NIFTY
Nifty
Historical option data for NIFTY
17 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 24150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.18
Theta: -0.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Mar | 22508.75 | 0.5 | -0.3 | 27.65 | 11,197 | 1,522 | 3,557 | |||
| 13 Mar | 22397.20 | 0.7 | -0.5 | 19.89 | 7,356 | 1,964 | 2,035 | |||
| 12 Mar | 22470.50 | 1.15 | 0.1 | 18.64 | 320 | 19 | 71 | |||
| 11 Mar | 22497.90 | 1.05 | -0.35 | 16.81 | 14 | 1 | 52 | |||
| 10 Mar | 22460.30 | 1.4 | -0.45 | 17.19 | 128 | -8 | 51 | |||
| 7 Mar | 22552.50 | 1.8 | -0.1 | 14.54 | 215 | 28 | 59 | |||
| 6 Mar | 22544.70 | 1.9 | -1.35 | 14.12 | 19 | 7 | 31 | |||
| 5 Mar | 22337.30 | 3.25 | -0.3 | 16.14 | 2 | 24 | 24 | |||
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| 4 Mar | 22082.65 | 3.55 | 0 | 0.00 | 0 | 23 | 0 | |||
| 3 Mar | 22119.30 | 3.55 | -1.9 | 16.90 | 78 | 23 | 24 | |||
| 28 Feb | 22124.70 | 5.45 | -4.7 | 16.57 | 2 | 1 | 1 | |||
| 27 Feb | 22545.05 | 10.15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 10.15 | -128.1 | 13.69 | 1 | 0 | 0 | |||
| 24 Feb | 22553.35 | 138.25 | 0 | 5.51 | 0 | 0 | 0 | |||
| 21 Feb | 22795.90 | 138.25 | 0 | 4.39 | 0 | 0 | 0 | |||
| 20 Feb | 22913.15 | 138.25 | 0 | 3.79 | 0 | 0 | 0 | |||
| 19 Feb | 22932.90 | 138.25 | 0 | 3.67 | 0 | 0 | 0 | |||
| 18 Feb | 22945.30 | 138.25 | 0 | 3.57 | 0 | 0 | 0 | |||
| 17 Feb | 22959.50 | 138.25 | 0 | 3.61 | 0 | 0 | 0 | |||
| 14 Feb | 22929.25 | 138.25 | 0 | 3.36 | 0 | 0 | 0 | |||
For Nifty - strike price 24150 expiring on 20MAR2025
Delta for 24150 CE is 0.00
Historical price for 24150 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 27.65, the open interest changed by 1522 which increased total open position to 3557
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 0.7, which was -0.5 lower than the previous day. The implied volatity was 19.89, the open interest changed by 1964 which increased total open position to 2035
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1.15, which was 0.1 higher than the previous day. The implied volatity was 18.64, the open interest changed by 19 which increased total open position to 71
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1.05, which was -0.35 lower than the previous day. The implied volatity was 16.81, the open interest changed by 1 which increased total open position to 52
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1.4, which was -0.45 lower than the previous day. The implied volatity was 17.19, the open interest changed by -8 which decreased total open position to 51
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1.8, which was -0.1 lower than the previous day. The implied volatity was 14.54, the open interest changed by 28 which increased total open position to 59
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1.9, which was -1.35 lower than the previous day. The implied volatity was 14.12, the open interest changed by 7 which increased total open position to 31
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 3.25, which was -0.3 lower than the previous day. The implied volatity was 16.14, the open interest changed by 24 which increased total open position to 24
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 3.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 23 which increased total open position to 0
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 3.55, which was -1.9 lower than the previous day. The implied volatity was 16.90, the open interest changed by 23 which increased total open position to 24
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 5.45, which was -4.7 lower than the previous day. The implied volatity was 16.57, the open interest changed by 1 which increased total open position to 1
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 10.15, 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 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 10.15, which was -128.1 lower than the previous day. The implied volatity was 13.69, 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 138.25, which was 0 lower than the previous day. The implied volatity was 5.51, 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 138.25, which was 0 lower than the previous day. The implied volatity was 4.39, 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 138.25, which was 0 lower than the previous day. The implied volatity was 3.79, 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 138.25, which was 0 lower than the previous day. The implied volatity was 3.67, 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 138.25, which was 0 lower than the previous day. The implied volatity was 3.57, 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 138.25, which was 0 lower than the previous day. The implied volatity was 3.61, 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 138.25, 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
| NIFTY 20MAR2025 24150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Mar | 22508.75 | 1541.45 | -0.2 | 0.00 | 0 | 3 | 0 |
| 13 Mar | 22397.20 | 1541.45 | -0.2 | 0.00 | 0 | 3 | 0 |
| 12 Mar | 22470.50 | 1541.45 | -0.2 | 0.00 | 0 | 3 | 0 |
| 11 Mar | 22497.90 | 1541.45 | -0.2 | 0.00 | 0 | 3 | 0 |
| 10 Mar | 22460.30 | 1541.45 | -0.2 | 0.00 | 0 | 3 | 0 |
| 7 Mar | 22552.50 | 1541.45 | -30.05 | 19.89 | 8 | 3 | 7 |
| 6 Mar | 22544.70 | 1571.95 | -166.4 | 24.16 | 3 | 1 | 4 |
| 5 Mar | 22337.30 | 1738.35 | -174.8 | 24.42 | 1 | 3 | 3 |
| 4 Mar | 22082.65 | 1912.55 | -0.6 | 0.00 | 0 | 1 | 0 |
| 3 Mar | 22119.30 | 1912.55 | 20.35 | 21.83 | 2 | 1 | 1 |
| 28 Feb | 22124.70 | 1892.2 | 801.25 | 12.52 | 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 24150 expiring on 20MAR2025
Delta for 24150 PE is 0.00
Historical price for 24150 PE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 1541.45, which was -0.2 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1541.45, which was -0.2 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1541.45, which was -0.2 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1541.45, which was -0.2 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1541.45, which was -0.2 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1541.45, which was -30.05 lower than the previous day. The implied volatity was 19.89, the open interest changed by 3 which increased total open position to 7
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1571.95, which was -166.4 lower than the previous day. The implied volatity was 24.16, the open interest changed by 1 which increased total open position to 4
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 1738.35, which was -174.8 lower than the previous day. The implied volatity was 24.42, the open interest changed by 3 which increased total open position to 3
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 1912.55, 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 1912.55, which was 20.35 higher than the previous day. The implied volatity was 21.83, 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 1892.2, which was 801.25 higher than the previous day. The implied volatity was 12.52, 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
