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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 24800 CE
Delta: 0.01
Vega: 0.67
Theta: -0.95
Gamma: 0.00
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
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
Delta: -0.93
Vega: 3.87
Theta: -1.82
Gamma: 0.00
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