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[--[65.84.65.76]--]
NIFTY
Nifty

22397.2 -73.30 (-0.33%)

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Historical option data for NIFTY

13 Mar 2025 04:11 PM IST
NIFTY 20MAR2025 23800 CE
Delta: 0.01
Vega: 0.47
Theta: -0.59
Gamma: 0.00
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
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
Delta: -0.97
Vega: 2.39
Theta: 2.28
Gamma: 0.00
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