NIFTY
Nifty
Historical option data for NIFTY
18 Feb 2025 04:11 PM IST
NIFTY 20FEB2025 25500 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 | 0.4 | -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 | |||
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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 | |||||||
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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 | 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