NIFTY
Nifty
Historical option data for NIFTY
19 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 24050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.08
Theta: -1.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 19 Mar | 22907.60 | 0.25 | -0.1 | 32.26 | 55,182 | -666 | 4,110 | |||
| 18 Mar | 22834.30 | 0.3 | -0.25 | 24.30 | 20,745 | 1,079 | 4,776 | |||
| 17 Mar | 22508.75 | 0.5 | -0.35 | 26.10 | 33,051 | 3,211 | 3,697 | |||
| 13 Mar | 22397.20 | 0.85 | -0.4 | 19.28 | 1,050 | 275 | 486 | |||
| 12 Mar | 22470.50 | 1.15 | -0.05 | 17.66 | 725 | 69 | 211 | |||
| 11 Mar | 22497.90 | 1.15 | -0.25 | 16.05 | 155 | 56 | 142 | |||
| 10 Mar | 22460.30 | 1.35 | -0.7 | 16.23 | 133 | -15 | 86 | |||
| 7 Mar | 22552.50 | 2.1 | -0.8 | 14.00 | 164 | 75 | 101 | |||
| 6 Mar | 22544.70 | 2.3 | 0.1 | 13.67 | 52 | 16 | 26 | |||
| 5 Mar | 22337.30 | 2.2 | -0.55 | 14.59 | 4 | 0 | 10 | |||
| 4 Mar | 22082.65 | 2.8 | -1.25 | 16.71 | 12 | 6 | 10 | |||
| 3 Mar | 22119.30 | 4.05 | -6.35 | 16.48 | 6 | 4 | 4 | |||
| 28 Feb | 22124.70 | 10.4 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Feb | 22545.05 | 10.4 | -149 | 13.83 | 1 | 0 | 0 | |||
| 25 Feb | 22547.55 | 159.4 | 0 | 5.38 | 0 | 0 | 0 | |||
| 24 Feb | 22553.35 | 159.4 | 0 | 5.16 | 0 | 0 | 0 | |||
| 21 Feb | 22795.90 | 159.4 | 0 | 4.05 | 0 | 0 | 0 | |||
| 20 Feb | 22913.15 | 159.4 | 0 | 3.45 | 0 | 0 | 0 | |||
| 19 Feb | 22932.90 | 159.4 | 0 | 3.29 | 0 | 0 | 0 | |||
| 18 Feb | 22945.30 | 159.4 | 0 | 3.24 | 0 | 0 | 0 | |||
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| 17 Feb | 22959.50 | 159.4 | 0 | 3.04 | 0 | 0 | 0 | |||
| 14 Feb | 22929.25 | 159.4 | 0 | 3.05 | 0 | 0 | 0 | |||
For Nifty - strike price 24050 expiring on 20MAR2025
Delta for 24050 CE is 0.00
Historical price for 24050 CE is as follows
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 32.26, the open interest changed by -666 which decreased total open position to 4110
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 24.30, the open interest changed by 1079 which increased total open position to 4776
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 26.10, the open interest changed by 3211 which increased total open position to 3697
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 0.85, which was -0.4 lower than the previous day. The implied volatity was 19.28, the open interest changed by 275 which increased total open position to 486
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 17.66, the open interest changed by 69 which increased total open position to 211
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1.15, which was -0.25 lower than the previous day. The implied volatity was 16.05, the open interest changed by 56 which increased total open position to 142
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1.35, which was -0.7 lower than the previous day. The implied volatity was 16.23, the open interest changed by -15 which decreased total open position to 86
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 2.1, which was -0.8 lower than the previous day. The implied volatity was 14.00, the open interest changed by 75 which increased total open position to 101
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 2.3, which was 0.1 higher than the previous day. The implied volatity was 13.67, the open interest changed by 16 which increased total open position to 26
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 2.2, which was -0.55 lower than the previous day. The implied volatity was 14.59, the open interest changed by 0 which decreased total open position to 10
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 2.8, which was -1.25 lower than the previous day. The implied volatity was 16.71, the open interest changed by 6 which increased total open position to 10
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 4.05, which was -6.35 lower than the previous day. The implied volatity was 16.48, the open interest changed by 4 which increased total open position to 4
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 10.4, which was 0 lower than the previous day. The implied volatity was 0.00, 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 10.4, which was -149 lower than the previous day. The implied volatity was 13.83, 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 159.4, which was 0 lower than the previous day. The implied volatity was 5.38, 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 159.4, which was 0 lower than the previous day. The implied volatity was 5.16, 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 159.4, which was 0 lower than the previous day. The implied volatity was 4.05, 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 159.4, which was 0 lower than the previous day. The implied volatity was 3.45, 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 159.4, which was 0 lower than the previous day. The implied volatity was 3.29, 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 159.4, which was 0 lower than the previous day. The implied volatity was 3.24, 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 159.4, which was 0 lower than the previous day. The implied volatity was 3.04, 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 159.4, which was 0 lower than the previous day. The implied volatity was 3.05, the open interest changed by 0 which decreased total open position to 0
| NIFTY 20MAR2025 24050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Mar | 22907.60 | 1122 | -436 | - | 38 | 22 | 22 |
| 18 Mar | 22834.30 | 1558 | 0 | 0.00 | 0 | 39 | 0 |
| 17 Mar | 22508.75 | 1558 | 0 | 0.00 | 0 | 39 | 0 |
| 13 Mar | 22397.20 | 1558 | 0 | 0.00 | 0 | 39 | 0 |
| 12 Mar | 22470.50 | 1558 | 9 | 29.39 | 32 | 39 | 39 |
| 11 Mar | 22497.90 | 1549 | 0 | 0.00 | 0 | 4 | 0 |
| 10 Mar | 22460.30 | 1549 | 148.85 | 20.08 | 6 | 4 | 12 |
| 7 Mar | 22552.50 | 1400.15 | -71.6 | - | 3 | 3 | 8 |
| 6 Mar | 22544.70 | 1472.05 | -166.9 | 23.26 | 3 | 1 | 5 |
| 5 Mar | 22337.30 | 1638.95 | -175.4 | 23.39 | 1 | 4 | 4 |
| 4 Mar | 22082.65 | 1813.6 | -0.75 | 0.00 | 0 | 1 | 0 |
| 3 Mar | 22119.30 | 1813.6 | 21.25 | 21.07 | 3 | 1 | 1 |
| 28 Feb | 22124.70 | 1792.35 | 779.55 | - | 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 24050 expiring on 20MAR2025
Delta for 24050 PE is -
Historical price for 24050 PE is as follows
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1122, which was -436 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 22
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 1558, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 39 which increased total open position to 0
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 1558, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 39 which increased total open position to 0
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1558, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 39 which increased total open position to 0
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1558, which was 9 higher than the previous day. The implied volatity was 29.39, the open interest changed by 39 which increased total open position to 39
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1549, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1549, which was 148.85 higher than the previous day. The implied volatity was 20.08, the open interest changed by 4 which increased total open position to 12
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1400.15, which was -71.6 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 8
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1472.05, which was -166.9 lower than the previous day. The implied volatity was 23.26, 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 1638.95, which was -175.4 lower than the previous day. The implied volatity was 23.39, 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 1813.6, which was -0.75 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 1813.6, which was 21.25 higher than the previous day. The implied volatity was 21.07, 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 1792.35, which was 779.55 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
