NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 23700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.51
Theta: -0.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 22397.20 | 0.9 | -0.6 | 15.73 | 37,401 | 6,992 | 11,627 | |||
| 12 Mar | 22470.50 | 1.55 | -0.2 | 14.67 | 15,873 | 1,789 | 4,635 | |||
| 11 Mar | 22497.90 | 1.7 | -0.5 | 13.36 | 7,312 | 11 | 2,846 | |||
| 10 Mar | 22460.30 | 2 | -1.75 | 13.71 | 16,675 | 530 | 2,835 | |||
| 7 Mar | 22552.50 | 3.1 | -1.45 | 11.67 | 13,074 | 503 | 2,305 | |||
| 6 Mar | 22544.70 | 4.5 | -0.35 | 11.92 | 4,002 | 1,017 | 1,802 | |||
| 5 Mar | 22337.30 | 5.2 | 1.35 | 13.43 | 549 | 217 | 785 | |||
| 4 Mar | 22082.65 | 3.8 | -1.9 | 14.66 | 630 | 479 | 568 | |||
| 3 Mar | 22119.30 | 8.45 | 0.4 | 15.45 | 165 | -10 | 89 | |||
| 28 Feb | 22124.70 | 8 | -4.55 | 14.10 | 127 | -1 | 99 | |||
| 27 Feb | 22545.05 | 12.15 | -5.65 | 11.38 | 113 | 15 | 100 | |||
| 25 Feb | 22547.55 | 17.1 | -16.15 | 11.41 | 134 | 76 | 85 | |||
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| 24 Feb | 22553.35 | 33.25 | -220.65 | 12.80 | 11 | 9 | 9 | |||
| 21 Feb | 22795.90 | 253.9 | 0 | 2.83 | 0 | 0 | 0 | |||
| 20 Feb | 22913.15 | 253.9 | 0 | 2.37 | 0 | 0 | 0 | |||
| 19 Feb | 22932.90 | 253.9 | 0 | 2.26 | 0 | 0 | 0 | |||
| 18 Feb | 22945.30 | 253.9 | 0 | 2.18 | 0 | 0 | 0 | |||
| 17 Feb | 22959.50 | 253.9 | 0 | 1.96 | 0 | 0 | 0 | |||
| 14 Feb | 22929.25 | 253.9 | 0 | 2.05 | 0 | 0 | 0 | |||
For Nifty - strike price 23700 expiring on 20MAR2025
Delta for 23700 CE is 0.01
Historical price for 23700 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 0.9, which was -0.6 lower than the previous day. The implied volatity was 15.73, the open interest changed by 6992 which increased total open position to 11627
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1.55, which was -0.2 lower than the previous day. The implied volatity was 14.67, the open interest changed by 1789 which increased total open position to 4635
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1.7, which was -0.5 lower than the previous day. The implied volatity was 13.36, the open interest changed by 11 which increased total open position to 2846
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 2, which was -1.75 lower than the previous day. The implied volatity was 13.71, the open interest changed by 530 which increased total open position to 2835
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 3.1, which was -1.45 lower than the previous day. The implied volatity was 11.67, the open interest changed by 503 which increased total open position to 2305
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 4.5, which was -0.35 lower than the previous day. The implied volatity was 11.92, the open interest changed by 1017 which increased total open position to 1802
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 5.2, which was 1.35 higher than the previous day. The implied volatity was 13.43, the open interest changed by 217 which increased total open position to 785
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 3.8, which was -1.9 lower than the previous day. The implied volatity was 14.66, the open interest changed by 479 which increased total open position to 568
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 8.45, which was 0.4 higher than the previous day. The implied volatity was 15.45, the open interest changed by -10 which decreased total open position to 89
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 8, which was -4.55 lower than the previous day. The implied volatity was 14.10, the open interest changed by -1 which decreased total open position to 99
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 12.15, which was -5.65 lower than the previous day. The implied volatity was 11.38, the open interest changed by 15 which increased total open position to 100
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 17.1, which was -16.15 lower than the previous day. The implied volatity was 11.41, the open interest changed by 76 which increased total open position to 85
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 33.25, which was -220.65 lower than the previous day. The implied volatity was 12.80, the open interest changed by 9 which increased total open position to 9
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 253.9, which was 0 lower than the previous day. The implied volatity was 2.83, 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 253.9, which was 0 lower than the previous day. The implied volatity was 2.37, 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 253.9, which was 0 lower than the previous day. The implied volatity was 2.26, 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 253.9, which was 0 lower than the previous day. The implied volatity was 2.18, 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 253.9, which was 0 lower than the previous day. The implied volatity was 1.96, 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 253.9, which was 0 lower than the previous day. The implied volatity was 2.05, the open interest changed by 0 which decreased total open position to 0
| NIFTY 20MAR2025 23700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.97
Vega: 1.89
Theta: 3.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 22397.20 | 1278.5 | 78.9 | 20.44 | 103 | 94 | 234 |
| 12 Mar | 22470.50 | 1199.65 | 44.1 | 22.23 | 132 | 119 | 140 |
| 11 Mar | 22497.90 | 1155.55 | -62.2 | 22.47 | 13 | 13 | 21 |
| 10 Mar | 22460.30 | 1217.75 | 143.4 | 20.95 | 3 | 0 | 8 |
| 7 Mar | 22552.50 | 1074.35 | -205.65 | - | 5 | 2 | 8 |
| 6 Mar | 22544.70 | 1280 | -57 | 32.69 | 1 | 4 | 6 |
| 5 Mar | 22337.30 | 1337 | -131.35 | 24.84 | 6 | 2 | 2 |
| 4 Mar | 22082.65 | 1468.35 | 0 | 0.00 | 0 | 1 | 0 |
| 3 Mar | 22119.30 | 1468.35 | 20.85 | 18.44 | 1 | 1 | 1 |
| 28 Feb | 22124.70 | 1447.5 | 687.8 | - | 1 | 0 | 0 |
| 27 Feb | 22545.05 | 759.7 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 759.7 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 759.7 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 759.7 | 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 23700 expiring on 20MAR2025
Delta for 23700 PE is -0.97
Historical price for 23700 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1278.5, which was 78.9 higher than the previous day. The implied volatity was 20.44, the open interest changed by 94 which increased total open position to 234
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1199.65, which was 44.1 higher than the previous day. The implied volatity was 22.23, the open interest changed by 119 which increased total open position to 140
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1155.55, which was -62.2 lower than the previous day. The implied volatity was 22.47, the open interest changed by 13 which increased total open position to 21
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1217.75, which was 143.4 higher than the previous day. The implied volatity was 20.95, the open interest changed by 0 which decreased total open position to 8
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1074.35, which was -205.65 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 8
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1280, which was -57 lower than the previous day. The implied volatity was 32.69, the open interest changed by 4 which increased total open position to 6
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 1337, which was -131.35 lower than the previous day. The implied volatity was 24.84, the open interest changed by 2 which increased total open position to 2
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 1468.35, 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 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 1468.35, which was 20.85 higher than the previous day. The implied volatity was 18.44, 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 1447.5, which was 687.8 higher than the previous day. The implied volatity was -, 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 759.7, 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 759.7, 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 759.7, 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 759.7, 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
