NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 20700 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 | 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 | |||
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| 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
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| 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
