NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 23150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 1.53
Theta: -1.35
Gamma: 0.00
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| 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 | |||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.98
Vega: 1.23
Theta: 5.30
Gamma: 0.00
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| 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
