NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 23300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 1.03
Theta: -0.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 22397.20 | 1.7 | -1.65 | 12.34 | 1,70,182 | 25,290 | 40,557 | |||
| 12 Mar | 22470.50 | 3.1 | -3.45 | 11.42 | 57,303 | 7,240 | 15,267 | |||
| 11 Mar | 22497.90 | 7.05 | -1.55 | 11.59 | 28,731 | 2,997 | 8,027 | |||
| 10 Mar | 22460.30 | 7.5 | -10.15 | 12.06 | 29,913 | 1,747 | 5,030 | |||
| 7 Mar | 22552.50 | 16 | -3.3 | 10.95 | 23,337 | -255 | 3,283 | |||
| 6 Mar | 22544.70 | 19.45 | 6 | 11.09 | 9,718 | 1,774 | 3,538 | |||
| 5 Mar | 22337.30 | 14.35 | 5.8 | 11.96 | 3,840 | 899 | 1,764 | |||
| 4 Mar | 22082.65 | 9.3 | -3.15 | 13.21 | 791 | 143 | 865 | |||
| 3 Mar | 22119.30 | 12.6 | -4.75 | 12.89 | 1,378 | 344 | 722 | |||
| 28 Feb | 22124.70 | 17.5 | -27.4 | 12.71 | 1,376 | 170 | 378 | |||
| 27 Feb | 22545.05 | 43.6 | -18.15 | 11.10 | 266 | 64 | 208 | |||
| 25 Feb | 22547.55 | 57.5 | -32.65 | 11.31 | 233 | 94 | 144 | |||
| 24 Feb | 22553.35 | 85.1 | -84.2 | 12.48 | 571 | 28 | 50 | |||
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| 21 Feb | 22795.90 | 175.75 | -54.4 | 13.11 | 40 | 8 | 22 | |||
| 20 Feb | 22913.15 | 228.05 | -21.3 | 12.76 | 18 | 14 | 14 | |||
| 19 Feb | 22932.90 | 249.35 | -158.05 | 13.16 | 1 | 0 | 0 | |||
| 18 Feb | 22945.30 | 407.4 | 0 | 0.71 | 0 | 0 | 0 | |||
| 17 Feb | 22959.50 | 407.4 | 0 | 0.55 | 0 | 0 | 0 | |||
| 14 Feb | 22929.25 | 407.4 | 0 | 0.67 | 0 | 0 | 0 | |||
For Nifty - strike price 23300 expiring on 20MAR2025
Delta for 23300 CE is 0.01
Historical price for 23300 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1.7, which was -1.65 lower than the previous day. The implied volatity was 12.34, the open interest changed by 25290 which increased total open position to 40557
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 3.1, which was -3.45 lower than the previous day. The implied volatity was 11.42, the open interest changed by 7240 which increased total open position to 15267
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 7.05, which was -1.55 lower than the previous day. The implied volatity was 11.59, the open interest changed by 2997 which increased total open position to 8027
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 7.5, which was -10.15 lower than the previous day. The implied volatity was 12.06, the open interest changed by 1747 which increased total open position to 5030
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 16, which was -3.3 lower than the previous day. The implied volatity was 10.95, the open interest changed by -255 which decreased total open position to 3283
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 19.45, which was 6 higher than the previous day. The implied volatity was 11.09, the open interest changed by 1774 which increased total open position to 3538
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 14.35, which was 5.8 higher than the previous day. The implied volatity was 11.96, the open interest changed by 899 which increased total open position to 1764
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 9.3, which was -3.15 lower than the previous day. The implied volatity was 13.21, the open interest changed by 143 which increased total open position to 865
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 12.6, which was -4.75 lower than the previous day. The implied volatity was 12.89, the open interest changed by 344 which increased total open position to 722
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 17.5, which was -27.4 lower than the previous day. The implied volatity was 12.71, the open interest changed by 170 which increased total open position to 378
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 43.6, which was -18.15 lower than the previous day. The implied volatity was 11.10, the open interest changed by 64 which increased total open position to 208
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 57.5, which was -32.65 lower than the previous day. The implied volatity was 11.31, the open interest changed by 94 which increased total open position to 144
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 85.1, which was -84.2 lower than the previous day. The implied volatity was 12.48, the open interest changed by 28 which increased total open position to 50
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 175.75, which was -54.4 lower than the previous day. The implied volatity was 13.11, the open interest changed by 8 which increased total open position to 22
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 228.05, which was -21.3 lower than the previous day. The implied volatity was 12.76, the open interest changed by 14 which increased total open position to 14
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 249.35, which was -158.05 lower than the previous day. The implied volatity was 13.16, 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 407.4, which was 0 lower than the previous day. The implied volatity was 0.71, 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 407.4, which was 0 lower than the previous day. The implied volatity was 0.55, 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 407.4, which was 0 lower than the previous day. The implied volatity was 0.67, the open interest changed by 0 which decreased total open position to 0
| NIFTY 20MAR2025 23300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.94
Vega: 3.55
Theta: 1.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 22397.20 | 885 | 82.95 | 17.33 | 190 | 149 | 255 |
| 12 Mar | 22470.50 | 811.15 | 35.85 | 18.30 | 162 | 49 | 106 |
| 11 Mar | 22497.90 | 775 | -35 | 19.24 | 30 | 10 | 57 |
| 10 Mar | 22460.30 | 810 | 100.45 | 13.88 | 37 | -1 | 47 |
| 7 Mar | 22552.50 | 709.55 | -220.45 | 12.95 | 35 | 48 | 48 |
| 6 Mar | 22544.70 | 930 | 0 | 0.00 | 0 | 21 | 0 |
| 5 Mar | 22337.30 | 930 | -219.55 | 18.64 | 6 | 21 | 23 |
| 4 Mar | 22082.65 | 1149.55 | 61.35 | 17.25 | 20 | 1 | 2 |
| 3 Mar | 22119.30 | 1088.2 | 30.5 | 16.83 | 1 | 1 | 1 |
| 28 Feb | 22124.70 | 1057.7 | 541.75 | 11.63 | 1 | 0 | 0 |
| 27 Feb | 22545.05 | 515.95 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 515.95 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 515.95 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 515.95 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 22913.15 | 515.95 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 22932.90 | 515.95 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 22945.30 | 515.95 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 22959.50 | 515.95 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 22929.25 | 515.95 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 23300 expiring on 20MAR2025
Delta for 23300 PE is -0.94
Historical price for 23300 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 885, which was 82.95 higher than the previous day. The implied volatity was 17.33, the open interest changed by 149 which increased total open position to 255
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 811.15, which was 35.85 higher than the previous day. The implied volatity was 18.30, the open interest changed by 49 which increased total open position to 106
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 775, which was -35 lower than the previous day. The implied volatity was 19.24, the open interest changed by 10 which increased total open position to 57
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 810, which was 100.45 higher than the previous day. The implied volatity was 13.88, the open interest changed by -1 which decreased total open position to 47
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 709.55, which was -220.45 lower than the previous day. The implied volatity was 12.95, the open interest changed by 48 which increased total open position to 48
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 930, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 21 which increased total open position to 0
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 930, which was -219.55 lower than the previous day. The implied volatity was 18.64, the open interest changed by 21 which increased total open position to 23
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 1149.55, which was 61.35 higher than the previous day. The implied volatity was 17.25, the open interest changed by 1 which increased total open position to 2
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 1088.2, which was 30.5 higher than the previous day. The implied volatity was 16.83, the open interest changed by 1 which increased total open position to 1
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 1057.7, which was 541.75 higher than the previous day. The implied volatity was 11.63, 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 515.95, 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 515.95, 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 515.95, 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 515.95, 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 515.95, 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 515.95, 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 515.95, 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 515.95, 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 515.95, 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
