NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 20750 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 | |||
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| 13 Mar | 22397.20 | 1821.05 | 0 | 0.00 | 0 | 6 | 0 | |||
| 12 Mar | 22470.50 | 1821.05 | 0 | 0.00 | 0 | 6 | 0 | |||
| 11 Mar | 22497.90 | 1821.05 | 0 | 0.00 | 0 | 6 | 0 | |||
| 10 Mar | 22460.30 | 1821.05 | 0 | 0.00 | 0 | 6 | 0 | |||
| 7 Mar | 22552.50 | 1821.05 | 0 | 0.00 | 0 | 6 | 0 | |||
| 6 Mar | 22544.70 | 1821.05 | 160.8 | - | 1 | 6 | 7 | |||
| 5 Mar | 22337.30 | 1659.65 | 191.8 | - | 6 | 1 | 1 | |||
| 4 Mar | 22082.65 | 1467.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 22119.30 | 1467.85 | -961.05 | - | 1 | 0 | 0 | |||
For Nifty - strike price 20750 expiring on 20MAR2025
Delta for 20750 CE is 0.00
Historical price for 20750 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1821.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1821.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1821.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1821.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1821.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1821.05, which was 160.8 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 7
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 1659.65, which was 191.8 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 1467.85, 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 1467.85, which was -961.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTY 20MAR2025 20750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.53
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 | -0.85 | 22.45 | 20,839 | 4,869 | 5,099 |
| 12 Mar | 22470.50 | 2.15 | -0.55 | 23.21 | 811 | 125 | 230 |
| 11 Mar | 22497.90 | 2.55 | -0.7 | 22.99 | 428 | 15 | 105 |
| 10 Mar | 22460.30 | 3.3 | -0.35 | 21.79 | 215 | 19 | 90 |
| 7 Mar | 22552.50 | 3.6 | -1.35 | 20.38 | 311 | 71 | 71 |
| 6 Mar | 22544.70 | 4.95 | 0 | 9.93 | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 4.95 | 0 | 8.86 | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 4.95 | 0 | 7.45 | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 4.95 | 0 | 7.56 | 0 | 0 | 0 |
For Nifty - strike price 20750 expiring on 20MAR2025
Delta for 20750 PE is -0.01
Historical price for 20750 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1.35, which was -0.85 lower than the previous day. The implied volatity was 22.45, the open interest changed by 4869 which increased total open position to 5099
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 2.15, which was -0.55 lower than the previous day. The implied volatity was 23.21, the open interest changed by 125 which increased total open position to 230
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 2.55, which was -0.7 lower than the previous day. The implied volatity was 22.99, the open interest changed by 15 which increased total open position to 105
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 3.3, which was -0.35 lower than the previous day. The implied volatity was 21.79, the open interest changed by 19 which increased total open position to 90
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 3.6, which was -1.35 lower than the previous day. The implied volatity was 20.38, the open interest changed by 71 which increased total open position to 71
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 4.95, which was 0 lower than the previous day. The implied volatity was 9.93, 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 4.95, which was 0 lower than the previous day. The implied volatity was 8.86, 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 4.95, which was 0 lower than the previous day. The implied volatity was 7.45, 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 4.95, which was 0 lower than the previous day. The implied volatity was 7.56, the open interest changed by 0 which decreased total open position to 0
