NIFTY
Nifty
Historical option data for NIFTY
19 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 24600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.04
Theta: -0.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 19 Mar | 22907.60 | 0.15 | -0.15 | 43.78 | 21,642 | -846 | 2,939 | |||
| 18 Mar | 22834.30 | 0.25 | -0.25 | 33.38 | 19,059 | -1,171 | 3,785 | |||
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| 17 Mar | 22508.75 | 0.45 | -0.3 | 33.81 | 37,397 | 2,955 | 4,956 | |||
| 13 Mar | 22397.20 | 0.65 | -0.5 | 24.10 | 7,164 | 1,723 | 2,001 | |||
| 12 Mar | 22470.50 | 1.05 | 0.05 | 22.72 | 513 | 19 | 278 | |||
| 11 Mar | 22497.90 | 0.95 | -0.3 | 20.62 | 81 | 4 | 259 | |||
| 10 Mar | 22460.30 | 1.3 | 0 | 20.93 | 248 | 104 | 255 | |||
| 7 Mar | 22552.50 | 1.4 | -0.25 | 17.56 | 249 | -19 | 151 | |||
| 6 Mar | 22544.70 | 1.6 | -0.55 | 17.20 | 193 | 104 | 170 | |||
| 5 Mar | 22337.30 | 2.15 | -0.45 | 18.61 | 44 | 7 | 66 | |||
| 4 Mar | 22082.65 | 2.6 | -0.1 | 20.54 | 2 | 0 | 59 | |||
| 3 Mar | 22119.30 | 2.7 | -2.05 | 19.46 | 24 | 2 | 59 | |||
| 28 Feb | 22124.70 | 4.75 | -0.25 | 19.28 | 1 | 0 | 57 | |||
| 27 Feb | 22545.05 | 5 | 0.2 | 16.06 | 25 | 1 | 57 | |||
| 25 Feb | 22547.55 | 5.1 | -1.2 | 15.19 | 91 | -41 | 56 | |||
| 24 Feb | 22553.35 | 6.3 | -3.35 | 15.12 | 64 | -24 | 97 | |||
| 21 Feb | 22795.90 | 8.15 | -7 | 13.19 | 124 | 116 | 121 | |||
| 20 Feb | 22913.15 | 15.15 | -5.85 | 13.35 | 11 | 5 | 5 | |||
| 19 Feb | 22932.90 | 21 | -48.15 | 13.87 | 1 | 0 | 0 | |||
| 18 Feb | 22945.30 | 69.15 | 0 | 4.99 | 0 | 0 | 0 | |||
| 17 Feb | 22959.50 | 69.15 | 0 | 4.75 | 0 | 0 | 0 | |||
| 14 Feb | 22929.25 | 69.15 | 0 | 4.70 | 0 | 0 | 0 | |||
For Nifty - strike price 24600 expiring on 20MAR2025
Delta for 24600 CE is 0.00
Historical price for 24600 CE is as follows
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 43.78, the open interest changed by -846 which decreased total open position to 2939
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 0.25, which was -0.25 lower than the previous day. The implied volatity was 33.38, the open interest changed by -1171 which decreased total open position to 3785
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 0.45, which was -0.3 lower than the previous day. The implied volatity was 33.81, the open interest changed by 2955 which increased total open position to 4956
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 0.65, which was -0.5 lower than the previous day. The implied volatity was 24.10, the open interest changed by 1723 which increased total open position to 2001
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 22.72, the open interest changed by 19 which increased total open position to 278
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 0.95, which was -0.3 lower than the previous day. The implied volatity was 20.62, the open interest changed by 4 which increased total open position to 259
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1.3, which was 0 lower than the previous day. The implied volatity was 20.93, the open interest changed by 104 which increased total open position to 255
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1.4, which was -0.25 lower than the previous day. The implied volatity was 17.56, the open interest changed by -19 which decreased total open position to 151
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1.6, which was -0.55 lower than the previous day. The implied volatity was 17.20, the open interest changed by 104 which increased total open position to 170
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 2.15, which was -0.45 lower than the previous day. The implied volatity was 18.61, the open interest changed by 7 which increased total open position to 66
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 2.6, which was -0.1 lower than the previous day. The implied volatity was 20.54, the open interest changed by 0 which decreased total open position to 59
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 2.7, which was -2.05 lower than the previous day. The implied volatity was 19.46, the open interest changed by 2 which increased total open position to 59
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 4.75, which was -0.25 lower than the previous day. The implied volatity was 19.28, the open interest changed by 0 which decreased total open position to 57
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 5, which was 0.2 higher than the previous day. The implied volatity was 16.06, the open interest changed by 1 which increased total open position to 57
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 5.1, which was -1.2 lower than the previous day. The implied volatity was 15.19, the open interest changed by -41 which decreased total open position to 56
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 6.3, which was -3.35 lower than the previous day. The implied volatity was 15.12, the open interest changed by -24 which decreased total open position to 97
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 8.15, which was -7 lower than the previous day. The implied volatity was 13.19, the open interest changed by 116 which increased total open position to 121
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 15.15, which was -5.85 lower than the previous day. The implied volatity was 13.35, the open interest changed by 5 which increased total open position to 5
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 21, which was -48.15 lower than the previous day. The implied volatity was 13.87, 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 69.15, which was 0 lower than the previous day. The implied volatity was 4.99, 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 69.15, which was 0 lower than the previous day. The implied volatity was 4.75, 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 69.15, which was 0 lower than the previous day. The implied volatity was 4.70, the open interest changed by 0 which decreased total open position to 0
| NIFTY 20MAR2025 24600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Mar | 22907.60 | 1655.85 | -90.15 | - | 17 | -9 | 125 |
| 18 Mar | 22834.30 | 1746 | -441.2 | 47.06 | 5 | 134 | 134 |
| 17 Mar | 22508.75 | 2187.2 | 0 | 0.00 | 0 | 113 | 0 |
| 13 Mar | 22397.20 | 2187.2 | 94 | 36.93 | 111 | 113 | 137 |
| 12 Mar | 22470.50 | 2103 | 38 | 35.91 | 13 | 5 | 24 |
| 11 Mar | 22497.90 | 2065 | -26 | 37.99 | 4 | 3 | 19 |
| 10 Mar | 22460.30 | 2091 | 148.3 | 15.87 | 13 | 11 | 16 |
| 7 Mar | 22552.50 | 1942.7 | -78.4 | - | 6 | 2 | 5 |
| 6 Mar | 22544.70 | 2021.1 | -164.55 | 29.71 | 1 | 1 | 3 |
| 5 Mar | 22337.30 | 2185.65 | -174.75 | 28.86 | 1 | 2 | 2 |
| 4 Mar | 22082.65 | 2360.4 | 0 | 0.00 | 0 | 1 | 0 |
| 3 Mar | 22119.30 | 2360.4 | 21.9 | 25.71 | 1 | 1 | 1 |
| 28 Feb | 22124.70 | 2338.5 | 869.8 | - | 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 24600 expiring on 20MAR2025
Delta for 24600 PE is -
Historical price for 24600 PE is as follows
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1655.85, which was -90.15 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 125
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 1746, which was -441.2 lower than the previous day. The implied volatity was 47.06, the open interest changed by 134 which increased total open position to 134
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 2187.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 113 which increased total open position to 0
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 2187.2, which was 94 higher than the previous day. The implied volatity was 36.93, the open interest changed by 113 which increased total open position to 137
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 2103, which was 38 higher than the previous day. The implied volatity was 35.91, the open interest changed by 5 which increased total open position to 24
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 2065, which was -26 lower than the previous day. The implied volatity was 37.99, the open interest changed by 3 which increased total open position to 19
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 2091, which was 148.3 higher than the previous day. The implied volatity was 15.87, the open interest changed by 11 which increased total open position to 16
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1942.7, which was -78.4 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 5
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 2021.1, which was -164.55 lower than the previous day. The implied volatity was 29.71, 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 2185.65, which was -174.75 lower than the previous day. The implied volatity was 28.86, 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 2360.4, 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 2360.4, which was 21.9 higher than the previous day. The implied volatity was 25.71, 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 2338.5, which was 869.8 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
