NIFTY
Nifty
Historical option data for NIFTY
07 Feb 2025 04:11 PM IST
NIFTY 13FEB2025 24800 CE | ||||||||||
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Delta: 0.01
Vega: 0.67
Theta: -0.95
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Feb | 23559.95 | 1.3 | -1.1 | 16.05 | 3,87,832 | 7,101 | 38,934 | |||
6 Feb | 23603.35 | 2.4 | -1.85 | 15.18 | 82,469 | 23,372 | 31,833 | |||
5 Feb | 23696.30 | 4 | -0.3 | 14.51 | 23,424 | 8,461 | 8,461 | |||
4 Feb | 23739.25 | 4.9 | 1.35 | 13.81 | 16,717 | 3,091 | 5,846 | |||
3 Feb | 23361.05 | 3.6 | -2.75 | 16.05 | 8,006 | -75 | 2,755 | |||
1 Feb | 23482.15 | 6.75 | -13.8 | 14.61 | 30,904 | 1,751 | 2,830 | |||
31 Jan | 23508.40 | 20.7 | -3.05 | 16.87 | 4,808 | 958 | 1,079 | |||
30 Jan | 23249.50 | 19.45 | -101.6 | 18.57 | 243 | 121 | 121 | |||
29 Jan | 23163.10 | 121.05 | 0 | 7.37 | 0 | 0 | 0 | |||
28 Jan | 22957.25 | 121.05 | 0 | 8.00 | 0 | 0 | 0 | |||
27 Jan | 22829.15 | 121.05 | 0 | 8.43 | 0 | 0 | 0 | |||
24 Jan | 23092.20 | 121.05 | 0 | 6.68 | 0 | 0 | 0 | |||
23 Jan | 23205.35 | 121.05 | 0.00 | 5.73 | 0 | 0 | 0 | |||
22 Jan | 23155.35 | 121.05 | 0.00 | 5.78 | 0 | 0 | 0 | |||
21 Jan | 23024.65 | 121.05 | 0.00 | 6.02 | 0 | 0 | 0 | |||
20 Jan | 23344.75 | 121.05 | 0.00 | 4.85 | 0 | 0 | 0 | |||
17 Jan | 23203.20 | 121.05 | 0.00 | 4.99 | 0 | 0 | 0 | |||
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16 Jan | 23311.80 | 121.05 | 0.00 | 4.37 | 0 | 0 | 0 | |||
15 Jan | 23213.20 | 121.05 | 0.00 | 4.74 | 0 | 0 | 0 | |||
14 Jan | 23176.05 | 121.05 | 0.00 | 4.66 | 0 | 0 | 0 | |||
13 Jan | 23085.95 | 121.05 | 0.00 | 4.96 | 0 | 0 | 0 | |||
10 Jan | 23431.50 | 121.05 | 3.59 | 0 | 0 | 0 |
For Nifty - strike price 24800 expiring on 13FEB2025
Delta for 24800 CE is 0.01
Historical price for 24800 CE is as follows
On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 1.3, which was -1.1 lower than the previous day. The implied volatity was 16.05, the open interest changed by 7101 which increased total open position to 38934
On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 2.4, which was -1.85 lower than the previous day. The implied volatity was 15.18, the open interest changed by 23372 which increased total open position to 31833
On 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 4, which was -0.3 lower than the previous day. The implied volatity was 14.51, the open interest changed by 8461 which increased total open position to 8461
On 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 4.9, which was 1.35 higher than the previous day. The implied volatity was 13.81, the open interest changed by 3091 which increased total open position to 5846
On 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 3.6, which was -2.75 lower than the previous day. The implied volatity was 16.05, the open interest changed by -75 which decreased total open position to 2755
On 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 6.75, which was -13.8 lower than the previous day. The implied volatity was 14.61, the open interest changed by 1751 which increased total open position to 2830
On 31 Jan NIFTY was trading at 23508.40. The strike last trading price was 20.7, which was -3.05 lower than the previous day. The implied volatity was 16.87, the open interest changed by 958 which increased total open position to 1079
On 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 19.45, which was -101.6 lower than the previous day. The implied volatity was 18.57, the open interest changed by 121 which increased total open position to 121
On 29 Jan NIFTY was trading at 23163.10. The strike last trading price was 121.05, which was 0 lower than the previous day. The implied volatity was 7.37, the open interest changed by 0 which decreased total open position to 0
On 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 121.05, which was 0 lower than the previous day. The implied volatity was 8.00, the open interest changed by 0 which decreased total open position to 0
On 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 121.05, which was 0 lower than the previous day. The implied volatity was 8.43, the open interest changed by 0 which decreased total open position to 0
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 121.05, which was 0 lower than the previous day. The implied volatity was 6.68, the open interest changed by 0 which decreased total open position to 0
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 121.05, which was 0.00 lower than the previous day. The implied volatity was 5.73, the open interest changed by 0 which decreased total open position to 0
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 121.05, which was 0.00 lower than the previous day. The implied volatity was 5.78, the open interest changed by 0 which decreased total open position to 0
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 121.05, which was 0.00 lower than the previous day. The implied volatity was 6.02, the open interest changed by 0 which decreased total open position to 0
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 121.05, which was 0.00 lower than the previous day. The implied volatity was 4.85, the open interest changed by 0 which decreased total open position to 0
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 121.05, which was 0.00 lower than the previous day. The implied volatity was 4.99, 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 121.05, which was 0.00 lower than the previous day. The implied volatity was 4.37, the open interest changed by 0 which decreased total open position to 0
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 121.05, which was 0.00 lower than the previous day. The implied volatity was 4.74, the open interest changed by 0 which decreased total open position to 0
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 121.05, which was 0.00 lower than the previous day. The implied volatity was 4.66, the open interest changed by 0 which decreased total open position to 0
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 121.05, which was 0.00 lower than the previous day. The implied volatity was 4.96, 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 121.05, which was lower than the previous day. The implied volatity was 3.59, the open interest changed by 0 which decreased total open position to 0
NIFTY 13FEB2025 24800 PE | |||||||
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Delta: -0.93
Vega: 3.87
Theta: -1.82
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Feb | 23559.95 | 1220 | 73.65 | 25.39 | 7 | 7 | 67 |
6 Feb | 23603.35 | 1143.2 | 98.2 | 21.61 | 26 | 21 | 60 |
5 Feb | 23696.30 | 1045 | -127.55 | - | 33 | 39 | 39 |
4 Feb | 23739.25 | 1172.55 | -112.45 | 32.59 | 11 | 12 | 12 |
3 Feb | 23361.05 | 1285 | 0 | 0.00 | 0 | 2 | 0 |
1 Feb | 23482.15 | 1285 | 0 | 0.00 | 0 | 2 | 0 |
31 Jan | 23508.40 | 1285 | 63.9 | 26.55 | 3 | 2 | 2 |
30 Jan | 23249.50 | 0 | 0 | - | 0 | 0 | 0 |
29 Jan | 23163.10 | 0 | 0 | - | 0 | 0 | 0 |
28 Jan | 22957.25 | 0 | 0 | - | 0 | 0 | 0 |
27 Jan | 22829.15 | 0 | 0 | - | 0 | 0 | 0 |
24 Jan | 23092.20 | 0 | 0 | - | 0 | 0 | 0 |
23 Jan | 23205.35 | 0 | 0.00 | - | 0 | 0 | 0 |
22 Jan | 23155.35 | 0 | 0.00 | - | 0 | 0 | 0 |
21 Jan | 23024.65 | 0 | 0.00 | - | 0 | 0 | 0 |
20 Jan | 23344.75 | 0 | 0.00 | - | 0 | 0 | 0 |
17 Jan | 23203.20 | 0 | 0.00 | - | 0 | 0 | 0 |
16 Jan | 23311.80 | 0 | 0.00 | - | 0 | 0 | 0 |
15 Jan | 23213.20 | 0 | 0.00 | - | 0 | 0 | 0 |
14 Jan | 23176.05 | 0 | 0.00 | - | 0 | 0 | 0 |
13 Jan | 23085.95 | 0 | 0.00 | - | 0 | 0 | 0 |
10 Jan | 23431.50 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 24800 expiring on 13FEB2025
Delta for 24800 PE is -0.93
Historical price for 24800 PE is as follows
On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 1220, which was 73.65 higher than the previous day. The implied volatity was 25.39, the open interest changed by 7 which increased total open position to 67
On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 1143.2, which was 98.2 higher than the previous day. The implied volatity was 21.61, the open interest changed by 21 which increased total open position to 60
On 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 1045, which was -127.55 lower than the previous day. The implied volatity was -, the open interest changed by 39 which increased total open position to 39
On 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 1172.55, which was -112.45 lower than the previous day. The implied volatity was 32.59, the open interest changed by 12 which increased total open position to 12
On 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 1285, which was 0 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 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 1285, which was 0 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 31 Jan NIFTY was trading at 23508.40. The strike last trading price was 1285, which was 63.9 higher than the previous day. The implied volatity was 26.55, the open interest changed by 2 which increased total open position to 2
On 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Jan NIFTY was trading at 23163.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 0, 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 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 0, 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 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 0, 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 Jan NIFTY was trading at 23344.75. The strike last trading price was 0, 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 Jan NIFTY was trading at 23203.20. The strike last trading price was 0, 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 Jan NIFTY was trading at 23311.80. The strike last trading price was 0, 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 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 0, 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 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 0, 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 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0