NIFTY
Nifty
Historical option data for NIFTY
21 Mar 2025 12:38 PM IST
| NIFTY 27MAR2025 23650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.24
Vega: 9.38
Theta: -9.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Mar | 23378.85 | 44.6 | 30.75 | 10.58 | 5,40,256 | 11,605 | 32,243 | |||
| 20 Mar | 23190.65 | 13.6 | 5.55 | 10.10 | 1,29,040 | -3,455 | 11,941 | |||
| 19 Mar | 22907.60 | 7.8 | 1.7 | 11.86 | 17,249 | -5,062 | 5,688 | |||
| 18 Mar | 22834.30 | 6.45 | 3.85 | 11.51 | 20,187 | 2,034 | 4,465 | |||
| 17 Mar | 22508.75 | 2.4 | -1.7 | 12.77 | 5,977 | 662 | 2,439 | |||
| 13 Mar | 22397.20 | 3.85 | -2.55 | 12.57 | 2,005 | 1,103 | 1,706 | |||
| 12 Mar | 22470.50 | 6.9 | -2.1 | 12.43 | 1,672 | 984 | 1,667 | |||
| 11 Mar | 22497.90 | 9.05 | -0.6 | 12.04 | 2,881 | 1,049 | 1,722 | |||
| 10 Mar | 22460.30 | 9 | -7.85 | 12.38 | 3,901 | 207 | 1,822 | |||
| 7 Mar | 22552.50 | 16 | -1.9 | 11.68 | 3,490 | -23,964 | 1,615 | |||
| 6 Mar | 22544.70 | 17.3 | 2.5 | 11.61 | 1,525 | -54 | 1,404 | |||
| 5 Mar | 22337.30 | 15.75 | 4.9 | 12.71 | 2,033 | -50 | 1,443 | |||
| 4 Mar | 22082.65 | 10.3 | -2.45 | 13.58 | 978 | 1,484 | 1,493 | |||
| 3 Mar | 22119.30 | 12.6 | -4.5 | 13.23 | 2,438 | 1,063 | 1,451 | |||
| 28 Feb | 22124.70 | 16.65 | -14.5 | 13.15 | 3,839 | -20 | 1,617 | |||
| 27 Feb | 22545.05 | 30.05 | -11 | 11.25 | 1,514 | 1,613 | 1,637 | |||
| 25 Feb | 22547.55 | 39.25 | -17 | 11.42 | 1,600 | -216 | 1,483 | |||
| 24 Feb | 22553.35 | 55 | -57.4 | 12.14 | 2,091 | -369 | 1,367 | |||
| 21 Feb | 22795.90 | 105.8 | -46.3 | 12.11 | 2,896 | 682 | 1,242 | |||
| 20 Feb | 22913.15 | 151.25 | -29.3 | 12.27 | 577 | 411 | 413 | |||
| 19 Feb | 22932.90 | 179.05 | -14.75 | 13.05 | 570 | 523 | 530 | |||
| 18 Feb | 22945.30 | 187.9 | -30.15 | 13.04 | 299 | 375 | 509 | |||
| 17 Feb | 22959.50 | 222.75 | 12.75 | 13.56 | 413 | 564 | 564 | |||
| 14 Feb | 22929.25 | 203.05 | -49.35 | 12.96 | 562 | 118 | 585 | |||
| 13 Feb | 23031.40 | 248.65 | -16.7 | 12.85 | 122 | 14 | 464 | |||
| 12 Feb | 23045.25 | 268.85 | -10.05 | 12.81 | 628 | 213 | 460 | |||
| 11 Feb | 23071.80 | 281.1 | -142.35 | 12.82 | 351 | 248 | 248 | |||
| 10 Feb | 23381.60 | 421.7 | -71.85 | 12.62 | 86 | 243 | 243 | |||
| 7 Feb | 23559.95 | 509.25 | -56.9 | 11.44 | 165 | 93 | 211 | |||
| 6 Feb | 23603.35 | 568 | -49.35 | 11.79 | 82 | 118 | 120 | |||
| 5 Feb | 23696.30 | 617.4 | -5 | 11.92 | 105 | 118 | 118 | |||
| 4 Feb | 23739.25 | 637.65 | 194.75 | 11.90 | 108 | 73 | 73 | |||
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| 3 Feb | 23361.05 | 439.75 | -62.1 | 11.87 | 184 | -13 | 81 | |||
| 1 Feb | 23482.15 | 502.35 | -77.65 | 11.11 | 163 | 111 | 111 | |||
| 31 Jan | 23508.40 | 590 | 61.85 | 12.73 | 220 | 105 | 105 | |||
| 30 Jan | 23249.50 | 528.15 | 158.15 | 14.40 | 19 | 22 | 22 | |||
| 29 Jan | 23163.10 | 370 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Jan | 22957.25 | 370 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Jan | 22829.15 | 370 | -104 | 15.38 | 7 | 16 | 16 | |||
| 24 Jan | 23092.20 | 474 | -68.5 | 14.47 | 1 | 0 | 10 | |||
| 23 Jan | 23205.35 | 542.5 | 24.50 | 14.45 | 1 | 0 | 10 | |||
| 22 Jan | 23155.35 | 518 | -27.00 | 14.36 | 3 | -2 | 9 | |||
| 21 Jan | 23024.65 | 545 | -64.50 | 16.19 | 2 | 0 | 11 | |||
| 20 Jan | 23344.75 | 609.5 | 57.50 | 13.99 | 1 | 0 | 12 | |||
| 17 Jan | 23203.20 | 552 | -57.00 | 13.78 | 2 | 1 | 11 | |||
| 16 Jan | 23311.80 | 609 | 49.00 | 13.03 | 1 | 0 | 10 | |||
| 15 Jan | 23213.20 | 560 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 14 Jan | 23176.05 | 560 | 42.50 | 13.39 | 1 | 0 | 9 | |||
| 13 Jan | 23085.95 | 517.5 | -536.05 | 13.64 | 9 | 5 | 5 | |||
| 10 Jan | 23431.50 | 1053.55 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Jan | 23526.50 | 1053.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 23688.95 | 1053.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 23707.90 | 1053.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 23616.05 | 1053.55 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 24004.75 | 1053.55 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 24188.65 | 1053.55 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Jan | 23742.90 | 1053.55 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Dec | 23644.80 | 1053.55 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Dec | 23644.90 | 1053.55 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 23650 expiring on 27MAR2025
Delta for 23650 CE is 0.24
Historical price for 23650 CE is as follows
On 21 Mar NIFTY was trading at 23378.85. The strike last trading price was 44.6, which was 30.75 higher than the previous day. The implied volatity was 10.58, the open interest changed by 11605 which increased total open position to 32243
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 13.6, which was 5.55 higher than the previous day. The implied volatity was 10.10, the open interest changed by -3455 which decreased total open position to 11941
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 7.8, which was 1.7 higher than the previous day. The implied volatity was 11.86, the open interest changed by -5062 which decreased total open position to 5688
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 6.45, which was 3.85 higher than the previous day. The implied volatity was 11.51, the open interest changed by 2034 which increased total open position to 4465
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 2.4, which was -1.7 lower than the previous day. The implied volatity was 12.77, the open interest changed by 662 which increased total open position to 2439
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 3.85, which was -2.55 lower than the previous day. The implied volatity was 12.57, the open interest changed by 1103 which increased total open position to 1706
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 6.9, which was -2.1 lower than the previous day. The implied volatity was 12.43, the open interest changed by 984 which increased total open position to 1667
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 9.05, which was -0.6 lower than the previous day. The implied volatity was 12.04, the open interest changed by 1049 which increased total open position to 1722
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 9, which was -7.85 lower than the previous day. The implied volatity was 12.38, the open interest changed by 207 which increased total open position to 1822
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 16, which was -1.9 lower than the previous day. The implied volatity was 11.68, the open interest changed by -23964 which decreased total open position to 1615
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 17.3, which was 2.5 higher than the previous day. The implied volatity was 11.61, the open interest changed by -54 which decreased total open position to 1404
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 15.75, which was 4.9 higher than the previous day. The implied volatity was 12.71, the open interest changed by -50 which decreased total open position to 1443
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 10.3, which was -2.45 lower than the previous day. The implied volatity was 13.58, the open interest changed by 1484 which increased total open position to 1493
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 12.6, which was -4.5 lower than the previous day. The implied volatity was 13.23, the open interest changed by 1063 which increased total open position to 1451
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 16.65, which was -14.5 lower than the previous day. The implied volatity was 13.15, the open interest changed by -20 which decreased total open position to 1617
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 30.05, which was -11 lower than the previous day. The implied volatity was 11.25, the open interest changed by 1613 which increased total open position to 1637
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 39.25, which was -17 lower than the previous day. The implied volatity was 11.42, the open interest changed by -216 which decreased total open position to 1483
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 55, which was -57.4 lower than the previous day. The implied volatity was 12.14, the open interest changed by -369 which decreased total open position to 1367
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 105.8, which was -46.3 lower than the previous day. The implied volatity was 12.11, the open interest changed by 682 which increased total open position to 1242
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 151.25, which was -29.3 lower than the previous day. The implied volatity was 12.27, the open interest changed by 411 which increased total open position to 413
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 179.05, which was -14.75 lower than the previous day. The implied volatity was 13.05, the open interest changed by 523 which increased total open position to 530
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 187.9, which was -30.15 lower than the previous day. The implied volatity was 13.04, the open interest changed by 375 which increased total open position to 509
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 222.75, which was 12.75 higher than the previous day. The implied volatity was 13.56, the open interest changed by 564 which increased total open position to 564
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 203.05, which was -49.35 lower than the previous day. The implied volatity was 12.96, the open interest changed by 118 which increased total open position to 585
On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 248.65, which was -16.7 lower than the previous day. The implied volatity was 12.85, the open interest changed by 14 which increased total open position to 464
On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 268.85, which was -10.05 lower than the previous day. The implied volatity was 12.81, the open interest changed by 213 which increased total open position to 460
On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 281.1, which was -142.35 lower than the previous day. The implied volatity was 12.82, the open interest changed by 248 which increased total open position to 248
On 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 421.7, which was -71.85 lower than the previous day. The implied volatity was 12.62, the open interest changed by 243 which increased total open position to 243
On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 509.25, which was -56.9 lower than the previous day. The implied volatity was 11.44, the open interest changed by 93 which increased total open position to 211
On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 568, which was -49.35 lower than the previous day. The implied volatity was 11.79, the open interest changed by 118 which increased total open position to 120
On 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 617.4, which was -5 lower than the previous day. The implied volatity was 11.92, the open interest changed by 118 which increased total open position to 118
On 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 637.65, which was 194.75 higher than the previous day. The implied volatity was 11.90, the open interest changed by 73 which increased total open position to 73
On 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 439.75, which was -62.1 lower than the previous day. The implied volatity was 11.87, the open interest changed by -13 which decreased total open position to 81
On 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 502.35, which was -77.65 lower than the previous day. The implied volatity was 11.11, the open interest changed by 111 which increased total open position to 111
On 31 Jan NIFTY was trading at 23508.40. The strike last trading price was 590, which was 61.85 higher than the previous day. The implied volatity was 12.73, the open interest changed by 105 which increased total open position to 105
On 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 528.15, which was 158.15 higher than the previous day. The implied volatity was 14.40, the open interest changed by 22 which increased total open position to 22
On 29 Jan NIFTY was trading at 23163.10. The strike last trading price was 370, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 370, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 370, which was -104 lower than the previous day. The implied volatity was 15.38, the open interest changed by 16 which increased total open position to 16
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 474, which was -68.5 lower than the previous day. The implied volatity was 14.47, the open interest changed by 0 which decreased total open position to 10
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 542.5, which was 24.50 higher than the previous day. The implied volatity was 14.45, the open interest changed by 0 which decreased total open position to 10
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 518, which was -27.00 lower than the previous day. The implied volatity was 14.36, the open interest changed by -2 which decreased total open position to 9
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 545, which was -64.50 lower than the previous day. The implied volatity was 16.19, the open interest changed by 0 which decreased total open position to 11
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 609.5, which was 57.50 higher than the previous day. The implied volatity was 13.99, the open interest changed by 0 which decreased total open position to 12
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 552, which was -57.00 lower than the previous day. The implied volatity was 13.78, the open interest changed by 1 which increased total open position to 11
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 609, which was 49.00 higher than the previous day. The implied volatity was 13.03, the open interest changed by 0 which decreased total open position to 10
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 560, which was 0.00 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 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 560, which was 42.50 higher than the previous day. The implied volatity was 13.39, the open interest changed by 0 which decreased total open position to 9
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 517.5, which was -536.05 lower than the previous day. The implied volatity was 13.64, the open interest changed by 5 which increased total open position to 5
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 1053.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 1053.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 1053.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 1053.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 1053.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 1053.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 1053.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 1053.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 1053.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 1053.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTY 27MAR2025 23650 PE | |||||||
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Delta: -0.75
Vega: 9.70
Theta: -4.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Mar | 23378.85 | 282.5 | -186.05 | 11.33 | 2,811 | 503 | 520 |
| 20 Mar | 23190.65 | 475.65 | -208.1 | 13.58 | 165 | -6 | 84 |
| 19 Mar | 22907.60 | 682.2 | -121.75 | - | 26 | 3 | 89 |
| 18 Mar | 22834.30 | 803.95 | -250.15 | 19.98 | 5 | -2 | 89 |
| 17 Mar | 22508.75 | 1054.6 | -63.8 | - | 8 | 69 | 91 |
| 13 Mar | 22397.20 | 1118.35 | -0.05 | 0.00 | 0 | -5 | 0 |
| 12 Mar | 22470.50 | 1118.35 | 102.1 | 17.30 | 8 | 66 | 95 |
| 11 Mar | 22497.90 | 1016.1 | -0.15 | 0.00 | 0 | 4 | 0 |
| 10 Mar | 22460.30 | 1016.1 | -0.15 | 0.00 | 0 | 1 | 0 |
| 7 Mar | 22552.50 | 1016.1 | -30.25 | 13.91 | 8 | 78 | 98 |
| 6 Mar | 22544.70 | 1046.35 | -226.85 | 16.27 | 1 | 79 | 99 |
| 5 Mar | 22337.30 | 1273.2 | -185.2 | 21.73 | 31 | 100 | 101 |
| 4 Mar | 22082.65 | 1458.4 | 58.2 | 17.81 | 37 | 125 | 128 |
| 3 Mar | 22119.30 | 1401.05 | 31.8 | 17.96 | 69 | 128 | 130 |
| 28 Feb | 22124.70 | 1369.25 | 392 | 13.65 | 260 | -127 | 155 |
| 27 Feb | 22545.05 | 977.25 | 5 | 9.90 | 3 | 282 | 282 |
| 25 Feb | 22547.55 | 972.25 | 23.15 | 11.66 | 90 | -30 | 281 |
| 24 Feb | 22553.35 | 949.1 | 156.95 | 11.64 | 22 | -12 | 311 |
| 21 Feb | 22795.90 | 801.95 | 102.35 | 13.45 | 17 | 324 | 324 |
| 20 Feb | 22913.15 | 699.6 | -11.4 | 13.53 | 30 | 335 | 335 |
| 19 Feb | 22932.90 | 711 | -4.25 | 14.24 | 60 | 354 | 354 |
| 18 Feb | 22945.30 | 715.25 | 21.75 | 14.52 | 35 | 347 | 347 |
| 17 Feb | 22959.50 | 690.1 | -26.7 | 14.62 | 36 | 351 | 351 |
| 14 Feb | 22929.25 | 723.05 | 72.4 | 14.09 | 208 | 341 | 341 |
| 13 Feb | 23031.40 | 656.2 | 12.55 | 14.46 | 229 | 325 | 326 |
| 12 Feb | 23045.25 | 634.65 | 16.1 | 14.50 | 194 | 299 | 299 |
| 11 Feb | 23071.80 | 631.1 | 171.9 | 14.52 | 245 | 280 | 281 |
| 10 Feb | 23381.60 | 459 | 78.2 | 14.26 | 73 | 348 | 349 |
| 7 Feb | 23559.95 | 389.4 | 14.2 | 14.49 | 228 | 342 | 342 |
| 6 Feb | 23603.35 | 375.2 | 28.3 | 14.82 | 136 | 60 | 225 |
| 5 Feb | 23696.30 | 347.65 | -1.95 | 14.60 | 161 | 80 | 166 |
| 4 Feb | 23739.25 | 348 | -165.1 | 14.77 | 154 | -10 | 83 |
| 3 Feb | 23361.05 | 521.45 | 65.85 | 15.46 | 3 | 1 | 92 |
| 1 Feb | 23482.15 | 457.35 | -21.7 | 15.27 | 88 | 21 | 95 |
| 31 Jan | 23508.40 | 479.05 | -240.95 | 16.26 | 52 | 33 | 71 |
| 30 Jan | 23249.50 | 720 | 0 | 0.00 | 0 | 0 | 0 |
| 29 Jan | 23163.10 | 720 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Jan | 22957.25 | 720 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Jan | 22829.15 | 720 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Jan | 23092.20 | 720 | 79.4 | 16.70 | 1 | 0 | 38 |
| 23 Jan | 23205.35 | 640.6 | -89.40 | 16.26 | 1 | 0 | 38 |
| 22 Jan | 23155.35 | 730 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Jan | 23024.65 | 730 | 141.00 | 16.33 | 1 | 0 | 38 |
| 20 Jan | 23344.75 | 589 | -96.30 | 16.28 | 1 | 0 | 38 |
| 17 Jan | 23203.20 | 685.3 | 83.30 | 16.98 | 1 | 0 | 39 |
| 16 Jan | 23311.80 | 602 | -63.40 | 16.60 | 1 | 0 | 39 |
| 15 Jan | 23213.20 | 665.4 | 0.00 | 0.00 | 0 | -22 | 0 |
| 14 Jan | 23176.05 | 665.4 | 186.25 | 16.43 | 98 | -24 | 37 |
| 13 Jan | 23085.95 | 479.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Jan | 23431.50 | 479.15 | 0.00 | 0.00 | 0 | -1 | 0 |
| 9 Jan | 23526.50 | 479.15 | -0.85 | 15.42 | 5 | 0 | 62 |
| 8 Jan | 23688.95 | 480 | 60.00 | 16.50 | 2 | -1 | 62 |
| 7 Jan | 23707.90 | 420 | 60.00 | 15.15 | 1 | 0 | 63 |
| 6 Jan | 23616.05 | 360 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Jan | 24004.75 | 360 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Jan | 24188.65 | 360 | -75.60 | 17.17 | 1 | 0 | 63 |
| 1 Jan | 23742.90 | 435.6 | -4.20 | 15.86 | 70 | 54 | 0 |
| 31 Dec | 23644.80 | 439.8 | 18.00 | 15.18 | 8 | 3 | 8 |
| 30 Dec | 23644.90 | 421.8 | 14.66 | 8 | 3 | 4 | |
For Nifty - strike price 23650 expiring on 27MAR2025
Delta for 23650 PE is -0.75
Historical price for 23650 PE is as follows
On 21 Mar NIFTY was trading at 23378.85. The strike last trading price was 282.5, which was -186.05 lower than the previous day. The implied volatity was 11.33, the open interest changed by 503 which increased total open position to 520
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 475.65, which was -208.1 lower than the previous day. The implied volatity was 13.58, the open interest changed by -6 which decreased total open position to 84
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 682.2, which was -121.75 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 89
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 803.95, which was -250.15 lower than the previous day. The implied volatity was 19.98, the open interest changed by -2 which decreased total open position to 89
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 1054.6, which was -63.8 lower than the previous day. The implied volatity was -, the open interest changed by 69 which increased total open position to 91
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1118.35, which was -0.05 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 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1118.35, which was 102.1 higher than the previous day. The implied volatity was 17.30, the open interest changed by 66 which increased total open position to 95
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1016.1, which was -0.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1016.1, 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 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1016.1, which was -30.25 lower than the previous day. The implied volatity was 13.91, the open interest changed by 78 which increased total open position to 98
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1046.35, which was -226.85 lower than the previous day. The implied volatity was 16.27, the open interest changed by 79 which increased total open position to 99
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 1273.2, which was -185.2 lower than the previous day. The implied volatity was 21.73, the open interest changed by 100 which increased total open position to 101
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 1458.4, which was 58.2 higher than the previous day. The implied volatity was 17.81, the open interest changed by 125 which increased total open position to 128
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 1401.05, which was 31.8 higher than the previous day. The implied volatity was 17.96, the open interest changed by 128 which increased total open position to 130
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 1369.25, which was 392 higher than the previous day. The implied volatity was 13.65, the open interest changed by -127 which decreased total open position to 155
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 977.25, which was 5 higher than the previous day. The implied volatity was 9.90, the open interest changed by 282 which increased total open position to 282
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 972.25, which was 23.15 higher than the previous day. The implied volatity was 11.66, the open interest changed by -30 which decreased total open position to 281
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 949.1, which was 156.95 higher than the previous day. The implied volatity was 11.64, the open interest changed by -12 which decreased total open position to 311
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 801.95, which was 102.35 higher than the previous day. The implied volatity was 13.45, the open interest changed by 324 which increased total open position to 324
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 699.6, which was -11.4 lower than the previous day. The implied volatity was 13.53, the open interest changed by 335 which increased total open position to 335
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 711, which was -4.25 lower than the previous day. The implied volatity was 14.24, the open interest changed by 354 which increased total open position to 354
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 715.25, which was 21.75 higher than the previous day. The implied volatity was 14.52, the open interest changed by 347 which increased total open position to 347
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 690.1, which was -26.7 lower than the previous day. The implied volatity was 14.62, the open interest changed by 351 which increased total open position to 351
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 723.05, which was 72.4 higher than the previous day. The implied volatity was 14.09, the open interest changed by 341 which increased total open position to 341
On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 656.2, which was 12.55 higher than the previous day. The implied volatity was 14.46, the open interest changed by 325 which increased total open position to 326
On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 634.65, which was 16.1 higher than the previous day. The implied volatity was 14.50, the open interest changed by 299 which increased total open position to 299
On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 631.1, which was 171.9 higher than the previous day. The implied volatity was 14.52, the open interest changed by 280 which increased total open position to 281
On 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 459, which was 78.2 higher than the previous day. The implied volatity was 14.26, the open interest changed by 348 which increased total open position to 349
On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 389.4, which was 14.2 higher than the previous day. The implied volatity was 14.49, the open interest changed by 342 which increased total open position to 342
On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 375.2, which was 28.3 higher than the previous day. The implied volatity was 14.82, the open interest changed by 60 which increased total open position to 225
On 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 347.65, which was -1.95 lower than the previous day. The implied volatity was 14.60, the open interest changed by 80 which increased total open position to 166
On 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 348, which was -165.1 lower than the previous day. The implied volatity was 14.77, the open interest changed by -10 which decreased total open position to 83
On 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 521.45, which was 65.85 higher than the previous day. The implied volatity was 15.46, the open interest changed by 1 which increased total open position to 92
On 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 457.35, which was -21.7 lower than the previous day. The implied volatity was 15.27, the open interest changed by 21 which increased total open position to 95
On 31 Jan NIFTY was trading at 23508.40. The strike last trading price was 479.05, which was -240.95 lower than the previous day. The implied volatity was 16.26, the open interest changed by 33 which increased total open position to 71
On 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 720, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Jan NIFTY was trading at 23163.10. The strike last trading price was 720, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 720, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 720, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 720, which was 79.4 higher than the previous day. The implied volatity was 16.70, the open interest changed by 0 which decreased total open position to 38
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 640.6, which was -89.40 lower than the previous day. The implied volatity was 16.26, the open interest changed by 0 which decreased total open position to 38
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 730, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 730, which was 141.00 higher than the previous day. The implied volatity was 16.33, the open interest changed by 0 which decreased total open position to 38
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 589, which was -96.30 lower than the previous day. The implied volatity was 16.28, the open interest changed by 0 which decreased total open position to 38
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 685.3, which was 83.30 higher than the previous day. The implied volatity was 16.98, the open interest changed by 0 which decreased total open position to 39
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 602, which was -63.40 lower than the previous day. The implied volatity was 16.60, the open interest changed by 0 which decreased total open position to 39
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 665.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -22 which decreased total open position to 0
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 665.4, which was 186.25 higher than the previous day. The implied volatity was 16.43, the open interest changed by -24 which decreased total open position to 37
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 479.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 479.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 479.15, which was -0.85 lower than the previous day. The implied volatity was 15.42, the open interest changed by 0 which decreased total open position to 62
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 480, which was 60.00 higher than the previous day. The implied volatity was 16.50, the open interest changed by -1 which decreased total open position to 62
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 420, which was 60.00 higher than the previous day. The implied volatity was 15.15, the open interest changed by 0 which decreased total open position to 63
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 360, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 360, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 360, which was -75.60 lower than the previous day. The implied volatity was 17.17, the open interest changed by 0 which decreased total open position to 63
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 435.6, which was -4.20 lower than the previous day. The implied volatity was 15.86, the open interest changed by 54 which increased total open position to 0
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 439.8, which was 18.00 higher than the previous day. The implied volatity was 15.18, the open interest changed by 3 which increased total open position to 8
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 421.8, which was lower than the previous day. The implied volatity was 14.66, the open interest changed by 3 which increased total open position to 4
