NIFTY
Nifty
Historical option data for NIFTY
17 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 24350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.16
Theta: -0.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Mar | 22508.75 | 0.45 | -0.3 | 30.28 | 10,532 | 1,739 | 2,539 | |||
| 13 Mar | 22397.20 | 0.65 | -0.55 | 21.70 | 1,788 | 673 | 800 | |||
| 12 Mar | 22470.50 | 1.15 | 0.15 | 20.58 | 562 | 63 | 127 | |||
| 11 Mar | 22497.90 | 0.9 | -0.45 | 18.32 | 39 | 0 | 64 | |||
| 10 Mar | 22460.30 | 1.35 | -0.3 | 18.87 | 51 | 38 | 64 | |||
| 7 Mar | 22552.50 | 1.7 | -0.75 | 16.02 | 24 | 10 | 26 | |||
| 6 Mar | 22544.70 | 2.45 | -1.05 | 16.15 | 1 | 16 | 16 | |||
| 5 Mar | 22337.30 | 3.5 | 0 | 0.00 | 0 | 32 | 0 | |||
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| 4 Mar | 22082.65 | 3.5 | 0 | 0.00 | 0 | 32 | 0 | |||
| 3 Mar | 22119.30 | 3.5 | -99.2 | 18.32 | 185 | 32 | 32 | |||
| 28 Feb | 22124.70 | 102.7 | 0 | 8.87 | 0 | 0 | 0 | |||
| 27 Feb | 22545.05 | 102.7 | 0 | 7.15 | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 102.7 | 0 | 6.41 | 0 | 0 | 0 | |||
| 24 Feb | 22553.35 | 102.7 | 0 | 6.19 | 0 | 0 | 0 | |||
| 21 Feb | 22795.90 | 102.7 | 0 | 5.05 | 0 | 0 | 0 | |||
| 20 Feb | 22913.15 | 102.7 | 0 | 4.45 | 0 | 0 | 0 | |||
| 19 Feb | 22932.90 | 102.7 | 0 | 4.32 | 0 | 0 | 0 | |||
| 18 Feb | 22945.30 | 102.7 | 0 | 4.21 | 0 | 0 | 0 | |||
| 17 Feb | 22959.50 | 102.7 | 0 | 3.97 | 0 | 0 | 0 | |||
| 14 Feb | 22929.25 | 102.7 | 0 | 3.96 | 0 | 0 | 0 | |||
For Nifty - strike price 24350 expiring on 20MAR2025
Delta for 24350 CE is 0.00
Historical price for 24350 CE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 0.45, which was -0.3 lower than the previous day. The implied volatity was 30.28, the open interest changed by 1739 which increased total open position to 2539
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 0.65, which was -0.55 lower than the previous day. The implied volatity was 21.70, the open interest changed by 673 which increased total open position to 800
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1.15, which was 0.15 higher than the previous day. The implied volatity was 20.58, the open interest changed by 63 which increased total open position to 127
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 0.9, which was -0.45 lower than the previous day. The implied volatity was 18.32, the open interest changed by 0 which decreased total open position to 64
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1.35, which was -0.3 lower than the previous day. The implied volatity was 18.87, the open interest changed by 38 which increased total open position to 64
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1.7, which was -0.75 lower than the previous day. The implied volatity was 16.02, the open interest changed by 10 which increased total open position to 26
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 2.45, which was -1.05 lower than the previous day. The implied volatity was 16.15, the open interest changed by 16 which increased total open position to 16
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 3.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 32 which increased total open position to 0
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 3.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 32 which increased total open position to 0
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 3.5, which was -99.2 lower than the previous day. The implied volatity was 18.32, the open interest changed by 32 which increased total open position to 32
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 102.7, which was 0 lower than the previous day. The implied volatity was 8.87, 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 102.7, which was 0 lower than the previous day. The implied volatity was 7.15, 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 102.7, which was 0 lower than the previous day. The implied volatity was 6.41, 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 102.7, which was 0 lower than the previous day. The implied volatity was 6.19, 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 102.7, which was 0 lower than the previous day. The implied volatity was 5.05, 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 102.7, which was 0 lower than the previous day. The implied volatity was 4.45, 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 102.7, which was 0 lower than the previous day. The implied volatity was 4.32, 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 102.7, which was 0 lower than the previous day. The implied volatity was 4.21, 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 102.7, which was 0 lower than the previous day. The implied volatity was 3.97, 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 102.7, which was 0 lower than the previous day. The implied volatity was 3.96, the open interest changed by 0 which decreased total open position to 0
| NIFTY 20MAR2025 24350 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 | 1918 | -2.3 | 0.00 | 0 | 24 | 0 |
| 13 Mar | 22397.20 | 1918 | -15.05 | - | 25 | 24 | 24 |
| 12 Mar | 22470.50 | 1933.65 | 0.6 | 0.00 | 0 | 3 | 0 |
| 11 Mar | 22497.90 | 1933.65 | 0.6 | 0.00 | 0 | 3 | 0 |
| 10 Mar | 22460.30 | 1933.65 | 0.6 | 0.00 | 0 | 3 | 0 |
| 7 Mar | 22552.50 | 1933.65 | 0.6 | 0.00 | 0 | 3 | 0 |
| 6 Mar | 22544.70 | 1933.65 | 0.6 | 0.00 | 0 | 3 | 0 |
| 5 Mar | 22337.30 | 1933.65 | -177.95 | 25.82 | 7 | 3 | 3 |
| 4 Mar | 22082.65 | 2111.15 | -0.45 | 0.00 | 0 | 1 | 0 |
| 3 Mar | 22119.30 | 2111.15 | 21.85 | 23.47 | 2 | 1 | 1 |
| 28 Feb | 22124.70 | 2089.3 | 835.3 | - | 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 24350 expiring on 20MAR2025
Delta for 24350 PE is 0.00
Historical price for 24350 PE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 1918, which was -2.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 24 which increased total open position to 0
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1918, which was -15.05 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 24
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1933.65, which was 0.6 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 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1933.65, which was 0.6 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 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1933.65, which was 0.6 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 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1933.65, which was 0.6 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 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1933.65, which was 0.6 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 1933.65, which was -177.95 lower than the previous day. The implied volatity was 25.82, 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 2111.15, 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 2111.15, which was 21.85 higher than the previous day. The implied volatity was 23.47, 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 2089.3, which was 835.3 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
