NIFTY
Nifty
Historical option data for NIFTY
07 Feb 2025 04:11 PM IST
NIFTY 13FEB2025 24950 CE | ||||||||||
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Delta: 0.01
Vega: 0.62
Theta: -0.97
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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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