NIFTY
Nifty
Historical option data for NIFTY
19 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 23400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.50
Theta: -4.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 19 Mar | 22907.60 | 1.35 | -0.05 | 18.68 | 14,16,724 | -18,523 | 84,012 | |||
| 18 Mar | 22834.30 | 1.75 | 0.7 | 15.18 | 7,45,080 | 33,275 | 1,02,535 | |||
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| 17 Mar | 22508.75 | 1.05 | -0.45 | 17.49 | 2,95,461 | 43,213 | 69,260 | |||
| 13 Mar | 22397.20 | 1.4 | -1.15 | 13.17 | 90,136 | 15,817 | 26,047 | |||
| 12 Mar | 22470.50 | 2.5 | -1.95 | 12.22 | 34,273 | 4,634 | 10,230 | |||
| 11 Mar | 22497.90 | 4.9 | -0.75 | 12.05 | 17,365 | 1,072 | 5,596 | |||
| 10 Mar | 22460.30 | 4.7 | -7 | 12.22 | 23,797 | 1,792 | 4,524 | |||
| 7 Mar | 22552.50 | 10.7 | -2.05 | 11.12 | 14,072 | -259 | 2,732 | |||
| 6 Mar | 22544.70 | 12.7 | 3.25 | 11.14 | 6,937 | 1,920 | 2,991 | |||
| 5 Mar | 22337.30 | 10.3 | 3.4 | 12.16 | 1,301 | 761 | 1,071 | |||
| 4 Mar | 22082.65 | 7.35 | -2.25 | 13.57 | 264 | 27 | 310 | |||
| 3 Mar | 22119.30 | 9.8 | -3.55 | 13.19 | 377 | 66 | 283 | |||
| 28 Feb | 22124.70 | 13.25 | -18.5 | 12.87 | 977 | -29 | 217 | |||
| 27 Feb | 22545.05 | 31 | -14.65 | 11.05 | 356 | 103 | 246 | |||
| 25 Feb | 22547.55 | 43.3 | -26.85 | 11.34 | 259 | 99 | 143 | |||
| 24 Feb | 22553.35 | 70.15 | -72.85 | 12.70 | 76 | 36 | 44 | |||
| 21 Feb | 22795.90 | 143 | -107 | 12.96 | 10 | 8 | 8 | |||
| 20 Feb | 22913.15 | 250 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Feb | 22932.90 | 250 | -114.15 | 14.71 | 1 | 0 | 0 | |||
| 18 Feb | 22945.30 | 364.15 | 0 | 1.09 | 0 | 0 | 0 | |||
| 17 Feb | 22959.50 | 364.15 | 0 | 0.88 | 0 | 0 | 0 | |||
| 14 Feb | 22929.25 | 364.15 | 0 | 1.02 | 0 | 0 | 0 | |||
For Nifty - strike price 23400 expiring on 20MAR2025
Delta for 23400 CE is 0.02
Historical price for 23400 CE is as follows
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1.35, which was -0.05 lower than the previous day. The implied volatity was 18.68, the open interest changed by -18523 which decreased total open position to 84012
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 1.75, which was 0.7 higher than the previous day. The implied volatity was 15.18, the open interest changed by 33275 which increased total open position to 102535
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 1.05, which was -0.45 lower than the previous day. The implied volatity was 17.49, the open interest changed by 43213 which increased total open position to 69260
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1.4, which was -1.15 lower than the previous day. The implied volatity was 13.17, the open interest changed by 15817 which increased total open position to 26047
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 2.5, which was -1.95 lower than the previous day. The implied volatity was 12.22, the open interest changed by 4634 which increased total open position to 10230
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 4.9, which was -0.75 lower than the previous day. The implied volatity was 12.05, the open interest changed by 1072 which increased total open position to 5596
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 4.7, which was -7 lower than the previous day. The implied volatity was 12.22, the open interest changed by 1792 which increased total open position to 4524
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 10.7, which was -2.05 lower than the previous day. The implied volatity was 11.12, the open interest changed by -259 which decreased total open position to 2732
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 12.7, which was 3.25 higher than the previous day. The implied volatity was 11.14, the open interest changed by 1920 which increased total open position to 2991
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 10.3, which was 3.4 higher than the previous day. The implied volatity was 12.16, the open interest changed by 761 which increased total open position to 1071
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 7.35, which was -2.25 lower than the previous day. The implied volatity was 13.57, the open interest changed by 27 which increased total open position to 310
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 9.8, which was -3.55 lower than the previous day. The implied volatity was 13.19, the open interest changed by 66 which increased total open position to 283
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 13.25, which was -18.5 lower than the previous day. The implied volatity was 12.87, the open interest changed by -29 which decreased total open position to 217
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 31, which was -14.65 lower than the previous day. The implied volatity was 11.05, the open interest changed by 103 which increased total open position to 246
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 43.3, which was -26.85 lower than the previous day. The implied volatity was 11.34, the open interest changed by 99 which increased total open position to 143
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 70.15, which was -72.85 lower than the previous day. The implied volatity was 12.70, the open interest changed by 36 which increased total open position to 44
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 143, which was -107 lower than the previous day. The implied volatity was 12.96, the open interest changed by 8 which increased total open position to 8
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 250, 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 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 250, which was -114.15 lower than the previous day. The implied volatity was 14.71, 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 364.15, which was 0 lower than the previous day. The implied volatity was 1.09, 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 364.15, 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 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 364.15, which was 0 lower than the previous day. The implied volatity was 1.02, the open interest changed by 0 which decreased total open position to 0
| NIFTY 20MAR2025 23400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Mar | 22907.60 | 466.9 | -83.4 | - | 1,959 | 88 | 264 |
| 18 Mar | 22834.30 | 534.85 | -333.75 | - | 378 | -39 | 176 |
| 17 Mar | 22508.75 | 865 | -114.05 | - | 138 | -9 | 215 |
| 13 Mar | 22397.20 | 987.45 | 80.05 | 19.59 | 107 | 91 | 224 |
| 12 Mar | 22470.50 | 907.95 | 34 | 19.34 | 98 | 86 | 133 |
| 11 Mar | 22497.90 | 873.95 | 83.45 | 20.77 | 49 | 14 | 47 |
| 10 Mar | 22460.30 | 790.5 | 9.9 | - | 32 | 22 | 33 |
| 7 Mar | 22552.50 | 787.65 | -56.35 | 10.71 | 9 | 4 | 11 |
| 6 Mar | 22544.70 | 844 | -156.45 | 17.13 | 1 | 2 | 7 |
| 5 Mar | 22337.30 | 1003.55 | -169.85 | 17.54 | 2 | 5 | 5 |
| 4 Mar | 22082.65 | 1173.5 | 0.1 | 0.00 | 0 | 2 | 0 |
| 3 Mar | 22119.30 | 1173.5 | 19.65 | 16.07 | 3 | 2 | 2 |
| 28 Feb | 22124.70 | 1153.8 | 581.85 | 11.72 | 2 | 0 | 0 |
| 27 Feb | 22545.05 | 571.95 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 571.95 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 571.95 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 571.95 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 22913.15 | 571.95 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 22932.90 | 571.95 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 22945.30 | 571.95 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 22959.50 | 571.95 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 22929.25 | 571.95 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 23400 expiring on 20MAR2025
Delta for 23400 PE is -
Historical price for 23400 PE is as follows
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 466.9, which was -83.4 lower than the previous day. The implied volatity was -, the open interest changed by 88 which increased total open position to 264
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 534.85, which was -333.75 lower than the previous day. The implied volatity was -, the open interest changed by -39 which decreased total open position to 176
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 865, which was -114.05 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 215
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 987.45, which was 80.05 higher than the previous day. The implied volatity was 19.59, the open interest changed by 91 which increased total open position to 224
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 907.95, which was 34 higher than the previous day. The implied volatity was 19.34, the open interest changed by 86 which increased total open position to 133
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 873.95, which was 83.45 higher than the previous day. The implied volatity was 20.77, the open interest changed by 14 which increased total open position to 47
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 790.5, which was 9.9 higher than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 33
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 787.65, which was -56.35 lower than the previous day. The implied volatity was 10.71, the open interest changed by 4 which increased total open position to 11
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 844, which was -156.45 lower than the previous day. The implied volatity was 17.13, the open interest changed by 2 which increased total open position to 7
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 1003.55, which was -169.85 lower than the previous day. The implied volatity was 17.54, the open interest changed by 5 which increased total open position to 5
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 1173.5, which was 0.1 higher 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 1173.5, which was 19.65 higher than the previous day. The implied volatity was 16.07, 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 1153.8, which was 581.85 higher than the previous day. The implied volatity was 11.72, 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 571.95, 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 571.95, 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 571.95, 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 571.95, 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 571.95, 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 571.95, 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 571.95, 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 571.95, 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 571.95, 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
