NIFTY
Nifty
Historical option data for NIFTY
17 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 23550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.33
Theta: -1.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Mar | 22508.75 | 0.7 | -0.45 | 19.09 | 56,879 | 767 | 5,952 | |||
| 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 | |||
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| 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 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 0.7, which was -0.45 lower than the previous day. The implied volatity was 19.09, the open interest changed by 767 which increased total open position to 5952
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: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Mar | 22508.75 | 1100.45 | 0 | 0.00 | 0 | 11 | 0 |
| 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 0.00
Historical price for 23550 PE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 1100.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
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
