NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
NIFTY 20MAR2025 20500 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
13 Mar | 22397.20 | 1890 | -261 | - | 19 | 11 | 11 | |||
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12 Mar | 22470.50 | 2151 | 0 | 0.00 | 0 | 3 | 0 | |||
11 Mar | 22497.90 | 2151 | 0 | 0.00 | 0 | 3 | 0 | |||
10 Mar | 22460.30 | 2151 | 0 | 0.00 | 0 | 3 | 0 | |||
7 Mar | 22552.50 | 2151 | 81.2 | 34.52 | 2 | 3 | 9 | |||
6 Mar | 22544.70 | 2069.3 | 161.65 | - | 3 | 2 | 6 | |||
5 Mar | 22337.30 | 1907.5 | 182.25 | - | 2 | 4 | 4 | |||
4 Mar | 22082.65 | 1725.25 | 0 | 0.00 | 0 | 0 | 0 | |||
3 Mar | 22119.30 | 1725.25 | -949.4 | - | 4 | 0 | 0 |
For Nifty - strike price 20500 expiring on 20MAR2025
Delta for 20500 CE is -
Historical price for 20500 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1890, which was -261 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 11
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 2151, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 2151, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 2151, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 2151, which was 81.2 higher than the previous day. The implied volatity was 34.52, the open interest changed by 3 which increased total open position to 9
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 2069.3, which was 161.65 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 6
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 1907.5, which was 182.25 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 1725.25, 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 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 1725.25, which was -949.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
NIFTY 20MAR2025 20500 PE | |||||||
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Delta: -0.00
Vega: 0.43
Theta: -0.75
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
13 Mar | 22397.20 | 1.2 | -0.5 | 25.21 | 1,03,723 | 28,927 | 37,330 |
12 Mar | 22470.50 | 1.6 | -0.6 | 25.34 | 22,842 | 2,806 | 8,403 |
11 Mar | 22497.90 | 2.15 | -0.4 | 25.34 | 11,532 | 2,829 | 5,597 |
10 Mar | 22460.30 | 2.6 | -0.25 | 23.87 | 7,803 | 1,784 | 2,768 |
7 Mar | 22552.50 | 2.9 | -0.4 | 22.24 | 3,639 | 307 | 984 |
6 Mar | 22544.70 | 3.75 | -1.5 | 22.13 | 986 | 220 | 677 |
5 Mar | 22337.30 | 5.4 | -2.3 | 20.94 | 643 | 247 | 457 |
4 Mar | 22082.65 | 8.65 | 1.15 | 19.40 | 98 | 26 | 210 |
3 Mar | 22119.30 | 7.2 | 4.8 | 18.87 | 485 | 184 | 184 |
For Nifty - strike price 20500 expiring on 20MAR2025
Delta for 20500 PE is -0.00
Historical price for 20500 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1.2, which was -0.5 lower than the previous day. The implied volatity was 25.21, the open interest changed by 28927 which increased total open position to 37330
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1.6, which was -0.6 lower than the previous day. The implied volatity was 25.34, the open interest changed by 2806 which increased total open position to 8403
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 2.15, which was -0.4 lower than the previous day. The implied volatity was 25.34, the open interest changed by 2829 which increased total open position to 5597
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 2.6, which was -0.25 lower than the previous day. The implied volatity was 23.87, the open interest changed by 1784 which increased total open position to 2768
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 2.9, which was -0.4 lower than the previous day. The implied volatity was 22.24, the open interest changed by 307 which increased total open position to 984
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 3.75, which was -1.5 lower than the previous day. The implied volatity was 22.13, the open interest changed by 220 which increased total open position to 677
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 5.4, which was -2.3 lower than the previous day. The implied volatity was 20.94, the open interest changed by 247 which increased total open position to 457
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 8.65, which was 1.15 higher than the previous day. The implied volatity was 19.40, the open interest changed by 26 which increased total open position to 210
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 7.2, which was 4.8 higher than the previous day. The implied volatity was 18.87, the open interest changed by 184 which increased total open position to 184