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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 24650 CE
Delta: 0.00
Vega: 0.30
Theta: -0.56
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
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 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
Date Close Ltp Change IV Volume Change OI OI
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 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