NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 23800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.47
Theta: -0.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 22397.20 | 0.85 | -0.55 | 16.67 | 23,003 | 3,420 | 7,734 | |||
| 12 Mar | 22470.50 | 1.4 | -0.15 | 15.53 | 13,578 | 1,024 | 4,314 | |||
| 11 Mar | 22497.90 | 1.4 | -0.5 | 14.02 | 7,155 | 1,162 | 3,290 | |||
| 10 Mar | 22460.30 | 2 | -1.1 | 14.66 | 11,132 | 172 | 2,128 | |||
| 7 Mar | 22552.50 | 2.8 | -0.85 | 12.38 | 9,650 | 833 | 1,956 | |||
| 6 Mar | 22544.70 | 3.55 | -0.7 | 12.37 | 2,113 | 699 | 1,123 | |||
| 5 Mar | 22337.30 | 4.45 | 0.3 | 13.96 | 357 | 112 | 424 | |||
| 4 Mar | 22082.65 | 3.45 | -1.55 | 15.24 | 208 | 34 | 312 | |||
| 3 Mar | 22119.30 | 6.15 | -1.2 | 15.48 | 180 | 4 | 278 | |||
| 28 Feb | 22124.70 | 7.1 | -3.15 | 14.59 | 383 | -16 | 274 | |||
| 27 Feb | 22545.05 | 10 | -4.7 | 11.77 | 309 | 105 | 290 | |||
| 25 Feb | 22547.55 | 14.55 | -9.7 | 11.84 | 201 | 29 | 185 | |||
| 24 Feb | 22553.35 | 24.45 | -26.5 | 12.72 | 267 | 128 | 156 | |||
| 21 Feb | 22795.90 | 50 | -42.25 | 12.14 | 57 | 18 | 28 | |||
| 20 Feb | 22913.15 | 92.25 | -16.75 | 13.00 | 3 | 5 | 10 | |||
| 19 Feb | 22932.90 | 109 | 0 | 13.48 | 5 | 1 | 5 | |||
| 18 Feb | 22945.30 | 109 | -1 | 13.12 | 17 | 3 | 4 | |||
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| 17 Feb | 22959.50 | 110 | -113.35 | 12.40 | 2 | 1 | 1 | |||
| 14 Feb | 22929.25 | 223.35 | 0 | 2.26 | 0 | 0 | 0 | |||
For Nifty - strike price 23800 expiring on 20MAR2025
Delta for 23800 CE is 0.01
Historical price for 23800 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 0.85, which was -0.55 lower than the previous day. The implied volatity was 16.67, the open interest changed by 3420 which increased total open position to 7734
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1.4, which was -0.15 lower than the previous day. The implied volatity was 15.53, the open interest changed by 1024 which increased total open position to 4314
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1.4, which was -0.5 lower than the previous day. The implied volatity was 14.02, the open interest changed by 1162 which increased total open position to 3290
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 2, which was -1.1 lower than the previous day. The implied volatity was 14.66, the open interest changed by 172 which increased total open position to 2128
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 2.8, which was -0.85 lower than the previous day. The implied volatity was 12.38, the open interest changed by 833 which increased total open position to 1956
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 3.55, which was -0.7 lower than the previous day. The implied volatity was 12.37, the open interest changed by 699 which increased total open position to 1123
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 4.45, which was 0.3 higher than the previous day. The implied volatity was 13.96, the open interest changed by 112 which increased total open position to 424
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 3.45, which was -1.55 lower than the previous day. The implied volatity was 15.24, the open interest changed by 34 which increased total open position to 312
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 6.15, which was -1.2 lower than the previous day. The implied volatity was 15.48, the open interest changed by 4 which increased total open position to 278
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 7.1, which was -3.15 lower than the previous day. The implied volatity was 14.59, the open interest changed by -16 which decreased total open position to 274
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 10, which was -4.7 lower than the previous day. The implied volatity was 11.77, the open interest changed by 105 which increased total open position to 290
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 14.55, which was -9.7 lower than the previous day. The implied volatity was 11.84, the open interest changed by 29 which increased total open position to 185
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 24.45, which was -26.5 lower than the previous day. The implied volatity was 12.72, the open interest changed by 128 which increased total open position to 156
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 50, which was -42.25 lower than the previous day. The implied volatity was 12.14, the open interest changed by 18 which increased total open position to 28
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 92.25, which was -16.75 lower than the previous day. The implied volatity was 13.00, the open interest changed by 5 which increased total open position to 10
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 109, which was 0 lower than the previous day. The implied volatity was 13.48, the open interest changed by 1 which increased total open position to 5
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 109, which was -1 lower than the previous day. The implied volatity was 13.12, the open interest changed by 3 which increased total open position to 4
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 110, which was -113.35 lower than the previous day. The implied volatity was 12.40, the open interest changed by 1 which increased total open position to 1
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 223.35, 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
| NIFTY 20MAR2025 23800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.97
Vega: 2.39
Theta: 2.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 22397.20 | 1382 | 82.4 | 23.49 | 55 | 49 | 199 |
| 12 Mar | 22470.50 | 1302 | -25 | 24.39 | 144 | 124 | 150 |
| 11 Mar | 22497.90 | 1327 | -14 | 34.23 | 18 | 13 | 26 |
| 10 Mar | 22460.30 | 1341 | 120.05 | 26.34 | 10 | 4 | 13 |
| 7 Mar | 22552.50 | 1220.95 | -3.2 | 21.07 | 5 | 4 | 9 |
| 6 Mar | 22544.70 | 1224.65 | -166.15 | 20.61 | 5 | 1 | 5 |
| 5 Mar | 22337.30 | 1390.8 | -176.45 | 20.80 | 1 | 4 | 4 |
| 4 Mar | 22082.65 | 1566.55 | -0.7 | 0.00 | 0 | 1 | 0 |
| 3 Mar | 22119.30 | 1566.55 | 18.5 | 19.14 | 3 | 1 | 1 |
| 28 Feb | 22124.70 | 1548.05 | 719.6 | 13.59 | 1 | 0 | 0 |
| 27 Feb | 22545.05 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 0 | 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 23800 expiring on 20MAR2025
Delta for 23800 PE is -0.97
Historical price for 23800 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1382, which was 82.4 higher than the previous day. The implied volatity was 23.49, the open interest changed by 49 which increased total open position to 199
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1302, which was -25 lower than the previous day. The implied volatity was 24.39, the open interest changed by 124 which increased total open position to 150
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1327, which was -14 lower than the previous day. The implied volatity was 34.23, the open interest changed by 13 which increased total open position to 26
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1341, which was 120.05 higher than the previous day. The implied volatity was 26.34, the open interest changed by 4 which increased total open position to 13
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1220.95, which was -3.2 lower than the previous day. The implied volatity was 21.07, the open interest changed by 4 which increased total open position to 9
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1224.65, which was -166.15 lower than the previous day. The implied volatity was 20.61, the open interest changed by 1 which increased total open position to 5
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 1390.8, which was -176.45 lower than the previous day. The implied volatity was 20.80, the open interest changed by 4 which increased total open position to 4
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 1566.55, which was -0.7 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 1566.55, which was 18.5 higher than the previous day. The implied volatity was 19.14, 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 1548.05, which was 719.6 higher than the previous day. The implied volatity was 13.59, 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 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 25 Feb NIFTY was trading at 22547.55. 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 24 Feb NIFTY was trading at 22553.35. 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 21 Feb NIFTY was trading at 22795.90. 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 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
