NIFTY
Nifty
Historical option data for NIFTY
15 Jan 2025 04:11 PM IST
| NIFTY 16JAN2025 25700 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Jan | 23213.20 | 0.3 | -0.50 | - | 47,824 | -3,194 | 4,201 | |||
| 14 Jan | 23176.05 | 0.8 | -2.20 | 49.78 | 22,539 | -1,501 | 7,395 | |||
| 13 Jan | 23085.95 | 3 | 1.95 | 49.00 | 48,887 | 4,874 | 8,896 | |||
| 10 Jan | 23431.50 | 1.05 | -0.30 | 26.65 | 29,109 | 2,173 | 4,022 | |||
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| 9 Jan | 23526.50 | 1.35 | -0.30 | 24.02 | 5,828 | 554 | 1,849 | |||
| 8 Jan | 23688.95 | 1.65 | -0.50 | 21.69 | 1,814 | 138 | 1,295 | |||
| 7 Jan | 23707.90 | 2.15 | -0.75 | 20.86 | 4,271 | -33 | 1,157 | |||
| 6 Jan | 23616.05 | 2.9 | 0.25 | 21.11 | 3,576 | 975 | 1,190 | |||
| 3 Jan | 24004.75 | 2.65 | -0.55 | 15.11 | 885 | 92 | 215 | |||
| 2 Jan | 24188.65 | 3.2 | -0.75 | 13.38 | 765 | 123 | 123 | |||
| 1 Jan | 23742.90 | 3.95 | 0.00 | 0.00 | 0 | 42 | 0 | |||
| 31 Dec | 23644.80 | 3.95 | -107.05 | 16.76 | 44 | 42 | 42 | |||
| 30 Dec | 23644.90 | 111 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Dec | 23813.40 | 111 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Dec | 23750.20 | 111 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 24 Dec | 23727.65 | 111 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 23 Dec | 23753.45 | 111 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Dec | 23587.50 | 111 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 23951.70 | 111 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 24198.85 | 111 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 24336.00 | 111 | -48.00 | 17.15 | 1 | 0 | 0 | |||
| 16 Dec | 24668.25 | 159 | 2.68 | 0 | 0 | 0 | ||||
For Nifty - strike price 25700 expiring on 16JAN2025
Delta for 25700 CE is -
Historical price for 25700 CE is as follows
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 0.3, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by -3194 which decreased total open position to 4201
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 0.8, which was -2.20 lower than the previous day. The implied volatity was 49.78, the open interest changed by -1501 which decreased total open position to 7395
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 3, which was 1.95 higher than the previous day. The implied volatity was 49.00, the open interest changed by 4874 which increased total open position to 8896
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 1.05, which was -0.30 lower than the previous day. The implied volatity was 26.65, the open interest changed by 2173 which increased total open position to 4022
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 1.35, which was -0.30 lower than the previous day. The implied volatity was 24.02, the open interest changed by 554 which increased total open position to 1849
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 1.65, which was -0.50 lower than the previous day. The implied volatity was 21.69, the open interest changed by 138 which increased total open position to 1295
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 2.15, which was -0.75 lower than the previous day. The implied volatity was 20.86, the open interest changed by -33 which decreased total open position to 1157
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 2.9, which was 0.25 higher than the previous day. The implied volatity was 21.11, the open interest changed by 975 which increased total open position to 1190
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 2.65, which was -0.55 lower than the previous day. The implied volatity was 15.11, the open interest changed by 92 which increased total open position to 215
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 3.2, which was -0.75 lower than the previous day. The implied volatity was 13.38, the open interest changed by 123 which increased total open position to 123
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 3.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 42 which increased total open position to 0
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 3.95, which was -107.05 lower than the previous day. The implied volatity was 16.76, the open interest changed by 42 which increased total open position to 42
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 111, 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 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 111, 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 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 111, 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 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 111, 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 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 111, 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 Dec NIFTY was trading at 23587.50. The strike last trading price was 111, 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 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 111, 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 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 111, 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 Dec NIFTY was trading at 24336.00. The strike last trading price was 111, which was -48.00 lower than the previous day. The implied volatity was 17.15, the open interest changed by 0 which decreased total open position to 0
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 159, which was lower than the previous day. The implied volatity was 2.68, the open interest changed by 0 which decreased total open position to 0
| NIFTY 16JAN2025 25700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Jan | 23213.20 | 2454.95 | -142.30 | - | 10 | 21 | 21 |
| 14 Jan | 23176.05 | 2597.25 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Jan | 23085.95 | 2597.25 | 321.50 | 57.16 | 1 | 1 | 26 |
| 10 Jan | 23431.50 | 2275.75 | 175.50 | 49.25 | 1 | 3 | 25 |
| 9 Jan | 23526.50 | 2100.25 | 150.25 | 28.40 | 14 | 12 | 22 |
| 8 Jan | 23688.95 | 1950 | 818.75 | - | 11 | 10 | 10 |
| 7 Jan | 23707.90 | 1131.25 | 0.00 | - | 0 | 0 | 0 |
| 6 Jan | 23616.05 | 1131.25 | 0.00 | - | 0 | 0 | 0 |
| 3 Jan | 24004.75 | 1131.25 | 0.00 | - | 0 | 0 | 0 |
| 2 Jan | 24188.65 | 1131.25 | 0.00 | - | 0 | 0 | 0 |
| 1 Jan | 23742.90 | 1131.25 | 0.00 | - | 0 | 0 | 0 |
| 31 Dec | 23644.80 | 1131.25 | 0.00 | - | 0 | 0 | 0 |
| 30 Dec | 23644.90 | 1131.25 | 0.00 | - | 0 | 0 | 0 |
| 27 Dec | 23813.40 | 1131.25 | 0.00 | - | 0 | 0 | 0 |
| 26 Dec | 23750.20 | 1131.25 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 23727.65 | 1131.25 | 1131.25 | - | 0 | 0 | 0 |
| 23 Dec | 23753.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 23587.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 23951.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 24198.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 24336.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 24668.25 | 0 | - | 0 | 0 | 0 | |
For Nifty - strike price 25700 expiring on 16JAN2025
Delta for 25700 PE is -
Historical price for 25700 PE is as follows
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 2454.95, which was -142.30 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 21
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 2597.25, which was 0.00 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 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 2597.25, which was 321.50 higher than the previous day. The implied volatity was 57.16, the open interest changed by 1 which increased total open position to 26
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 2275.75, which was 175.50 higher than the previous day. The implied volatity was 49.25, the open interest changed by 3 which increased total open position to 25
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 2100.25, which was 150.25 higher than the previous day. The implied volatity was 28.40, the open interest changed by 12 which increased total open position to 22
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 1950, which was 818.75 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 1131.25, 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 1131.25, 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 1131.25, 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 1131.25, 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 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 1131.25, 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 1131.25, 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 1131.25, 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 1131.25, 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 1131.25, 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 1131.25, which was 1131.25 higher 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 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 19 Dec NIFTY was trading at 23951.70. 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 18 Dec NIFTY was trading at 24198.85. 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 Dec NIFTY was trading at 24336.00. 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 Dec NIFTY was trading at 24668.25. 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
