`
[--[65.84.65.76]--]
NIFTY
Nifty

22397.2 -73.30 (-0.33%)

Back to Option Chain


Historical option data for NIFTY

13 Mar 2025 04:11 PM IST
NIFTY 20MAR2025 23650 CE
Delta: 0.01
Vega: 0.53
Theta: -0.61
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 22397.20 0.9 -0.75 15.21 9,995 1,139 1,745
12 Mar 22470.50 1.55 -0.5 14.14 4,071 -75 606
11 Mar 22497.90 1.95 -0.55 13.08 1,874 8 681
10 Mar 22460.30 2.05 -2.5 13.26 3,361 357 673
7 Mar 22552.50 4.6 -0.65 11.91 1,122 229 316
6 Mar 22544.70 4.35 -1.7 11.40 213 67 87
5 Mar 22337.30 5.1 -1.75 12.95 59 20 20
4 Mar 22082.65 6.85 0 0.00 0 -5 0
3 Mar 22119.30 6.85 -1.6 14.50 5 -5 9
28 Feb 22124.70 8.3 -10.85 13.79 75 -19 14
27 Feb 22545.05 19.15 -3.05 12.07 12 10 33
25 Feb 22547.55 23 -120.8 11.76 19 23 23
24 Feb 22553.35 143.8 0 0.00 0 8 0
21 Feb 22795.90 143.8 0 0.00 0 8 0
20 Feb 22913.15 143.8 0 0.00 0 8 0
19 Feb 22932.90 143.8 -12.55 13.47 3 8 8
18 Feb 22945.30 156.35 -114 13.66 7 0 0
17 Feb 22959.50 270.35 0 1.79 0 0 0
14 Feb 22929.25 270.35 0 1.88 0 0 0


For Nifty - strike price 23650 expiring on 20MAR2025

Delta for 23650 CE is 0.01

Historical price for 23650 CE is as follows

On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 0.9, which was -0.75 lower than the previous day. The implied volatity was 15.21, the open interest changed by 1139 which increased total open position to 1745


On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1.55, which was -0.5 lower than the previous day. The implied volatity was 14.14, the open interest changed by -75 which decreased total open position to 606


On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1.95, which was -0.55 lower than the previous day. The implied volatity was 13.08, the open interest changed by 8 which increased total open position to 681


On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 2.05, which was -2.5 lower than the previous day. The implied volatity was 13.26, the open interest changed by 357 which increased total open position to 673


On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 4.6, which was -0.65 lower than the previous day. The implied volatity was 11.91, the open interest changed by 229 which increased total open position to 316


On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 4.35, which was -1.7 lower than the previous day. The implied volatity was 11.40, the open interest changed by 67 which increased total open position to 87


On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 5.1, which was -1.75 lower than the previous day. The implied volatity was 12.95, the open interest changed by 20 which increased total open position to 20


On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 6.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0


On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 6.85, which was -1.6 lower than the previous day. The implied volatity was 14.50, the open interest changed by -5 which decreased total open position to 9


On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 8.3, which was -10.85 lower than the previous day. The implied volatity was 13.79, the open interest changed by -19 which decreased total open position to 14


On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 19.15, which was -3.05 lower than the previous day. The implied volatity was 12.07, the open interest changed by 10 which increased total open position to 33


On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 23, which was -120.8 lower than the previous day. The implied volatity was 11.76, the open interest changed by 23 which increased total open position to 23


On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 143.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0


On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 143.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0


On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 143.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0


On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 143.8, which was -12.55 lower than the previous day. The implied volatity was 13.47, the open interest changed by 8 which increased total open position to 8


On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 156.35, which was -114 lower than the previous day. The implied volatity was 13.66, 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 270.35, which was 0 lower than the previous day. The implied volatity was 1.79, 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 270.35, which was 0 lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0


NIFTY 20MAR2025 23650 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
13 Mar 22397.20 1220 69.35 - 1 2 19
12 Mar 22470.50 1150.65 20.7 21.02 13 9 17
11 Mar 22497.90 1129.95 82.6 25.76 4 8 8
10 Mar 22460.30 1047.35 0 0.00 0 5 0
7 Mar 22552.50 1047.35 -34.5 15.79 5 5 7
6 Mar 22544.70 1081.85 -162.55 19.27 1 1 2
5 Mar 22337.30 1244.4 -275.25 19.51 1 -1 1
4 Mar 22082.65 1519.65 100.6 23.93 2 1 2
3 Mar 22119.30 1419.05 20.75 18.04 1 1 1
28 Feb 22124.70 1398.3 671.85 12.25 1 0 0
27 Feb 22545.05 726.45 0 - 0 0 0
25 Feb 22547.55 726.45 0 - 0 0 0
24 Feb 22553.35 726.45 0 - 0 0 0
21 Feb 22795.90 726.45 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 23650 expiring on 20MAR2025

Delta for 23650 PE is -

Historical price for 23650 PE is as follows

On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1220, which was 69.35 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 19


On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1150.65, which was 20.7 higher than the previous day. The implied volatity was 21.02, the open interest changed by 9 which increased total open position to 17


On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1129.95, which was 82.6 higher than the previous day. The implied volatity was 25.76, the open interest changed by 8 which increased total open position to 8


On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1047.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1047.35, which was -34.5 lower than the previous day. The implied volatity was 15.79, the open interest changed by 5 which increased total open position to 7


On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1081.85, which was -162.55 lower than the previous day. The implied volatity was 19.27, the open interest changed by 1 which increased total open position to 2


On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 1244.4, which was -275.25 lower than the previous day. The implied volatity was 19.51, the open interest changed by -1 which decreased total open position to 1


On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 1519.65, which was 100.6 higher than the previous day. The implied volatity was 23.93, the open interest changed by 1 which increased total open position to 2


On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 1419.05, which was 20.75 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 1398.3, which was 671.85 higher than the previous day. The implied volatity was 12.25, 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 726.45, 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 726.45, 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 726.45, 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 726.45, 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