NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 23600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.64
Theta: -0.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 22397.20 | 1.15 | -0.55 | 15.10 | 62,547 | 9,055 | 17,437 | |||
| 12 Mar | 22470.50 | 1.7 | -0.65 | 13.77 | 26,292 | 5,378 | 8,382 | |||
| 11 Mar | 22497.90 | 2.3 | -0.55 | 12.85 | 7,244 | 230 | 3,004 | |||
| 10 Mar | 22460.30 | 2.75 | -2.7 | 13.30 | 15,057 | 749 | 2,774 | |||
| 7 Mar | 22552.50 | 5.3 | -0.85 | 11.72 | 11,432 | 558 | 2,025 | |||
| 6 Mar | 22544.70 | 6.05 | -0.25 | 11.55 | 4,834 | 1,174 | 1,467 | |||
| 5 Mar | 22337.30 | 6.25 | 1.55 | 12.93 | 309 | 97 | 293 | |||
| 4 Mar | 22082.65 | 4.5 | -1.95 | 14.20 | 140 | -32 | 196 | |||
| 3 Mar | 22119.30 | 6.7 | -2.5 | 14.03 | 170 | -52 | 228 | |||
| 28 Feb | 22124.70 | 8.9 | -7.25 | 13.56 | 579 | 47 | 280 | |||
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| 27 Feb | 22545.05 | 16.3 | -8.35 | 11.21 | 218 | 50 | 233 | |||
| 25 Feb | 22547.55 | 22.15 | -19.15 | 11.21 | 312 | 162 | 183 | |||
| 24 Feb | 22553.35 | 40.8 | -50.05 | 12.57 | 69 | 18 | 21 | |||
| 21 Feb | 22795.90 | 91.2 | -29.6 | 12.73 | 10 | 3 | 3 | |||
| 20 Feb | 22913.15 | 120.8 | -166.7 | 12.22 | 1 | 0 | 0 | |||
| 19 Feb | 22932.90 | 287.5 | 0 | 1.90 | 0 | 0 | 0 | |||
| 18 Feb | 22945.30 | 287.5 | 0 | 1.82 | 0 | 0 | 0 | |||
| 17 Feb | 22959.50 | 287.5 | 0 | 1.61 | 0 | 0 | 0 | |||
| 14 Feb | 22929.25 | 287.5 | 0 | 1.71 | 0 | 0 | 0 | |||
For Nifty - strike price 23600 expiring on 20MAR2025
Delta for 23600 CE is 0.01
Historical price for 23600 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1.15, which was -0.55 lower than the previous day. The implied volatity was 15.10, the open interest changed by 9055 which increased total open position to 17437
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1.7, which was -0.65 lower than the previous day. The implied volatity was 13.77, the open interest changed by 5378 which increased total open position to 8382
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 2.3, which was -0.55 lower than the previous day. The implied volatity was 12.85, the open interest changed by 230 which increased total open position to 3004
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 2.75, which was -2.7 lower than the previous day. The implied volatity was 13.30, the open interest changed by 749 which increased total open position to 2774
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 5.3, which was -0.85 lower than the previous day. The implied volatity was 11.72, the open interest changed by 558 which increased total open position to 2025
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 6.05, which was -0.25 lower than the previous day. The implied volatity was 11.55, the open interest changed by 1174 which increased total open position to 1467
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 6.25, which was 1.55 higher than the previous day. The implied volatity was 12.93, the open interest changed by 97 which increased total open position to 293
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 4.5, which was -1.95 lower than the previous day. The implied volatity was 14.20, the open interest changed by -32 which decreased total open position to 196
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 6.7, which was -2.5 lower than the previous day. The implied volatity was 14.03, the open interest changed by -52 which decreased total open position to 228
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 8.9, which was -7.25 lower than the previous day. The implied volatity was 13.56, the open interest changed by 47 which increased total open position to 280
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 16.3, which was -8.35 lower than the previous day. The implied volatity was 11.21, the open interest changed by 50 which increased total open position to 233
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 22.15, which was -19.15 lower than the previous day. The implied volatity was 11.21, the open interest changed by 162 which increased total open position to 183
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 40.8, which was -50.05 lower than the previous day. The implied volatity was 12.57, the open interest changed by 18 which increased total open position to 21
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 91.2, which was -29.6 lower than the previous day. The implied volatity was 12.73, the open interest changed by 3 which increased total open position to 3
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 120.8, which was -166.7 lower than the previous day. The implied volatity was 12.22, 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 287.5, which was 0 lower than the previous day. The implied volatity was 1.90, 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 287.5, which was 0 lower than the previous day. The implied volatity was 1.82, 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 287.5, which was 0 lower than the previous day. The implied volatity was 1.61, 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 287.5, 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
| NIFTY 20MAR2025 23600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.96
Vega: 2.55
Theta: 2.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 22397.20 | 1181.05 | 81.85 | 20.57 | 68 | 66 | 394 |
| 12 Mar | 22470.50 | 1106.9 | -13.1 | 21.73 | 325 | 316 | 328 |
| 11 Mar | 22497.90 | 1120 | 9.1 | 29.59 | 13 | 4 | 12 |
| 10 Mar | 22460.30 | 1110.9 | 148.55 | 18.28 | 1 | 1 | 8 |
| 7 Mar | 22552.50 | 962.35 | -69.9 | - | 2 | 2 | 7 |
| 6 Mar | 22544.70 | 1032.7 | -160.4 | 18.93 | 3 | 2 | 5 |
| 5 Mar | 22337.30 | 1193.1 | -176.45 | 18.74 | 1 | 3 | 3 |
| 4 Mar | 22082.65 | 1369.4 | -0.15 | 0.00 | 0 | 1 | 0 |
| 3 Mar | 22119.30 | 1369.4 | 20.3 | 17.57 | 2 | 1 | 1 |
| 28 Feb | 22124.70 | 1349.1 | 655.15 | 12.12 | 1 | 0 | 0 |
| 27 Feb | 22545.05 | 693.95 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 693.95 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 693.95 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 693.95 | 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 23600 expiring on 20MAR2025
Delta for 23600 PE is -0.96
Historical price for 23600 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1181.05, which was 81.85 higher than the previous day. The implied volatity was 20.57, the open interest changed by 66 which increased total open position to 394
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1106.9, which was -13.1 lower than the previous day. The implied volatity was 21.73, the open interest changed by 316 which increased total open position to 328
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1120, which was 9.1 higher than the previous day. The implied volatity was 29.59, the open interest changed by 4 which increased total open position to 12
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1110.9, which was 148.55 higher than the previous day. The implied volatity was 18.28, the open interest changed by 1 which increased total open position to 8
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 962.35, which was -69.9 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 7
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1032.7, which was -160.4 lower than the previous day. The implied volatity was 18.93, the open interest changed by 2 which increased total open position to 5
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 1193.1, which was -176.45 lower than the previous day. The implied volatity was 18.74, 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 1369.4, 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 1369.4, which was 20.3 higher than the previous day. The implied volatity was 17.57, 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 1349.1, which was 655.15 higher than the previous day. The implied volatity was 12.12, 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 693.95, 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 693.95, 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 693.95, 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 693.95, 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 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
