NIFTY
Nifty
Historical option data for NIFTY
17 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 24650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.15
Theta: -0.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Mar | 22508.75 | 0.5 | -0.25 | 34.85 | 8,527 | 1,481 | 2,067 | |||
| 13 Mar | 22397.20 | 0.75 | -0.4 | 24.92 | 1,121 | 301 | 586 | |||
| 12 Mar | 22470.50 | 1.05 | -0.3 | 23.18 | 447 | 285 | 285 | |||
| 11 Mar | 22497.90 | 1.35 | 0 | 0.00 | 0 | 13 | 0 | |||
| 10 Mar | 22460.30 | 1.35 | -0.05 | 21.44 | 16 | 13 | 79 | |||
| 7 Mar | 22552.50 | 1.4 | -0.5 | 17.93 | 6 | 0 | 66 | |||
| 6 Mar | 22544.70 | 1.9 | -0.2 | 17.91 | 12 | 5 | 66 | |||
| 5 Mar | 22337.30 | 2.1 | -0.1 | 18.92 | 6 | 2 | 61 | |||
| 4 Mar | 22082.65 | 2.2 | -0.3 | 20.45 | 4 | 0 | 59 | |||
| 3 Mar | 22119.30 | 2.6 | -1.25 | 19.71 | 20 | -4 | 59 | |||
| 28 Feb | 22124.70 | 3.85 | -2.75 | 19.11 | 21 | 63 | 63 | |||
| 27 Feb | 22545.05 | 6.65 | 0.05 | 0.00 | 0 | 41 | 0 | |||
| 25 Feb | 22547.55 | 6.65 | 0.05 | 0.00 | 0 | 41 | 0 | |||
| 24 Feb | 22553.35 | 6.65 | -1.2 | 15.56 | 91 | 41 | 54 | |||
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| 21 Feb | 22795.90 | 7.85 | -6.35 | 13.45 | 19 | 13 | 13 | |||
| 20 Feb | 22913.15 | 14.2 | -49.5 | 13.52 | 9 | 0 | 0 | |||
| 19 Feb | 22932.90 | 63.7 | 0 | 5.26 | 0 | 0 | 0 | |||
| 18 Feb | 22945.30 | 63.7 | 0 | 5.14 | 0 | 0 | 0 | |||
| 17 Feb | 22959.50 | 63.7 | 0 | 4.90 | 0 | 0 | 0 | |||
| 14 Feb | 22929.25 | 63.7 | 0 | 4.85 | 0 | 0 | 0 | |||
For Nifty - strike price 24650 expiring on 20MAR2025
Delta for 24650 CE is 0.00
Historical price for 24650 CE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 34.85, the open interest changed by 1481 which increased total open position to 2067
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 0.75, which was -0.4 lower than the previous day. The implied volatity was 24.92, the open interest changed by 301 which increased total open position to 586
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1.05, which was -0.3 lower than the previous day. The implied volatity was 23.18, the open interest changed by 285 which increased total open position to 285
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1.35, 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 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1.35, which was -0.05 lower than the previous day. The implied volatity was 21.44, the open interest changed by 13 which increased total open position to 79
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1.4, which was -0.5 lower than the previous day. The implied volatity was 17.93, the open interest changed by 0 which decreased total open position to 66
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1.9, which was -0.2 lower than the previous day. The implied volatity was 17.91, the open interest changed by 5 which increased total open position to 66
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 2.1, which was -0.1 lower than the previous day. The implied volatity was 18.92, the open interest changed by 2 which increased total open position to 61
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 20.45, 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 2.6, which was -1.25 lower than the previous day. The implied volatity was 19.71, the open interest changed by -4 which decreased total open position to 59
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 3.85, which was -2.75 lower than the previous day. The implied volatity was 19.11, the open interest changed by 63 which increased total open position to 63
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 6.65, which was 0.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 41 which increased total open position to 0
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 6.65, which was 0.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 41 which increased total open position to 0
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 6.65, which was -1.2 lower than the previous day. The implied volatity was 15.56, the open interest changed by 41 which increased total open position to 54
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 7.85, which was -6.35 lower than the previous day. The implied volatity was 13.45, the open interest changed by 13 which increased total open position to 13
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 14.2, which was -49.5 lower than the previous day. The implied volatity was 13.52, 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 63.7, which was 0 lower than the previous day. The implied volatity was 5.26, 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 63.7, which was 0 lower than the previous day. The implied volatity was 5.14, 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 63.7, which was 0 lower than the previous day. The implied volatity was 4.90, 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 63.7, which was 0 lower than the previous day. The implied volatity was 4.85, the open interest changed by 0 which decreased total open position to 0
| NIFTY 20MAR2025 24650 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 |
| 17 Mar | 22508.75 | 2036.05 | 0 | 0.00 | 0 | 4 | 0 |
| 13 Mar | 22397.20 | 2036.05 | 0 | 0.00 | 0 | 4 | 0 |
| 12 Mar | 22470.50 | 2036.05 | 0 | 0.00 | 0 | 4 | 0 |
| 11 Mar | 22497.90 | 2036.05 | 0 | 0.00 | 0 | 4 | 0 |
| 10 Mar | 22460.30 | 2036.05 | 0 | 0.00 | 0 | 4 | 0 |
| 7 Mar | 22552.50 | 2036.05 | -31.95 | 24.25 | 3 | 4 | 12 |
| 6 Mar | 22544.70 | 2068.3 | -162.85 | 29.84 | 4 | 6 | 8 |
| 5 Mar | 22337.30 | 2231.75 | -179.15 | 28.49 | 6 | 2 | 2 |
| 4 Mar | 22082.65 | 2410.9 | 0 | 0.00 | 0 | 1 | 0 |
| 3 Mar | 22119.30 | 2410.9 | 20.9 | 26.32 | 1 | 1 | 1 |
| 28 Feb | 22124.70 | 2390 | 877.1 | 16.41 | 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 24650 expiring on 20MAR2025
Delta for 24650 PE is 0.00
Historical price for 24650 PE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 2036.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 2036.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 2036.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 2036.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 2036.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 2036.05, which was -31.95 lower than the previous day. The implied volatity was 24.25, the open interest changed by 4 which increased total open position to 12
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 2068.3, which was -162.85 lower than the previous day. The implied volatity was 29.84, the open interest changed by 6 which increased total open position to 8
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 2231.75, which was -179.15 lower than the previous day. The implied volatity was 28.49, 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 2410.9, 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 2410.9, which was 20.9 higher than the previous day. The implied volatity was 26.32, 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 2390, which was 877.1 higher than the previous day. The implied volatity was 16.41, 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
