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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 23950 CE
Delta: 0.00
Vega: 0.41
Theta: -0.56
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 22397.20 0.8 -0.5 18.14 2,636 313 781
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 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: -0.97
Vega: 2.37
Theta: 1.97
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.97

Historical price for 23950 PE is as follows

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