NIFTY
Nifty
Historical option data for NIFTY
18 Feb 2025 04:11 PM IST
NIFTY 20FEB2025 25450 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
18 Feb | 22945.30 | 0.5 | -0.2 | - | 18,753 | 1,465 | 10,548 | |||
17 Feb | 22959.50 | 0.6 | -0.4 | 39.70 | 15,095 | -210 | 9,083 | |||
14 Feb | 22929.25 | 1 | -0.15 | 30.11 | 48,770 | 2,937 | 9,293 | |||
13 Feb | 23031.40 | 1.25 | -0.45 | 27.14 | 4,633 | 538 | 6,356 | |||
12 Feb | 23045.25 | 1.55 | -0.4 | 25.51 | 7,584 | 5,175 | 5,818 | |||
11 Feb | 23071.80 | 1.95 | -0.35 | 24.55 | 341 | 90 | 643 | |||
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10 Feb | 23381.60 | 2.4 | -0.05 | 20.84 | 780 | 491 | 553 | |||
7 Feb | 23559.95 | 2.35 | -0.3 | 16.51 | 109 | 30 | 62 | |||
6 Feb | 23603.35 | 2.8 | -1.45 | 15.68 | 184 | 23 | 32 | |||
5 Feb | 23696.30 | 4 | -24.25 | 15.35 | 12 | 9 | 9 |
For Nifty - strike price 25450 expiring on 20FEB2025
Delta for 25450 CE is -
Historical price for 25450 CE is as follows
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 0.5, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 1465 which increased total open position to 10548
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 0.6, which was -0.4 lower than the previous day. The implied volatity was 39.70, the open interest changed by -210 which decreased total open position to 9083
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 30.11, the open interest changed by 2937 which increased total open position to 9293
On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 1.25, which was -0.45 lower than the previous day. The implied volatity was 27.14, the open interest changed by 538 which increased total open position to 6356
On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 1.55, which was -0.4 lower than the previous day. The implied volatity was 25.51, the open interest changed by 5175 which increased total open position to 5818
On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 1.95, which was -0.35 lower than the previous day. The implied volatity was 24.55, the open interest changed by 90 which increased total open position to 643
On 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 2.4, which was -0.05 lower than the previous day. The implied volatity was 20.84, the open interest changed by 491 which increased total open position to 553
On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 2.35, which was -0.3 lower than the previous day. The implied volatity was 16.51, the open interest changed by 30 which increased total open position to 62
On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 2.8, which was -1.45 lower than the previous day. The implied volatity was 15.68, the open interest changed by 23 which increased total open position to 32
On 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 4, which was -24.25 lower than the previous day. The implied volatity was 15.35, the open interest changed by 9 which increased total open position to 9
NIFTY 20FEB2025 25450 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
18 Feb | 22945.30 | 1989.2 | 0 | - | 0 | 0 | 0 |
17 Feb | 22959.50 | 1989.2 | 0 | - | 0 | 0 | 0 |
14 Feb | 22929.25 | 1989.2 | 0 | - | 0 | 0 | 0 |
13 Feb | 23031.40 | 1989.2 | 0 | - | 0 | 0 | 0 |
12 Feb | 23045.25 | 1989.2 | 0 | - | 0 | 0 | 0 |
11 Feb | 23071.80 | 1989.2 | 0 | - | 0 | 0 | 0 |
10 Feb | 23381.60 | 1989.2 | 0 | - | 0 | 0 | 0 |
7 Feb | 23559.95 | 1989.2 | 0 | - | 0 | 0 | 0 |
6 Feb | 23603.35 | 1989.2 | 0 | - | 0 | 0 | 0 |
5 Feb | 23696.30 | 1989.2 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25450 expiring on 20FEB2025
Delta for 25450 PE is -
Historical price for 25450 PE is as follows
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 1989.2, 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 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 1989.2, 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 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 1989.2, 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 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 1989.2, 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 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 1989.2, 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 1989.2, 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 1989.2, 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 1989.2, 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 1989.2, 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 1989.2, 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