NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 24250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.35
Theta: -0.55
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 22397.20 | 0.75 | -0.45 | 21.02 | 1,859 | 803 | 878 | |||
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| 12 Mar | 22470.50 | 1 | -0.05 | 19.32 | 239 | 16 | 75 | |||
| 11 Mar | 22497.90 | 1.1 | -0.25 | 17.81 | 34 | 5 | 59 | |||
| 10 Mar | 22460.30 | 1.35 | -0.4 | 18.00 | 52 | 26 | 54 | |||
| 7 Mar | 22552.50 | 1.75 | -0.85 | 15.28 | 85 | -5 | 28 | |||
| 6 Mar | 22544.70 | 2.6 | -1.15 | 15.49 | 11 | 33 | 33 | |||
| 5 Mar | 22337.30 | 3.75 | 0 | 0.00 | 0 | 5 | 0 | |||
| 4 Mar | 22082.65 | 3.75 | 0 | 0.00 | 0 | 5 | 0 | |||
| 3 Mar | 22119.30 | 3.75 | -3 | 17.76 | 18 | 5 | 19 | |||
| 28 Feb | 22124.70 | 6.75 | -0.1 | 17.81 | 1 | 1 | 14 | |||
| 27 Feb | 22545.05 | 6.85 | -0.85 | 14.34 | 2 | 13 | 13 | |||
| 25 Feb | 22547.55 | 7.7 | -111.7 | 13.75 | 12 | 0 | 0 | |||
| 24 Feb | 22553.35 | 119.4 | 0 | 5.85 | 0 | 0 | 0 | |||
| 21 Feb | 22795.90 | 119.4 | 0 | 4.72 | 0 | 0 | 0 | |||
| 20 Feb | 22913.15 | 119.4 | 0 | 4.12 | 0 | 0 | 0 | |||
| 19 Feb | 22932.90 | 119.4 | 0 | 3.99 | 0 | 0 | 0 | |||
| 18 Feb | 22945.30 | 119.4 | 0 | 3.89 | 0 | 0 | 0 | |||
| 17 Feb | 22959.50 | 119.4 | 0 | 3.65 | 0 | 0 | 0 | |||
| 14 Feb | 22929.25 | 119.4 | 0 | 3.66 | 0 | 0 | 0 | |||
For Nifty - strike price 24250 expiring on 20MAR2025
Delta for 24250 CE is 0.00
Historical price for 24250 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 0.75, which was -0.45 lower than the previous day. The implied volatity was 21.02, the open interest changed by 803 which increased total open position to 878
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 19.32, the open interest changed by 16 which increased total open position to 75
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 17.81, the open interest changed by 5 which increased total open position to 59
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1.35, which was -0.4 lower than the previous day. The implied volatity was 18.00, the open interest changed by 26 which increased total open position to 54
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1.75, which was -0.85 lower than the previous day. The implied volatity was 15.28, the open interest changed by -5 which decreased total open position to 28
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 2.6, which was -1.15 lower than the previous day. The implied volatity was 15.49, the open interest changed by 33 which increased total open position to 33
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 3.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 3.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 3.75, which was -3 lower than the previous day. The implied volatity was 17.76, the open interest changed by 5 which increased total open position to 19
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 6.75, which was -0.1 lower than the previous day. The implied volatity was 17.81, the open interest changed by 1 which increased total open position to 14
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 6.85, which was -0.85 lower than the previous day. The implied volatity was 14.34, the open interest changed by 13 which increased total open position to 13
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 7.7, which was -111.7 lower than the previous day. The implied volatity was 13.75, 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 119.4, which was 0 lower than the previous day. The implied volatity was 5.85, 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 119.4, which was 0 lower than the previous day. The implied volatity was 4.72, 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 119.4, which was 0 lower than the previous day. The implied volatity was 4.12, 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 119.4, which was 0 lower than the previous day. The implied volatity was 3.99, 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 119.4, which was 0 lower than the previous day. The implied volatity was 3.89, 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 119.4, which was 0 lower than the previous day. The implied volatity was 3.65, 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 119.4, which was 0 lower than the previous day. The implied volatity was 3.66, the open interest changed by 0 which decreased total open position to 0
| NIFTY 20MAR2025 24250 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 |
| 13 Mar | 22397.20 | 1750 | 0 | 0.00 | 0 | 9 | 0 |
| 12 Mar | 22470.50 | 1750 | 125 | 30.21 | 38 | 9 | 9 |
| 11 Mar | 22497.90 | 1625 | 0 | 0.00 | 0 | 9 | 0 |
| 10 Mar | 22460.30 | 1625 | 0 | 0.00 | 0 | 9 | 0 |
| 7 Mar | 22552.50 | 1625 | -208.55 | - | 3 | 9 | 9 |
| 6 Mar | 22544.70 | 1834.1 | 0.55 | 0.00 | 0 | 3 | 0 |
| 5 Mar | 22337.30 | 1834.1 | -178.2 | 24.81 | 7 | 3 | 3 |
| 4 Mar | 22082.65 | 2011.8 | -0.5 | 0.00 | 0 | 1 | 0 |
| 3 Mar | 22119.30 | 2011.8 | 20.8 | 22.65 | 2 | 1 | 1 |
| 28 Feb | 22124.70 | 1991 | 819.6 | - | 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 24250 expiring on 20MAR2025
Delta for 24250 PE is 0.00
Historical price for 24250 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1750, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1750, which was 125 higher than the previous day. The implied volatity was 30.21, the open interest changed by 9 which increased total open position to 9
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1625, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1625, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1625, which was -208.55 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 9
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1834.1, which was 0.55 higher than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 1834.1, which was -178.2 lower than the previous day. The implied volatity was 24.81, 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 2011.8, which was -0.5 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 2011.8, which was 20.8 higher than the previous day. The implied volatity was 22.65, 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 1991, which was 819.6 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
