NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
NIFTY 20MAR2025 20950 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 | 1550 | 0 | 0.00 | 0 | 7 | 0 | |||
12 Mar | 22470.50 | 1550 | 0 | 0.00 | 0 | 7 | 0 | |||
11 Mar | 22497.90 | 1550 | 0 | 0.00 | 0 | 7 | 0 | |||
10 Mar | 22460.30 | 1550 | 0 | 0.00 | 0 | 7 | 0 | |||
7 Mar | 22552.50 | 1550 | 0 | 0.00 | 0 | 7 | 0 | |||
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6 Mar | 22544.70 | 1550 | 90.2 | - | 12 | 7 | 10 | |||
5 Mar | 22337.30 | 1459.8 | 182.7 | - | 1 | 3 | 3 | |||
4 Mar | 22082.65 | 1276.75 | -0.35 | 0.00 | 0 | 1 | 0 | |||
3 Mar | 22119.30 | 1276.75 | -26.4 | - | 2 | 1 | 1 | |||
28 Feb | 22124.70 | 1303.15 | -930.7 | 15.50 | 1 | 0 | 0 |
For Nifty - strike price 20950 expiring on 20MAR2025
Delta for 20950 CE is 0.00
Historical price for 20950 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1550, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1550, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1550, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1550, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1550, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1550, which was 90.2 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 10
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 1459.8, which was 182.7 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 1276.75, which was -0.35 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 1276.75, which was -26.4 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 1303.15, which was -930.7 lower than the previous day. The implied volatity was 15.50, the open interest changed by 0 which decreased total open position to 0
NIFTY 20MAR2025 20950 PE | |||||||
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Delta: -0.01
Vega: 0.65
Theta: -0.90
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
13 Mar | 22397.20 | 1.6 | -1.25 | 20.37 | 7,732 | 529 | 1,499 |
12 Mar | 22470.50 | 2.9 | -0.5 | 21.62 | 3,046 | 699 | 970 |
11 Mar | 22497.90 | 3.3 | -0.85 | 21.39 | 1,080 | 65 | 271 |
10 Mar | 22460.30 | 3.65 | -0.8 | 19.80 | 364 | 83 | 206 |
7 Mar | 22552.50 | 4.6 | -9.4 | 19.04 | 215 | 123 | 123 |
6 Mar | 22544.70 | 14 | 0 | 0.00 | 0 | 1 | 0 |
5 Mar | 22337.30 | 14 | 0 | 0.00 | 0 | 1 | 0 |
4 Mar | 22082.65 | 14 | 0 | 0.00 | 0 | 1 | 0 |
3 Mar | 22119.30 | 14 | 0 | 0.00 | 0 | 1 | 0 |
28 Feb | 22124.70 | 14 | 5.5 | 15.14 | 2 | 1 | 1 |
For Nifty - strike price 20950 expiring on 20MAR2025
Delta for 20950 PE is -0.01
Historical price for 20950 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1.6, which was -1.25 lower than the previous day. The implied volatity was 20.37, the open interest changed by 529 which increased total open position to 1499
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 2.9, which was -0.5 lower than the previous day. The implied volatity was 21.62, the open interest changed by 699 which increased total open position to 970
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 3.3, which was -0.85 lower than the previous day. The implied volatity was 21.39, the open interest changed by 65 which increased total open position to 271
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 3.65, which was -0.8 lower than the previous day. The implied volatity was 19.80, the open interest changed by 83 which increased total open position to 206
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 4.6, which was -9.4 lower than the previous day. The implied volatity was 19.04, the open interest changed by 123 which increased total open position to 123
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 14, 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 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 14, 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 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 14, 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 14, 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 14, which was 5.5 higher than the previous day. The implied volatity was 15.14, the open interest changed by 1 which increased total open position to 1