NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 20650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | |||
| 13 Mar | 22397.20 | 1925.35 | 0 | 0.00 | 0 | 1 | 0 | |||
| 12 Mar | 22470.50 | 1925.35 | 0 | 0.00 | 0 | 1 | 0 | |||
| 11 Mar | 22497.90 | 1925.35 | 0 | 0.00 | 0 | 1 | 0 | |||
| 10 Mar | 22460.30 | 1925.35 | 0 | 0.00 | 0 | 1 | 0 | |||
| 7 Mar | 22552.50 | 1925.35 | 6.2 | - | 2 | 1 | 3 | |||
| 6 Mar | 22544.70 | 1919.15 | 163.85 | - | 1 | 1 | 2 | |||
| 5 Mar | 22337.30 | 1755.3 | 189.55 | - | 1 | 1 | 1 | |||
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| 4 Mar | 22082.65 | 1565.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 22119.30 | 1565.75 | -961.25 | - | 1 | 0 | 0 | |||
For Nifty - strike price 20650 expiring on 20MAR2025
Delta for 20650 CE is 0.00
Historical price for 20650 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1925.35, which was 0 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 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1925.35, which was 0 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 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1925.35, which was 0 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 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1925.35, which was 0 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 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1925.35, which was 6.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1919.15, which was 163.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 1755.3, which was 189.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 1565.75, 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 1565.75, which was -961.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTY 20MAR2025 20650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.54
Theta: -0.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 22397.20 | 1.5 | -0.55 | 23.97 | 6,461 | 330 | 907 |
| 12 Mar | 22470.50 | 1.95 | -0.55 | 24.13 | 1,835 | 413 | 577 |
| 11 Mar | 22497.90 | 2.35 | -0.6 | 23.90 | 613 | 91 | 164 |
| 10 Mar | 22460.30 | 2.85 | -0.25 | 22.49 | 651 | 1 | 73 |
| 7 Mar | 22552.50 | 3.2 | -0.55 | 21.05 | 270 | 72 | 72 |
| 6 Mar | 22544.70 | 3.75 | 0 | 10.40 | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 3.75 | 0 | 9.35 | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 3.75 | 0 | 7.94 | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 3.75 | 0 | 8.03 | 0 | 0 | 0 |
For Nifty - strike price 20650 expiring on 20MAR2025
Delta for 20650 PE is -0.01
Historical price for 20650 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1.5, which was -0.55 lower than the previous day. The implied volatity was 23.97, the open interest changed by 330 which increased total open position to 907
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1.95, which was -0.55 lower than the previous day. The implied volatity was 24.13, the open interest changed by 413 which increased total open position to 577
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 2.35, which was -0.6 lower than the previous day. The implied volatity was 23.90, the open interest changed by 91 which increased total open position to 164
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 2.85, which was -0.25 lower than the previous day. The implied volatity was 22.49, the open interest changed by 1 which increased total open position to 73
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 3.2, which was -0.55 lower than the previous day. The implied volatity was 21.05, the open interest changed by 72 which increased total open position to 72
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 3.75, which was 0 lower than the previous day. The implied volatity was 10.40, the open interest changed by 0 which decreased total open position to 0
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 3.75, which was 0 lower than the previous day. The implied volatity was 9.35, the open interest changed by 0 which decreased total open position to 0
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 3.75, which was 0 lower than the previous day. The implied volatity was 7.94, 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 3.75, which was 0 lower than the previous day. The implied volatity was 8.03, the open interest changed by 0 which decreased total open position to 0
