NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 24750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.26
Theta: -0.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 22397.20 | 0.65 | -0.4 | 25.49 | 1,413 | 280 | 728 | |||
| 12 Mar | 22470.50 | 0.95 | 0 | 23.85 | 944 | 93 | 448 | |||
| 11 Mar | 22497.90 | 0.95 | -0.45 | 21.92 | 363 | 249 | 355 | |||
| 10 Mar | 22460.30 | 1.8 | 0.6 | 23.00 | 78 | 23 | 106 | |||
| 7 Mar | 22552.50 | 1.3 | -0.15 | 18.52 | 114 | 24 | 83 | |||
| 6 Mar | 22544.70 | 1.4 | -0.8 | 18.01 | 68 | 32 | 59 | |||
| 5 Mar | 22337.30 | 2.2 | -0.25 | 19.74 | 15 | 9 | 27 | |||
| 4 Mar | 22082.65 | 2.45 | -0.2 | 21.40 | 3 | 3 | 18 | |||
| 3 Mar | 22119.30 | 2.65 | -1.15 | 20.46 | 15 | 4 | 15 | |||
| 28 Feb | 22124.70 | 3.8 | -1.2 | 19.72 | 13 | 11 | 11 | |||
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| 27 Feb | 22545.05 | 5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 5 | -0.15 | 16.11 | 2 | 0 | 5 | |||
| 24 Feb | 22553.35 | 5.15 | -9.25 | 15.62 | 2 | 5 | 5 | |||
| 21 Feb | 22795.90 | 14.4 | 0 | 0.00 | 0 | 3 | 0 | |||
| 20 Feb | 22913.15 | 14.4 | 1.3 | 14.23 | 1 | 3 | 3 | |||
| 19 Feb | 22932.90 | 13.1 | 0 | 0.00 | 0 | -1 | 0 | |||
| 18 Feb | 22945.30 | 13.1 | 1.2 | 13.31 | 1 | -1 | 4 | |||
| 17 Feb | 22959.50 | 11.9 | -11.25 | 12.53 | 3 | 3 | 5 | |||
| 14 Feb | 22929.25 | 23.15 | -30.7 | 13.97 | 4 | 2 | 2 | |||
For Nifty - strike price 24750 expiring on 20MAR2025
Delta for 24750 CE is 0.00
Historical price for 24750 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 0.65, which was -0.4 lower than the previous day. The implied volatity was 25.49, the open interest changed by 280 which increased total open position to 728
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 0.95, which was 0 lower than the previous day. The implied volatity was 23.85, the open interest changed by 93 which increased total open position to 448
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 0.95, which was -0.45 lower than the previous day. The implied volatity was 21.92, the open interest changed by 249 which increased total open position to 355
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1.8, which was 0.6 higher than the previous day. The implied volatity was 23.00, the open interest changed by 23 which increased total open position to 106
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was 18.52, the open interest changed by 24 which increased total open position to 83
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1.4, which was -0.8 lower than the previous day. The implied volatity was 18.01, the open interest changed by 32 which increased total open position to 59
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 2.2, which was -0.25 lower than the previous day. The implied volatity was 19.74, the open interest changed by 9 which increased total open position to 27
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 2.45, which was -0.2 lower than the previous day. The implied volatity was 21.40, the open interest changed by 3 which increased total open position to 18
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 2.65, which was -1.15 lower than the previous day. The implied volatity was 20.46, the open interest changed by 4 which increased total open position to 15
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 3.8, which was -1.2 lower than the previous day. The implied volatity was 19.72, the open interest changed by 11 which increased total open position to 11
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 0.00, 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 5, which was -0.15 lower than the previous day. The implied volatity was 16.11, the open interest changed by 0 which decreased total open position to 5
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 5.15, which was -9.25 lower than the previous day. The implied volatity was 15.62, the open interest changed by 5 which increased total open position to 5
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 14.4, 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 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 14.4, which was 1.3 higher than the previous day. The implied volatity was 14.23, the open interest changed by 3 which increased total open position to 3
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 13.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 13.1, which was 1.2 higher than the previous day. The implied volatity was 13.31, the open interest changed by -1 which decreased total open position to 4
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 11.9, which was -11.25 lower than the previous day. The implied volatity was 12.53, the open interest changed by 3 which increased total open position to 5
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 23.15, which was -30.7 lower than the previous day. The implied volatity was 13.97, the open interest changed by 2 which increased total open position to 2
| NIFTY 20MAR2025 24750 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 |
| 13 Mar | 22397.20 | 2177 | 0 | 0.00 | 0 | 4 | 0 |
| 12 Mar | 22470.50 | 2177 | 0 | 0.00 | 0 | 4 | 0 |
| 11 Mar | 22497.90 | 2177 | 0 | 0.00 | 0 | 4 | 0 |
| 10 Mar | 22460.30 | 2177 | 0 | 0.00 | 0 | 4 | 0 |
| 7 Mar | 22552.50 | 2177 | 0 | 0.00 | 0 | 4 | 0 |
| 6 Mar | 22544.70 | 2177 | -153.55 | 32.33 | 1 | 4 | 7 |
| 5 Mar | 22337.30 | 2330.65 | -179.2 | 29.48 | 4 | 3 | 3 |
| 4 Mar | 22082.65 | 2509.55 | -0.3 | 0.00 | 0 | 1 | 0 |
| 3 Mar | 22119.30 | 2509.55 | 20.35 | 26.92 | 2 | 1 | 1 |
| 28 Feb | 22124.70 | 2489.2 | 886.8 | - | 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 24750 expiring on 20MAR2025
Delta for 24750 PE is 0.00
Historical price for 24750 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 2177, 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 2177, 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 2177, 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 2177, 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 2177, 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 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 2177, which was -153.55 lower than the previous day. The implied volatity was 32.33, the open interest changed by 4 which increased total open position to 7
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 2330.65, which was -179.2 lower than the previous day. The implied volatity was 29.48, the open interest changed by 3 which increased total open position to 3
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 2509.55, which was -0.3 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 2509.55, which was 20.35 higher than the previous day. The implied volatity was 26.92, 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 2489.2, which was 886.8 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
