NIFTY
Nifty
Historical option data for NIFTY
17 Aug 2025 12:54 AM IST
| NIFTY 21AUG2025 23450 CE | ||||||||||||||||
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Delta: 0.96
Vega: 2.99
Theta: -10.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 0.00 | 1223 | -29.6 | 21.10 | 2 | 2 | 7 | |||||||||
For Nifty - strike price 23450 expiring on 21AUG2025
Delta for 23450 CE is 0.96
Historical price for 23450 CE is as follows
On 17 Aug NIFTY was trading at 0.00. The strike last trading price was 1223, which was -29.6 lower than the previous day. The implied volatity was 21.10, the open interest changed by 2 which increased total open position to 7
| NIFTY 21AUG2025 23450 PE | |||||||
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Delta: -0.02
Vega: 1.57
Theta: -1.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 0.00 | 4.15 | -1.2 | 17.63 | 6,020 | 1,333 | 1,950 |
For Nifty - strike price 23450 expiring on 21AUG2025
Delta for 23450 PE is -0.02
Historical price for 23450 PE is as follows
On 17 Aug NIFTY was trading at 0.00. The strike last trading price was 4.15, which was -1.2 lower than the previous day. The implied volatity was 17.63, the open interest changed by 1333 which increased total open position to 1950
