NIFTY
Nifty
Historical option data for NIFTY
19 Feb 2025 04:11 PM IST
NIFTY 20FEB2025 24850 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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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 | |||
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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 | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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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