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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 24200 CE
Delta: 0.00
Vega: 0.34
Theta: -0.51
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 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: -0.99
Vega: 1.10
Theta: 4.58
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.99

Historical price for 24200 PE is as follows

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