NIFTY
Nifty
Historical option data for NIFTY
21 Mar 2025 11:44 AM IST
NIFTY 27MAR2025 23800 CE | ||||||||||
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Delta: 0.10
Vega: 5.42
Theta: -5.44
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
21 Mar | 23335.80 | 16 | 9.35 | 10.88 | 5,59,250 | 15,942 | 65,240 | |||
20 Mar | 23190.65 | 6.25 | 2.1 | 10.63 | 2,33,511 | 28,328 | 48,922 | |||
19 Mar | 22907.60 | 4.3 | 1.05 | 12.48 | 48,326 | 3,202 | 20,459 | |||
18 Mar | 22834.30 | 4 | 2 | 12.34 | 32,300 | 2,046 | 17,331 | |||
17 Mar | 22508.75 | 1.95 | -1.15 | 13.87 | 9,076 | 5,636 | 13,370 | |||
13 Mar | 22397.20 | 3 | -1.6 | 13.40 | 11,362 | -201 | 12,558 | |||
12 Mar | 22470.50 | 4.3 | -1.75 | 12.80 | 11,479 | 969 | 12,897 | |||
11 Mar | 22497.90 | 6.15 | -0.75 | 12.56 | 12,260 | 9,756 | 11,892 | |||
10 Mar | 22460.30 | 6.25 | -4.6 | 12.87 | 14,235 | -363 | 13,151 | |||
7 Mar | 22552.50 | 11 | -0.85 | 12.08 | 10,816 | -1,135 | 13,514 | |||
6 Mar | 22544.70 | 11.2 | 0.75 | 11.84 | 9,605 | 9,481 | 12,072 | |||
5 Mar | 22337.30 | 11.25 | 3.1 | 13.08 | 7,987 | -11,811 | 10,861 | |||
4 Mar | 22082.65 | 8 | -1.85 | 14.09 | 9,727 | 694 | 11,532 | |||
3 Mar | 22119.30 | 9.7 | -3.3 | 13.70 | 14,124 | 10,605 | 10,880 | |||
28 Feb | 22124.70 | 13.3 | -7 | 13.66 | 31,262 | 1,425 | 10,292 | |||
27 Feb | 22545.05 | 19.25 | -7.35 | 11.27 | 12,312 | -2,504 | 8,867 | |||
25 Feb | 22547.55 | 25.25 | -13.15 | 11.34 | 8,280 | 6,918 | 7,073 | |||
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24 Feb | 22553.35 | 37.65 | -41.65 | 12.09 | 19,797 | 6,968 | 7,332 | |||
21 Feb | 22795.90 | 75 | -39.05 | 11.93 | 11,994 | 6,706 | 6,837 | |||
20 Feb | 22913.15 | 114.45 | -23.1 | 12.25 | 6,064 | 4,366 | 4,375 | |||
19 Feb | 22932.90 | 138 | -8.1 | 12.95 | 5,448 | 2,232 | 3,714 | |||
18 Feb | 22945.30 | 139.3 | -30.1 | 12.70 | 4,788 | 174 | 3,549 | |||
17 Feb | 22959.50 | 171.7 | 7.65 | 13.30 | 5,906 | 64 | 3,368 | |||
14 Feb | 22929.25 | 157.1 | -44.1 | 12.79 | 7,985 | 289 | 3,308 | |||
13 Feb | 23031.40 | 200 | -13.15 | 12.83 | 3,039 | -46 | 3,026 | |||
12 Feb | 23045.25 | 249 | 23.9 | 13.86 | 6,983 | 321 | 3,075 | |||
11 Feb | 23071.80 | 222 | -128.4 | 12.61 | 4,407 | 2,852 | 2,852 | |||
10 Feb | 23381.60 | 349 | -73.9 | 12.54 | 1,743 | -119 | 1,803 | |||
7 Feb | 23559.95 | 422.35 | -54.95 | 11.32 | 2,066 | 563 | 1,922 | |||
6 Feb | 23603.35 | 487.9 | -40.4 | 11.94 | 888 | 1,349 | 1,366 | |||
5 Feb | 23696.30 | 520.8 | -9 | 11.69 | 827 | 65 | 1,296 | |||
4 Feb | 23739.25 | 535 | 168.3 | 11.53 | 1,745 | 1,236 | 1,236 | |||
3 Feb | 23361.05 | 364.35 | -54.6 | 11.75 | 1,266 | 213 | 862 | |||
1 Feb | 23482.15 | 420.65 | -81.5 | 11.05 | 1,475 | 24 | 646 | |||
31 Jan | 23508.40 | 507.4 | 64 | 12.70 | 873 | 621 | 621 | |||
30 Jan | 23249.50 | 452.35 | 14.7 | 14.28 | 290 | 33 | 481 | |||
29 Jan | 23163.10 | 437 | 74.7 | 15.13 | 76 | -2 | 448 | |||
28 Jan | 22957.25 | 363.7 | 48.7 | 15.17 | 182 | 452 | 452 | |||
27 Jan | 22829.15 | 310 | -98.4 | 15.10 | 314 | 401 | 401 | |||
24 Jan | 23092.20 | 400.25 | -68.75 | 14.16 | 165 | 32 | 367 | |||
23 Jan | 23205.35 | 471.1 | 25.10 | 14.37 | 65 | 1 | 334 | |||
22 Jan | 23155.35 | 446 | 22.00 | 14.19 | 135 | 16 | 332 | |||
21 Jan | 23024.65 | 424 | -116.65 | 14.65 | 225 | -58 | 311 | |||
20 Jan | 23344.75 | 540.65 | 60.05 | 14.11 | 99 | 11 | 367 | |||
17 Jan | 23203.20 | 480.6 | -54.25 | 13.71 | 63 | 11 | 355 | |||
16 Jan | 23311.80 | 534.85 | 62.20 | 13.06 | 205 | 26 | 337 | |||
15 Jan | 23213.20 | 472.65 | -31.80 | 12.88 | 182 | 102 | 312 | |||
14 Jan | 23176.05 | 504.45 | 42.85 | 13.73 | 138 | -38 | 210 | |||
13 Jan | 23085.95 | 461.6 | -154.40 | 13.86 | 346 | 81 | 249 | |||
10 Jan | 23431.50 | 616 | -69.05 | 12.91 | 94 | -11 | 155 | |||
9 Jan | 23526.50 | 685.05 | -104.95 | 12.80 | 55 | 4 | 166 | |||
8 Jan | 23688.95 | 790 | 9.30 | 13.42 | 52 | 15 | 162 | |||
7 Jan | 23707.90 | 780.7 | 30.10 | 12.76 | 94 | 44 | 139 | |||
6 Jan | 23616.05 | 750.6 | -214.40 | 12.83 | 35 | -3 | 95 | |||
3 Jan | 24004.75 | 965 | -111.00 | 11.69 | 16 | -5 | 99 | |||
2 Jan | 24188.65 | 1076 | 234.50 | 10.87 | 140 | 40 | 99 | |||
1 Jan | 23742.90 | 841.5 | 60.55 | 12.19 | 18 | 9 | 57 | |||
31 Dec | 23644.80 | 780.95 | -18.05 | 11.98 | 44 | 19 | 48 | |||
30 Dec | 23644.90 | 799 | 12.35 | 44 | 23 | 25 |
For Nifty - strike price 23800 expiring on 27MAR2025
Delta for 23800 CE is 0.10
Historical price for 23800 CE is as follows
On 21 Mar NIFTY was trading at 23335.80. The strike last trading price was 16, which was 9.35 higher than the previous day. The implied volatity was 10.88, the open interest changed by 15942 which increased total open position to 65240
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 6.25, which was 2.1 higher than the previous day. The implied volatity was 10.63, the open interest changed by 28328 which increased total open position to 48922
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 4.3, which was 1.05 higher than the previous day. The implied volatity was 12.48, the open interest changed by 3202 which increased total open position to 20459
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 4, which was 2 higher than the previous day. The implied volatity was 12.34, the open interest changed by 2046 which increased total open position to 17331
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 1.95, which was -1.15 lower than the previous day. The implied volatity was 13.87, the open interest changed by 5636 which increased total open position to 13370
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 3, which was -1.6 lower than the previous day. The implied volatity was 13.40, the open interest changed by -201 which decreased total open position to 12558
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 4.3, which was -1.75 lower than the previous day. The implied volatity was 12.80, the open interest changed by 969 which increased total open position to 12897
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 6.15, which was -0.75 lower than the previous day. The implied volatity was 12.56, the open interest changed by 9756 which increased total open position to 11892
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 6.25, which was -4.6 lower than the previous day. The implied volatity was 12.87, the open interest changed by -363 which decreased total open position to 13151
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 11, which was -0.85 lower than the previous day. The implied volatity was 12.08, the open interest changed by -1135 which decreased total open position to 13514
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 11.2, which was 0.75 higher than the previous day. The implied volatity was 11.84, the open interest changed by 9481 which increased total open position to 12072
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 11.25, which was 3.1 higher than the previous day. The implied volatity was 13.08, the open interest changed by -11811 which decreased total open position to 10861
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 8, which was -1.85 lower than the previous day. The implied volatity was 14.09, the open interest changed by 694 which increased total open position to 11532
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 9.7, which was -3.3 lower than the previous day. The implied volatity was 13.70, the open interest changed by 10605 which increased total open position to 10880
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 13.3, which was -7 lower than the previous day. The implied volatity was 13.66, the open interest changed by 1425 which increased total open position to 10292
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 19.25, which was -7.35 lower than the previous day. The implied volatity was 11.27, the open interest changed by -2504 which decreased total open position to 8867
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 25.25, which was -13.15 lower than the previous day. The implied volatity was 11.34, the open interest changed by 6918 which increased total open position to 7073
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 37.65, which was -41.65 lower than the previous day. The implied volatity was 12.09, the open interest changed by 6968 which increased total open position to 7332
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 75, which was -39.05 lower than the previous day. The implied volatity was 11.93, the open interest changed by 6706 which increased total open position to 6837
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 114.45, which was -23.1 lower than the previous day. The implied volatity was 12.25, the open interest changed by 4366 which increased total open position to 4375
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 138, which was -8.1 lower than the previous day. The implied volatity was 12.95, the open interest changed by 2232 which increased total open position to 3714
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 139.3, which was -30.1 lower than the previous day. The implied volatity was 12.70, the open interest changed by 174 which increased total open position to 3549
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 171.7, which was 7.65 higher than the previous day. The implied volatity was 13.30, the open interest changed by 64 which increased total open position to 3368
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 157.1, which was -44.1 lower than the previous day. The implied volatity was 12.79, the open interest changed by 289 which increased total open position to 3308
On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 200, which was -13.15 lower than the previous day. The implied volatity was 12.83, the open interest changed by -46 which decreased total open position to 3026
On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 249, which was 23.9 higher than the previous day. The implied volatity was 13.86, the open interest changed by 321 which increased total open position to 3075
On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 222, which was -128.4 lower than the previous day. The implied volatity was 12.61, the open interest changed by 2852 which increased total open position to 2852
On 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 349, which was -73.9 lower than the previous day. The implied volatity was 12.54, the open interest changed by -119 which decreased total open position to 1803
On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 422.35, which was -54.95 lower than the previous day. The implied volatity was 11.32, the open interest changed by 563 which increased total open position to 1922
On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 487.9, which was -40.4 lower than the previous day. The implied volatity was 11.94, the open interest changed by 1349 which increased total open position to 1366
On 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 520.8, which was -9 lower than the previous day. The implied volatity was 11.69, the open interest changed by 65 which increased total open position to 1296
On 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 535, which was 168.3 higher than the previous day. The implied volatity was 11.53, the open interest changed by 1236 which increased total open position to 1236
On 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 364.35, which was -54.6 lower than the previous day. The implied volatity was 11.75, the open interest changed by 213 which increased total open position to 862
On 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 420.65, which was -81.5 lower than the previous day. The implied volatity was 11.05, the open interest changed by 24 which increased total open position to 646
On 31 Jan NIFTY was trading at 23508.40. The strike last trading price was 507.4, which was 64 higher than the previous day. The implied volatity was 12.70, the open interest changed by 621 which increased total open position to 621
On 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 452.35, which was 14.7 higher than the previous day. The implied volatity was 14.28, the open interest changed by 33 which increased total open position to 481
On 29 Jan NIFTY was trading at 23163.10. The strike last trading price was 437, which was 74.7 higher than the previous day. The implied volatity was 15.13, the open interest changed by -2 which decreased total open position to 448
On 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 363.7, which was 48.7 higher than the previous day. The implied volatity was 15.17, the open interest changed by 452 which increased total open position to 452
On 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 310, which was -98.4 lower than the previous day. The implied volatity was 15.10, the open interest changed by 401 which increased total open position to 401
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 400.25, which was -68.75 lower than the previous day. The implied volatity was 14.16, the open interest changed by 32 which increased total open position to 367
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 471.1, which was 25.10 higher than the previous day. The implied volatity was 14.37, the open interest changed by 1 which increased total open position to 334
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 446, which was 22.00 higher than the previous day. The implied volatity was 14.19, the open interest changed by 16 which increased total open position to 332
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 424, which was -116.65 lower than the previous day. The implied volatity was 14.65, the open interest changed by -58 which decreased total open position to 311
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 540.65, which was 60.05 higher than the previous day. The implied volatity was 14.11, the open interest changed by 11 which increased total open position to 367
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 480.6, which was -54.25 lower than the previous day. The implied volatity was 13.71, the open interest changed by 11 which increased total open position to 355
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 534.85, which was 62.20 higher than the previous day. The implied volatity was 13.06, the open interest changed by 26 which increased total open position to 337
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 472.65, which was -31.80 lower than the previous day. The implied volatity was 12.88, the open interest changed by 102 which increased total open position to 312
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 504.45, which was 42.85 higher than the previous day. The implied volatity was 13.73, the open interest changed by -38 which decreased total open position to 210
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 461.6, which was -154.40 lower than the previous day. The implied volatity was 13.86, the open interest changed by 81 which increased total open position to 249
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 616, which was -69.05 lower than the previous day. The implied volatity was 12.91, the open interest changed by -11 which decreased total open position to 155
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 685.05, which was -104.95 lower than the previous day. The implied volatity was 12.80, the open interest changed by 4 which increased total open position to 166
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 790, which was 9.30 higher than the previous day. The implied volatity was 13.42, the open interest changed by 15 which increased total open position to 162
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 780.7, which was 30.10 higher than the previous day. The implied volatity was 12.76, the open interest changed by 44 which increased total open position to 139
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 750.6, which was -214.40 lower than the previous day. The implied volatity was 12.83, the open interest changed by -3 which decreased total open position to 95
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 965, which was -111.00 lower than the previous day. The implied volatity was 11.69, the open interest changed by -5 which decreased total open position to 99
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 1076, which was 234.50 higher than the previous day. The implied volatity was 10.87, the open interest changed by 40 which increased total open position to 99
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 841.5, which was 60.55 higher than the previous day. The implied volatity was 12.19, the open interest changed by 9 which increased total open position to 57
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 780.95, which was -18.05 lower than the previous day. The implied volatity was 11.98, the open interest changed by 19 which increased total open position to 48
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 799, which was lower than the previous day. The implied volatity was 12.35, the open interest changed by 23 which increased total open position to 25
NIFTY 27MAR2025 23800 PE | |||||||
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Delta: -0.83
Vega: 7.79
Theta: -3.85
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Mar | 23335.80 | 465 | -140 | 14.63 | 4,527 | 1,981 | 2,224 |
20 Mar | 23190.65 | 616.6 | -206.5 | 15.17 | 1,770 | -155 | 2,067 |
19 Mar | 22907.60 | 827.1 | -74.45 | - | 1,154 | 2,049 | 2,224 |
18 Mar | 22834.30 | 892.6 | -329.35 | - | 396 | -37 | 1,272 |
17 Mar | 22508.75 | 1218.25 | -130.95 | - | 27 | 1,109 | 1,309 |
13 Mar | 22397.20 | 1355 | 77.8 | 20.03 | 29 | -6 | 1,314 |
12 Mar | 22470.50 | 1275.75 | 45.75 | 20.07 | 44 | 951 | 1,321 |
11 Mar | 22497.90 | 1230 | -48.55 | 20.32 | 15 | 934 | 1,306 |
10 Mar | 22460.30 | 1278.55 | 114.55 | 17.67 | 9 | -6 | 1,307 |
7 Mar | 22552.50 | 1163.35 | -24.7 | 15.17 | 24 | -10 | 1,313 |
6 Mar | 22544.70 | 1186.65 | -203.35 | 17.08 | 59 | 3 | 1,326 |
5 Mar | 22337.30 | 1390 | -206 | 20.99 | 38 | 984 | 1,323 |
4 Mar | 22082.65 | 1596 | 53.4 | 17.63 | 26 | 1,334 | 1,338 |
3 Mar | 22119.30 | 1536.1 | 19.75 | 17.79 | 805 | 1,320 | 1,344 |
28 Feb | 22124.70 | 1517.05 | 396.45 | 14.61 | 273 | -79 | 1,379 |
27 Feb | 22545.05 | 1128.65 | 31 | 11.38 | 194 | 1,196 | 1,458 |
25 Feb | 22547.55 | 1108.25 | 31.2 | 12.01 | 1,100 | 1,352 | 1,352 |
24 Feb | 22553.35 | 1085 | 178.7 | 11.87 | 325 | 803 | 878 |
21 Feb | 22795.90 | 914.4 | 96.95 | 13.20 | 365 | 856 | 857 |
20 Feb | 22913.15 | 826.25 | 0.2 | 14.27 | 506 | 877 | 878 |
19 Feb | 22932.90 | 822.35 | 6.8 | 14.35 | 243 | 648 | 708 |
18 Feb | 22945.30 | 839.5 | 53.3 | 15.28 | 114 | 638 | 720 |
17 Feb | 22959.50 | 776.15 | -39.65 | 13.99 | 170 | -21 | 715 |
14 Feb | 22929.25 | 827.15 | 79.25 | 14.08 | 507 | 736 | 737 |
13 Feb | 23031.40 | 756.1 | 16.2 | 14.55 | 634 | 75 | 813 |
12 Feb | 23045.25 | 726.3 | 13.65 | 14.39 | 455 | 20 | 739 |
11 Feb | 23071.80 | 723 | 188.35 | 14.50 | 481 | 658 | 723 |
10 Feb | 23381.60 | 539.65 | 84.65 | 14.33 | 464 | -69 | 811 |
7 Feb | 23559.95 | 442.9 | 6.75 | 14.05 | 1,244 | 144 | 880 |
6 Feb | 23603.35 | 431.65 | 27.6 | 14.55 | 669 | 722 | 737 |
5 Feb | 23696.30 | 413 | 8 | 14.69 | 1,086 | 171 | 670 |
4 Feb | 23739.25 | 402.15 | -180.95 | 14.57 | 959 | 505 | 505 |
3 Feb | 23361.05 | 583.05 | 59.6 | 15.02 | 176 | -21 | 350 |
1 Feb | 23482.15 | 526.9 | -13.85 | 15.24 | 734 | 371 | 371 |
31 Jan | 23508.40 | 528 | -153.25 | 15.70 | 432 | 294 | 294 |
30 Jan | 23249.50 | 641.6 | -153.4 | 15.52 | 41 | 172 | 172 |
29 Jan | 23163.10 | 795 | -88.7 | 17.94 | 14 | 170 | 170 |
28 Jan | 22957.25 | 886.85 | -92.65 | 17.28 | 53 | 20 | 180 |
27 Jan | 22829.15 | 988.6 | 195.05 | 17.37 | 35 | 12 | 160 |
24 Jan | 23092.20 | 793.6 | 77.6 | 16.40 | 30 | 14 | 149 |
23 Jan | 23205.35 | 716 | -40.80 | 16.15 | 2 | 1 | 135 |
22 Jan | 23155.35 | 756.8 | -78.10 | 16.40 | 21 | 3 | 135 |
21 Jan | 23024.65 | 834.9 | 176.90 | 16.85 | 88 | -5 | 132 |
20 Jan | 23344.75 | 658 | -76.45 | 16.14 | 41 | 29 | 136 |
17 Jan | 23203.20 | 734.45 | 67.95 | 16.24 | 72 | -21 | 107 |
16 Jan | 23311.80 | 666.5 | -61.80 | 16.39 | 6 | -2 | 129 |
15 Jan | 23213.20 | 728.3 | -10.80 | 16.35 | 39 | -1 | 133 |
14 Jan | 23176.05 | 739.1 | -54.15 | 16.34 | 79 | -2 | 133 |
13 Jan | 23085.95 | 793.25 | 218.25 | 16.09 | 109 | 17 | 138 |
10 Jan | 23431.50 | 575 | 36.60 | 14.98 | 39 | -8 | 122 |
9 Jan | 23526.50 | 538.4 | 48.40 | 15.31 | 153 | -11 | 130 |
8 Jan | 23688.95 | 490 | -9.90 | 15.29 | 165 | 17 | 141 |
7 Jan | 23707.90 | 499.9 | -27.80 | 15.65 | 162 | 33 | 124 |
6 Jan | 23616.05 | 527.7 | 147.20 | 15.66 | 185 | -5 | 91 |
3 Jan | 24004.75 | 380.5 | 43.90 | 15.18 | 16 | 4 | 97 |
2 Jan | 24188.65 | 336.6 | -123.65 | 15.42 | 130 | 48 | 89 |
1 Jan | 23742.90 | 460.25 | -27.75 | 15.12 | 42 | 7 | 41 |
31 Dec | 23644.80 | 488 | -100.35 | 14.94 | 43 | 34 | 34 |
30 Dec | 23644.90 | 588.35 | 0.92 | 0 | 0 | 0 |
For Nifty - strike price 23800 expiring on 27MAR2025
Delta for 23800 PE is -0.83
Historical price for 23800 PE is as follows
On 21 Mar NIFTY was trading at 23335.80. The strike last trading price was 465, which was -140 lower than the previous day. The implied volatity was 14.63, the open interest changed by 1981 which increased total open position to 2224
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 616.6, which was -206.5 lower than the previous day. The implied volatity was 15.17, the open interest changed by -155 which decreased total open position to 2067
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 827.1, which was -74.45 lower than the previous day. The implied volatity was -, the open interest changed by 2049 which increased total open position to 2224
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 892.6, which was -329.35 lower than the previous day. The implied volatity was -, the open interest changed by -37 which decreased total open position to 1272
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 1218.25, which was -130.95 lower than the previous day. The implied volatity was -, the open interest changed by 1109 which increased total open position to 1309
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1355, which was 77.8 higher than the previous day. The implied volatity was 20.03, the open interest changed by -6 which decreased total open position to 1314
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1275.75, which was 45.75 higher than the previous day. The implied volatity was 20.07, the open interest changed by 951 which increased total open position to 1321
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1230, which was -48.55 lower than the previous day. The implied volatity was 20.32, the open interest changed by 934 which increased total open position to 1306
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1278.55, which was 114.55 higher than the previous day. The implied volatity was 17.67, the open interest changed by -6 which decreased total open position to 1307
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1163.35, which was -24.7 lower than the previous day. The implied volatity was 15.17, the open interest changed by -10 which decreased total open position to 1313
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1186.65, which was -203.35 lower than the previous day. The implied volatity was 17.08, the open interest changed by 3 which increased total open position to 1326
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 1390, which was -206 lower than the previous day. The implied volatity was 20.99, the open interest changed by 984 which increased total open position to 1323
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 1596, which was 53.4 higher than the previous day. The implied volatity was 17.63, the open interest changed by 1334 which increased total open position to 1338
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 1536.1, which was 19.75 higher than the previous day. The implied volatity was 17.79, the open interest changed by 1320 which increased total open position to 1344
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 1517.05, which was 396.45 higher than the previous day. The implied volatity was 14.61, the open interest changed by -79 which decreased total open position to 1379
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 1128.65, which was 31 higher than the previous day. The implied volatity was 11.38, the open interest changed by 1196 which increased total open position to 1458
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 1108.25, which was 31.2 higher than the previous day. The implied volatity was 12.01, the open interest changed by 1352 which increased total open position to 1352
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 1085, which was 178.7 higher than the previous day. The implied volatity was 11.87, the open interest changed by 803 which increased total open position to 878
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 914.4, which was 96.95 higher than the previous day. The implied volatity was 13.20, the open interest changed by 856 which increased total open position to 857
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 826.25, which was 0.2 higher than the previous day. The implied volatity was 14.27, the open interest changed by 877 which increased total open position to 878
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 822.35, which was 6.8 higher than the previous day. The implied volatity was 14.35, the open interest changed by 648 which increased total open position to 708
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 839.5, which was 53.3 higher than the previous day. The implied volatity was 15.28, the open interest changed by 638 which increased total open position to 720
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 776.15, which was -39.65 lower than the previous day. The implied volatity was 13.99, the open interest changed by -21 which decreased total open position to 715
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 827.15, which was 79.25 higher than the previous day. The implied volatity was 14.08, the open interest changed by 736 which increased total open position to 737
On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 756.1, which was 16.2 higher than the previous day. The implied volatity was 14.55, the open interest changed by 75 which increased total open position to 813
On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 726.3, which was 13.65 higher than the previous day. The implied volatity was 14.39, the open interest changed by 20 which increased total open position to 739
On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 723, which was 188.35 higher than the previous day. The implied volatity was 14.50, the open interest changed by 658 which increased total open position to 723
On 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 539.65, which was 84.65 higher than the previous day. The implied volatity was 14.33, the open interest changed by -69 which decreased total open position to 811
On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 442.9, which was 6.75 higher than the previous day. The implied volatity was 14.05, the open interest changed by 144 which increased total open position to 880
On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 431.65, which was 27.6 higher than the previous day. The implied volatity was 14.55, the open interest changed by 722 which increased total open position to 737
On 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 413, which was 8 higher than the previous day. The implied volatity was 14.69, the open interest changed by 171 which increased total open position to 670
On 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 402.15, which was -180.95 lower than the previous day. The implied volatity was 14.57, the open interest changed by 505 which increased total open position to 505
On 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 583.05, which was 59.6 higher than the previous day. The implied volatity was 15.02, the open interest changed by -21 which decreased total open position to 350
On 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 526.9, which was -13.85 lower than the previous day. The implied volatity was 15.24, the open interest changed by 371 which increased total open position to 371
On 31 Jan NIFTY was trading at 23508.40. The strike last trading price was 528, which was -153.25 lower than the previous day. The implied volatity was 15.70, the open interest changed by 294 which increased total open position to 294
On 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 641.6, which was -153.4 lower than the previous day. The implied volatity was 15.52, the open interest changed by 172 which increased total open position to 172
On 29 Jan NIFTY was trading at 23163.10. The strike last trading price was 795, which was -88.7 lower than the previous day. The implied volatity was 17.94, the open interest changed by 170 which increased total open position to 170
On 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 886.85, which was -92.65 lower than the previous day. The implied volatity was 17.28, the open interest changed by 20 which increased total open position to 180
On 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 988.6, which was 195.05 higher than the previous day. The implied volatity was 17.37, the open interest changed by 12 which increased total open position to 160
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 793.6, which was 77.6 higher than the previous day. The implied volatity was 16.40, the open interest changed by 14 which increased total open position to 149
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 716, which was -40.80 lower than the previous day. The implied volatity was 16.15, the open interest changed by 1 which increased total open position to 135
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 756.8, which was -78.10 lower than the previous day. The implied volatity was 16.40, the open interest changed by 3 which increased total open position to 135
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 834.9, which was 176.90 higher than the previous day. The implied volatity was 16.85, the open interest changed by -5 which decreased total open position to 132
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 658, which was -76.45 lower than the previous day. The implied volatity was 16.14, the open interest changed by 29 which increased total open position to 136
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 734.45, which was 67.95 higher than the previous day. The implied volatity was 16.24, the open interest changed by -21 which decreased total open position to 107
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 666.5, which was -61.80 lower than the previous day. The implied volatity was 16.39, the open interest changed by -2 which decreased total open position to 129
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 728.3, which was -10.80 lower than the previous day. The implied volatity was 16.35, the open interest changed by -1 which decreased total open position to 133
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 739.1, which was -54.15 lower than the previous day. The implied volatity was 16.34, the open interest changed by -2 which decreased total open position to 133
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 793.25, which was 218.25 higher than the previous day. The implied volatity was 16.09, the open interest changed by 17 which increased total open position to 138
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 575, which was 36.60 higher than the previous day. The implied volatity was 14.98, the open interest changed by -8 which decreased total open position to 122
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 538.4, which was 48.40 higher than the previous day. The implied volatity was 15.31, the open interest changed by -11 which decreased total open position to 130
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 490, which was -9.90 lower than the previous day. The implied volatity was 15.29, the open interest changed by 17 which increased total open position to 141
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 499.9, which was -27.80 lower than the previous day. The implied volatity was 15.65, the open interest changed by 33 which increased total open position to 124
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 527.7, which was 147.20 higher than the previous day. The implied volatity was 15.66, the open interest changed by -5 which decreased total open position to 91
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 380.5, which was 43.90 higher than the previous day. The implied volatity was 15.18, the open interest changed by 4 which increased total open position to 97
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 336.6, which was -123.65 lower than the previous day. The implied volatity was 15.42, the open interest changed by 48 which increased total open position to 89
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 460.25, which was -27.75 lower than the previous day. The implied volatity was 15.12, the open interest changed by 7 which increased total open position to 41
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 488, which was -100.35 lower than the previous day. The implied volatity was 14.94, the open interest changed by 34 which increased total open position to 34
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 588.35, which was lower than the previous day. The implied volatity was 0.92, the open interest changed by 0 which decreased total open position to 0