NIFTY
Nifty
Historical option data for NIFTY
15 Jan 2025 04:11 PM IST
| NIFTY 16JAN2025 24700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.14
Theta: -3.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Jan | 23213.20 | 0.65 | -0.50 | 43.84 | 98,965 | -12,463 | 37,746 | |||
| 14 Jan | 23176.05 | 1.15 | -2.00 | 33.28 | 1,60,259 | -6,999 | 50,209 | |||
| 13 Jan | 23085.95 | 3.15 | 1.45 | 32.90 | 2,85,826 | 7,141 | 57,208 | |||
| 10 Jan | 23431.50 | 1.7 | -0.80 | 16.93 | 3,79,527 | 18,487 | 50,067 | |||
| 9 Jan | 23526.50 | 2.5 | -2.50 | 14.98 | 1,06,787 | 20,723 | 31,580 | |||
| 8 Jan | 23688.95 | 5 | -3.50 | 14.00 | 51,032 | 4,091 | 10,857 | |||
| 7 Jan | 23707.90 | 8.5 | -9.50 | 14.18 | 28,394 | 1,471 | 6,766 | |||
| 6 Jan | 23616.05 | 18 | -15.80 | 16.45 | 44,839 | 1,461 | 5,295 | |||
| 3 Jan | 24004.75 | 33.8 | -37.50 | 11.83 | 18,177 | 1,983 | 3,834 | |||
| 2 Jan | 24188.65 | 71.3 | 39.50 | 11.84 | 6,327 | 1,009 | 1,851 | |||
| 1 Jan | 23742.90 | 31.8 | 7.10 | 13.46 | 1,172 | 113 | 842 | |||
| 31 Dec | 23644.80 | 24.7 | 0.40 | 13.13 | 951 | 213 | 729 | |||
| 30 Dec | 23644.90 | 24.3 | -17.15 | 12.71 | 932 | 220 | 516 | |||
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| 27 Dec | 23813.40 | 41.45 | -7.40 | 11.41 | 521 | 93 | 296 | |||
| 26 Dec | 23750.20 | 48.85 | -2.95 | 12.42 | 111 | 59 | 203 | |||
| 24 Dec | 23727.65 | 51.8 | -13.90 | 12.30 | 95 | 47 | 144 | |||
| 23 Dec | 23753.45 | 65.7 | -30.30 | 12.74 | 116 | 19 | 97 | |||
| 20 Dec | 23587.50 | 96 | -67.10 | 14.88 | 66 | 37 | 78 | |||
| 19 Dec | 23951.70 | 163.1 | -113.25 | 14.03 | 65 | 23 | 41 | |||
| 18 Dec | 24198.85 | 276.35 | -100.80 | 14.78 | 7 | 0 | 18 | |||
| 17 Dec | 24336.00 | 377.15 | -119.90 | 16.50 | 12 | 6 | 18 | |||
| 16 Dec | 24668.25 | 497.05 | 11.50 | 14.49 | 16 | 7 | 12 | |||
| 13 Dec | 24768.30 | 485.55 | 10.17 | 11 | 5 | 5 | ||||
For Nifty - strike price 24700 expiring on 16JAN2025
Delta for 24700 CE is 0.00
Historical price for 24700 CE is as follows
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 0.65, which was -0.50 lower than the previous day. The implied volatity was 43.84, the open interest changed by -12463 which decreased total open position to 37746
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 1.15, which was -2.00 lower than the previous day. The implied volatity was 33.28, the open interest changed by -6999 which decreased total open position to 50209
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 3.15, which was 1.45 higher than the previous day. The implied volatity was 32.90, the open interest changed by 7141 which increased total open position to 57208
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 1.7, which was -0.80 lower than the previous day. The implied volatity was 16.93, the open interest changed by 18487 which increased total open position to 50067
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 2.5, which was -2.50 lower than the previous day. The implied volatity was 14.98, the open interest changed by 20723 which increased total open position to 31580
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 5, which was -3.50 lower than the previous day. The implied volatity was 14.00, the open interest changed by 4091 which increased total open position to 10857
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 8.5, which was -9.50 lower than the previous day. The implied volatity was 14.18, the open interest changed by 1471 which increased total open position to 6766
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 18, which was -15.80 lower than the previous day. The implied volatity was 16.45, the open interest changed by 1461 which increased total open position to 5295
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 33.8, which was -37.50 lower than the previous day. The implied volatity was 11.83, the open interest changed by 1983 which increased total open position to 3834
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 71.3, which was 39.50 higher than the previous day. The implied volatity was 11.84, the open interest changed by 1009 which increased total open position to 1851
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 31.8, which was 7.10 higher than the previous day. The implied volatity was 13.46, the open interest changed by 113 which increased total open position to 842
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 24.7, which was 0.40 higher than the previous day. The implied volatity was 13.13, the open interest changed by 213 which increased total open position to 729
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 24.3, which was -17.15 lower than the previous day. The implied volatity was 12.71, the open interest changed by 220 which increased total open position to 516
On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 41.45, which was -7.40 lower than the previous day. The implied volatity was 11.41, the open interest changed by 93 which increased total open position to 296
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 48.85, which was -2.95 lower than the previous day. The implied volatity was 12.42, the open interest changed by 59 which increased total open position to 203
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 51.8, which was -13.90 lower than the previous day. The implied volatity was 12.30, the open interest changed by 47 which increased total open position to 144
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 65.7, which was -30.30 lower than the previous day. The implied volatity was 12.74, the open interest changed by 19 which increased total open position to 97
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 96, which was -67.10 lower than the previous day. The implied volatity was 14.88, the open interest changed by 37 which increased total open position to 78
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 163.1, which was -113.25 lower than the previous day. The implied volatity was 14.03, the open interest changed by 23 which increased total open position to 41
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 276.35, which was -100.80 lower than the previous day. The implied volatity was 14.78, the open interest changed by 0 which decreased total open position to 18
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 377.15, which was -119.90 lower than the previous day. The implied volatity was 16.50, the open interest changed by 6 which increased total open position to 18
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 497.05, which was 11.50 higher than the previous day. The implied volatity was 14.49, the open interest changed by 7 which increased total open position to 12
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 485.55, which was lower than the previous day. The implied volatity was 10.17, the open interest changed by 5 which increased total open position to 5
| NIFTY 16JAN2025 24700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Jan | 23213.20 | 1485 | 8.90 | - | 51 | -43 | 218 |
| 14 Jan | 23176.05 | 1476.1 | -107.90 | - | 23 | -23 | 261 |
| 13 Jan | 23085.95 | 1584 | 318.55 | - | 33 | -15 | 284 |
| 10 Jan | 23431.50 | 1265.45 | 172.95 | 30.61 | 56 | -11 | 299 |
| 9 Jan | 23526.50 | 1092.5 | 116.70 | - | 231 | 220 | 310 |
| 8 Jan | 23688.95 | 975.8 | 1.80 | 14.17 | 28 | 20 | 90 |
| 7 Jan | 23707.90 | 974 | -126.00 | 18.33 | 33 | 2 | 70 |
| 6 Jan | 23616.05 | 1100 | 389.90 | 26.36 | 89 | 23 | 68 |
| 3 Jan | 24004.75 | 710.1 | 147.10 | 16.48 | 47 | 20 | 45 |
| 2 Jan | 24188.65 | 563 | -339.00 | 15.44 | 43 | 23 | 25 |
| 1 Jan | 23742.90 | 902 | 420.15 | 16.45 | 4 | 2 | 2 |
| 31 Dec | 23644.80 | 481.85 | 0.00 | - | 0 | 0 | 0 |
| 30 Dec | 23644.90 | 481.85 | 0.00 | - | 0 | 0 | 0 |
| 27 Dec | 23813.40 | 481.85 | 0.00 | - | 0 | 0 | 0 |
| 26 Dec | 23750.20 | 481.85 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 23727.65 | 481.85 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 23753.45 | 481.85 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 23587.50 | 481.85 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 23951.70 | 481.85 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 24198.85 | 481.85 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 24336.00 | 481.85 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 24668.25 | 481.85 | 0.00 | 0.59 | 0 | 0 | 0 |
| 13 Dec | 24768.30 | 481.85 | 1.04 | 0 | 0 | 0 | |
For Nifty - strike price 24700 expiring on 16JAN2025
Delta for 24700 PE is -
Historical price for 24700 PE is as follows
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 1485, which was 8.90 higher than the previous day. The implied volatity was -, the open interest changed by -43 which decreased total open position to 218
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 1476.1, which was -107.90 lower than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 261
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 1584, which was 318.55 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 284
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 1265.45, which was 172.95 higher than the previous day. The implied volatity was 30.61, the open interest changed by -11 which decreased total open position to 299
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 1092.5, which was 116.70 higher than the previous day. The implied volatity was -, the open interest changed by 220 which increased total open position to 310
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 975.8, which was 1.80 higher than the previous day. The implied volatity was 14.17, the open interest changed by 20 which increased total open position to 90
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 974, which was -126.00 lower than the previous day. The implied volatity was 18.33, the open interest changed by 2 which increased total open position to 70
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 1100, which was 389.90 higher than the previous day. The implied volatity was 26.36, the open interest changed by 23 which increased total open position to 68
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 710.1, which was 147.10 higher than the previous day. The implied volatity was 16.48, the open interest changed by 20 which increased total open position to 45
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 563, which was -339.00 lower than the previous day. The implied volatity was 15.44, the open interest changed by 23 which increased total open position to 25
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 902, which was 420.15 higher than the previous day. The implied volatity was 16.45, the open interest changed by 2 which increased total open position to 2
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 481.85, 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 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 481.85, 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 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 481.85, 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 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 481.85, 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 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 481.85, 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 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 481.85, 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 Dec NIFTY was trading at 23587.50. The strike last trading price was 481.85, 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 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 481.85, 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 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 481.85, 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 Dec NIFTY was trading at 24336.00. The strike last trading price was 481.85, 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 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 481.85, which was 0.00 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 481.85, which was lower than the previous day. The implied volatity was 1.04, the open interest changed by 0 which decreased total open position to 0
