NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 24400 CE | ||||||||||
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Delta: 0.00
Vega: 0.30
Theta: -0.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 22397.20 | 0.65 | -0.55 | 22.18 | 16,101 | 3,275 | 3,693 | |||
| 12 Mar | 22470.50 | 1.1 | 0.05 | 20.95 | 629 | 75 | 418 | |||
| 11 Mar | 22497.90 | 1.1 | -0.25 | 19.17 | 168 | -26 | 343 | |||
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| 10 Mar | 22460.30 | 1.3 | -0.25 | 19.22 | 443 | 54 | 369 | |||
| 7 Mar | 22552.50 | 1.3 | -0.4 | 15.91 | 474 | 204 | 315 | |||
| 6 Mar | 22544.70 | 1.6 | -0.7 | 15.71 | 131 | 42 | 111 | |||
| 5 Mar | 22337.30 | 2.3 | -0.7 | 17.30 | 15 | 5 | 69 | |||
| 4 Mar | 22082.65 | 3 | -0.25 | 19.43 | 6 | 3 | 64 | |||
| 3 Mar | 22119.30 | 2.95 | -2 | 18.30 | 62 | 11 | 61 | |||
| 28 Feb | 22124.70 | 4.65 | 0.65 | 17.91 | 42 | 6 | 50 | |||
| 27 Feb | 22545.05 | 3.9 | -1.15 | 14.20 | 33 | 32 | 44 | |||
| 25 Feb | 22547.55 | 5.05 | -2.2 | 13.86 | 1 | -1 | 12 | |||
| 24 Feb | 22553.35 | 7.25 | -18.9 | 14.12 | 10 | 13 | 13 | |||
| 21 Feb | 22795.90 | 26.1 | -0.05 | 0.00 | 0 | 2 | 0 | |||
| 20 Feb | 22913.15 | 26.1 | -5.1 | 13.42 | 3 | 2 | 7 | |||
| 19 Feb | 22932.90 | 31.2 | -63.9 | 13.61 | 8 | 5 | 5 | |||
| 18 Feb | 22945.30 | 95.1 | 0 | 4.36 | 0 | 0 | 0 | |||
| 17 Feb | 22959.50 | 95.1 | 0 | 4.13 | 0 | 0 | 0 | |||
| 14 Feb | 22929.25 | 95.1 | 0 | 4.11 | 0 | 0 | 0 | |||
For Nifty - strike price 24400 expiring on 20MAR2025
Delta for 24400 CE is 0.00
Historical price for 24400 CE is as follows
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 22.18, the open interest changed by 3275 which increased total open position to 3693
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 20.95, the open interest changed by 75 which increased total open position to 418
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 19.17, the open interest changed by -26 which decreased total open position to 343
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1.3, which was -0.25 lower than the previous day. The implied volatity was 19.22, the open interest changed by 54 which increased total open position to 369
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1.3, which was -0.4 lower than the previous day. The implied volatity was 15.91, the open interest changed by 204 which increased total open position to 315
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1.6, which was -0.7 lower than the previous day. The implied volatity was 15.71, the open interest changed by 42 which increased total open position to 111
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 2.3, which was -0.7 lower than the previous day. The implied volatity was 17.30, the open interest changed by 5 which increased total open position to 69
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 3, which was -0.25 lower than the previous day. The implied volatity was 19.43, the open interest changed by 3 which increased total open position to 64
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 2.95, which was -2 lower than the previous day. The implied volatity was 18.30, the open interest changed by 11 which increased total open position to 61
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 4.65, which was 0.65 higher than the previous day. The implied volatity was 17.91, the open interest changed by 6 which increased total open position to 50
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 3.9, which was -1.15 lower than the previous day. The implied volatity was 14.20, the open interest changed by 32 which increased total open position to 44
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 5.05, which was -2.2 lower than the previous day. The implied volatity was 13.86, the open interest changed by -1 which decreased total open position to 12
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 7.25, which was -18.9 lower than the previous day. The implied volatity was 14.12, the open interest changed by 13 which increased total open position to 13
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 26.1, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 26.1, which was -5.1 lower than the previous day. The implied volatity was 13.42, the open interest changed by 2 which increased total open position to 7
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 31.2, which was -63.9 lower than the previous day. The implied volatity was 13.61, the open interest changed by 5 which increased total open position to 5
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 95.1, which was 0 lower than the previous day. The implied volatity was 4.36, 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 95.1, which was 0 lower than the previous day. The implied volatity was 4.13, 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 95.1, which was 0 lower than the previous day. The implied volatity was 4.11, the open interest changed by 0 which decreased total open position to 0
| NIFTY 20MAR2025 24400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.97
Vega: 2.19
Theta: 1.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 22397.20 | 1983 | 78 | 32.37 | 31 | 38 | 46 |
| 12 Mar | 22470.50 | 1905 | 36.6 | 33.69 | 22 | 2 | 8 |
| 11 Mar | 22497.90 | 1868.4 | 119.85 | 35.09 | 2 | 6 | 6 |
| 10 Mar | 22460.30 | 1748.55 | 0 | 0.00 | 0 | 1 | 0 |
| 7 Mar | 22552.50 | 1748.55 | -73.15 | - | 3 | 1 | 4 |
| 6 Mar | 22544.70 | 1821.7 | -164.65 | 27.50 | 1 | 1 | 3 |
| 5 Mar | 22337.30 | 1986.35 | -176.2 | 26.84 | 1 | 2 | 2 |
| 4 Mar | 22082.65 | 2162.55 | 0 | 0.00 | 0 | 1 | 0 |
| 3 Mar | 22119.30 | 2162.55 | 21.9 | 24.30 | 1 | 1 | 1 |
| 28 Feb | 22124.70 | 2140.65 | 844.6 | - | 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 24400 expiring on 20MAR2025
Delta for 24400 PE is -0.97
Historical price for 24400 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1983, which was 78 higher than the previous day. The implied volatity was 32.37, the open interest changed by 38 which increased total open position to 46
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1905, which was 36.6 higher than the previous day. The implied volatity was 33.69, the open interest changed by 2 which increased total open position to 8
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1868.4, which was 119.85 higher than the previous day. The implied volatity was 35.09, the open interest changed by 6 which increased total open position to 6
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1748.55, 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 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1748.55, which was -73.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1821.7, which was -164.65 lower than the previous day. The implied volatity was 27.50, the open interest changed by 1 which increased total open position to 3
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 1986.35, which was -176.2 lower than the previous day. The implied volatity was 26.84, the open interest changed by 2 which increased total open position to 2
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 2162.55, 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 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 2162.55, which was 21.9 higher than the previous day. The implied volatity was 24.30, 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 2140.65, which was 844.6 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
