NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 23900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.42
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 | -0.55 | 17.63 | 10,153 | 930 | 2,604 | |||
| 12 Mar | 22470.50 | 1.2 | -0.2 | 16.26 | 5,946 | 393 | 1,674 | |||
| 11 Mar | 22497.90 | 1.3 | -0.45 | 14.86 | 1,005 | -12 | 1,281 | |||
| 10 Mar | 22460.30 | 1.75 | -0.65 | 15.35 | 5,605 | 449 | 1,293 | |||
| 7 Mar | 22552.50 | 1.85 | -1.2 | 12.54 | 3,050 | 479 | 844 | |||
| 6 Mar | 22544.70 | 3.1 | -0.4 | 12.97 | 769 | 283 | 365 | |||
| 5 Mar | 22337.30 | 3.5 | -0.4 | 14.29 | 61 | 31 | 82 | |||
| 4 Mar | 22082.65 | 3.9 | -0.65 | 16.29 | 43 | -26 | 51 | |||
| 3 Mar | 22119.30 | 4.35 | -2.05 | 15.47 | 21 | 3 | 77 | |||
| 28 Feb | 22124.70 | 6.4 | -2.4 | 15.10 | 74 | 12 | 74 | |||
| 27 Feb | 22545.05 | 8.8 | -2.55 | 12.28 | 58 | 12 | 62 | |||
| 25 Feb | 22547.55 | 11.4 | -7.1 | 12.06 | 68 | 9 | 50 | |||
| 24 Feb | 22553.35 | 18.4 | -23.6 | 12.74 | 37 | 11 | 41 | |||
| 21 Feb | 22795.90 | 39.2 | -38.85 | 12.19 | 30 | 4 | 30 | |||
| 20 Feb | 22913.15 | 78.05 | -10.45 | 13.21 | 1 | -1 | 26 | |||
| 19 Feb | 22932.90 | 88.5 | 5.5 | 13.42 | 50 | 22 | 27 | |||
| 18 Feb | 22945.30 | 83 | -13.45 | 12.76 | 6 | 3 | 5 | |||
| 17 Feb | 22959.50 | 96.45 | -99.2 | 12.75 | 3 | 2 | 2 | |||
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| 14 Feb | 22929.25 | 195.65 | 0 | 2.58 | 0 | 0 | 0 | |||
For Nifty - strike price 23900 expiring on 20MAR2025
Delta for 23900 CE is 0.00
Historical price for 23900 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 0.8, which was -0.55 lower than the previous day. The implied volatity was 17.63, the open interest changed by 930 which increased total open position to 2604
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1.2, which was -0.2 lower than the previous day. The implied volatity was 16.26, the open interest changed by 393 which increased total open position to 1674
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1.3, which was -0.45 lower than the previous day. The implied volatity was 14.86, the open interest changed by -12 which decreased total open position to 1281
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1.75, which was -0.65 lower than the previous day. The implied volatity was 15.35, the open interest changed by 449 which increased total open position to 1293
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1.85, which was -1.2 lower than the previous day. The implied volatity was 12.54, the open interest changed by 479 which increased total open position to 844
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 3.1, which was -0.4 lower than the previous day. The implied volatity was 12.97, the open interest changed by 283 which increased total open position to 365
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 3.5, which was -0.4 lower than the previous day. The implied volatity was 14.29, the open interest changed by 31 which increased total open position to 82
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 3.9, which was -0.65 lower than the previous day. The implied volatity was 16.29, the open interest changed by -26 which decreased total open position to 51
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 4.35, which was -2.05 lower than the previous day. The implied volatity was 15.47, the open interest changed by 3 which increased total open position to 77
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 6.4, which was -2.4 lower than the previous day. The implied volatity was 15.10, the open interest changed by 12 which increased total open position to 74
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 8.8, which was -2.55 lower than the previous day. The implied volatity was 12.28, the open interest changed by 12 which increased total open position to 62
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 11.4, which was -7.1 lower than the previous day. The implied volatity was 12.06, the open interest changed by 9 which increased total open position to 50
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 18.4, which was -23.6 lower than the previous day. The implied volatity was 12.74, the open interest changed by 11 which increased total open position to 41
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 39.2, which was -38.85 lower than the previous day. The implied volatity was 12.19, the open interest changed by 4 which increased total open position to 30
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 78.05, which was -10.45 lower than the previous day. The implied volatity was 13.21, the open interest changed by -1 which decreased total open position to 26
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 88.5, which was 5.5 higher than the previous day. The implied volatity was 13.42, the open interest changed by 22 which increased total open position to 27
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 83, which was -13.45 lower than the previous day. The implied volatity was 12.76, the open interest changed by 3 which increased total open position to 5
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 96.45, which was -99.2 lower than the previous day. The implied volatity was 12.75, the open interest changed by 2 which increased total open position to 2
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 195.65, which was 0 lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0
| NIFTY 20MAR2025 23900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.99
Vega: 1.11
Theta: 4.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 22397.20 | 1475 | 71.1 | 20.79 | 55 | 49 | 221 |
| 12 Mar | 22470.50 | 1405 | 22.3 | 26.48 | 135 | 135 | 172 |
| 11 Mar | 22497.90 | 1382.7 | -23.3 | 30.29 | 37 | 29 | 37 |
| 10 Mar | 22460.30 | 1406 | 117.6 | 20.87 | 3 | 0 | 8 |
| 7 Mar | 22552.50 | 1288.4 | -45.15 | 16.29 | 4 | 4 | 8 |
| 6 Mar | 22544.70 | 1336.5 | -127.5 | 23.30 | 2 | 0 | 4 |
| 5 Mar | 22337.30 | 1464 | -201.2 | 16.70 | 2 | 4 | 4 |
| 4 Mar | 22082.65 | 1664.7 | -0.5 | 0.00 | 0 | 2 | 0 |
| 3 Mar | 22119.30 | 1664.7 | 20.6 | 19.80 | 2 | 2 | 2 |
| 28 Feb | 22124.70 | 1644.45 | 744.4 | 12.33 | 2 | 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 23900 expiring on 20MAR2025
Delta for 23900 PE is -0.99
Historical price for 23900 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1475, which was 71.1 higher than the previous day. The implied volatity was 20.79, the open interest changed by 49 which increased total open position to 221
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1405, which was 22.3 higher than the previous day. The implied volatity was 26.48, the open interest changed by 135 which increased total open position to 172
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1382.7, which was -23.3 lower than the previous day. The implied volatity was 30.29, the open interest changed by 29 which increased total open position to 37
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1406, which was 117.6 higher than the previous day. The implied volatity was 20.87, 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 1288.4, which was -45.15 lower than the previous day. The implied volatity was 16.29, the open interest changed by 4 which increased total open position to 8
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1336.5, which was -127.5 lower than the previous day. The implied volatity was 23.30, the open interest changed by 0 which decreased total open position to 4
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 1464, which was -201.2 lower than the previous day. The implied volatity was 16.70, 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 1664.7, which was -0.5 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 1664.7, which was 20.6 higher than the previous day. The implied volatity was 19.80, the open interest changed by 2 which increased total open position to 2
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 1644.45, which was 744.4 higher than the previous day. The implied volatity was 12.33, 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
