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Related Pages for NIFTY
[--[65.84.65.76]--]
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 20850 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 1747.65 0 0.00 0 1 0
12 Mar 22470.50 1747.65 0 0.00 0 1 0
11 Mar 22497.90 1747.65 0 0.00 0 1 0
10 Mar 22460.30 1747.65 0 0.00 0 1 0
7 Mar 22552.50 1747.65 25.3 - 2 1 4
6 Mar 22544.70 1722.35 164.25 - 1 1 3
5 Mar 22337.30 1558.1 182.15 - 1 2 2
4 Mar 22082.65 1375.95 0 0.00 0 1 0
3 Mar 22119.30 1375.95 -17.2 - 1 1 1
28 Feb 22124.70 1393.15 -938 12.47 1 0 0

For Nifty - strike price 20850 expiring on 20MAR2025

Delta for 20850 CE is 0.00

Historical price for 20850 CE is as follows

On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1747.65, 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 1747.65, 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 1747.65, 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 1747.65, 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 1747.65, which was 25.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4


On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1722.35, which was 164.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3


On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 1558.1, which was 182.15 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 1375.95, 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 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 1375.95, which was -17.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 1393.15, which was -938 lower than the previous day. The implied volatity was 12.47, the open interest changed by 0 which decreased total open position to 0


NIFTY 20MAR2025 20850 PE
Delta: -0.01
Vega: 0.66
Theta: -0.98
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 22397.20 1.75 -0.75 21.87 10,345 726 900
12 Mar 22470.50 2.5 -0.55 22.43 643 81 174
11 Mar 22497.90 3.1 -0.55 22.39 442 -25 93
10 Mar 22460.30 3.15 -0.95 20.53 159 33 118
7 Mar 22552.50 4.05 -4.35 19.70 242 85 85
6 Mar 22544.70 8.55 0.15 0.00 0 29 0
5 Mar 22337.30 8.55 -5.15 18.84 46 29 34
4 Mar 22082.65 13.7 -6.3 17.22 5 5 5
3 Mar 22119.30 20 0 0.00 0 1 0
28 Feb 22124.70 20 13.5 17.29 2 1 1

For Nifty - strike price 20850 expiring on 20MAR2025

Delta for 20850 PE is -0.01

Historical price for 20850 PE is as follows

On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1.75, which was -0.75 lower than the previous day. The implied volatity was 21.87, the open interest changed by 726 which increased total open position to 900


On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 2.5, which was -0.55 lower than the previous day. The implied volatity was 22.43, the open interest changed by 81 which increased total open position to 174


On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 3.1, which was -0.55 lower than the previous day. The implied volatity was 22.39, the open interest changed by -25 which decreased total open position to 93


On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 3.15, which was -0.95 lower than the previous day. The implied volatity was 20.53, the open interest changed by 33 which increased total open position to 118


On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 4.05, which was -4.35 lower than the previous day. The implied volatity was 19.70, the open interest changed by 85 which increased total open position to 85


On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 8.55, which was 0.15 higher than the previous day. The implied volatity was 0.00, the open interest changed by 29 which increased total open position to 0


On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 8.55, which was -5.15 lower than the previous day. The implied volatity was 18.84, the open interest changed by 29 which increased total open position to 34


On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 13.7, which was -6.3 lower than the previous day. The implied volatity was 17.22, the open interest changed by 5 which increased total open position to 5


On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 20, 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 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 20, which was 13.5 higher than the previous day. The implied volatity was 17.29, the open interest changed by 1 which increased total open position to 1