NIFTY
Nifty
Historical option data for NIFTY
24 Jan 2025 04:11 PM IST
| NIFTY 30JAN2025 26450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.24
Theta: -0.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 23092.20 | 0.85 | -0.7 | 37.19 | 1,54,330 | 14,226 | 26,426 | |||
| 23 Jan | 23205.35 | 1.3 | -0.60 | 34.51 | 12,850 | 764 | 12,272 | |||
| 22 Jan | 23155.35 | 1.9 | -0.45 | 34.10 | 17,597 | 4,272 | 11,492 | |||
| 21 Jan | 23024.65 | 2.35 | -0.40 | 33.87 | 8,625 | 1,109 | 7,221 | |||
| 20 Jan | 23344.75 | 2.75 | 0.00 | 30.02 | 3,143 | 350 | 6,114 | |||
| 17 Jan | 23203.20 | 2.75 | -0.10 | 27.30 | 2,792 | 345 | 5,765 | |||
| 16 Jan | 23311.80 | 2.85 | 0.05 | 25.15 | 795 | 36 | 5,420 | |||
| 15 Jan | 23213.20 | 2.8 | -0.90 | 25.18 | 672 | 90 | 5,387 | |||
| 14 Jan | 23176.05 | 3.7 | -2.10 | 25.29 | 787 | 62 | 5,305 | |||
| 13 Jan | 23085.95 | 5.8 | 1.70 | 26.86 | 1,926 | -542 | 5,240 | |||
| 10 Jan | 23431.50 | 4.1 | -0.15 | 21.15 | 1,729 | -16,056 | 5,790 | |||
| 9 Jan | 23526.50 | 4.25 | -0.25 | 19.90 | 2,032 | 94 | 5,493 | |||
| 8 Jan | 23688.95 | 4.5 | -0.80 | 18.75 | 2,341 | 373 | 5,410 | |||
| 7 Jan | 23707.90 | 5.3 | -1.30 | 18.57 | 4,510 | -34,667 | 5,029 | |||
| 6 Jan | 23616.05 | 6.6 | 0.85 | 19.14 | 7,556 | 116 | 4,665 | |||
| 3 Jan | 24004.75 | 5.75 | -1.10 | 15.37 | 4,047 | -542 | 4,543 | |||
| 2 Jan | 24188.65 | 6.85 | 0.25 | 14.33 | 3,426 | 363 | 5,085 | |||
| 1 Jan | 23742.90 | 6.6 | 0.80 | 16.44 | 3,454 | 867 | 4,741 | |||
| 31 Dec | 23644.80 | 5.8 | 0.20 | 16.35 | 946 | -84 | 3,874 | |||
| 30 Dec | 23644.90 | 5.6 | 0.50 | 16.02 | 2,078 | 200 | 3,921 | |||
| 27 Dec | 23813.40 | 5.1 | -0.90 | 14.07 | 2,636 | 3,169 | 3,721 | |||
| 26 Dec | 23750.20 | 6 | -0.40 | 14.53 | 962 | -179 | 3,689 | |||
| 24 Dec | 23727.65 | 6.4 | -2.95 | 14.37 | 2,479 | 2,939 | 3,869 | |||
| 23 Dec | 23753.45 | 9.35 | -6.15 | 14.85 | 2,813 | -444 | 4,247 | |||
| 20 Dec | 23587.50 | 15.5 | -6.45 | 16.08 | 6,491 | -1,020 | 4,695 | |||
| 19 Dec | 23951.70 | 21.95 | -2.90 | 14.94 | 7,008 | -2,488 | 5,686 | |||
| 18 Dec | 24198.85 | 24.85 | -4.20 | 13.59 | 4,054 | -1,436 | 8,171 | |||
| 17 Dec | 24336.00 | 29.05 | -15.00 | 13.22 | 7,566 | -506 | 9,610 | |||
| 16 Dec | 24668.25 | 44.05 | -7.40 | 12.24 | 11,363 | 5,507 | 10,107 | |||
| 13 Dec | 24768.30 | 51.45 | 25.45 | 11.34 | 10,067 | 2,160 | 4,585 | |||
| 12 Dec | 24548.70 | 26 | -9.40 | 10.82 | 1,654 | -161 | 2,393 | |||
| 11 Dec | 24641.80 | 35.4 | -1.25 | 10.91 | 1,613 | 314 | 2,554 | |||
| 10 Dec | 24610.05 | 36.65 | -6.35 | 10.91 | 1,280 | 515 | 2,243 | |||
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| 9 Dec | 24619.00 | 43 | -6.15 | 11.17 | 2,389 | 1,191 | 1,728 | |||
| 6 Dec | 24677.80 | 49.15 | 10.86 | 709 | 532 | 532 | ||||
For Nifty - strike price 26450 expiring on 30JAN2025
Delta for 26450 CE is 0.00
Historical price for 26450 CE is as follows
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 0.85, which was -0.7 lower than the previous day. The implied volatity was 37.19, the open interest changed by 14226 which increased total open position to 26426
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 1.3, which was -0.60 lower than the previous day. The implied volatity was 34.51, the open interest changed by 764 which increased total open position to 12272
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 1.9, which was -0.45 lower than the previous day. The implied volatity was 34.10, the open interest changed by 4272 which increased total open position to 11492
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 2.35, which was -0.40 lower than the previous day. The implied volatity was 33.87, the open interest changed by 1109 which increased total open position to 7221
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 2.75, which was 0.00 lower than the previous day. The implied volatity was 30.02, the open interest changed by 350 which increased total open position to 6114
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 2.75, which was -0.10 lower than the previous day. The implied volatity was 27.30, the open interest changed by 345 which increased total open position to 5765
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 2.85, which was 0.05 higher than the previous day. The implied volatity was 25.15, the open interest changed by 36 which increased total open position to 5420
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 2.8, which was -0.90 lower than the previous day. The implied volatity was 25.18, the open interest changed by 90 which increased total open position to 5387
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 3.7, which was -2.10 lower than the previous day. The implied volatity was 25.29, the open interest changed by 62 which increased total open position to 5305
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 5.8, which was 1.70 higher than the previous day. The implied volatity was 26.86, the open interest changed by -542 which decreased total open position to 5240
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 4.1, which was -0.15 lower than the previous day. The implied volatity was 21.15, the open interest changed by -16056 which decreased total open position to 5790
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 4.25, which was -0.25 lower than the previous day. The implied volatity was 19.90, the open interest changed by 94 which increased total open position to 5493
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 4.5, which was -0.80 lower than the previous day. The implied volatity was 18.75, the open interest changed by 373 which increased total open position to 5410
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 5.3, which was -1.30 lower than the previous day. The implied volatity was 18.57, the open interest changed by -34667 which decreased total open position to 5029
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 6.6, which was 0.85 higher than the previous day. The implied volatity was 19.14, the open interest changed by 116 which increased total open position to 4665
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 5.75, which was -1.10 lower than the previous day. The implied volatity was 15.37, the open interest changed by -542 which decreased total open position to 4543
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 6.85, which was 0.25 higher than the previous day. The implied volatity was 14.33, the open interest changed by 363 which increased total open position to 5085
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 6.6, which was 0.80 higher than the previous day. The implied volatity was 16.44, the open interest changed by 867 which increased total open position to 4741
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 5.8, which was 0.20 higher than the previous day. The implied volatity was 16.35, the open interest changed by -84 which decreased total open position to 3874
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 5.6, which was 0.50 higher than the previous day. The implied volatity was 16.02, the open interest changed by 200 which increased total open position to 3921
On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 5.1, which was -0.90 lower than the previous day. The implied volatity was 14.07, the open interest changed by 3169 which increased total open position to 3721
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 6, which was -0.40 lower than the previous day. The implied volatity was 14.53, the open interest changed by -179 which decreased total open position to 3689
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 6.4, which was -2.95 lower than the previous day. The implied volatity was 14.37, the open interest changed by 2939 which increased total open position to 3869
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 9.35, which was -6.15 lower than the previous day. The implied volatity was 14.85, the open interest changed by -444 which decreased total open position to 4247
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 15.5, which was -6.45 lower than the previous day. The implied volatity was 16.08, the open interest changed by -1020 which decreased total open position to 4695
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 21.95, which was -2.90 lower than the previous day. The implied volatity was 14.94, the open interest changed by -2488 which decreased total open position to 5686
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 24.85, which was -4.20 lower than the previous day. The implied volatity was 13.59, the open interest changed by -1436 which decreased total open position to 8171
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 29.05, which was -15.00 lower than the previous day. The implied volatity was 13.22, the open interest changed by -506 which decreased total open position to 9610
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 44.05, which was -7.40 lower than the previous day. The implied volatity was 12.24, the open interest changed by 5507 which increased total open position to 10107
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 51.45, which was 25.45 higher than the previous day. The implied volatity was 11.34, the open interest changed by 2160 which increased total open position to 4585
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 26, which was -9.40 lower than the previous day. The implied volatity was 10.82, the open interest changed by -161 which decreased total open position to 2393
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 35.4, which was -1.25 lower than the previous day. The implied volatity was 10.91, the open interest changed by 314 which increased total open position to 2554
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 36.65, which was -6.35 lower than the previous day. The implied volatity was 10.91, the open interest changed by 515 which increased total open position to 2243
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 43, which was -6.15 lower than the previous day. The implied volatity was 11.17, the open interest changed by 1191 which increased total open position to 1728
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 49.15, which was lower than the previous day. The implied volatity was 10.86, the open interest changed by 532 which increased total open position to 532
| NIFTY 30JAN2025 26450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 23092.20 | 3221.95 | 0 | 0.00 | 0 | 0 | 0 |
| 23 Jan | 23205.35 | 3221.95 | 0.00 | 0.00 | 0 | 4 | 0 |
| 22 Jan | 23155.35 | 3221.95 | 91.95 | - | 8 | 4 | 8 |
| 21 Jan | 23024.65 | 3130 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Jan | 23344.75 | 3130 | 0.00 | 0.00 | 0 | 2 | 0 |
| 17 Jan | 23203.20 | 3130 | 668.75 | - | 8 | 4 | 6 |
| 16 Jan | 23311.80 | 2461.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 15 Jan | 23213.20 | 2461.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Jan | 23176.05 | 2461.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Jan | 23085.95 | 2461.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Jan | 23431.50 | 2461.25 | 0.00 | 0.00 | 0 | 69 | 0 |
| 9 Jan | 23526.50 | 2461.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Jan | 23688.95 | 2461.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Jan | 23707.90 | 2461.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Jan | 23616.05 | 2461.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Jan | 24004.75 | 2461.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Jan | 24188.65 | 2461.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Jan | 23742.90 | 2461.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Dec | 23644.80 | 2461.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 30 Dec | 23644.90 | 2461.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Dec | 23813.40 | 2461.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Dec | 23750.20 | 2461.25 | 479.40 | 18.57 | 2 | 0 | 0 |
| 24 Dec | 23727.65 | 1981.85 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 23753.45 | 1981.85 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 23587.50 | 1981.85 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 23951.70 | 1981.85 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 24198.85 | 1981.85 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 24336.00 | 1981.85 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 24668.25 | 1981.85 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 24768.30 | 1981.85 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 24548.70 | 1981.85 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 24641.80 | 1981.85 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 24610.05 | 1981.85 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 24619.00 | 1981.85 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 24677.80 | 1981.85 | - | 0 | 0 | 0 | |
For Nifty - strike price 26450 expiring on 30JAN2025
Delta for 26450 PE is 0.00
Historical price for 26450 PE is as follows
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 3221.95, 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 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 3221.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 3221.95, which was 91.95 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 8
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 3130, 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 Jan NIFTY was trading at 23344.75. The strike last trading price was 3130, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 3130, which was 668.75 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 6
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 2461.25, 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 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 2461.25, 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 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 2461.25, 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 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 2461.25, 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 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 2461.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 69 which increased total open position to 0
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 2461.25, 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 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 2461.25, 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 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 2461.25, 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 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 2461.25, 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 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 2461.25, 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 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 2461.25, 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 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 2461.25, 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 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 2461.25, 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 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 2461.25, 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 2461.25, 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 2461.25, which was 479.40 higher than the previous day. The implied volatity was 18.57, 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 1981.85, 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 1981.85, 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 1981.85, 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 1981.85, 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 1981.85, 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 1981.85, 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 1981.85, 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 Dec NIFTY was trading at 24768.30. The strike last trading price was 1981.85, 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 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1981.85, 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 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1981.85, 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 Dec NIFTY was trading at 24610.05. The strike last trading price was 1981.85, 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 Dec NIFTY was trading at 24619.00. The strike last trading price was 1981.85, 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 Dec NIFTY was trading at 24677.80. The strike last trading price was 1981.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
