NIFTY
Nifty
Historical option data for NIFTY
23 Jan 2025 04:11 PM IST
| NIFTY 23JAN2025 25400 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 23205.35 | 0.05 | -0.40 | - | 60,505 | -4,468 | 8,940 | |||
| 22 Jan | 23155.35 | 0.45 | -0.40 | - | 1,19,689 | -1,038 | 13,408 | |||
| 21 Jan | 23024.65 | 0.85 | -0.20 | - | 68,053 | -82 | 14,446 | |||
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| 20 Jan | 23344.75 | 1.05 | -0.30 | 35.25 | 37,289 | 2,478 | 14,528 | |||
| 17 Jan | 23203.20 | 1.35 | -0.25 | 26.97 | 68,855 | 6,814 | 12,050 | |||
| 16 Jan | 23311.80 | 1.6 | -0.20 | 23.72 | 19,643 | 952 | 5,236 | |||
| 15 Jan | 23213.20 | 1.8 | -0.95 | 23.72 | 23,827 | 2,188 | 4,284 | |||
| 14 Jan | 23176.05 | 2.75 | -5.25 | 23.68 | 5,239 | -274 | 2,096 | |||
| 13 Jan | 23085.95 | 8 | 4.20 | 27.26 | 7,328 | 1,504 | 2,370 | |||
| 10 Jan | 23431.50 | 3.8 | 0.15 | 18.28 | 2,049 | 399 | 866 | |||
| 9 Jan | 23526.50 | 3.65 | -0.75 | 16.47 | 261 | 2 | 467 | |||
| 8 Jan | 23688.95 | 4.4 | -1.80 | 15.27 | 382 | -34 | 465 | |||
| 7 Jan | 23707.90 | 6.2 | -3.15 | 15.35 | 944 | 151 | 499 | |||
| 6 Jan | 23616.05 | 9.35 | -1.50 | 16.42 | 336 | 143 | 348 | |||
| 3 Jan | 24004.75 | 10.85 | -7.65 | 12.43 | 267 | 155 | 205 | |||
| 2 Jan | 24188.65 | 18.5 | 9.10 | 11.85 | 38 | 20 | 50 | |||
| 1 Jan | 23742.90 | 9.4 | -0.15 | 13.21 | 11 | 5 | 30 | |||
| 31 Dec | 23644.80 | 9.55 | 0.60 | 13.59 | 41 | 3 | 25 | |||
| 30 Dec | 23644.90 | 8.95 | -4.05 | 13.17 | 25 | -2 | 22 | |||
| 27 Dec | 23813.40 | 13 | -2.00 | 11.87 | 101 | 12 | 24 | |||
| 26 Dec | 23750.20 | 15 | -82.40 | 12.44 | 22 | 12 | 12 | |||
| 24 Dec | 23727.65 | 97.4 | 0.00 | 4.79 | 0 | 0 | 0 | |||
| 23 Dec | 23753.45 | 97.4 | 0.00 | 4.63 | 0 | 0 | 0 | |||
| 20 Dec | 23587.50 | 97.4 | 4.82 | 0 | 0 | 0 | ||||
For Nifty - strike price 25400 expiring on 23JAN2025
Delta for 25400 CE is -
Historical price for 25400 CE is as follows
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 0.05, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by -4468 which decreased total open position to 8940
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 0.45, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by -1038 which decreased total open position to 13408
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by -82 which decreased total open position to 14446
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 1.05, which was -0.30 lower than the previous day. The implied volatity was 35.25, the open interest changed by 2478 which increased total open position to 14528
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 1.35, which was -0.25 lower than the previous day. The implied volatity was 26.97, the open interest changed by 6814 which increased total open position to 12050
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 1.6, which was -0.20 lower than the previous day. The implied volatity was 23.72, the open interest changed by 952 which increased total open position to 5236
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 1.8, which was -0.95 lower than the previous day. The implied volatity was 23.72, the open interest changed by 2188 which increased total open position to 4284
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 2.75, which was -5.25 lower than the previous day. The implied volatity was 23.68, the open interest changed by -274 which decreased total open position to 2096
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 8, which was 4.20 higher than the previous day. The implied volatity was 27.26, the open interest changed by 1504 which increased total open position to 2370
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 3.8, which was 0.15 higher than the previous day. The implied volatity was 18.28, the open interest changed by 399 which increased total open position to 866
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 3.65, which was -0.75 lower than the previous day. The implied volatity was 16.47, the open interest changed by 2 which increased total open position to 467
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 4.4, which was -1.80 lower than the previous day. The implied volatity was 15.27, the open interest changed by -34 which decreased total open position to 465
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 6.2, which was -3.15 lower than the previous day. The implied volatity was 15.35, the open interest changed by 151 which increased total open position to 499
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 9.35, which was -1.50 lower than the previous day. The implied volatity was 16.42, the open interest changed by 143 which increased total open position to 348
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 10.85, which was -7.65 lower than the previous day. The implied volatity was 12.43, the open interest changed by 155 which increased total open position to 205
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 18.5, which was 9.10 higher than the previous day. The implied volatity was 11.85, the open interest changed by 20 which increased total open position to 50
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 9.4, which was -0.15 lower than the previous day. The implied volatity was 13.21, the open interest changed by 5 which increased total open position to 30
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 9.55, which was 0.60 higher than the previous day. The implied volatity was 13.59, the open interest changed by 3 which increased total open position to 25
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 8.95, which was -4.05 lower than the previous day. The implied volatity was 13.17, the open interest changed by -2 which decreased total open position to 22
On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 13, which was -2.00 lower than the previous day. The implied volatity was 11.87, the open interest changed by 12 which increased total open position to 24
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 15, which was -82.40 lower than the previous day. The implied volatity was 12.44, the open interest changed by 12 which increased total open position to 12
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 97.4, which was 0.00 lower than the previous day. The implied volatity was 4.79, the open interest changed by 0 which decreased total open position to 0
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 97.4, which was 0.00 lower than the previous day. The implied volatity was 4.63, the open interest changed by 0 which decreased total open position to 0
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 97.4, which was lower than the previous day. The implied volatity was 4.82, the open interest changed by 0 which decreased total open position to 0
| NIFTY 23JAN2025 25400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 23205.35 | 2199 | -149.00 | - | 55 | -34 | 21 |
| 22 Jan | 23155.35 | 2348 | 305.30 | - | 1 | 0 | 55 |
| 21 Jan | 23024.65 | 2042.7 | -3.30 | - | 2 | 55 | 55 |
| 20 Jan | 23344.75 | 2046 | 0.00 | 0.00 | 0 | 54 | 0 |
| 17 Jan | 23203.20 | 2046 | 0.00 | 0.00 | 0 | 54 | 0 |
| 16 Jan | 23311.80 | 2046 | 677.45 | 41.26 | 55 | 54 | 54 |
| 15 Jan | 23213.20 | 1368.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Jan | 23176.05 | 1368.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Jan | 23085.95 | 1368.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Jan | 23431.50 | 1368.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Jan | 23526.50 | 1368.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Jan | 23688.95 | 1368.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Jan | 23707.90 | 1368.55 | 0.00 | - | 0 | 0 | 0 |
| 6 Jan | 23616.05 | 1368.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Jan | 24004.75 | 1368.55 | 0.00 | - | 0 | 0 | 0 |
| 2 Jan | 24188.65 | 1368.55 | 1368.55 | - | 0 | 0 | 0 |
| 1 Jan | 23742.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 31 Dec | 23644.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Dec | 23644.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Dec | 23813.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Dec | 23750.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 23727.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 23753.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 23587.50 | 0 | - | 0 | 0 | 0 | |
For Nifty - strike price 25400 expiring on 23JAN2025
Delta for 25400 PE is -
Historical price for 25400 PE is as follows
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 2199, which was -149.00 lower than the previous day. The implied volatity was -, the open interest changed by -34 which decreased total open position to 21
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 2348, which was 305.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 55
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 2042.7, which was -3.30 lower than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 55
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 2046, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 54 which increased total open position to 0
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 2046, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 54 which increased total open position to 0
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 2046, which was 677.45 higher than the previous day. The implied volatity was 41.26, the open interest changed by 54 which increased total open position to 54
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 1368.55, 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 1368.55, 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 1368.55, 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 1368.55, 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 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 1368.55, 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 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 1368.55, 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 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 1368.55, 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 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 1368.55, 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 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 1368.55, 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 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 1368.55, which was 1368.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Jan NIFTY was trading at 23742.90. 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 31 Dec NIFTY was trading at 23644.80. 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 30 Dec NIFTY was trading at 23644.90. 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 27 Dec NIFTY was trading at 23813.40. 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 26 Dec NIFTY was trading at 23750.20. 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 24 Dec NIFTY was trading at 23727.65. 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 23 Dec NIFTY was trading at 23753.45. 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 Dec NIFTY was trading at 23587.50. 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
