NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 23850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.43
Theta: -0.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 22397.20 | 0.8 | -0.5 | 17.10 | 4,349 | 467 | 1,164 | |||
| 12 Mar | 22470.50 | 1.25 | -0.25 | 15.83 | 1,448 | 68 | 697 | |||
| 11 Mar | 22497.90 | 1.5 | -0.25 | 14.63 | 584 | 22 | 629 | |||
| 10 Mar | 22460.30 | 1.75 | -1 | 14.88 | 1,799 | 407 | 607 | |||
| 7 Mar | 22552.50 | 2.7 | -1.05 | 12.75 | 407 | 156 | 200 | |||
| 6 Mar | 22544.70 | 3.75 | -0.3 | 12.89 | 137 | -15 | 44 | |||
| 5 Mar | 22337.30 | 4.1 | -0.15 | 14.21 | 132 | 35 | 59 | |||
| 4 Mar | 22082.65 | 4.25 | 0.25 | 16.09 | 4 | -2 | 24 | |||
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| 3 Mar | 22119.30 | 4 | -2.45 | 14.91 | 28 | 22 | 26 | |||
| 28 Feb | 22124.70 | 6.45 | -24.2 | 14.77 | 15 | 4 | 4 | |||
| 27 Feb | 22545.05 | 30.65 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Feb | 22547.55 | 30.65 | 0 | 0.00 | 0 | 1 | 0 | |||
| 24 Feb | 22553.35 | 30.65 | -178.5 | 13.87 | 2 | 1 | 1 | |||
| 21 Feb | 22795.90 | 209.15 | 0 | 3.36 | 0 | 0 | 0 | |||
| 20 Feb | 22913.15 | 209.15 | 0 | 2.73 | 0 | 0 | 0 | |||
| 19 Feb | 22932.90 | 209.15 | 0 | 2.75 | 0 | 0 | 0 | |||
| 18 Feb | 22945.30 | 209.15 | 0 | 2.57 | 0 | 0 | 0 | |||
| 17 Feb | 22959.50 | 209.15 | 0 | 2.75 | 0 | 0 | 0 | |||
| 14 Feb | 22929.25 | 209.15 | 0 | 2.42 | 0 | 0 | 0 | |||
For Nifty - strike price 23850 expiring on 20MAR2025
Delta for 23850 CE is 0.00
Historical price for 23850 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 0.8, which was -0.5 lower than the previous day. The implied volatity was 17.10, the open interest changed by 467 which increased total open position to 1164
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1.25, which was -0.25 lower than the previous day. The implied volatity was 15.83, the open interest changed by 68 which increased total open position to 697
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 14.63, the open interest changed by 22 which increased total open position to 629
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1.75, which was -1 lower than the previous day. The implied volatity was 14.88, the open interest changed by 407 which increased total open position to 607
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 2.7, which was -1.05 lower than the previous day. The implied volatity was 12.75, the open interest changed by 156 which increased total open position to 200
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 3.75, which was -0.3 lower than the previous day. The implied volatity was 12.89, the open interest changed by -15 which decreased total open position to 44
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 4.1, which was -0.15 lower than the previous day. The implied volatity was 14.21, the open interest changed by 35 which increased total open position to 59
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 4.25, which was 0.25 higher than the previous day. The implied volatity was 16.09, the open interest changed by -2 which decreased total open position to 24
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 4, which was -2.45 lower than the previous day. The implied volatity was 14.91, the open interest changed by 22 which increased total open position to 26
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 6.45, which was -24.2 lower than the previous day. The implied volatity was 14.77, the open interest changed by 4 which increased total open position to 4
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 30.65, 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 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 30.65, 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 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 30.65, which was -178.5 lower than the previous day. The implied volatity was 13.87, the open interest changed by 1 which increased total open position to 1
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 209.15, which was 0 lower than the previous day. The implied volatity was 3.36, 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 209.15, which was 0 lower than the previous day. The implied volatity was 2.73, 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 209.15, which was 0 lower than the previous day. The implied volatity was 2.75, 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 209.15, which was 0 lower than the previous day. The implied volatity was 2.57, 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 209.15, which was 0 lower than the previous day. The implied volatity was 2.75, 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 209.15, which was 0 lower than the previous day. The implied volatity was 2.42, the open interest changed by 0 which decreased total open position to 0
| NIFTY 20MAR2025 23850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 22397.20 | 1380 | -30 | - | 4 | 0 | 9 |
| 12 Mar | 22470.50 | 1410 | 216.7 | 35.00 | 3 | 9 | 9 |
| 11 Mar | 22497.90 | 1193.3 | 0 | 0.00 | 0 | 1 | 0 |
| 10 Mar | 22460.30 | 1193.3 | -88.15 | - | 4 | 1 | 11 |
| 7 Mar | 22552.50 | 1281.45 | 7.75 | 23.14 | 2 | 5 | 10 |
| 6 Mar | 22544.70 | 1274.35 | -166.35 | 21.21 | 5 | 1 | 5 |
| 5 Mar | 22337.30 | 1440.7 | -176.2 | 21.15 | 1 | 4 | 4 |
| 4 Mar | 22082.65 | 1616.3 | -0.6 | 0.00 | 0 | 1 | 0 |
| 3 Mar | 22119.30 | 1616.3 | 21.35 | 19.61 | 3 | 1 | 1 |
| 28 Feb | 22124.70 | 1594.95 | 731.05 | - | 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 23850 expiring on 20MAR2025
Delta for 23850 PE is -
Historical price for 23850 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1380, which was -30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1410, which was 216.7 higher than the previous day. The implied volatity was 35.00, the open interest changed by 9 which increased total open position to 9
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1193.3, 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 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1193.3, which was -88.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 11
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1281.45, which was 7.75 higher than the previous day. The implied volatity was 23.14, the open interest changed by 5 which increased total open position to 10
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1274.35, which was -166.35 lower than the previous day. The implied volatity was 21.21, 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 1440.7, which was -176.2 lower than the previous day. The implied volatity was 21.15, 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 1616.3, which was -0.6 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 1616.3, which was 21.35 higher than the previous day. The implied volatity was 19.61, 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 1594.95, which was 731.05 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 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
