NIFTY
Nifty
Historical option data for NIFTY
17 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 23950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.20
Theta: -0.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Mar | 22508.75 | 0.5 | -0.3 | 24.65 | 28,744 | 1,385 | 2,166 | |||
| 13 Mar | 22397.20 | 0.8 | -0.5 | 18.14 | 2,636 | 313 | 781 | |||
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| 12 Mar | 22470.50 | 1.3 | 0.05 | 16.92 | 1,702 | 66 | 468 | |||
| 11 Mar | 22497.90 | 1.2 | -0.3 | 15.23 | 292 | -11 | 402 | |||
| 10 Mar | 22460.30 | 1.45 | -0.55 | 15.46 | 960 | 42 | 413 | |||
| 7 Mar | 22552.50 | 1.9 | -0.8 | 13.00 | 586 | 317 | 371 | |||
| 6 Mar | 22544.70 | 2.85 | -0.6 | 13.23 | 190 | 15 | 54 | |||
| 5 Mar | 22337.30 | 3.45 | 0.25 | 14.70 | 42 | -3 | 39 | |||
| 4 Mar | 22082.65 | 3.4 | -0.4 | 16.37 | 64 | 15 | 42 | |||
| 3 Mar | 22119.30 | 3.8 | -2.1 | 15.56 | 36 | 24 | 27 | |||
| 28 Feb | 22124.70 | 5.9 | -177.95 | 15.28 | 7 | 3 | 3 | |||
| 27 Feb | 22545.05 | 183.85 | 0 | 5.34 | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 183.85 | 0 | 5.02 | 0 | 0 | 0 | |||
| 24 Feb | 22553.35 | 183.85 | 0 | 4.81 | 0 | 0 | 0 | |||
| 21 Feb | 22795.90 | 183.85 | 0 | 3.71 | 0 | 0 | 0 | |||
| 20 Feb | 22913.15 | 183.85 | 0 | 3.11 | 0 | 0 | 0 | |||
| 19 Feb | 22932.90 | 183.85 | 0 | 2.96 | 0 | 0 | 0 | |||
| 18 Feb | 22945.30 | 183.85 | 0 | 2.91 | 0 | 0 | 0 | |||
| 17 Feb | 22959.50 | 183.85 | 0 | 3.08 | 0 | 0 | 0 | |||
| 14 Feb | 22929.25 | 183.85 | 0 | 2.74 | 0 | 0 | 0 | |||
For Nifty - strike price 23950 expiring on 20MAR2025
Delta for 23950 CE is 0.00
Historical price for 23950 CE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 0.5, which was -0.3 lower than the previous day. The implied volatity was 24.65, the open interest changed by 1385 which increased total open position to 2166
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 18.14, the open interest changed by 313 which increased total open position to 781
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1.3, which was 0.05 higher than the previous day. The implied volatity was 16.92, the open interest changed by 66 which increased total open position to 468
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1.2, which was -0.3 lower than the previous day. The implied volatity was 15.23, the open interest changed by -11 which decreased total open position to 402
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1.45, which was -0.55 lower than the previous day. The implied volatity was 15.46, the open interest changed by 42 which increased total open position to 413
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1.9, which was -0.8 lower than the previous day. The implied volatity was 13.00, the open interest changed by 317 which increased total open position to 371
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 2.85, which was -0.6 lower than the previous day. The implied volatity was 13.23, the open interest changed by 15 which increased total open position to 54
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 3.45, which was 0.25 higher than the previous day. The implied volatity was 14.70, the open interest changed by -3 which decreased total open position to 39
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 3.4, which was -0.4 lower than the previous day. The implied volatity was 16.37, the open interest changed by 15 which increased total open position to 42
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 3.8, which was -2.1 lower than the previous day. The implied volatity was 15.56, the open interest changed by 24 which increased total open position to 27
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 5.9, which was -177.95 lower than the previous day. The implied volatity was 15.28, the open interest changed by 3 which increased total open position to 3
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 183.85, which was 0 lower than the previous day. The implied volatity was 5.34, 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 183.85, which was 0 lower than the previous day. The implied volatity was 5.02, 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 183.85, which was 0 lower than the previous day. The implied volatity was 4.81, 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 183.85, which was 0 lower than the previous day. The implied volatity was 3.71, 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 183.85, which was 0 lower than the previous day. The implied volatity was 3.11, 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 183.85, which was 0 lower than the previous day. The implied volatity was 2.96, 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 183.85, which was 0 lower than the previous day. The implied volatity was 2.91, 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 183.85, which was 0 lower than the previous day. The implied volatity was 3.08, 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 183.85, which was 0 lower than the previous day. The implied volatity was 2.74, the open interest changed by 0 which decreased total open position to 0
| NIFTY 20MAR2025 23950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Mar | 22508.75 | 1412.6 | -119.5 | - | 9 | 16 | 47 |
| 13 Mar | 22397.20 | 1532.55 | 77.55 | 25.87 | 21 | 15 | 31 |
| 12 Mar | 22470.50 | 1455 | 150.4 | 27.22 | 3 | 16 | 16 |
| 11 Mar | 22497.90 | 1304.15 | -0.45 | 0.00 | 0 | 1 | 0 |
| 10 Mar | 22460.30 | 1304.15 | -0.45 | 0.00 | 0 | 1 | 0 |
| 7 Mar | 22552.50 | 1304.15 | -75.25 | - | 2 | 1 | 13 |
| 6 Mar | 22544.70 | 1379.4 | -255.6 | 22.89 | 1 | 8 | 12 |
| 5 Mar | 22337.30 | 1635 | -80.35 | 32.61 | 9 | 4 | 4 |
| 4 Mar | 22082.65 | 1714.25 | -1.1 | 0.00 | 0 | 1 | 0 |
| 3 Mar | 22119.30 | 1714.25 | 17.8 | 20.21 | 3 | 1 | 1 |
| 28 Feb | 22124.70 | 1696.45 | 758.55 | 14.27 | 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 23950 expiring on 20MAR2025
Delta for 23950 PE is -
Historical price for 23950 PE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 1412.6, which was -119.5 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 47
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1532.55, which was 77.55 higher than the previous day. The implied volatity was 25.87, the open interest changed by 15 which increased total open position to 31
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1455, which was 150.4 higher than the previous day. The implied volatity was 27.22, the open interest changed by 16 which increased total open position to 16
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1304.15, which was -0.45 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 1304.15, which was -0.45 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 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1304.15, which was -75.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 13
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1379.4, which was -255.6 lower than the previous day. The implied volatity was 22.89, the open interest changed by 8 which increased total open position to 12
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 1635, which was -80.35 lower than the previous day. The implied volatity was 32.61, 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 1714.25, which was -1.1 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 1714.25, which was 17.8 higher than the previous day. The implied volatity was 20.21, 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 1696.45, which was 758.55 higher than the previous day. The implied volatity was 14.27, 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
