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[--[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
NIFTY 20MAR2025 23150 CE
Delta: 0.02
Vega: 1.53
Theta: -1.35
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 22397.20 2.6 -4.05 11.18 90,685 19,285 25,162
12 Mar 22470.50 6.65 -7.55 10.97 30,689 3,619 5,877
11 Mar 22497.90 15.3 -0.95 11.46 13,729 831 2,258
10 Mar 22460.30 15.5 -17.5 11.97 14,809 531 1,427
7 Mar 22552.50 30.75 -4.65 10.94 10,464 317 896
6 Mar 22544.70 34.75 11.9 10.98 1,775 444 579
5 Mar 22337.30 23.2 11.2 11.62 214 112 135
4 Mar 22082.65 12 -7.05 12.40 49 11 23
3 Mar 22119.30 19 -459.75 12.52 27 12 12
28 Feb 22124.70 478.75 0 3.94 0 0 0
27 Feb 22545.05 478.75 0 2.31 0 0 0
25 Feb 22547.55 478.75 0 2.09 0 0 0
24 Feb 22553.35 478.75 0 1.92 0 0 0
21 Feb 22795.90 478.75 0 0.88 0 0 0
20 Feb 22913.15 478.75 0 0.28 0 0 0
19 Feb 22932.90 478.75 0 0.22 0 0 0
18 Feb 22945.30 478.75 0 0.17 0 0 0
17 Feb 22959.50 478.75 0 - 0 0 0
14 Feb 22929.25 478.75 0 0.16 0 0 0


For Nifty - strike price 23150 expiring on 20MAR2025

Delta for 23150 CE is 0.02

Historical price for 23150 CE is as follows

On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 2.6, which was -4.05 lower than the previous day. The implied volatity was 11.18, the open interest changed by 19285 which increased total open position to 25162


On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 6.65, which was -7.55 lower than the previous day. The implied volatity was 10.97, the open interest changed by 3619 which increased total open position to 5877


On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 15.3, which was -0.95 lower than the previous day. The implied volatity was 11.46, the open interest changed by 831 which increased total open position to 2258


On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 15.5, which was -17.5 lower than the previous day. The implied volatity was 11.97, the open interest changed by 531 which increased total open position to 1427


On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 30.75, which was -4.65 lower than the previous day. The implied volatity was 10.94, the open interest changed by 317 which increased total open position to 896


On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 34.75, which was 11.9 higher than the previous day. The implied volatity was 10.98, the open interest changed by 444 which increased total open position to 579


On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 23.2, which was 11.2 higher than the previous day. The implied volatity was 11.62, the open interest changed by 112 which increased total open position to 135


On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 12, which was -7.05 lower than the previous day. The implied volatity was 12.40, the open interest changed by 11 which increased total open position to 23


On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 19, which was -459.75 lower than the previous day. The implied volatity was 12.52, the open interest changed by 12 which increased total open position to 12


On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 478.75, which was 0 lower than the previous day. The implied volatity was 3.94, the open interest changed by 0 which decreased total open position to 0


On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 478.75, which was 0 lower than the previous day. The implied volatity was 2.31, the open interest changed by 0 which decreased total open position to 0


On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 478.75, which was 0 lower than the previous day. The implied volatity was 2.09, the open interest changed by 0 which decreased total open position to 0


On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 478.75, which was 0 lower than the previous day. The implied volatity was 1.92, the open interest changed by 0 which decreased total open position to 0


On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 478.75, which was 0 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0


On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 478.75, which was 0 lower than the previous day. The implied volatity was 0.28, the open interest changed by 0 which decreased total open position to 0


On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 478.75, which was 0 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0


On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 478.75, which was 0 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0


On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 478.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 478.75, which was 0 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0


NIFTY 20MAR2025 23150 PE
Delta: -0.98
Vega: 1.23
Theta: 5.30
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 22397.20 724.2 66.15 10.64 7 4 82
12 Mar 22470.50 657.45 31.15 14.62 22 15 78
11 Mar 22497.90 626.3 -65.5 16.78 3 1 63
10 Mar 22460.30 691.8 114.35 16.35 14 -3 62
7 Mar 22552.50 577.45 -43.35 12.66 85 61 65
6 Mar 22544.70 620.8 -140.95 15.38 1 1 4
5 Mar 22337.30 761.75 -183.1 14.94 1 3 3
4 Mar 22082.65 944.85 0 0.00 0 2 0
3 Mar 22119.30 944.85 28.6 15.74 1 2 2
28 Feb 22124.70 915.7 477.4 10.96 2 0 0
27 Feb 22545.05 438.3 0 - 0 0 0
25 Feb 22547.55 438.3 0 - 0 0 0
24 Feb 22553.35 438.3 0 - 0 0 0
21 Feb 22795.90 438.3 0 - 0 0 0
20 Feb 22913.15 438.3 0 - 0 0 0
19 Feb 22932.90 438.3 0 - 0 0 0
18 Feb 22945.30 438.3 0 - 0 0 0
17 Feb 22959.50 438.3 0 - 0 0 0
14 Feb 22929.25 438.3 0 - 0 0 0


For Nifty - strike price 23150 expiring on 20MAR2025

Delta for 23150 PE is -0.98

Historical price for 23150 PE is as follows

On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 724.2, which was 66.15 higher than the previous day. The implied volatity was 10.64, the open interest changed by 4 which increased total open position to 82


On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 657.45, which was 31.15 higher than the previous day. The implied volatity was 14.62, the open interest changed by 15 which increased total open position to 78


On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 626.3, which was -65.5 lower than the previous day. The implied volatity was 16.78, the open interest changed by 1 which increased total open position to 63


On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 691.8, which was 114.35 higher than the previous day. The implied volatity was 16.35, the open interest changed by -3 which decreased total open position to 62


On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 577.45, which was -43.35 lower than the previous day. The implied volatity was 12.66, the open interest changed by 61 which increased total open position to 65


On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 620.8, which was -140.95 lower than the previous day. The implied volatity was 15.38, the open interest changed by 1 which increased total open position to 4


On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 761.75, which was -183.1 lower than the previous day. The implied volatity was 14.94, 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 944.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 944.85, which was 28.6 higher than the previous day. The implied volatity was 15.74, the open interest changed by 2 which increased total open position to 2


On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 915.7, which was 477.4 higher than the previous day. The implied volatity was 10.96, the open interest changed by 0 which decreased total open position to 0


On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 438.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 438.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 438.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 438.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 438.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 438.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 438.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 438.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 438.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0