NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 24500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.30
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 | -0.5 | 23.31 | 88,941 | 23,834 | 34,008 | |||
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| 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
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| 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
