NIFTY
Nifty
Historical option data for NIFTY
21 Mar 2025 04:11 PM IST
| NIFTY 27MAR2025 23050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 5.67
Theta: -10.09
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Mar | 23350.40 | 359 | 134.55 | 9.52 | 72,077 | -68,859 | 5,397 | |||
| 20 Mar | 23190.65 | 214.8 | 88.55 | 9.25 | 1,44,957 | -53,550 | 12,082 | |||
| 19 Mar | 22907.60 | 124.85 | 24.7 | 12.17 | 52,914 | 3,704 | 7,764 | |||
| 18 Mar | 22834.30 | 103 | 72.05 | 11.59 | 28,482 | -31,819 | 4,020 | |||
| 17 Mar | 22508.75 | 31.5 | 6.1 | 11.64 | 15,830 | -28,773 | 3,054 | |||
| 13 Mar | 22397.20 | 24.65 | -22.95 | 10.59 | 9,058 | 476 | 2,674 | |||
| 12 Mar | 22470.50 | 46.5 | -18.85 | 11.10 | 5,711 | -37,979 | 2,210 | |||
| 11 Mar | 22497.90 | 70 | 8.6 | 11.64 | 5,236 | -45,497 | 2,565 | |||
| 10 Mar | 22460.30 | 57.35 | -40.6 | 11.48 | 5,864 | -461 | 2,681 | |||
| 7 Mar | 22552.50 | 93 | -5.85 | 11.20 | 5,405 | -16,338 | 3,142 | |||
| 6 Mar | 22544.70 | 98.8 | 32.2 | 11.29 | 5,228 | -2,372 | 2,345 | |||
| 5 Mar | 22337.30 | 68.35 | 31.1 | 11.64 | 3,698 | 1,709 | 1,841 | |||
| 4 Mar | 22082.65 | 37.1 | -11.05 | 12.04 | 2,951 | 89 | 1,919 | |||
| 3 Mar | 22119.30 | 48.7 | -11.25 | 12.02 | 5,306 | 587 | 1,823 | |||
| 28 Feb | 22124.70 | 57.1 | -94.25 | 11.93 | 5,095 | 570 | 1,622 | |||
| 27 Feb | 22545.05 | 148 | -28.7 | 11.77 | 903 | 753 | 1,052 | |||
| 25 Feb | 22547.55 | 166.5 | -43.15 | 11.76 | 1,138 | -889 | 766 | |||
| 24 Feb | 22553.35 | 204.85 | -130.15 | 12.73 | 851 | 501 | 501 | |||
| 21 Feb | 22795.90 | 330.35 | -74.55 | 13.16 | 590 | 110 | 370 | |||
| 20 Feb | 22913.15 | 403.4 | -41.4 | 12.88 | 382 | 5 | 242 | |||
| 19 Feb | 22932.90 | 438.5 | -7.45 | 13.61 | 454 | 238 | 238 | |||
| 18 Feb | 22945.30 | 442.3 | -54.4 | 13.37 | 196 | -7 | 216 | |||
| 17 Feb | 22959.50 | 503.15 | 27.6 | 14.35 | 307 | 71 | 223 | |||
| 14 Feb | 22929.25 | 464 | -84.85 | 13.41 | 417 | -33 | 219 | |||
| 13 Feb | 23031.40 | 543.4 | -21.75 | 13.44 | 520 | 254 | 254 | |||
| 12 Feb | 23045.25 | 568.65 | -16.25 | 13.19 | 318 | 159 | 161 | |||
| 11 Feb | 23071.80 | 584.9 | -208.85 | 13.27 | 13 | 117 | 117 | |||
| 10 Feb | 23381.60 | 794.85 | -263.35 | 13.06 | 82 | 113 | 113 | |||
| 7 Feb | 23559.95 | 1058.35 | 0.15 | 0.00 | 0 | 0 | 0 | |||
| 6 Feb | 23603.35 | 1058.35 | 0.15 | 0.00 | 0 | 0 | 0 | |||
| 5 Feb | 23696.30 | 1058.35 | 0.15 | 0.00 | 0 | 0 | 0 | |||
| 4 Feb | 23739.25 | 1058.35 | 91.05 | 11.27 | 7 | -3 | 52 | |||
| 3 Feb | 23361.05 | 967.3 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Feb | 23482.15 | 967.3 | -16.4 | 13.44 | 2 | 0 | 56 | |||
| 31 Jan | 23508.40 | 983.7 | 163.7 | 12.74 | 16 | 56 | 56 | |||
| 30 Jan | 23249.50 | 820 | -6.25 | 12.90 | 1 | 55 | 55 | |||
| 29 Jan | 23163.10 | 826.25 | 28.4 | 15.27 | 30 | 44 | 44 | |||
| 28 Jan | 22957.25 | 797.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Jan | 22829.15 | 797.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Jan | 23092.20 | 797.85 | -100 | 14.84 | 12 | 4 | 30 | |||
| 23 Jan | 23205.35 | 897.85 | 55.85 | 15.12 | 28 | 15 | 24 | |||
| 22 Jan | 23155.35 | 842 | 2.00 | 14.35 | 4 | 0 | 8 | |||
| 21 Jan | 23024.65 | 840 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Jan | 23344.75 | 840 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 17 Jan | 23203.20 | 840 | -37.65 | 12.44 | 1 | 0 | 7 | |||
| 16 Jan | 23311.80 | 877.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 15 Jan | 23213.20 | 877.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Jan | 23176.05 | 877.65 | 22.65 | 12.77 | 1 | 0 | 7 | |||
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| 13 Jan | 23085.95 | 855 | -582.85 | 14.09 | 8 | 6 | 6 | |||
| 10 Jan | 23431.50 | 1437.85 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Jan | 23526.50 | 1437.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 23688.95 | 1437.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 23707.90 | 1437.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 23616.05 | 1437.85 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 24004.75 | 1437.85 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 24188.65 | 1437.85 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Jan | 23742.90 | 1437.85 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Dec | 23644.80 | 1437.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Dec | 23644.90 | 1437.85 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 23050 expiring on 27MAR2025
Delta for 23050 CE is 0.89
Historical price for 23050 CE is as follows
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 359, which was 134.55 higher than the previous day. The implied volatity was 9.52, the open interest changed by -68859 which decreased total open position to 5397
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 214.8, which was 88.55 higher than the previous day. The implied volatity was 9.25, the open interest changed by -53550 which decreased total open position to 12082
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 124.85, which was 24.7 higher than the previous day. The implied volatity was 12.17, the open interest changed by 3704 which increased total open position to 7764
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 103, which was 72.05 higher than the previous day. The implied volatity was 11.59, the open interest changed by -31819 which decreased total open position to 4020
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 31.5, which was 6.1 higher than the previous day. The implied volatity was 11.64, the open interest changed by -28773 which decreased total open position to 3054
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 24.65, which was -22.95 lower than the previous day. The implied volatity was 10.59, the open interest changed by 476 which increased total open position to 2674
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 46.5, which was -18.85 lower than the previous day. The implied volatity was 11.10, the open interest changed by -37979 which decreased total open position to 2210
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 70, which was 8.6 higher than the previous day. The implied volatity was 11.64, the open interest changed by -45497 which decreased total open position to 2565
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 57.35, which was -40.6 lower than the previous day. The implied volatity was 11.48, the open interest changed by -461 which decreased total open position to 2681
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 93, which was -5.85 lower than the previous day. The implied volatity was 11.20, the open interest changed by -16338 which decreased total open position to 3142
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 98.8, which was 32.2 higher than the previous day. The implied volatity was 11.29, the open interest changed by -2372 which decreased total open position to 2345
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 68.35, which was 31.1 higher than the previous day. The implied volatity was 11.64, the open interest changed by 1709 which increased total open position to 1841
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 37.1, which was -11.05 lower than the previous day. The implied volatity was 12.04, the open interest changed by 89 which increased total open position to 1919
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 48.7, which was -11.25 lower than the previous day. The implied volatity was 12.02, the open interest changed by 587 which increased total open position to 1823
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 57.1, which was -94.25 lower than the previous day. The implied volatity was 11.93, the open interest changed by 570 which increased total open position to 1622
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 148, which was -28.7 lower than the previous day. The implied volatity was 11.77, the open interest changed by 753 which increased total open position to 1052
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 166.5, which was -43.15 lower than the previous day. The implied volatity was 11.76, the open interest changed by -889 which decreased total open position to 766
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 204.85, which was -130.15 lower than the previous day. The implied volatity was 12.73, the open interest changed by 501 which increased total open position to 501
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 330.35, which was -74.55 lower than the previous day. The implied volatity was 13.16, the open interest changed by 110 which increased total open position to 370
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 403.4, which was -41.4 lower than the previous day. The implied volatity was 12.88, the open interest changed by 5 which increased total open position to 242
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 438.5, which was -7.45 lower than the previous day. The implied volatity was 13.61, the open interest changed by 238 which increased total open position to 238
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 442.3, which was -54.4 lower than the previous day. The implied volatity was 13.37, the open interest changed by -7 which decreased total open position to 216
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 503.15, which was 27.6 higher than the previous day. The implied volatity was 14.35, the open interest changed by 71 which increased total open position to 223
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 464, which was -84.85 lower than the previous day. The implied volatity was 13.41, the open interest changed by -33 which decreased total open position to 219
On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 543.4, which was -21.75 lower than the previous day. The implied volatity was 13.44, the open interest changed by 254 which increased total open position to 254
On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 568.65, which was -16.25 lower than the previous day. The implied volatity was 13.19, the open interest changed by 159 which increased total open position to 161
On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 584.9, which was -208.85 lower than the previous day. The implied volatity was 13.27, the open interest changed by 117 which increased total open position to 117
On 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 794.85, which was -263.35 lower than the previous day. The implied volatity was 13.06, the open interest changed by 113 which increased total open position to 113
On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 1058.35, which was 0.15 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 1058.35, which was 0.15 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 1058.35, which was 0.15 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 1058.35, which was 91.05 higher than the previous day. The implied volatity was 11.27, the open interest changed by -3 which decreased total open position to 52
On 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 967.3, 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 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 967.3, which was -16.4 lower than the previous day. The implied volatity was 13.44, the open interest changed by 0 which decreased total open position to 56
On 31 Jan NIFTY was trading at 23508.40. The strike last trading price was 983.7, which was 163.7 higher than the previous day. The implied volatity was 12.74, the open interest changed by 56 which increased total open position to 56
On 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 820, which was -6.25 lower than the previous day. The implied volatity was 12.90, the open interest changed by 55 which increased total open position to 55
On 29 Jan NIFTY was trading at 23163.10. The strike last trading price was 826.25, which was 28.4 higher than the previous day. The implied volatity was 15.27, the open interest changed by 44 which increased total open position to 44
On 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 797.85, 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 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 797.85, 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 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 797.85, which was -100 lower than the previous day. The implied volatity was 14.84, the open interest changed by 4 which increased total open position to 30
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 897.85, which was 55.85 higher than the previous day. The implied volatity was 15.12, the open interest changed by 15 which increased total open position to 24
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 842, which was 2.00 higher than the previous day. The implied volatity was 14.35, the open interest changed by 0 which decreased total open position to 8
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 840, which was 0.00 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 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 840, which was 0.00 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 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 840, which was -37.65 lower than the previous day. The implied volatity was 12.44, the open interest changed by 0 which decreased total open position to 7
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 877.65, which was 0.00 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 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 877.65, which was 0.00 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 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 877.65, which was 22.65 higher than the previous day. The implied volatity was 12.77, the open interest changed by 0 which decreased total open position to 7
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 855, which was -582.85 lower than the previous day. The implied volatity was 14.09, the open interest changed by 6 which increased total open position to 6
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 1437.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 1437.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 1437.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 1437.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 1437.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 1437.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 1437.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 1437.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 1437.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 1437.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTY 27MAR2025 23050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 7.32
Theta: -6.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Mar | 23350.40 | 30.2 | -47.45 | 11.78 | 7,22,177 | -60,462 | 28,397 |
| 20 Mar | 23190.65 | 79 | -123.55 | 11.38 | 1,92,404 | 17,083 | 19,207 |
| 19 Mar | 22907.60 | 214.85 | -38.1 | 12.34 | 9,257 | 1,128 | 2,111 |
| 18 Mar | 22834.30 | 246.25 | -252.4 | 11.28 | 2,521 | 934 | 988 |
| 17 Mar | 22508.75 | 494.5 | -128.25 | 10.47 | 472 | 238 | 306 |
| 13 Mar | 22397.20 | 634 | -29.15 | 13.63 | 25 | -8 | 426 |
| 12 Mar | 22470.50 | 663.15 | 114.7 | 20.01 | 18 | 377 | 434 |
| 11 Mar | 22497.90 | 535.5 | 44.1 | 14.19 | 24 | 374 | 433 |
| 10 Mar | 22460.30 | 491.4 | -10.15 | - | 36 | -20 | 429 |
| 7 Mar | 22552.50 | 501.55 | -22.15 | 12.49 | 158 | 344 | 449 |
| 6 Mar | 22544.70 | 528.95 | -139.45 | 13.59 | 150 | 324 | 425 |
| 5 Mar | 22337.30 | 668.4 | -131.6 | 13.88 | 18 | 463 | 468 |
| 4 Mar | 22082.65 | 800 | 0 | 0.00 | 0 | -7 | 0 |
| 3 Mar | 22119.30 | 800 | -20.2 | 11.66 | 40 | 405 | 472 |
| 28 Feb | 22124.70 | 827.1 | 314.1 | 13.01 | 215 | -61 | 484 |
| 27 Feb | 22545.05 | 529.65 | 19.7 | 12.54 | 201 | 277 | 545 |
| 25 Feb | 22547.55 | 518.15 | 7.75 | 12.46 | 65 | -14 | 461 |
| 24 Feb | 22553.35 | 515.2 | 95.5 | 12.90 | 449 | 478 | 478 |
| 21 Feb | 22795.90 | 423.1 | 54.7 | 13.89 | 407 | 528 | 544 |
| 20 Feb | 22913.15 | 370.95 | -17.45 | 14.44 | 272 | -69 | 432 |
| 19 Feb | 22932.90 | 387.25 | -14.3 | 15.05 | 225 | 502 | 502 |
| 18 Feb | 22945.30 | 404.85 | 27.65 | 15.68 | 174 | 448 | 448 |
| 17 Feb | 22959.50 | 377.05 | -10.55 | 15.29 | 232 | 352 | 451 |
| 14 Feb | 22929.25 | 395.05 | 45.1 | 14.58 | 628 | 360 | 382 |
| 13 Feb | 23031.40 | 352.25 | 14.9 | 14.82 | 286 | 395 | 401 |
| 12 Feb | 23045.25 | 339.05 | 0.2 | 14.81 | 250 | 377 | 383 |
| 11 Feb | 23071.80 | 343.25 | 105.5 | 15.03 | 331 | 332 | 336 |
| 10 Feb | 23381.60 | 238.3 | 40.2 | 14.94 | 62 | 190 | 190 |
| 7 Feb | 23559.95 | 199.6 | 14.95 | 15.09 | 139 | 127 | 130 |
| 6 Feb | 23603.35 | 187.35 | 2.7 | 0.00 | 0 | 1 | 0 |
| 5 Feb | 23696.30 | 187.35 | -1.75 | 15.56 | 158 | 179 | 181 |
| 4 Feb | 23739.25 | 185.05 | -101.45 | 15.55 | 203 | -60 | 284 |
| 3 Feb | 23361.05 | 288.15 | 37.1 | 15.81 | 61 | 343 | 345 |
| 1 Feb | 23482.15 | 249.6 | -27.15 | 15.68 | 375 | 153 | 310 |
| 31 Jan | 23508.40 | 276.85 | -88.95 | 16.82 | 187 | 135 | 157 |
| 30 Jan | 23249.50 | 365.8 | -142.3 | 17.20 | 2 | 23 | 23 |
| 29 Jan | 23163.10 | 508.1 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Jan | 22957.25 | 508.1 | -45.1 | 17.70 | 3 | 0 | 23 |
| 27 Jan | 22829.15 | 553.2 | 167.9 | 16.97 | 38 | -5 | 23 |
| 24 Jan | 23092.20 | 385.3 | 0 | 0.00 | 0 | 0 | 0 |
| 23 Jan | 23205.35 | 385.3 | -38.05 | 16.47 | 5 | 0 | 28 |
| 22 Jan | 23155.35 | 423.35 | -43.00 | 16.91 | 39 | -8 | 30 |
| 21 Jan | 23024.65 | 466.35 | 102.80 | 16.92 | 23 | -4 | 38 |
| 20 Jan | 23344.75 | 363.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Jan | 23203.20 | 363.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Jan | 23311.80 | 363.55 | -39.45 | 16.67 | 1 | 0 | 42 |
| 15 Jan | 23213.20 | 403 | -55.20 | 16.58 | 1 | 0 | 42 |
| 14 Jan | 23176.05 | 458.2 | 0.00 | 0.00 | 0 | 42 | 0 |
| 13 Jan | 23085.95 | 458.2 | 136.80 | 16.64 | 44 | 40 | 40 |
| 10 Jan | 23431.50 | 321.4 | 0.00 | 1.94 | 0 | 0 | 0 |
| 9 Jan | 23526.50 | 321.4 | 0.00 | 2.20 | 0 | 0 | 0 |
| 8 Jan | 23688.95 | 321.4 | 0.00 | 2.45 | 0 | 0 | 0 |
| 7 Jan | 23707.90 | 321.4 | 0.00 | 2.48 | 0 | 0 | 0 |
| 6 Jan | 23616.05 | 321.4 | 0.00 | 2.35 | 0 | 0 | 0 |
| 3 Jan | 24004.75 | 321.4 | 0.00 | 3.07 | 0 | 0 | 0 |
| 2 Jan | 24188.65 | 321.4 | 0.00 | 3.46 | 0 | 0 | 0 |
| 1 Jan | 23742.90 | 321.4 | 0.00 | 2.61 | 0 | 0 | 0 |
| 31 Dec | 23644.80 | 321.4 | 0.00 | 2.42 | 0 | 0 | 0 |
| 30 Dec | 23644.90 | 321.4 | 2.41 | 0 | 0 | 0 | |
For Nifty - strike price 23050 expiring on 27MAR2025
Delta for 23050 PE is -0.16
Historical price for 23050 PE is as follows
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 30.2, which was -47.45 lower than the previous day. The implied volatity was 11.78, the open interest changed by -60462 which decreased total open position to 28397
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 79, which was -123.55 lower than the previous day. The implied volatity was 11.38, the open interest changed by 17083 which increased total open position to 19207
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 214.85, which was -38.1 lower than the previous day. The implied volatity was 12.34, the open interest changed by 1128 which increased total open position to 2111
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 246.25, which was -252.4 lower than the previous day. The implied volatity was 11.28, the open interest changed by 934 which increased total open position to 988
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 494.5, which was -128.25 lower than the previous day. The implied volatity was 10.47, the open interest changed by 238 which increased total open position to 306
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 634, which was -29.15 lower than the previous day. The implied volatity was 13.63, the open interest changed by -8 which decreased total open position to 426
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 663.15, which was 114.7 higher than the previous day. The implied volatity was 20.01, the open interest changed by 377 which increased total open position to 434
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 535.5, which was 44.1 higher than the previous day. The implied volatity was 14.19, the open interest changed by 374 which increased total open position to 433
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 491.4, which was -10.15 lower than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 429
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 501.55, which was -22.15 lower than the previous day. The implied volatity was 12.49, the open interest changed by 344 which increased total open position to 449
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 528.95, which was -139.45 lower than the previous day. The implied volatity was 13.59, the open interest changed by 324 which increased total open position to 425
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 668.4, which was -131.6 lower than the previous day. The implied volatity was 13.88, the open interest changed by 463 which increased total open position to 468
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 800, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 800, which was -20.2 lower than the previous day. The implied volatity was 11.66, the open interest changed by 405 which increased total open position to 472
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 827.1, which was 314.1 higher than the previous day. The implied volatity was 13.01, the open interest changed by -61 which decreased total open position to 484
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 529.65, which was 19.7 higher than the previous day. The implied volatity was 12.54, the open interest changed by 277 which increased total open position to 545
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 518.15, which was 7.75 higher than the previous day. The implied volatity was 12.46, the open interest changed by -14 which decreased total open position to 461
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 515.2, which was 95.5 higher than the previous day. The implied volatity was 12.90, the open interest changed by 478 which increased total open position to 478
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 423.1, which was 54.7 higher than the previous day. The implied volatity was 13.89, the open interest changed by 528 which increased total open position to 544
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 370.95, which was -17.45 lower than the previous day. The implied volatity was 14.44, the open interest changed by -69 which decreased total open position to 432
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 387.25, which was -14.3 lower than the previous day. The implied volatity was 15.05, the open interest changed by 502 which increased total open position to 502
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 404.85, which was 27.65 higher than the previous day. The implied volatity was 15.68, the open interest changed by 448 which increased total open position to 448
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 377.05, which was -10.55 lower than the previous day. The implied volatity was 15.29, the open interest changed by 352 which increased total open position to 451
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 395.05, which was 45.1 higher than the previous day. The implied volatity was 14.58, the open interest changed by 360 which increased total open position to 382
On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 352.25, which was 14.9 higher than the previous day. The implied volatity was 14.82, the open interest changed by 395 which increased total open position to 401
On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 339.05, which was 0.2 higher than the previous day. The implied volatity was 14.81, the open interest changed by 377 which increased total open position to 383
On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 343.25, which was 105.5 higher than the previous day. The implied volatity was 15.03, the open interest changed by 332 which increased total open position to 336
On 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 238.3, which was 40.2 higher than the previous day. The implied volatity was 14.94, the open interest changed by 190 which increased total open position to 190
On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 199.6, which was 14.95 higher than the previous day. The implied volatity was 15.09, the open interest changed by 127 which increased total open position to 130
On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 187.35, which was 2.7 higher 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 Feb NIFTY was trading at 23696.30. The strike last trading price was 187.35, which was -1.75 lower than the previous day. The implied volatity was 15.56, the open interest changed by 179 which increased total open position to 181
On 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 185.05, which was -101.45 lower than the previous day. The implied volatity was 15.55, the open interest changed by -60 which decreased total open position to 284
On 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 288.15, which was 37.1 higher than the previous day. The implied volatity was 15.81, the open interest changed by 343 which increased total open position to 345
On 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 249.6, which was -27.15 lower than the previous day. The implied volatity was 15.68, the open interest changed by 153 which increased total open position to 310
On 31 Jan NIFTY was trading at 23508.40. The strike last trading price was 276.85, which was -88.95 lower than the previous day. The implied volatity was 16.82, the open interest changed by 135 which increased total open position to 157
On 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 365.8, which was -142.3 lower than the previous day. The implied volatity was 17.20, the open interest changed by 23 which increased total open position to 23
On 29 Jan NIFTY was trading at 23163.10. The strike last trading price was 508.1, 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 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 508.1, which was -45.1 lower than the previous day. The implied volatity was 17.70, the open interest changed by 0 which decreased total open position to 23
On 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 553.2, which was 167.9 higher than the previous day. The implied volatity was 16.97, the open interest changed by -5 which decreased total open position to 23
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 385.3, 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 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 385.3, which was -38.05 lower than the previous day. The implied volatity was 16.47, the open interest changed by 0 which decreased total open position to 28
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 423.35, which was -43.00 lower than the previous day. The implied volatity was 16.91, the open interest changed by -8 which decreased total open position to 30
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 466.35, which was 102.80 higher than the previous day. The implied volatity was 16.92, the open interest changed by -4 which decreased total open position to 38
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 363.55, which was 0.00 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 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 363.55, which was 0.00 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 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 363.55, which was -39.45 lower than the previous day. The implied volatity was 16.67, the open interest changed by 0 which decreased total open position to 42
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 403, which was -55.20 lower than the previous day. The implied volatity was 16.58, the open interest changed by 0 which decreased total open position to 42
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 458.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 42 which increased total open position to 0
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 458.2, which was 136.80 higher than the previous day. The implied volatity was 16.64, the open interest changed by 40 which increased total open position to 40
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 321.4, which was 0.00 lower than the previous day. The implied volatity was 1.94, the open interest changed by 0 which decreased total open position to 0
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 321.4, which was 0.00 lower than the previous day. The implied volatity was 2.20, the open interest changed by 0 which decreased total open position to 0
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 321.4, which was 0.00 lower than the previous day. The implied volatity was 2.45, the open interest changed by 0 which decreased total open position to 0
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 321.4, which was 0.00 lower than the previous day. The implied volatity was 2.48, the open interest changed by 0 which decreased total open position to 0
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 321.4, which was 0.00 lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 321.4, which was 0.00 lower than the previous day. The implied volatity was 3.07, the open interest changed by 0 which decreased total open position to 0
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 321.4, which was 0.00 lower than the previous day. The implied volatity was 3.46, the open interest changed by 0 which decreased total open position to 0
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 321.4, which was 0.00 lower than the previous day. The implied volatity was 2.61, the open interest changed by 0 which decreased total open position to 0
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 321.4, which was 0.00 lower than the previous day. The implied volatity was 2.42, the open interest changed by 0 which decreased total open position to 0
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 321.4, which was lower than the previous day. The implied volatity was 2.41, the open interest changed by 0 which decreased total open position to 0
