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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 20950 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 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
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
Delta: -0.01
Vega: 0.65
Theta: -0.90
Gamma: 0.00
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