NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 23450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.81
Theta: -0.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 22397.20 | 1.4 | -0.85 | 13.75 | 17,023 | 2,408 | 4,378 | |||
| 12 Mar | 22470.50 | 1.9 | -1.8 | 12.32 | 7,015 | 514 | 1,970 | |||
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| 11 Mar | 22497.90 | 4.5 | -0.15 | 12.46 | 6,901 | -200 | 1,456 | |||
| 10 Mar | 22460.30 | 4.15 | -5.1 | 12.52 | 11,000 | 428 | 1,656 | |||
| 7 Mar | 22552.50 | 8.1 | -2.45 | 11.05 | 6,563 | 782 | 1,228 | |||
| 6 Mar | 22544.70 | 10.1 | 1.6 | 11.13 | 757 | 427 | 446 | |||
| 5 Mar | 22337.30 | 8.5 | 1.35 | 12.21 | 54 | 2 | 19 | |||
| 4 Mar | 22082.65 | 7.15 | -2.65 | 13.95 | 1 | 0 | 17 | |||
| 3 Mar | 22119.30 | 9.8 | -2.25 | 13.64 | 5 | -3 | 17 | |||
| 28 Feb | 22124.70 | 11.95 | -331.8 | 13.04 | 85 | 20 | 20 | |||
| 27 Feb | 22545.05 | 343.75 | 0 | 3.41 | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 343.75 | 0 | 3.15 | 0 | 0 | 0 | |||
| 24 Feb | 22553.35 | 343.75 | 0 | 2.98 | 0 | 0 | 0 | |||
| 21 Feb | 22795.90 | 343.75 | 0 | 2.05 | 0 | 0 | 0 | |||
| 20 Feb | 22913.15 | 343.75 | 0 | 1.43 | 0 | 0 | 0 | |||
| 19 Feb | 22932.90 | 343.75 | 0 | 1.35 | 0 | 0 | 0 | |||
| 18 Feb | 22945.30 | 343.75 | 0 | 1.27 | 0 | 0 | 0 | |||
| 17 Feb | 22959.50 | 343.75 | 0 | 1.06 | 0 | 0 | 0 | |||
| 14 Feb | 22929.25 | 343.75 | 0 | 1.20 | 0 | 0 | 0 | |||
For Nifty - strike price 23450 expiring on 20MAR2025
Delta for 23450 CE is 0.01
Historical price for 23450 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1.4, which was -0.85 lower than the previous day. The implied volatity was 13.75, the open interest changed by 2408 which increased total open position to 4378
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1.9, which was -1.8 lower than the previous day. The implied volatity was 12.32, the open interest changed by 514 which increased total open position to 1970
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 4.5, which was -0.15 lower than the previous day. The implied volatity was 12.46, the open interest changed by -200 which decreased total open position to 1456
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 4.15, which was -5.1 lower than the previous day. The implied volatity was 12.52, the open interest changed by 428 which increased total open position to 1656
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 8.1, which was -2.45 lower than the previous day. The implied volatity was 11.05, the open interest changed by 782 which increased total open position to 1228
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 10.1, which was 1.6 higher than the previous day. The implied volatity was 11.13, the open interest changed by 427 which increased total open position to 446
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 8.5, which was 1.35 higher than the previous day. The implied volatity was 12.21, the open interest changed by 2 which increased total open position to 19
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 7.15, which was -2.65 lower than the previous day. The implied volatity was 13.95, the open interest changed by 0 which decreased total open position to 17
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 9.8, which was -2.25 lower than the previous day. The implied volatity was 13.64, the open interest changed by -3 which decreased total open position to 17
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 11.95, which was -331.8 lower than the previous day. The implied volatity was 13.04, the open interest changed by 20 which increased total open position to 20
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 343.75, which was 0 lower than the previous day. The implied volatity was 3.41, 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 343.75, which was 0 lower than the previous day. The implied volatity was 3.15, 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 343.75, which was 0 lower than the previous day. The implied volatity was 2.98, 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 343.75, which was 0 lower than the previous day. The implied volatity was 2.05, 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 343.75, which was 0 lower than the previous day. The implied volatity was 1.43, 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 343.75, which was 0 lower than the previous day. The implied volatity was 1.35, 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 343.75, which was 0 lower than the previous day. The implied volatity was 1.27, 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 343.75, which was 0 lower than the previous day. The implied volatity was 1.06, 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 343.75, which was 0 lower than the previous day. The implied volatity was 1.20, the open interest changed by 0 which decreased total open position to 0
| NIFTY 20MAR2025 23450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 3.74
Theta: 0.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 22397.20 | 1039.4 | 82.55 | 20.67 | 483 | 61 | 73 |
| 12 Mar | 22470.50 | 956.85 | 42.55 | 19.94 | 3 | 1 | 12 |
| 11 Mar | 22497.90 | 914.3 | 106.45 | 20.55 | 9 | 3 | 11 |
| 10 Mar | 22460.30 | 807.85 | 2.05 | - | 2 | 2 | 8 |
| 7 Mar | 22552.50 | 805.8 | -86.3 | - | 1 | 1 | 6 |
| 6 Mar | 22544.70 | 892.1 | -157.75 | 17.48 | 1 | 3 | 5 |
| 5 Mar | 22337.30 | 1052.3 | -181.5 | 17.99 | 3 | 2 | 2 |
| 4 Mar | 22082.65 | 1233.8 | 0 | 0.00 | 0 | 1 | 0 |
| 3 Mar | 22119.30 | 1233.8 | 31.5 | 18.04 | 1 | 1 | 1 |
| 28 Feb | 22124.70 | 1202.3 | 601.05 | 11.78 | 1 | 0 | 0 |
| 27 Feb | 22545.05 | 601.25 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 601.25 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 601.25 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 601.25 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 22913.15 | 601.25 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 22932.90 | 601.25 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 22945.30 | 601.25 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 22959.50 | 601.25 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 22929.25 | 601.25 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 23450 expiring on 20MAR2025
Delta for 23450 PE is -0.94
Historical price for 23450 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1039.4, which was 82.55 higher than the previous day. The implied volatity was 20.67, the open interest changed by 61 which increased total open position to 73
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 956.85, which was 42.55 higher than the previous day. The implied volatity was 19.94, the open interest changed by 1 which increased total open position to 12
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 914.3, which was 106.45 higher than the previous day. The implied volatity was 20.55, the open interest changed by 3 which increased total open position to 11
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 807.85, which was 2.05 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 8
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 805.8, which was -86.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 892.1, which was -157.75 lower than the previous day. The implied volatity was 17.48, the open interest changed by 3 which increased total open position to 5
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 1052.3, which was -181.5 lower than the previous day. The implied volatity was 17.99, the open interest changed by 2 which increased total open position to 2
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 1233.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 1233.8, which was 31.5 higher than the previous day. The implied volatity was 18.04, 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 1202.3, which was 601.05 higher than the previous day. The implied volatity was 11.78, 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 601.25, 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 601.25, 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 601.25, 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 601.25, 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 601.25, 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 601.25, 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 601.25, 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 601.25, 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 601.25, 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
