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[--[65.84.65.76]--]
NIFTY
Nifty

22397.2 -73.30 (-0.33%)

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Historical option data for NIFTY

13 Mar 2025 04:11 PM IST
NIFTY 20MAR2025 23550 CE
Delta: 0.01
Vega: 0.62
Theta: -0.68
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 22397.20 1.05 -0.85 14.39 16,695 3,751 5,185
12 Mar 22470.50 1.65 -1 13.17 3,550 403 1,434
11 Mar 22497.90 2.75 -0.55 12.64 2,729 86 1,031
10 Mar 22460.30 3.6 -3.15 13.30 5,114 709 945
7 Mar 22552.50 6.15 -1.45 11.52 924 141 236
6 Mar 22544.70 7.25 0.65 11.44 475 38 95
5 Mar 22337.30 6.6 0.5 12.60 78 38 57
4 Mar 22082.65 6.1 -2.2 14.45 8 -2 19
3 Mar 22119.30 8.3 -297.15 14.11 24 21 21
28 Feb 22124.70 305.45 0 5.53 0 0 0
27 Feb 22545.05 305.45 0 3.79 0 0 0
25 Feb 22547.55 305.45 0 3.54 0 0 0
24 Feb 22553.35 305.45 0 3.35 0 0 0
21 Feb 22795.90 305.45 0 2.43 0 0 0
20 Feb 22913.15 305.45 0 1.81 0 0 0
19 Feb 22932.90 305.45 0 1.71 0 0 0
18 Feb 22945.30 305.45 0 1.64 0 0 0
17 Feb 22959.50 305.45 0 1.43 0 0 0
14 Feb 22929.25 305.45 0 1.54 0 0 0


For Nifty - strike price 23550 expiring on 20MAR2025

Delta for 23550 CE is 0.01

Historical price for 23550 CE is as follows

On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1.05, which was -0.85 lower than the previous day. The implied volatity was 14.39, the open interest changed by 3751 which increased total open position to 5185


On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1.65, which was -1 lower than the previous day. The implied volatity was 13.17, the open interest changed by 403 which increased total open position to 1434


On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 2.75, which was -0.55 lower than the previous day. The implied volatity was 12.64, the open interest changed by 86 which increased total open position to 1031


On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 3.6, which was -3.15 lower than the previous day. The implied volatity was 13.30, the open interest changed by 709 which increased total open position to 945


On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 6.15, which was -1.45 lower than the previous day. The implied volatity was 11.52, the open interest changed by 141 which increased total open position to 236


On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 7.25, which was 0.65 higher than the previous day. The implied volatity was 11.44, the open interest changed by 38 which increased total open position to 95


On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 6.6, which was 0.5 higher than the previous day. The implied volatity was 12.60, the open interest changed by 38 which increased total open position to 57


On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 6.1, which was -2.2 lower than the previous day. The implied volatity was 14.45, the open interest changed by -2 which decreased total open position to 19


On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 8.3, which was -297.15 lower than the previous day. The implied volatity was 14.11, the open interest changed by 21 which increased total open position to 21


On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 305.45, which was 0 lower than the previous day. The implied volatity was 5.53, 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 305.45, which was 0 lower than the previous day. The implied volatity was 3.79, 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 305.45, which was 0 lower than the previous day. The implied volatity was 3.54, 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 305.45, which was 0 lower than the previous day. The implied volatity was 3.35, 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 305.45, which was 0 lower than the previous day. The implied volatity was 2.43, 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 305.45, which was 0 lower than the previous day. The implied volatity was 1.81, 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 305.45, which was 0 lower than the previous day. The implied volatity was 1.71, 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 305.45, which was 0 lower than the previous day. The implied volatity was 1.64, 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 305.45, 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 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 305.45, which was 0 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0


NIFTY 20MAR2025 23550 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
13 Mar 22397.20 1100.45 -9.55 - 11 11 16
12 Mar 22470.50 1110 220 29.24 11 5 5
11 Mar 22497.90 890 0 0.00 0 1 0
10 Mar 22460.30 890 0 0.00 0 1 0
7 Mar 22552.50 890 -94.35 - 3 1 5
6 Mar 22544.70 984.35 -159.65 18.13 1 1 4
5 Mar 22337.30 1144 -176.4 18.32 1 3 3
4 Mar 22082.65 1320.25 -0.15 0.00 0 1 0
3 Mar 22119.30 1320.25 22.8 17.18 2 1 1
28 Feb 22124.70 1297.45 635.2 10.83 1 0 0
27 Feb 22545.05 662.25 0 - 0 0 0
25 Feb 22547.55 662.25 0 - 0 0 0
24 Feb 22553.35 662.25 0 - 0 0 0
21 Feb 22795.90 662.25 0 - 0 0 0
20 Feb 22913.15 0 0 - 0 0 0
19 Feb 22932.90 0 0 - 0 0 0
18 Feb 22945.30 0 0 - 0 0 0
17 Feb 22959.50 0 0 - 0 0 0
14 Feb 22929.25 0 0 - 0 0 0


For Nifty - strike price 23550 expiring on 20MAR2025

Delta for 23550 PE is -

Historical price for 23550 PE is as follows

On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1100.45, which was -9.55 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 16


On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1110, which was 220 higher than the previous day. The implied volatity was 29.24, the open interest changed by 5 which increased total open position to 5


On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 890, 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 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 890, 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 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 890, which was -94.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5


On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 984.35, which was -159.65 lower than the previous day. The implied volatity was 18.13, 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 1144, which was -176.4 lower than the previous day. The implied volatity was 18.32, 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 1320.25, which was -0.15 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 1320.25, which was 22.8 higher than the previous day. The implied volatity was 17.18, 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 1297.45, which was 635.2 higher than the previous day. The implied volatity was 10.83, 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 662.25, 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 662.25, 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 662.25, 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 662.25, 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 0, 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 0, 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 0, 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 0, 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 0, 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