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NIFTY
Nifty
22397.2 -73.30 (-0.33%)

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Historical option data for NIFTY

13 Mar 2025 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
NIFTY 20MAR2025 20500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
13 Mar 22397.20 1890 -261 - 19 11 11
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
Delta: -0.00
Vega: 0.43
Theta: -0.75
Gamma: 0.00
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