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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 24950 CE
Delta: 0.01
Vega: 0.62
Theta: -0.97
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Feb 23559.95 1.3 -0.55 17.73 68,062 2,279 4,358
6 Feb 23603.35 1.55 -1.45 15.94 9,389 1,175 2,079
5 Feb 23696.30 2.9 -0.5 15.41 5,150 904 904
4 Feb 23739.25 3.4 0.2 14.60 1,029 148 314
3 Feb 23361.05 3.2 -1.6 17.21 588 6 166
1 Feb 23482.15 4.8 -10.35 15.18 605 45 160
31 Jan 23508.40 18.45 1.8 18.03 355 78 115
30 Jan 23249.50 17 3.05 19.53 79 32 37
29 Jan 23163.10 16.85 -11.6 19.97 2 5 5
28 Jan 22957.25 28.45 0 0.00 0 0 0
27 Jan 22829.15 28.45 0 0.00 0 0 0
24 Jan 23092.20 28.45 0 0.00 0 0 0
23 Jan 23205.35 28.45 0.00 0.00 0 0 0
22 Jan 23155.35 28.45 0.00 0.00 0 0 0
21 Jan 23024.65 28.45 0.00 0.00 0 0 0
20 Jan 23344.75 28.45 0.00 0.00 0 0 0
17 Jan 23203.20 28.45 0.00 0.00 0 0 0
16 Jan 23311.80 28.45 0.00 0.00 0 0 0
15 Jan 23213.20 28.45 0.00 0.00 0 0 0
14 Jan 23176.05 28.45 -3.15 14.69 2 0 5
13 Jan 23085.95 31.6 -65.45 15.74 7 5 5
10 Jan 23431.50 97.05 4.12 0 0 0


For Nifty - strike price 24950 expiring on 13FEB2025

Delta for 24950 CE is 0.01

Historical price for 24950 CE is as follows

On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 1.3, which was -0.55 lower than the previous day. The implied volatity was 17.73, the open interest changed by 2279 which increased total open position to 4358


On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 1.55, which was -1.45 lower than the previous day. The implied volatity was 15.94, the open interest changed by 1175 which increased total open position to 2079


On 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 2.9, which was -0.5 lower than the previous day. The implied volatity was 15.41, the open interest changed by 904 which increased total open position to 904


On 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 3.4, which was 0.2 higher than the previous day. The implied volatity was 14.60, the open interest changed by 148 which increased total open position to 314


On 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 3.2, which was -1.6 lower than the previous day. The implied volatity was 17.21, the open interest changed by 6 which increased total open position to 166


On 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 4.8, which was -10.35 lower than the previous day. The implied volatity was 15.18, the open interest changed by 45 which increased total open position to 160


On 31 Jan NIFTY was trading at 23508.40. The strike last trading price was 18.45, which was 1.8 higher than the previous day. The implied volatity was 18.03, the open interest changed by 78 which increased total open position to 115


On 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 17, which was 3.05 higher than the previous day. The implied volatity was 19.53, the open interest changed by 32 which increased total open position to 37


On 29 Jan NIFTY was trading at 23163.10. The strike last trading price was 16.85, which was -11.6 lower than the previous day. The implied volatity was 19.97, the open interest changed by 5 which increased total open position to 5


On 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 28.45, 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 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 28.45, 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 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 28.45, 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 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 28.45, which was 0.00 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 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 28.45, which was 0.00 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 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 28.45, which was 0.00 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 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 28.45, which was 0.00 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 Jan NIFTY was trading at 23203.20. The strike last trading price was 28.45, which was 0.00 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 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 28.45, which was 0.00 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 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 28.45, which was 0.00 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 Jan NIFTY was trading at 23176.05. The strike last trading price was 28.45, which was -3.15 lower than the previous day. The implied volatity was 14.69, the open interest changed by 0 which decreased total open position to 5


On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 31.6, which was -65.45 lower than the previous day. The implied volatity was 15.74, the open interest changed by 5 which increased total open position to 5


On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 97.05, which was lower than the previous day. The implied volatity was 4.12, the open interest changed by 0 which decreased total open position to 0


NIFTY 13FEB2025 24950 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
7 Feb 23559.95 1346.05 0 - 0 0 0
6 Feb 23603.35 1346.05 0 - 0 0 0
5 Feb 23696.30 1346.05 0 - 0 0 0
4 Feb 23739.25 1346.05 0 - 0 0 0
3 Feb 23361.05 1346.05 0 - 0 0 0
1 Feb 23482.15 1346.05 0 - 0 0 0
31 Jan 23508.40 1346.05 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
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 24950 expiring on 13FEB2025

Delta for 24950 PE is -

Historical price for 24950 PE is as follows

On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 1346.05, 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 1346.05, 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 1346.05, 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 1346.05, 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 1346.05, 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 1346.05, 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 1346.05, 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 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