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[--[65.84.65.76]--]
NIFTY
Nifty

22945.3 -14.20 (-0.06%)

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Historical option data for NIFTY

18 Feb 2025 04:11 PM IST
NIFTY 20FEB2025 25500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
18 Feb 22945.30 0.4 -0.25 - 2,56,233 -33,648 1,10,394
17 Feb 22959.50 0.6 -0.4 40.45 3,46,973 -21,951 1,44,042
14 Feb 22929.25 1 -0.2 30.60 3,76,887 60,769 1,65,993
13 Feb 23031.40 1.15 -0.6 27.38 1,83,690 51,618 1,05,224
12 Feb 23045.25 1.7 -0.2 26.24 88,439 40,436 53,606
11 Feb 23071.80 1.85 -0.4 24.81 21,070 6,219 13,170
10 Feb 23381.60 2.3 -0.1 21.16 12,818 5,297 6,951
7 Feb 23559.95 2.3 -0.35 16.88 3,502 841 1,654
6 Feb 23603.35 2.6 -1.05 15.91 1,365 738 813
5 Feb 23696.30 3.4 -22.4 15.39 132 75 75


For Nifty - strike price 25500 expiring on 20FEB2025

Delta for 25500 CE is -

Historical price for 25500 CE is as follows

On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -33648 which decreased total open position to 110394


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 40.45, the open interest changed by -21951 which decreased total open position to 144042


On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 1, which was -0.2 lower than the previous day. The implied volatity was 30.60, the open interest changed by 60769 which increased total open position to 165993


On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 1.15, which was -0.6 lower than the previous day. The implied volatity was 27.38, the open interest changed by 51618 which increased total open position to 105224


On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 1.7, which was -0.2 lower than the previous day. The implied volatity was 26.24, the open interest changed by 40436 which increased total open position to 53606


On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 1.85, which was -0.4 lower than the previous day. The implied volatity was 24.81, the open interest changed by 6219 which increased total open position to 13170


On 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 2.3, which was -0.1 lower than the previous day. The implied volatity was 21.16, the open interest changed by 5297 which increased total open position to 6951


On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 2.3, which was -0.35 lower than the previous day. The implied volatity was 16.88, the open interest changed by 841 which increased total open position to 1654


On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 2.6, which was -1.05 lower than the previous day. The implied volatity was 15.91, the open interest changed by 738 which increased total open position to 813


On 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 3.4, which was -22.4 lower than the previous day. The implied volatity was 15.39, the open interest changed by 75 which increased total open position to 75


NIFTY 20FEB2025 25500 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
18 Feb 22945.30 2530 95 - 13 279 279
17 Feb 22959.50 2435 0 0.00 0 1 0
14 Feb 22929.25 2435 13.1 - 1 1 290
13 Feb 23031.40 2435.4 -14.6 31.82 268 262 289
12 Feb 23045.25 2450 772.25 48.02 29 27 27
11 Feb 23071.80 1677.75 0 0.00 0 0 0
10 Feb 23381.60 1677.75 0 0.00 0 0 0
7 Feb 23559.95 1677.75 0 0.00 0 0 0
6 Feb 23603.35 1677.75 0 0.00 0 0 0
5 Feb 23696.30 1677.75 -358.6 - 3 0 0


For Nifty - strike price 25500 expiring on 20FEB2025

Delta for 25500 PE is -

Historical price for 25500 PE is as follows

On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 2530, which was 95 higher than the previous day. The implied volatity was -, the open interest changed by 279 which increased total open position to 279


On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 2435, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 2435, which was 13.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 290


On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 2435.4, which was -14.6 lower than the previous day. The implied volatity was 31.82, the open interest changed by 262 which increased total open position to 289


On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 2450, which was 772.25 higher than the previous day. The implied volatity was 48.02, the open interest changed by 27 which increased total open position to 27


On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 1677.75, 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 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 1677.75, 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 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 1677.75, 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 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 1677.75, 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 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 1677.75, which was -358.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0