NIFTY
Nifty
Historical option data for NIFTY
17 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 23650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.29
Theta: -1.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Mar | 22508.75 | 0.65 | -0.35 | 20.60 | 36,997 | 2,218 | 3,963 | |||
| 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 | |||
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| 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 0.00
Historical price for 23650 CE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 20.60, the open interest changed by 2218 which increased total open position to 3963
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: -0.94
Vega: 2.55
Theta: -8.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Mar | 22508.75 | 1135.3 | -84.7 | 34.65 | 17 | 0 | 19 |
| 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 -0.94
Historical price for 23650 PE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 1135.3, which was -84.7 lower than the previous day. The implied volatity was 34.65, the open interest changed by 0 which decreased total open position to 19
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
