131.25 | -0.75 | 12.54 | 163 | 69 | 241 | |||
| 24 Dec | 23727.65 | 132 | -21.10 | 12.31 | 106 | 7 | 172 | |||
| 23 Dec | 23753.45 | 153.1 | -28.50 | 12.67 | 250 | 123 | 165 | |||
| 20 Dec | 23587.50 | 181.6 | -126.50 | 14.55 | 88 | 21 | 42 | |||
| 19 Dec | 23951.70 | 308.1 | -118.30 | 14.29 | 27 | 1 | 21 | |||
| 18 Dec | 24198.85 | 426.4 | -122.85 | 13.61 | 31 | 20 | 20 | |||
|
|
||||||||||
| 17 Dec | 24336.00 | 549.25 | -176.20 | 15.56 | 2 | 0 | 0 | |||
| 16 Dec | 24668.25 | 725.45 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 24300 expiring on 16JAN2025
Delta for 24300 CE is 0.01
Historical price for 24300 CE is as follows
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 0.65, which was -0.60 lower than the previous day. The implied volatity was 33.25, the open interest changed by -22263 which decreased total open position to 48803
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 1.25, which was -2.25 lower than the previous day. The implied volatity was 25.60, the open interest changed by 1475 which increased total open position to 71066
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 3.5, which was -0.80 lower than the previous day. The implied volatity was 26.25, the open interest changed by 2790 which increased total open position to 69591
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 4.3, which was -5.85 lower than the previous day. The implied volatity was 13.90, the open interest changed by 33268 which increased total open position to 66801
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 10.15, which was -13.65 lower than the previous day. The implied volatity was 13.18, the open interest changed by 19742 which increased total open position to 33533
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 23.8, which was -15.10 lower than the previous day. The implied volatity was 12.99, the open interest changed by 5805 which increased total open position to 13791
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 38.9, which was -19.75 lower than the previous day. The implied volatity was 13.79, the open interest changed by 985 which increased total open position to 7986
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 58.65, which was -60.30 lower than the previous day. The implied volatity was 16.09, the open interest changed by 3808 which increased total open position to 7001
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 118.95, which was -93.40 lower than the previous day. The implied volatity was 11.72, the open interest changed by 1454 which increased total open position to 3193
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 212.35, which was 107.10 higher than the previous day. The implied volatity was 12.23, the open interest changed by 762 which increased total open position to 1739
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 105.25, which was 20.55 higher than the previous day. The implied volatity was 13.96, the open interest changed by 258 which increased total open position to 977
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 84.7, which was 6.40 higher than the previous day. The implied volatity was 13.51, the open interest changed by 72 which increased total open position to 719
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 78.3, which was -48.00 lower than the previous day. The implied volatity was 12.72, the open interest changed by 278 which increased total open position to 647
On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 126.3, which was -4.95 lower than the previous day. The implied volatity was 11.61, the open interest changed by 128 which increased total open position to 369
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 131.25, which was -0.75 lower than the previous day. The implied volatity was 12.54, the open interest changed by 69 which increased total open position to 241
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 132, which was -21.10 lower than the previous day. The implied volatity was 12.31, the open interest changed by 7 which increased total open position to 172
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 153.1, which was -28.50 lower than the previous day. The implied volatity was 12.67, the open interest changed by 123 which increased total open position to 165
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 181.6, which was -126.50 lower than the previous day. The implied volatity was 14.55, the open interest changed by 21 which increased total open position to 42
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 308.1, which was -118.30 lower than the previous day. The implied volatity was 14.29, the open interest changed by 1 which increased total open position to 21
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 426.4, which was -122.85 lower than the previous day. The implied volatity was 13.61, the open interest changed by 20 which increased total open position to 20
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 549.25, which was -176.20 lower than the previous day. The implied volatity was 15.56, the open interest changed by 0 which decreased total open position to 0
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 725.45, 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 16JAN2025 24300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 1.48
Theta: -34.63
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Jan | 23213.20 | 1083 | 34.75 | 55.14 | 795 | -719 | 1,313 |
| 14 Jan | 23176.05 | 1048.25 | -111.75 | - | 2,187 | -833 | 2,032 |
| 13 Jan | 23085.95 | 1160 | 323.20 | - | 4,102 | -943 | 2,865 |
| 10 Jan | 23431.50 | 836.8 | 139.45 | 17.63 | 1,996 | 292 | 3,808 |
| 9 Jan | 23526.50 | 697.35 | 95.35 | - | 6,274 | 1,098 | 3,516 |
| 8 Jan | 23688.95 | 602 | -5.05 | 13.98 | 6,295 | -595 | 2,418 |
| 7 Jan | 23707.90 | 607.05 | -80.30 | 16.03 | 3,878 | 2,161 | 3,013 |
| 6 Jan | 23616.05 | 687.35 | 287.30 | 18.30 | 2,475 | 310 | 852 |
| 3 Jan | 24004.75 | 400.05 | 109.55 | 15.06 | 2,947 | 27 | 542 |
| 2 Jan | 24188.65 | 290.5 | -262.30 | 14.32 | 1,253 | 505 | 515 |
| 1 Jan | 23742.90 | 552.8 | -87.20 | 14.33 | 3 | -1 | 10 |
| 31 Dec | 23644.80 | 640 | 49.65 | 15.43 | 3 | 2 | 11 |
| 30 Dec | 23644.90 | 590.35 | 14.35 | 11.66 | 27 | 9 | 9 |
| 27 Dec | 23813.40 | 576 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Dec | 23750.20 | 576 | 36.60 | 14.86 | 5 | 0 | 6 |
| 24 Dec | 23727.65 | 539.4 | -164.20 | 11.80 | 8 | 6 | 6 |
| 23 Dec | 23753.45 | 703.6 | 0.00 | 0.00 | 0 | -1 | 0 |
| 20 Dec | 23587.50 | 703.6 | 288.60 | 15.96 | 31 | -1 | 7 |
| 19 Dec | 23951.70 | 415 | 83.40 | 12.55 | 11 | 0 | 8 |
| 18 Dec | 24198.85 | 331.6 | 60.55 | 14.11 | 34 | 7 | 8 |
| 17 Dec | 24336.00 | 271.05 | -36.45 | 13.37 | 2 | 1 | 1 |
| 16 Dec | 24668.25 | 307.5 | 1.94 | 0 | 0 | 0 | |
For Nifty - strike price 24300 expiring on 16JAN2025
Delta for 24300 PE is -0.94
Historical price for 24300 PE is as follows
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 1083, which was 34.75 higher than the previous day. The implied volatity was 55.14, the open interest changed by -719 which decreased total open position to 1313
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 1048.25, which was -111.75 lower than the previous day. The implied volatity was -, the open interest changed by -833 which decreased total open position to 2032
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 1160, which was 323.20 higher than the previous day. The implied volatity was -, the open interest changed by -943 which decreased total open position to 2865
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 836.8, which was 139.45 higher than the previous day. The implied volatity was 17.63, the open interest changed by 292 which increased total open position to 3808
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 697.35, which was 95.35 higher than the previous day. The implied volatity was -, the open interest changed by 1098 which increased total open position to 3516
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 602, which was -5.05 lower than the previous day. The implied volatity was 13.98, the open interest changed by -595 which decreased total open position to 2418
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 607.05, which was -80.30 lower than the previous day. The implied volatity was 16.03, the open interest changed by 2161 which increased total open position to 3013
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 687.35, which was 287.30 higher than the previous day. The implied volatity was 18.30, the open interest changed by 310 which increased total open position to 852
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 400.05, which was 109.55 higher than the previous day. The implied volatity was 15.06, the open interest changed by 27 which increased total open position to 542
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 290.5, which was -262.30 lower than the previous day. The implied volatity was 14.32, the open interest changed by 505 which increased total open position to 515
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 552.8, which was -87.20 lower than the previous day. The implied volatity was 14.33, the open interest changed by -1 which decreased total open position to 10
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 640, which was 49.65 higher than the previous day. The implied volatity was 15.43, the open interest changed by 2 which increased total open position to 11
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 590.35, which was 14.35 higher than the previous day. The implied volatity was 11.66, the open interest changed by 9 which increased total open position to 9
On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 576, 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 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 576, which was 36.60 higher than the previous day. The implied volatity was 14.86, the open interest changed by 0 which decreased total open position to 6
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 539.4, which was -164.20 lower than the previous day. The implied volatity was 11.80, the open interest changed by 6 which increased total open position to 6
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 703.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 703.6, which was 288.60 higher than the previous day. The implied volatity was 15.96, the open interest changed by -1 which decreased total open position to 7
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 415, which was 83.40 higher than the previous day. The implied volatity was 12.55, the open interest changed by 0 which decreased total open position to 8
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 331.6, which was 60.55 higher than the previous day. The implied volatity was 14.11, the open interest changed by 7 which increased total open position to 8
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 271.05, which was -36.45 lower than the previous day. The implied volatity was 13.37, the open interest changed by 1 which increased total open position to 1
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 307.5, which was lower than the previous day. The implied volatity was 1.94, the open interest changed by 0 which decreased total open position to 0
