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[--[65.84.65.76]--]
NIFTY
Nifty

22932.9 -12.40 (-0.05%)

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Historical option data for NIFTY

19 Feb 2025 04:11 PM IST
NIFTY 20FEB2025 24850 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
19 Feb 22932.90 0.8 0.35 - 5,877 -549 1,012
18 Feb 22945.30 0.4 -0.3 37.74 11,306 571 1,561
17 Feb 22959.50 0.6 -0.45 31.24 8,255 -4 990
14 Feb 22929.25 0.85 -0.35 23.47 27,228 552 994
13 Feb 23031.40 1.2 -0.8 21.12 1,449 127 442
12 Feb 23045.25 1.65 -0.7 20.00 665 75 315
11 Feb 23071.80 2.35 -0.75 19.53 723 84 240
10 Feb 23381.60 3 -1.85 15.94 787 17 156
7 Feb 23559.95 5.1 -3.55 13.17 484 110 139
6 Feb 23603.35 8.8 -5.05 13.18 23 1 29
5 Feb 23696.30 13.85 -0.25 13.20 27 28 28
4 Feb 23739.25 14.1 6.6 12.58 22 10 30
3 Feb 23361.05 7.5 -7 13.80 9 5 20
1 Feb 23482.15 14.5 -63.8 13.37 18 15 15
31 Jan 23508.40 78.3 0 4.80 0 0 0
30 Jan 23249.50 78.3 0 5.56 0 0 0
29 Jan 23163.10 78.3 0 6.07 0 0 0
28 Jan 22957.25 78.3 0 6.57 0 0 0
27 Jan 22829.15 78.3 0 6.69 0 0 0
24 Jan 23092.20 78.3 0 5.10 0 0 0
23 Jan 23205.35 78.3 0.00 5.03 0 0 0
22 Jan 23155.35 78.3 0.00 5.05 0 0 0
20 Jan 23344.75 78.3 0.00 4.30 0 0 0
17 Jan 23203.20 78.3 4.48 0 0 0


For Nifty - strike price 24850 expiring on 20FEB2025

Delta for 24850 CE is -

Historical price for 24850 CE is as follows

On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 0.8, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by -549 which decreased total open position to 1012


On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 0.4, which was -0.3 lower than the previous day. The implied volatity was 37.74, the open interest changed by 571 which increased total open position to 1561


On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 0.6, which was -0.45 lower than the previous day. The implied volatity was 31.24, the open interest changed by -4 which decreased total open position to 990


On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 23.47, the open interest changed by 552 which increased total open position to 994


On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 1.2, which was -0.8 lower than the previous day. The implied volatity was 21.12, the open interest changed by 127 which increased total open position to 442


On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 1.65, which was -0.7 lower than the previous day. The implied volatity was 20.00, the open interest changed by 75 which increased total open position to 315


On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 2.35, which was -0.75 lower than the previous day. The implied volatity was 19.53, the open interest changed by 84 which increased total open position to 240


On 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 3, which was -1.85 lower than the previous day. The implied volatity was 15.94, the open interest changed by 17 which increased total open position to 156


On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 5.1, which was -3.55 lower than the previous day. The implied volatity was 13.17, the open interest changed by 110 which increased total open position to 139


On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 8.8, which was -5.05 lower than the previous day. The implied volatity was 13.18, the open interest changed by 1 which increased total open position to 29


On 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 13.85, which was -0.25 lower than the previous day. The implied volatity was 13.20, the open interest changed by 28 which increased total open position to 28


On 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 14.1, which was 6.6 higher than the previous day. The implied volatity was 12.58, the open interest changed by 10 which increased total open position to 30


On 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 7.5, which was -7 lower than the previous day. The implied volatity was 13.80, the open interest changed by 5 which increased total open position to 20


On 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 14.5, which was -63.8 lower than the previous day. The implied volatity was 13.37, the open interest changed by 15 which increased total open position to 15


On 31 Jan NIFTY was trading at 23508.40. The strike last trading price was 78.3, which was 0 lower than the previous day. The implied volatity was 4.80, the open interest changed by 0 which decreased total open position to 0


On 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 78.3, which was 0 lower than the previous day. The implied volatity was 5.56, 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 78.3, which was 0 lower than the previous day. The implied volatity was 6.07, 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 78.3, which was 0 lower than the previous day. The implied volatity was 6.57, 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 78.3, which was 0 lower than the previous day. The implied volatity was 6.69, 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 78.3, which was 0 lower than the previous day. The implied volatity was 5.10, 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 78.3, which was 0.00 lower than the previous day. The implied volatity was 5.03, 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 78.3, which was 0.00 lower than the previous day. The implied volatity was 5.05, 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 78.3, which was 0.00 lower than the previous day. The implied volatity was 4.30, 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 78.3, which was lower than the previous day. The implied volatity was 4.48, the open interest changed by 0 which decreased total open position to 0


NIFTY 20FEB2025 24850 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
19 Feb 22932.90 1779.9 0 0.00 0 0 0
18 Feb 22945.30 1779.9 0 0.00 0 0 0
17 Feb 22959.50 1779.9 0 0.00 0 0 0
14 Feb 22929.25 1779.9 0 0.00 0 0 0
13 Feb 23031.40 1779.9 336.55 - 1 0 0
12 Feb 23045.25 1443.35 0 - 0 0 0
11 Feb 23071.80 1443.35 0 - 0 0 0
10 Feb 23381.60 1443.35 0 - 0 0 0
7 Feb 23559.95 1443.35 0 - 0 0 0
6 Feb 23603.35 1443.35 0 - 0 0 0
5 Feb 23696.30 1443.35 0 - 0 0 0
4 Feb 23739.25 1443.35 0 - 0 0 0
3 Feb 23361.05 1443.35 0 - 0 0 0
1 Feb 23482.15 1443.35 0 - 0 0 0
31 Jan 23508.40 0 0 - 0 0 0
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
20 Jan 23344.75 0 0.00 - 0 0 0
17 Jan 23203.20 0 - 0 0 0


For Nifty - strike price 24850 expiring on 20FEB2025

Delta for 24850 PE is 0.00

Historical price for 24850 PE is as follows

On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 1779.9, which was 0 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 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 1779.9, which was 0 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 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 1779.9, which was 0 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 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 1779.9, which was 0 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 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 1779.9, which was 336.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 1443.35, 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 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 1443.35, 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 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 1443.35, 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 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 1443.35, 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 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 1443.35, 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 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 1443.35, 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 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 1443.35, 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 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 1443.35, 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 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 1443.35, 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 31 Jan NIFTY was trading at 23508.40. 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 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 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0