NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 24450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.32
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 | -0.35 | 22.99 | 1,888 | 385 | 472 | |||
| 12 Mar | 22470.50 | 1.05 | 0.1 | 21.32 | 473 | -3 | 87 | |||
| 11 Mar | 22497.90 | 0.95 | -0.35 | 19.31 | 40 | 6 | 90 | |||
| 10 Mar | 22460.30 | 1.3 | -0.35 | 19.65 | 120 | 42 | 84 | |||
| 7 Mar | 22552.50 | 1.65 | -0.2 | 16.74 | 67 | 8 | 42 | |||
| 6 Mar | 22544.70 | 1.85 | -0.55 | 16.36 | 35 | 14 | 34 | |||
| 5 Mar | 22337.30 | 2.2 | -0.1 | 17.59 | 85 | 3 | 20 | |||
| 4 Mar | 22082.65 | 2.2 | -0.3 | 19.06 | 16 | 1 | 17 | |||
| 3 Mar | 22119.30 | 2.5 | -6.2 | 18.25 | 140 | 16 | 16 | |||
| 28 Feb | 22124.70 | 8.7 | 0 | 0.00 | 0 | 1 | 0 | |||
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| 27 Feb | 22545.05 | 8.7 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Feb | 22547.55 | 8.7 | 0 | 0.00 | 0 | 1 | 0 | |||
| 24 Feb | 22553.35 | 8.7 | -3.4 | 14.89 | 17 | 1 | 10 | |||
| 21 Feb | 22795.90 | 9.7 | -20.8 | 12.62 | 99 | 9 | 9 | |||
| 20 Feb | 22913.15 | 30.5 | 0 | 0.00 | 0 | 1 | 0 | |||
| 19 Feb | 22932.90 | 30.5 | 0 | 0.00 | 0 | 1 | 0 | |||
| 18 Feb | 22945.30 | 30.5 | -57.45 | 13.59 | 2 | 1 | 1 | |||
| 17 Feb | 22959.50 | 87.95 | 0 | 4.29 | 0 | 0 | 0 | |||
| 14 Feb | 22929.25 | 87.95 | 0 | 4.26 | 0 | 0 | 0 | |||
For Nifty - strike price 24450 expiring on 20MAR2025
Delta for 24450 CE is 0.00
Historical price for 24450 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 22.99, the open interest changed by 385 which increased total open position to 472
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1.05, which was 0.1 higher than the previous day. The implied volatity was 21.32, the open interest changed by -3 which decreased total open position to 87
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 0.95, which was -0.35 lower than the previous day. The implied volatity was 19.31, the open interest changed by 6 which increased total open position to 90
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1.3, which was -0.35 lower than the previous day. The implied volatity was 19.65, the open interest changed by 42 which increased total open position to 84
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1.65, which was -0.2 lower than the previous day. The implied volatity was 16.74, the open interest changed by 8 which increased total open position to 42
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1.85, which was -0.55 lower than the previous day. The implied volatity was 16.36, the open interest changed by 14 which increased total open position to 34
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 2.2, which was -0.1 lower than the previous day. The implied volatity was 17.59, the open interest changed by 3 which increased total open position to 20
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 2.2, which was -0.3 lower than the previous day. The implied volatity was 19.06, 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 2.5, which was -6.2 lower than the previous day. The implied volatity was 18.25, the open interest changed by 16 which increased total open position to 16
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 8.7, 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 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 8.7, 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 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 8.7, 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 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 8.7, which was -3.4 lower than the previous day. The implied volatity was 14.89, the open interest changed by 1 which increased total open position to 10
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 9.7, which was -20.8 lower than the previous day. The implied volatity was 12.62, the open interest changed by 9 which increased total open position to 9
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 30.5, 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 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 30.5, 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 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 30.5, which was -57.45 lower than the previous day. The implied volatity was 13.59, the open interest changed by 1 which increased total open position to 1
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 87.95, which was 0 lower than the previous day. The implied volatity was 4.29, 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 87.95, which was 0 lower than the previous day. The implied volatity was 4.26, the open interest changed by 0 which decreased total open position to 0
| NIFTY 20MAR2025 24450 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 | 1965 | 0 | 0.00 | 0 | 13 | 0 |
| 12 Mar | 22470.50 | 1965 | 75.8 | 36.84 | 27 | 13 | 13 |
| 11 Mar | 22497.90 | 1889.2 | 0 | 0.00 | 0 | 1 | 0 |
| 10 Mar | 22460.30 | 1889.2 | 0 | 0.00 | 0 | 1 | 0 |
| 7 Mar | 22552.50 | 1889.2 | 17.7 | 31.78 | 2 | 1 | 4 |
| 6 Mar | 22544.70 | 1871.5 | -164.55 | 28.05 | 1 | 1 | 3 |
| 5 Mar | 22337.30 | 2036.05 | -176.2 | 27.44 | 1 | 2 | 2 |
| 4 Mar | 22082.65 | 2212.25 | 0 | 0.00 | 0 | 1 | 0 |
| 3 Mar | 22119.30 | 2212.25 | 23.7 | 24.71 | 1 | 1 | 1 |
| 28 Feb | 22124.70 | 2188.55 | 850 | - | 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 24450 expiring on 20MAR2025
Delta for 24450 PE is 0.00
Historical price for 24450 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1965, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1965, which was 75.8 higher than the previous day. The implied volatity was 36.84, the open interest changed by 13 which increased total open position to 13
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1889.2, 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 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1889.2, 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 1889.2, which was 17.7 higher than the previous day. The implied volatity was 31.78, 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 1871.5, which was -164.55 lower than the previous day. The implied volatity was 28.05, 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 2036.05, which was -176.2 lower than the previous day. The implied volatity was 27.44, 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 2212.25, 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 2212.25, which was 23.7 higher than the previous day. The implied volatity was 24.71, 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 2188.55, which was 850 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
