NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 24550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.28
Theta: -0.49
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 22397.20 | 0.65 | -0.45 | 23.62 | 1,654 | 565 | 662 | |||
| 12 Mar | 22470.50 | 1 | 0 | 22.17 | 167 | -12 | 97 | |||
| 11 Mar | 22497.90 | 1.05 | -0.3 | 20.40 | 30 | 2 | 109 | |||
| 10 Mar | 22460.30 | 1.2 | -0.25 | 20.32 | 103 | 44 | 107 | |||
| 7 Mar | 22552.50 | 1.45 | -0.15 | 17.27 | 125 | 7 | 63 | |||
| 6 Mar | 22544.70 | 1.6 | -0.65 | 16.82 | 74 | 16 | 56 | |||
|
|
||||||||||
| 5 Mar | 22337.30 | 2.05 | -0.65 | 18.15 | 83 | 31 | 40 | |||
| 4 Mar | 22082.65 | 2.7 | 0.35 | 20.25 | 36 | 9 | 9 | |||
| 3 Mar | 22119.30 | 2.35 | -72.65 | 18.79 | 8 | 0 | 0 | |||
| 28 Feb | 22124.70 | 75 | 0 | 9.57 | 0 | 0 | 0 | |||
| 27 Feb | 22545.05 | 75 | 0 | 7.87 | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 75 | 0 | 7.43 | 0 | 0 | 0 | |||
| 24 Feb | 22553.35 | 75 | 0 | 7.20 | 0 | 0 | 0 | |||
| 21 Feb | 22795.90 | 75 | 0 | 5.70 | 0 | 0 | 0 | |||
| 20 Feb | 22913.15 | 75 | 0 | 5.09 | 0 | 0 | 0 | |||
| 19 Feb | 22932.90 | 75 | 0 | 4.95 | 0 | 0 | 0 | |||
| 18 Feb | 22945.30 | 75 | 0 | 4.83 | 0 | 0 | 0 | |||
| 17 Feb | 22959.50 | 75 | 0 | 4.60 | 0 | 0 | 0 | |||
| 14 Feb | 22929.25 | 75 | 0 | 4.56 | 0 | 0 | 0 | |||
For Nifty - strike price 24550 expiring on 20MAR2025
Delta for 24550 CE is 0.00
Historical price for 24550 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 0.65, which was -0.45 lower than the previous day. The implied volatity was 23.62, the open interest changed by 565 which increased total open position to 662
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 22.17, the open interest changed by -12 which decreased total open position to 97
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 20.40, the open interest changed by 2 which increased total open position to 109
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 20.32, the open interest changed by 44 which increased total open position to 107
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 17.27, the open interest changed by 7 which increased total open position to 63
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1.6, which was -0.65 lower than the previous day. The implied volatity was 16.82, the open interest changed by 16 which increased total open position to 56
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 2.05, which was -0.65 lower than the previous day. The implied volatity was 18.15, the open interest changed by 31 which increased total open position to 40
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 2.7, which was 0.35 higher than the previous day. The implied volatity was 20.25, the open interest changed by 9 which increased total open position to 9
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 2.35, which was -72.65 lower than the previous day. The implied volatity was 18.79, the open interest changed by 0 which decreased total open position to 0
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 75, which was 0 lower than the previous day. The implied volatity was 9.57, 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 75, which was 0 lower than the previous day. The implied volatity was 7.87, 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 75, which was 0 lower than the previous day. The implied volatity was 7.43, 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 75, which was 0 lower than the previous day. The implied volatity was 7.20, 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 75, which was 0 lower than the previous day. The implied volatity was 5.70, 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 75, which was 0 lower than the previous day. The implied volatity was 5.09, 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 75, which was 0 lower than the previous day. The implied volatity was 4.95, 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 75, which was 0 lower than the previous day. The implied volatity was 4.83, 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 75, which was 0 lower than the previous day. The implied volatity was 4.60, 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 75, which was 0 lower than the previous day. The implied volatity was 4.56, the open interest changed by 0 which decreased total open position to 0
| NIFTY 20MAR2025 24550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 22397.20 | 1968.75 | 0 | 0.00 | 0 | 5 | 0 |
| 12 Mar | 22470.50 | 1968.75 | 0 | 0.00 | 0 | 5 | 0 |
| 11 Mar | 22497.90 | 1968.75 | 0 | 0.00 | 0 | 5 | 0 |
| 10 Mar | 22460.30 | 1968.75 | 0 | 0.00 | 0 | 5 | 0 |
| 7 Mar | 22552.50 | 1968.75 | 0 | 0.00 | 0 | 5 | 0 |
| 6 Mar | 22544.70 | 1968.75 | -168.75 | 28.78 | 1 | 5 | 7 |
| 5 Mar | 22337.30 | 2137.5 | -173.2 | 28.52 | 5 | 2 | 2 |
| 4 Mar | 22082.65 | 2310.7 | 0 | 0.00 | 0 | 1 | 0 |
| 3 Mar | 22119.30 | 2310.7 | 21.9 | 25.30 | 1 | 1 | 1 |
| 28 Feb | 22124.70 | 2288.8 | 863.9 | 14.25 | 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 24550 expiring on 20MAR2025
Delta for 24550 PE is 0.00
Historical price for 24550 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1968.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1968.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1968.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1968.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1968.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1968.75, which was -168.75 lower than the previous day. The implied volatity was 28.78, the open interest changed by 5 which increased total open position to 7
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 2137.5, which was -173.2 lower than the previous day. The implied volatity was 28.52, 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 2310.7, 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 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 2310.7, which was 21.9 higher than the previous day. The implied volatity was 25.30, 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 2288.8, which was 863.9 higher than the previous day. The implied volatity was 14.25, 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
