NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 24300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.32
Theta: -0.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 22397.20 | 0.7 | -0.45 | 21.37 | 6,352 | 978 | 1,668 | |||
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| 12 Mar | 22470.50 | 1.1 | 0 | 20.00 | 2,156 | 376 | 690 | |||
| 11 Mar | 22497.90 | 1.2 | -0.15 | 18.44 | 190 | 43 | 314 | |||
| 10 Mar | 22460.30 | 1.2 | -0.4 | 18.19 | 321 | 140 | 271 | |||
| 7 Mar | 22552.50 | 1.45 | -0.4 | 15.31 | 263 | 27 | 131 | |||
| 6 Mar | 22544.70 | 2 | -0.6 | 15.37 | 110 | 104 | 104 | |||
| 5 Mar | 22337.30 | 2.6 | 0 | 0.00 | 0 | 1 | 0 | |||
| 4 Mar | 22082.65 | 2.6 | -0.8 | 18.37 | 1 | 1 | 17 | |||
| 3 Mar | 22119.30 | 3.45 | -0.65 | 17.92 | 12 | 12 | 16 | |||
| 28 Feb | 22124.70 | 4.1 | -1 | 16.90 | 14 | 2 | 4 | |||
| 27 Feb | 22545.05 | 5.1 | -4.8 | 14.03 | 2 | 2 | 2 | |||
| 25 Feb | 22547.55 | 9.9 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Feb | 22553.35 | 9.9 | -100.9 | 14.16 | 1 | 0 | 0 | |||
| 21 Feb | 22795.90 | 110.8 | 0 | 4.89 | 0 | 0 | 0 | |||
| 20 Feb | 22913.15 | 110.8 | 0 | 4.28 | 0 | 0 | 0 | |||
| 19 Feb | 22932.90 | 110.8 | 0 | 4.15 | 0 | 0 | 0 | |||
| 18 Feb | 22945.30 | 110.8 | 0 | 4.05 | 0 | 0 | 0 | |||
| 17 Feb | 22959.50 | 110.8 | 0 | 3.82 | 0 | 0 | 0 | |||
| 14 Feb | 22929.25 | 110.8 | 0 | 3.81 | 0 | 0 | 0 | |||
For Nifty - strike price 24300 expiring on 20MAR2025
Delta for 24300 CE is 0.00
Historical price for 24300 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 0.7, which was -0.45 lower than the previous day. The implied volatity was 21.37, the open interest changed by 978 which increased total open position to 1668
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 20.00, the open interest changed by 376 which increased total open position to 690
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 18.44, the open interest changed by 43 which increased total open position to 314
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1.2, which was -0.4 lower than the previous day. The implied volatity was 18.19, the open interest changed by 140 which increased total open position to 271
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1.45, which was -0.4 lower than the previous day. The implied volatity was 15.31, the open interest changed by 27 which increased total open position to 131
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 2, which was -0.6 lower than the previous day. The implied volatity was 15.37, the open interest changed by 104 which increased total open position to 104
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 2.6, which was 0 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 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 2.6, which was -0.8 lower than the previous day. The implied volatity was 18.37, the open interest changed by 1 which increased total open position to 17
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 3.45, which was -0.65 lower than the previous day. The implied volatity was 17.92, the open interest changed by 12 which increased total open position to 16
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 4.1, which was -1 lower than the previous day. The implied volatity was 16.90, the open interest changed by 2 which increased total open position to 4
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 5.1, which was -4.8 lower than the previous day. The implied volatity was 14.03, 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 9.9, 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 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 9.9, which was -100.9 lower than the previous day. The implied volatity was 14.16, 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 110.8, which was 0 lower than the previous day. The implied volatity was 4.89, 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 110.8, which was 0 lower than the previous day. The implied volatity was 4.28, 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 110.8, which was 0 lower than the previous day. The implied volatity was 4.15, 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 110.8, 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 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 110.8, which was 0 lower than the previous day. The implied volatity was 3.82, 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 110.8, which was 0 lower than the previous day. The implied volatity was 3.81, the open interest changed by 0 which decreased total open position to 0
| NIFTY 20MAR2025 24300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 22397.20 | 1870.05 | 77.3 | - | 21 | 2 | 364 |
| 12 Mar | 22470.50 | 1793.1 | -1.9 | 28.68 | 313 | 328 | 362 |
| 11 Mar | 22497.90 | 1795 | 151 | 38.48 | 55 | 34 | 34 |
| 10 Mar | 22460.30 | 1644 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 1644 | -78.25 | - | 4 | 0 | 4 |
| 6 Mar | 22544.70 | 1722.25 | -165.15 | 26.40 | 1 | 1 | 4 |
| 5 Mar | 22337.30 | 1887.4 | -174.5 | 25.78 | 1 | 3 | 3 |
| 4 Mar | 22082.65 | 2061.45 | -0.45 | 0.00 | 0 | 1 | 0 |
| 3 Mar | 22119.30 | 2061.45 | 20.8 | 23.05 | 2 | 1 | 1 |
| 28 Feb | 22124.70 | 2040.65 | 828.2 | - | 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 24300 expiring on 20MAR2025
Delta for 24300 PE is -
Historical price for 24300 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1870.05, which was 77.3 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 364
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1793.1, which was -1.9 lower than the previous day. The implied volatity was 28.68, the open interest changed by 328 which increased total open position to 362
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1795, which was 151 higher than the previous day. The implied volatity was 38.48, the open interest changed by 34 which increased total open position to 34
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1644, 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 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1644, which was -78.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1722.25, which was -165.15 lower than the previous day. The implied volatity was 26.40, 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 1887.4, which was -174.5 lower than the previous day. The implied volatity was 25.78, 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 2061.45, 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 2061.45, which was 20.8 higher than the previous day. The implied volatity was 23.05, 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 2040.65, which was 828.2 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
