NIFTY
Nifty
Historical option data for NIFTY
17 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 24200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.18
Theta: -0.87
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 17 Mar | 22508.75 | 0.5 | -0.25 | 28.38 | 21,929 | -89 | 4,012 | |||
| 13 Mar | 22397.20 | 0.7 | -0.55 | 20.38 | 9,798 | 1,818 | 4,101 | |||
| 12 Mar | 22470.50 | 1.1 | 0 | 19.04 | 5,723 | 1,985 | 2,283 | |||
| 11 Mar | 22497.90 | 1.1 | -0.3 | 17.36 | 316 | -21 | 298 | |||
| 10 Mar | 22460.30 | 1.2 | -0.55 | 17.33 | 454 | 171 | 319 | |||
| 7 Mar | 22552.50 | 1.75 | -0.45 | 14.89 | 407 | 48 | 148 | |||
| 6 Mar | 22544.70 | 2.65 | 0.05 | 15.13 | 107 | 53 | 100 | |||
| 5 Mar | 22337.30 | 2.25 | -0.5 | 15.78 | 29 | 10 | 47 | |||
| 4 Mar | 22082.65 | 2.75 | -0.5 | 17.77 | 1 | 0 | 37 | |||
| 3 Mar | 22119.30 | 3.25 | -1.55 | 17.07 | 241 | 23 | 37 | |||
| 28 Feb | 22124.70 | 4.9 | 0.8 | 16.65 | 25 | 12 | 14 | |||
| 27 Feb | 22545.05 | 4.1 | -3.9 | 12.94 | 3 | 2 | 2 | |||
| 25 Feb | 22547.55 | 8 | -120.55 | 13.48 | 1 | 0 | 0 | |||
| 24 Feb | 22553.35 | 128.55 | 0 | 5.68 | 0 | 0 | 0 | |||
| 21 Feb | 22795.90 | 128.55 | 0 | 4.56 | 0 | 0 | 0 | |||
| 20 Feb | 22913.15 | 128.55 | 0 | 3.95 | 0 | 0 | 0 | |||
| 19 Feb | 22932.90 | 128.55 | 0 | 3.84 | 0 | 0 | 0 | |||
| 18 Feb | 22945.30 | 128.55 | 0 | 3.73 | 0 | 0 | 0 | |||
| 17 Feb | 22959.50 | 128.55 | 0 | 3.50 | 0 | 0 | 0 | |||
| 14 Feb | 22929.25 | 128.55 | 0 | 3.51 | 0 | 0 | 0 | |||
For Nifty - strike price 24200 expiring on 20MAR2025
Delta for 24200 CE is 0.00
Historical price for 24200 CE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 28.38, the open interest changed by -89 which decreased total open position to 4012
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 0.7, which was -0.55 lower than the previous day. The implied volatity was 20.38, the open interest changed by 1818 which increased total open position to 4101
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 19.04, the open interest changed by 1985 which increased total open position to 2283
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1.1, which was -0.3 lower than the previous day. The implied volatity was 17.36, the open interest changed by -21 which decreased total open position to 298
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1.2, which was -0.55 lower than the previous day. The implied volatity was 17.33, the open interest changed by 171 which increased total open position to 319
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1.75, which was -0.45 lower than the previous day. The implied volatity was 14.89, the open interest changed by 48 which increased total open position to 148
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 2.65, which was 0.05 higher than the previous day. The implied volatity was 15.13, the open interest changed by 53 which increased total open position to 100
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 2.25, which was -0.5 lower than the previous day. The implied volatity was 15.78, the open interest changed by 10 which increased total open position to 47
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 2.75, which was -0.5 lower than the previous day. The implied volatity was 17.77, the open interest changed by 0 which decreased total open position to 37
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 3.25, which was -1.55 lower than the previous day. The implied volatity was 17.07, the open interest changed by 23 which increased total open position to 37
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 4.9, which was 0.8 higher than the previous day. The implied volatity was 16.65, the open interest changed by 12 which increased total open position to 14
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 4.1, which was -3.9 lower than the previous day. The implied volatity was 12.94, the open interest changed by 2 which increased total open position to 2
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 8, which was -120.55 lower than the previous day. The implied volatity was 13.48, 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 128.55, which was 0 lower than the previous day. The implied volatity was 5.68, 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 128.55, which was 0 lower than the previous day. The implied volatity was 4.56, 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 128.55, which was 0 lower than the previous day. The implied volatity was 3.95, 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 128.55, which was 0 lower than the previous day. The implied volatity was 3.84, 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 128.55, which was 0 lower than the previous day. The implied volatity was 3.73, 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 128.55, which was 0 lower than the previous day. The implied volatity was 3.50, 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 128.55, which was 0 lower than the previous day. The implied volatity was 3.51, the open interest changed by 0 which decreased total open position to 0
| NIFTY 20MAR2025 24200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Mar | 22508.75 | 1775 | -7 | 0.00 | 0 | 25 | 0 |
| 13 Mar | 22397.20 | 1775 | 73.95 | 24.81 | 30 | 25 | 400 |
| 12 Mar | 22470.50 | 1697.95 | 137.35 | 29.04 | 386 | 375 | 375 |
| 11 Mar | 22497.90 | 1560.6 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 1560.6 | -18.4 | - | 1 | 0 | 9 |
| 7 Mar | 22552.50 | 1579 | -41.75 | 16.00 | 12 | 5 | 9 |
| 6 Mar | 22544.70 | 1621.05 | -167 | 25.05 | 3 | 1 | 4 |
| 5 Mar | 22337.30 | 1788.05 | -174.55 | 24.80 | 1 | 3 | 3 |
| 4 Mar | 22082.65 | 1962.15 | -0.45 | 0.00 | 0 | 1 | 0 |
| 3 Mar | 22119.30 | 1962.15 | 25.15 | 22.24 | 2 | 1 | 1 |
| 28 Feb | 22124.70 | 1937 | 806.1 | - | 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 24200 expiring on 20MAR2025
Delta for 24200 PE is 0.00
Historical price for 24200 PE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 1775, which was -7 lower than the previous day. The implied volatity was 0.00, the open interest changed by 25 which increased total open position to 0
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1775, which was 73.95 higher than the previous day. The implied volatity was 24.81, the open interest changed by 25 which increased total open position to 400
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1697.95, which was 137.35 higher than the previous day. The implied volatity was 29.04, the open interest changed by 375 which increased total open position to 375
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1560.6, 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 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1560.6, which was -18.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1579, which was -41.75 lower than the previous day. The implied volatity was 16.00, the open interest changed by 5 which increased total open position to 9
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1621.05, which was -167 lower than the previous day. The implied volatity was 25.05, 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 1788.05, which was -174.55 lower than the previous day. The implied volatity was 24.80, 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 1962.15, 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 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 1962.15, which was 25.15 higher than the previous day. The implied volatity was 22.24, 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 1937, which was 806.1 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
