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[--[65.84.65.76]--]
NIFTY
Nifty

22397.2 -73.30 (-0.33%)

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Historical option data for NIFTY

13 Mar 2025 04:11 PM IST
NIFTY 20MAR2025 24500 CE
Delta: 0.00
Vega: 0.30
Theta: -0.52
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 22397.20 0.7 -0.5 23.31 88,941 23,834 34,008
12 Mar 22470.50 1.05 0 21.79 30,906 7,622 10,174
11 Mar 22497.90 1.05 -0.3 19.96 2,176 114 2,552
10 Mar 22460.30 1.2 -0.2 19.90 6,686 1,441 2,438
7 Mar 22552.50 1.4 -0.3 16.80 2,179 463 997
6 Mar 22544.70 1.6 -0.7 16.46 686 311 534
5 Mar 22337.30 2.5 0.1 18.22 148 26 223
4 Mar 22082.65 2.45 -0.65 19.66 99 15 197
3 Mar 22119.30 3.5 -0.7 19.38 78 23 182
28 Feb 22124.70 4.25 -0.25 18.33 85 -5 159
27 Feb 22545.05 4.6 -0.55 15.20 79 21 164
25 Feb 22547.55 5.3 -1.9 14.62 75 36 143
24 Feb 22553.35 7.25 -4.5 14.79 146 -9 107
21 Feb 22795.90 10.55 -6.55 13.14 192 48 116
20 Feb 22913.15 17.1 -5.05 12.96 49 29 68
19 Feb 22932.90 22.15 -6.5 13.31 41 7 39
18 Feb 22945.30 27.7 -6.25 13.65 11 4 32
17 Feb 22959.50 33.95 -2.05 13.68 18 18 28
14 Feb 22929.25 36 -45.25 13.65 16 10 10


For Nifty - strike price 24500 expiring on 20MAR2025

Delta for 24500 CE is 0.00

Historical price for 24500 CE is as follows

On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 0.7, which was -0.5 lower than the previous day. The implied volatity was 23.31, the open interest changed by 23834 which increased total open position to 34008


On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1.05, which was 0 lower than the previous day. The implied volatity was 21.79, the open interest changed by 7622 which increased total open position to 10174


On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1.05, which was -0.3 lower than the previous day. The implied volatity was 19.96, the open interest changed by 114 which increased total open position to 2552


On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1.2, which was -0.2 lower than the previous day. The implied volatity was 19.90, the open interest changed by 1441 which increased total open position to 2438


On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1.4, which was -0.3 lower than the previous day. The implied volatity was 16.80, the open interest changed by 463 which increased total open position to 997


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 16.46, the open interest changed by 311 which increased total open position to 534


On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 2.5, which was 0.1 higher than the previous day. The implied volatity was 18.22, the open interest changed by 26 which increased total open position to 223


On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 2.45, which was -0.65 lower than the previous day. The implied volatity was 19.66, the open interest changed by 15 which increased total open position to 197


On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 3.5, which was -0.7 lower than the previous day. The implied volatity was 19.38, the open interest changed by 23 which increased total open position to 182


On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 4.25, which was -0.25 lower than the previous day. The implied volatity was 18.33, the open interest changed by -5 which decreased total open position to 159


On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 4.6, which was -0.55 lower than the previous day. The implied volatity was 15.20, the open interest changed by 21 which increased total open position to 164


On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 5.3, which was -1.9 lower than the previous day. The implied volatity was 14.62, the open interest changed by 36 which increased total open position to 143


On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 7.25, which was -4.5 lower than the previous day. The implied volatity was 14.79, the open interest changed by -9 which decreased total open position to 107


On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 10.55, which was -6.55 lower than the previous day. The implied volatity was 13.14, the open interest changed by 48 which increased total open position to 116


On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 17.1, which was -5.05 lower than the previous day. The implied volatity was 12.96, the open interest changed by 29 which increased total open position to 68


On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 22.15, which was -6.5 lower than the previous day. The implied volatity was 13.31, the open interest changed by 7 which increased total open position to 39


On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 27.7, which was -6.25 lower than the previous day. The implied volatity was 13.65, the open interest changed by 4 which increased total open position to 32


On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 33.95, which was -2.05 lower than the previous day. The implied volatity was 13.68, the open interest changed by 18 which increased total open position to 28


On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 36, which was -45.25 lower than the previous day. The implied volatity was 13.65, the open interest changed by 10 which increased total open position to 10


NIFTY 20MAR2025 24500 PE
Delta: -0.96
Vega: 2.53
Theta: 0.09
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 22397.20 2085.85 95.3 35.36 239 191 424
12 Mar 22470.50 1996.8 36.8 32.79 214 180 233
11 Mar 22497.90 1960 -60.35 35.62 8 5 53
10 Mar 22460.30 2020.35 143.1 32.15 19 19 48
7 Mar 22552.50 1891.9 -11.95 23.84 22 23 29
6 Mar 22544.70 1905 -180.95 25.26 12 4 6
5 Mar 22337.30 2085.95 -175.15 27.70 1 2 2
4 Mar 22082.65 2261.1 0 0.00 0 1 0
3 Mar 22119.30 2261.1 22.7 24.92 1 1 1
28 Feb 22124.70 2238.4 856.9 - 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 24500 expiring on 20MAR2025

Delta for 24500 PE is -0.96

Historical price for 24500 PE is as follows

On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 2085.85, which was 95.3 higher than the previous day. The implied volatity was 35.36, the open interest changed by 191 which increased total open position to 424


On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1996.8, which was 36.8 higher than the previous day. The implied volatity was 32.79, the open interest changed by 180 which increased total open position to 233


On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1960, which was -60.35 lower than the previous day. The implied volatity was 35.62, the open interest changed by 5 which increased total open position to 53


On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 2020.35, which was 143.1 higher than the previous day. The implied volatity was 32.15, the open interest changed by 19 which increased total open position to 48


On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1891.9, which was -11.95 lower than the previous day. The implied volatity was 23.84, the open interest changed by 23 which increased total open position to 29


On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1905, which was -180.95 lower than the previous day. The implied volatity was 25.26, the open interest changed by 4 which increased total open position to 6


On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 2085.95, which was -175.15 lower than the previous day. The implied volatity was 27.70, 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 2261.1, 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 2261.1, which was 22.7 higher than the previous day. The implied volatity was 24.92, 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 2238.4, which was 856.9 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