NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 23000 CE | ||||||||||
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Delta: 0.04
Vega: 2.84
Theta: -2.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 22397.20 | 5.75 | -9.9 | 10.60 | 3,07,201 | 32,924 | 68,628 | |||
| 12 Mar | 22470.50 | 14.95 | -15.75 | 10.68 | 1,94,026 | 14,295 | 35,704 | |||
| 11 Mar | 22497.90 | 35 | 3.95 | 11.80 | 1,08,584 | 10,017 | 21,409 | |||
| 10 Mar | 22460.30 | 29.9 | -30 | 11.88 | 65,219 | 3,302 | 11,392 | |||
| 7 Mar | 22552.50 | 57.7 | -4.95 | 11.13 | 45,113 | 2,605 | 8,090 | |||
| 6 Mar | 22544.70 | 63.9 | 24.7 | 11.23 | 19,288 | 623 | 5,485 | |||
| 5 Mar | 22337.30 | 41 | 21.1 | 11.66 | 10,466 | 468 | 4,862 | |||
| 4 Mar | 22082.65 | 18 | -11.2 | 11.92 | 5,084 | 200 | 4,394 | |||
| 3 Mar | 22119.30 | 29 | -10.2 | 12.19 | 7,237 | 1,219 | 4,194 | |||
| 28 Feb | 22124.70 | 38 | -77.15 | 12.13 | 7,893 | 2,360 | 2,975 | |||
| 27 Feb | 22545.05 | 111 | -31.45 | 11.54 | 841 | 148 | 615 | |||
| 25 Feb | 22547.55 | 136 | -47.05 | 11.85 | 728 | 5 | 467 | |||
| 24 Feb | 22553.35 | 180.5 | -122.05 | 13.25 | 536 | 170 | 462 | |||
| 21 Feb | 22795.90 | 293 | -83.65 | 13.16 | 390 | 144 | 292 | |||
| 20 Feb | 22913.15 | 376.65 | -35.5 | 13.21 | 29 | 4 | 148 | |||
| 19 Feb | 22932.90 | 415.9 | -8.85 | 14.22 | 465 | 17 | 144 | |||
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| 18 Feb | 22945.30 | 414.45 | -61.7 | 13.62 | 431 | -21 | 127 | |||
| 17 Feb | 22959.50 | 477.95 | 13.85 | 14.74 | 706 | 113 | 148 | |||
| 14 Feb | 22929.25 | 464.1 | -93.6 | 14.61 | 42 | 35 | 35 | |||
For Nifty - strike price 23000 expiring on 20MAR2025
Delta for 23000 CE is 0.04
Historical price for 23000 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 5.75, which was -9.9 lower than the previous day. The implied volatity was 10.60, the open interest changed by 32924 which increased total open position to 68628
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 14.95, which was -15.75 lower than the previous day. The implied volatity was 10.68, the open interest changed by 14295 which increased total open position to 35704
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 35, which was 3.95 higher than the previous day. The implied volatity was 11.80, the open interest changed by 10017 which increased total open position to 21409
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 29.9, which was -30 lower than the previous day. The implied volatity was 11.88, the open interest changed by 3302 which increased total open position to 11392
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 57.7, which was -4.95 lower than the previous day. The implied volatity was 11.13, the open interest changed by 2605 which increased total open position to 8090
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 63.9, which was 24.7 higher than the previous day. The implied volatity was 11.23, the open interest changed by 623 which increased total open position to 5485
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 41, which was 21.1 higher than the previous day. The implied volatity was 11.66, the open interest changed by 468 which increased total open position to 4862
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 18, which was -11.2 lower than the previous day. The implied volatity was 11.92, the open interest changed by 200 which increased total open position to 4394
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 29, which was -10.2 lower than the previous day. The implied volatity was 12.19, the open interest changed by 1219 which increased total open position to 4194
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 38, which was -77.15 lower than the previous day. The implied volatity was 12.13, the open interest changed by 2360 which increased total open position to 2975
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 111, which was -31.45 lower than the previous day. The implied volatity was 11.54, the open interest changed by 148 which increased total open position to 615
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 136, which was -47.05 lower than the previous day. The implied volatity was 11.85, the open interest changed by 5 which increased total open position to 467
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 180.5, which was -122.05 lower than the previous day. The implied volatity was 13.25, the open interest changed by 170 which increased total open position to 462
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 293, which was -83.65 lower than the previous day. The implied volatity was 13.16, the open interest changed by 144 which increased total open position to 292
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 376.65, which was -35.5 lower than the previous day. The implied volatity was 13.21, the open interest changed by 4 which increased total open position to 148
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 415.9, which was -8.85 lower than the previous day. The implied volatity was 14.22, the open interest changed by 17 which increased total open position to 144
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 414.45, which was -61.7 lower than the previous day. The implied volatity was 13.62, the open interest changed by -21 which decreased total open position to 127
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 477.95, which was 13.85 higher than the previous day. The implied volatity was 14.74, the open interest changed by 113 which increased total open position to 148
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 464.1, which was -93.6 lower than the previous day. The implied volatity was 14.61, the open interest changed by 35 which increased total open position to 35
| NIFTY 20MAR2025 23000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.88
Vega: 6.12
Theta: -1.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 22397.20 | 599.7 | 83.35 | 15.25 | 10,852 | 2,771 | 6,876 |
| 12 Mar | 22470.50 | 519.65 | 19.05 | 14.12 | 4,293 | 238 | 4,105 |
| 11 Mar | 22497.90 | 487.55 | -56.8 | 15.01 | 5,233 | 230 | 3,867 |
| 10 Mar | 22460.30 | 549.95 | 105.85 | 14.59 | 7,455 | 3,157 | 3,637 |
| 7 Mar | 22552.50 | 452.9 | -29.75 | 12.30 | 2,241 | 314 | 480 |
| 6 Mar | 22544.70 | 484.95 | -135.05 | 14.02 | 201 | 96 | 166 |
| 5 Mar | 22337.30 | 620 | -231.3 | 13.42 | 32 | 4 | 70 |
| 4 Mar | 22082.65 | 851.3 | 1.3 | 13.86 | 11 | -6 | 66 |
| 3 Mar | 22119.30 | 850 | 55 | 18.38 | 3 | 2 | 72 |
| 28 Feb | 22124.70 | 795 | 344.85 | 13.02 | 64 | 20 | 70 |
| 27 Feb | 22545.05 | 406.9 | -30.6 | 7.88 | 49 | 1 | 50 |
| 25 Feb | 22547.55 | 450.75 | -4.4 | 11.12 | 27 | 9 | 49 |
| 24 Feb | 22553.35 | 463.75 | 97.2 | 12.45 | 59 | -26 | 40 |
| 21 Feb | 22795.90 | 368.3 | 51.7 | 13.49 | 194 | -28 | 66 |
| 20 Feb | 22913.15 | 318.75 | -15.95 | 14.19 | 147 | -18 | 94 |
| 19 Feb | 22932.90 | 330 | -15 | 14.68 | 60 | 5 | 112 |
| 18 Feb | 22945.30 | 343.55 | 8.15 | 15.16 | 44 | 6 | 107 |
| 17 Feb | 22959.50 | 335.4 | -12.75 | 15.44 | 55 | 30 | 101 |
| 14 Feb | 22929.25 | 348.15 | -20.15 | 14.42 | 79 | 71 | 71 |
For Nifty - strike price 23000 expiring on 20MAR2025
Delta for 23000 PE is -0.88
Historical price for 23000 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 599.7, which was 83.35 higher than the previous day. The implied volatity was 15.25, the open interest changed by 2771 which increased total open position to 6876
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 519.65, which was 19.05 higher than the previous day. The implied volatity was 14.12, the open interest changed by 238 which increased total open position to 4105
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 487.55, which was -56.8 lower than the previous day. The implied volatity was 15.01, the open interest changed by 230 which increased total open position to 3867
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 549.95, which was 105.85 higher than the previous day. The implied volatity was 14.59, the open interest changed by 3157 which increased total open position to 3637
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 452.9, which was -29.75 lower than the previous day. The implied volatity was 12.30, the open interest changed by 314 which increased total open position to 480
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 484.95, which was -135.05 lower than the previous day. The implied volatity was 14.02, the open interest changed by 96 which increased total open position to 166
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 620, which was -231.3 lower than the previous day. The implied volatity was 13.42, the open interest changed by 4 which increased total open position to 70
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 851.3, which was 1.3 higher than the previous day. The implied volatity was 13.86, the open interest changed by -6 which decreased total open position to 66
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 850, which was 55 higher than the previous day. The implied volatity was 18.38, the open interest changed by 2 which increased total open position to 72
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 795, which was 344.85 higher than the previous day. The implied volatity was 13.02, the open interest changed by 20 which increased total open position to 70
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 406.9, which was -30.6 lower than the previous day. The implied volatity was 7.88, the open interest changed by 1 which increased total open position to 50
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 450.75, which was -4.4 lower than the previous day. The implied volatity was 11.12, the open interest changed by 9 which increased total open position to 49
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 463.75, which was 97.2 higher than the previous day. The implied volatity was 12.45, the open interest changed by -26 which decreased total open position to 40
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 368.3, which was 51.7 higher than the previous day. The implied volatity was 13.49, the open interest changed by -28 which decreased total open position to 66
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 318.75, which was -15.95 lower than the previous day. The implied volatity was 14.19, the open interest changed by -18 which decreased total open position to 94
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 330, which was -15 lower than the previous day. The implied volatity was 14.68, the open interest changed by 5 which increased total open position to 112
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 343.55, which was 8.15 higher than the previous day. The implied volatity was 15.16, the open interest changed by 6 which increased total open position to 107
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 335.4, which was -12.75 lower than the previous day. The implied volatity was 15.44, the open interest changed by 30 which increased total open position to 101
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 348.15, which was -20.15 lower than the previous day. The implied volatity was 14.42, the open interest changed by 71 which increased total open position to 71
