`
[--[65.84.65.76]--]
NIFTY
Nifty

22397.2 -73.30 (-0.33%)

Back to Option Chain


Historical option data for NIFTY

13 Mar 2025 04:11 PM IST
NIFTY 20MAR2025 20700 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 22397.20 1904.15 0 0.00 0 1 0
12 Mar 22470.50 1904.15 0 0.00 0 1 0
11 Mar 22497.90 1904.15 0 0.00 0 1 0
10 Mar 22460.30 1904.15 0 0.00 0 1 0
7 Mar 22552.50 1904.15 35.2 - 3 1 3
6 Mar 22544.70 1868.95 162.8 - 1 1 2
5 Mar 22337.30 1706.15 177.1 - 1 1 1
4 Mar 22082.65 1529.05 0 0.00 0 0 0
3 Mar 22119.30 1529.05 -948.9 - 1 0 0


For Nifty - strike price 20700 expiring on 20MAR2025

Delta for 20700 CE is 0.00

Historical price for 20700 CE is as follows

On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1904.15, 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 1904.15, 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 1904.15, 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 1904.15, 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 1904.15, which was 35.2 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 1868.95, which was 162.8 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 1706.15, which was 177.1 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 1529.05, 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 1529.05, which was -948.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


NIFTY 20MAR2025 20700 PE
Delta: -0.01
Vega: 0.51
Theta: -0.81
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 22397.20 1.35 -0.75 23.07 41,011 4,167 9,562
12 Mar 22470.50 1.6 -0.85 22.99 10,845 1,755 5,395
11 Mar 22497.90 2.4 -0.7 23.39 8,700 3,060 3,640
10 Mar 22460.30 3.2 -0.3 22.26 1,943 224 580
7 Mar 22552.50 3.5 -0.9 20.80 674 209 356
6 Mar 22544.70 4.7 -1.6 20.85 214 55 147
5 Mar 22337.30 6.3 -4.25 19.43 45 27 92
4 Mar 22082.65 10.55 -0.3 17.97 35 17 65
3 Mar 22119.30 10.85 6.55 18.16 51 48 48


For Nifty - strike price 20700 expiring on 20MAR2025

Delta for 20700 PE is -0.01

Historical price for 20700 PE is as follows

On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1.35, which was -0.75 lower than the previous day. The implied volatity was 23.07, the open interest changed by 4167 which increased total open position to 9562


On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1.6, which was -0.85 lower than the previous day. The implied volatity was 22.99, the open interest changed by 1755 which increased total open position to 5395


On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 2.4, which was -0.7 lower than the previous day. The implied volatity was 23.39, the open interest changed by 3060 which increased total open position to 3640


On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 3.2, which was -0.3 lower than the previous day. The implied volatity was 22.26, the open interest changed by 224 which increased total open position to 580


On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 3.5, which was -0.9 lower than the previous day. The implied volatity was 20.80, the open interest changed by 209 which increased total open position to 356


On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 4.7, which was -1.6 lower than the previous day. The implied volatity was 20.85, the open interest changed by 55 which increased total open position to 147


On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 6.3, which was -4.25 lower than the previous day. The implied volatity was 19.43, the open interest changed by 27 which increased total open position to 92


On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 10.55, which was -0.3 lower than the previous day. The implied volatity was 17.97, the open interest changed by 17 which increased total open position to 65


On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 10.85, which was 6.55 higher than the previous day. The implied volatity was 18.16, the open interest changed by 48 which increased total open position to 48