NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 23200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 1.36
Theta: -1.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 22397.20 | 2.3 | -2.65 | 11.62 | 2,08,072 | 20,437 | 53,821 | |||
| 12 Mar | 22470.50 | 4.9 | -5.85 | 11.01 | 1,13,418 | 19,258 | 33,384 | |||
| 11 Mar | 22497.90 | 12.8 | -0.3 | 11.69 | 47,633 | 9,261 | 14,126 | |||
| 10 Mar | 22460.30 | 11.85 | -14.65 | 11.92 | 35,408 | 1,980 | 4,865 | |||
| 7 Mar | 22552.50 | 25.55 | -3.2 | 11.02 | 23,298 | -95 | 2,885 | |||
| 6 Mar | 22544.70 | 28.9 | 10.3 | 11.04 | 9,275 | 2,070 | 2,980 | |||
| 5 Mar | 22337.30 | 19.35 | 8.75 | 11.67 | 2,433 | 2 | 910 | |||
| 4 Mar | 22082.65 | 9.95 | -5.65 | 12.43 | 924 | -12 | 908 | |||
| 3 Mar | 22119.30 | 15.4 | -6.6 | 12.44 | 1,956 | 222 | 920 | |||
| 28 Feb | 22124.70 | 21 | -42.1 | 12.29 | 1,615 | 481 | 698 | |||
| 27 Feb | 22545.05 | 63 | -20.45 | 11.39 | 347 | 73 | 217 | |||
| 25 Feb | 22547.55 | 81.65 | -32.55 | 11.68 | 160 | 67 | 144 | |||
| 24 Feb | 22553.35 | 114.85 | -85.15 | 12.90 | 253 | 31 | 77 | |||
| 21 Feb | 22795.90 | 200 | -75.85 | 12.69 | 70 | 27 | 46 | |||
| 20 Feb | 22913.15 | 275.85 | -35.95 | 13.04 | 22 | 15 | 19 | |||
| 19 Feb | 22932.90 | 317.55 | -34.35 | 14.14 | 10 | 4 | 4 | |||
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| 18 Feb | 22945.30 | 351.9 | 0 | 0.00 | 0 | 4 | 0 | |||
| 17 Feb | 22959.50 | 351.9 | -102.15 | 13.91 | 7 | 4 | 4 | |||
| 14 Feb | 22929.25 | 454.05 | 0 | 0.34 | 0 | 0 | 0 | |||
For Nifty - strike price 23200 expiring on 20MAR2025
Delta for 23200 CE is 0.02
Historical price for 23200 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 2.3, which was -2.65 lower than the previous day. The implied volatity was 11.62, the open interest changed by 20437 which increased total open position to 53821
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 4.9, which was -5.85 lower than the previous day. The implied volatity was 11.01, the open interest changed by 19258 which increased total open position to 33384
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 12.8, which was -0.3 lower than the previous day. The implied volatity was 11.69, the open interest changed by 9261 which increased total open position to 14126
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 11.85, which was -14.65 lower than the previous day. The implied volatity was 11.92, the open interest changed by 1980 which increased total open position to 4865
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 25.55, which was -3.2 lower than the previous day. The implied volatity was 11.02, the open interest changed by -95 which decreased total open position to 2885
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 28.9, which was 10.3 higher than the previous day. The implied volatity was 11.04, the open interest changed by 2070 which increased total open position to 2980
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 19.35, which was 8.75 higher than the previous day. The implied volatity was 11.67, the open interest changed by 2 which increased total open position to 910
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 9.95, which was -5.65 lower than the previous day. The implied volatity was 12.43, the open interest changed by -12 which decreased total open position to 908
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 15.4, which was -6.6 lower than the previous day. The implied volatity was 12.44, the open interest changed by 222 which increased total open position to 920
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 21, which was -42.1 lower than the previous day. The implied volatity was 12.29, the open interest changed by 481 which increased total open position to 698
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 63, which was -20.45 lower than the previous day. The implied volatity was 11.39, the open interest changed by 73 which increased total open position to 217
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 81.65, which was -32.55 lower than the previous day. The implied volatity was 11.68, the open interest changed by 67 which increased total open position to 144
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 114.85, which was -85.15 lower than the previous day. The implied volatity was 12.90, the open interest changed by 31 which increased total open position to 77
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 200, which was -75.85 lower than the previous day. The implied volatity was 12.69, the open interest changed by 27 which increased total open position to 46
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 275.85, which was -35.95 lower than the previous day. The implied volatity was 13.04, the open interest changed by 15 which increased total open position to 19
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 317.55, which was -34.35 lower than the previous day. The implied volatity was 14.14, the open interest changed by 4 which increased total open position to 4
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 351.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 351.9, which was -102.15 lower than the previous day. The implied volatity was 13.91, the open interest changed by 4 which increased total open position to 4
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 454.05, which was 0 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0
| NIFTY 20MAR2025 23200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 4.67
Theta: 0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 22397.20 | 793 | 82.7 | 17.42 | 467 | 370 | 581 |
| 12 Mar | 22470.50 | 707 | 24.15 | 15.86 | 182 | 126 | 211 |
| 11 Mar | 22497.90 | 657.75 | -62.25 | 15.47 | 64 | 13 | 85 |
| 10 Mar | 22460.30 | 720 | 114.45 | 14.31 | 68 | 17 | 72 |
| 7 Mar | 22552.50 | 621 | -38.35 | 12.79 | 109 | 48 | 55 |
| 6 Mar | 22544.70 | 659.35 | -149.1 | 15.55 | 8 | 4 | 7 |
| 5 Mar | 22337.30 | 806.4 | -185.35 | 15.05 | 2 | 3 | 3 |
| 4 Mar | 22082.65 | 991.75 | 0 | 0.00 | 0 | 2 | 0 |
| 3 Mar | 22119.30 | 991.75 | 28.35 | 16.03 | 1 | 2 | 2 |
| 28 Feb | 22124.70 | 963.55 | 500.3 | 11.66 | 2 | 0 | 0 |
| 27 Feb | 22545.05 | 463.25 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 463.25 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 463.25 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 463.25 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 22913.15 | 463.25 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 22932.90 | 463.25 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 22945.30 | 463.25 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 22959.50 | 463.25 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 22929.25 | 463.25 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 23200 expiring on 20MAR2025
Delta for 23200 PE is -0.92
Historical price for 23200 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 793, which was 82.7 higher than the previous day. The implied volatity was 17.42, the open interest changed by 370 which increased total open position to 581
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 707, which was 24.15 higher than the previous day. The implied volatity was 15.86, the open interest changed by 126 which increased total open position to 211
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 657.75, which was -62.25 lower than the previous day. The implied volatity was 15.47, the open interest changed by 13 which increased total open position to 85
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 720, which was 114.45 higher than the previous day. The implied volatity was 14.31, the open interest changed by 17 which increased total open position to 72
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 621, which was -38.35 lower than the previous day. The implied volatity was 12.79, the open interest changed by 48 which increased total open position to 55
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 659.35, which was -149.1 lower than the previous day. The implied volatity was 15.55, the open interest changed by 4 which increased total open position to 7
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 806.4, which was -185.35 lower than the previous day. The implied volatity was 15.05, 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 991.75, 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 991.75, which was 28.35 higher than the previous day. The implied volatity was 16.03, 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 963.55, which was 500.3 higher than the previous day. The implied volatity was 11.66, 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 463.25, 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 463.25, 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 463.25, 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 463.25, 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 463.25, 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 463.25, 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 463.25, 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 463.25, 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 463.25, 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
