NIFTY
Nifty
Historical option data for NIFTY
17 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 24700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.14
Theta: -0.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Mar | 22508.75 | 0.45 | -0.25 | 35.27 | 63,678 | 3,902 | 10,017 | |||
| 13 Mar | 22397.20 | 0.65 | -0.45 | 25.04 | 18,503 | 5,812 | 6,115 | |||
| 12 Mar | 22470.50 | 1.1 | 0.1 | 23.76 | 1,068 | -21 | 303 | |||
| 11 Mar | 22497.90 | 1 | -0.2 | 21.60 | 316 | 61 | 324 | |||
| 10 Mar | 22460.30 | 1.25 | 0.05 | 21.68 | 280 | 119 | 263 | |||
| 7 Mar | 22552.50 | 1.2 | -0.3 | 18.00 | 179 | 74 | 144 | |||
| 6 Mar | 22544.70 | 1.55 | -0.55 | 17.85 | 108 | 46 | 70 | |||
| 5 Mar | 22337.30 | 2.1 | -0.5 | 19.28 | 1 | 24 | 24 | |||
| 4 Mar | 22082.65 | 2.7 | 0.1 | 0.00 | 0 | -46 | 0 | |||
| 3 Mar | 22119.30 | 2.7 | -1.1 | 20.14 | 90 | -46 | 23 | |||
| 28 Feb | 22124.70 | 3.8 | 0.15 | 19.40 | 69 | 63 | 69 | |||
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| 27 Feb | 22545.05 | 3.65 | -1.25 | 15.99 | 13 | 3 | 6 | |||
| 25 Feb | 22547.55 | 4.9 | -53.7 | 15.71 | 6 | 3 | 3 | |||
| 24 Feb | 22553.35 | 58.6 | 0 | 7.71 | 0 | 0 | 0 | |||
| 21 Feb | 22795.90 | 58.6 | 0 | 6.17 | 0 | 0 | 0 | |||
| 20 Feb | 22913.15 | 58.6 | 0 | 5.57 | 0 | 0 | 0 | |||
| 19 Feb | 22932.90 | 58.6 | 0 | 5.42 | 0 | 0 | 0 | |||
| 18 Feb | 22945.30 | 58.6 | 0 | 5.29 | 0 | 0 | 0 | |||
| 17 Feb | 22959.50 | 58.6 | 0 | 5.05 | 0 | 0 | 0 | |||
| 14 Feb | 22929.25 | 58.6 | 0 | 4.99 | 0 | 0 | 0 | |||
For Nifty - strike price 24700 expiring on 20MAR2025
Delta for 24700 CE is 0.00
Historical price for 24700 CE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 35.27, the open interest changed by 3902 which increased total open position to 10017
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 25.04, the open interest changed by 5812 which increased total open position to 6115
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1.1, which was 0.1 higher than the previous day. The implied volatity was 23.76, the open interest changed by -21 which decreased total open position to 303
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1, which was -0.2 lower than the previous day. The implied volatity was 21.60, the open interest changed by 61 which increased total open position to 324
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1.25, which was 0.05 higher than the previous day. The implied volatity was 21.68, the open interest changed by 119 which increased total open position to 263
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1.2, which was -0.3 lower than the previous day. The implied volatity was 18.00, the open interest changed by 74 which increased total open position to 144
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1.55, which was -0.55 lower than the previous day. The implied volatity was 17.85, the open interest changed by 46 which increased total open position to 70
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 2.1, which was -0.5 lower than the previous day. The implied volatity was 19.28, the open interest changed by 24 which increased total open position to 24
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 2.7, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by -46 which decreased total open position to 0
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 2.7, which was -1.1 lower than the previous day. The implied volatity was 20.14, the open interest changed by -46 which decreased total open position to 23
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 3.8, which was 0.15 higher than the previous day. The implied volatity was 19.40, the open interest changed by 63 which increased total open position to 69
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 3.65, which was -1.25 lower than the previous day. The implied volatity was 15.99, the open interest changed by 3 which increased total open position to 6
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 4.9, which was -53.7 lower than the previous day. The implied volatity was 15.71, the open interest changed by 3 which increased total open position to 3
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 58.6, which was 0 lower than the previous day. The implied volatity was 7.71, 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 58.6, which was 0 lower than the previous day. The implied volatity was 6.17, 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 58.6, which was 0 lower than the previous day. The implied volatity was 5.57, 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 58.6, which was 0 lower than the previous day. The implied volatity was 5.42, 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 58.6, which was 0 lower than the previous day. The implied volatity was 5.29, 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 58.6, which was 0 lower than the previous day. The implied volatity was 5.05, 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 58.6, 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
| NIFTY 20MAR2025 24700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Mar | 22508.75 | 2155 | -122.6 | - | 3 | 28 | 72 |
| 13 Mar | 22397.20 | 2277.6 | 86.05 | 33.42 | 51 | 15 | 44 |
| 12 Mar | 22470.50 | 2191.5 | 101.5 | 33.30 | 23 | 29 | 29 |
| 11 Mar | 22497.90 | 2090 | 0 | 0.00 | 0 | 3 | 0 |
| 10 Mar | 22460.30 | 2090 | 15.65 | - | 5 | 3 | 10 |
| 7 Mar | 22552.50 | 2074.35 | -52.8 | 18.09 | 2 | 2 | 7 |
| 6 Mar | 22544.70 | 2127.15 | -154.95 | 31.22 | 1 | 1 | 5 |
| 5 Mar | 22337.30 | 2282.1 | -337.9 | 29.25 | 1 | 1 | 4 |
| 4 Mar | 22082.65 | 2620 | 148.8 | 41.97 | 1 | 1 | 3 |
| 3 Mar | 22119.30 | 2471.2 | 38.3 | 29.10 | 2 | 2 | 2 |
| 28 Feb | 22124.70 | 2432.9 | 875.45 | - | 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 24700 expiring on 20MAR2025
Delta for 24700 PE is -
Historical price for 24700 PE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 2155, which was -122.6 lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 72
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 2277.6, which was 86.05 higher than the previous day. The implied volatity was 33.42, the open interest changed by 15 which increased total open position to 44
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 2191.5, which was 101.5 higher than the previous day. The implied volatity was 33.30, the open interest changed by 29 which increased total open position to 29
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 2090, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 2090, which was 15.65 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 10
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 2074.35, which was -52.8 lower than the previous day. The implied volatity was 18.09, the open interest changed by 2 which increased total open position to 7
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 2127.15, which was -154.95 lower than the previous day. The implied volatity was 31.22, the open interest changed by 1 which increased total open position to 5
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 2282.1, which was -337.9 lower than the previous day. The implied volatity was 29.25, the open interest changed by 1 which increased total open position to 4
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 2620, which was 148.8 higher than the previous day. The implied volatity was 41.97, the open interest changed by 1 which increased total open position to 3
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 2471.2, which was 38.3 higher than the previous day. The implied volatity was 29.10, the open interest changed by 2 which increased total open position to 2
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 2432.9, which was 875.45 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
