NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
NIFTY 20MAR2025 21050 CE | ||||||||||
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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 | 1525.2 | 0 | 0.00 | 0 | 2 | 0 | |||
12 Mar | 22470.50 | 1525.2 | 0 | 0.00 | 0 | 2 | 0 | |||
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11 Mar | 22497.90 | 1525.2 | 0 | 0.00 | 0 | 2 | 0 | |||
10 Mar | 22460.30 | 1525.2 | 0 | 0.00 | 0 | 2 | 0 | |||
7 Mar | 22552.50 | 1525.2 | -0.4 | - | 2 | 2 | 6 | |||
6 Mar | 22544.70 | 1525.3 | 164.05 | - | 2 | 1 | 4 | |||
5 Mar | 22337.30 | 1361.25 | 179.8 | - | 1 | 3 | 3 | |||
4 Mar | 22082.65 | 1181.3 | -0.15 | 0.00 | 0 | 1 | 0 | |||
3 Mar | 22119.30 | 1181.3 | -20.9 | - | 2 | 1 | 1 | |||
28 Feb | 22124.70 | 1202.2 | -934.8 | 13.47 | 1 | 0 | 0 | |||
27 Feb | 22545.05 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 21050 expiring on 20MAR2025
Delta for 21050 CE is 0.00
Historical price for 21050 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1525.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1525.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1525.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1525.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1525.2, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 6
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1525.3, which was 164.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 1361.25, which was 179.8 higher than the previous day. The implied volatity was -, 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 1181.3, which was -0.15 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 1181.3, which was -20.9 lower than the previous day. The implied volatity was -, 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 1202.2, which was -934.8 lower than the previous day. The implied volatity was 13.47, 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
NIFTY 20MAR2025 21050 PE | |||||||
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Delta: -0.01
Vega: 0.76
Theta: -1.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
13 Mar | 22397.20 | 1.85 | -1.25 | 19.45 | 12,009 | 864 | 1,890 |
12 Mar | 22470.50 | 3.1 | -0.75 | 20.56 | 3,327 | 436 | 1,026 |
11 Mar | 22497.90 | 3.45 | -1.55 | 20.33 | 1,862 | 156 | 590 |
10 Mar | 22460.30 | 5.1 | -0.5 | 19.59 | 1,439 | 223 | 434 |
7 Mar | 22552.50 | 5.35 | -2.95 | 18.42 | 370 | 123 | 211 |
6 Mar | 22544.70 | 8.6 | -2 | 19.12 | 66 | -5 | 88 |
5 Mar | 22337.30 | 10.55 | -15.6 | 17.40 | 134 | 84 | 93 |
4 Mar | 22082.65 | 26.15 | 8.05 | 17.31 | 20 | 4 | 9 |
3 Mar | 22119.30 | 18.1 | 7.15 | 16.16 | 12 | 5 | 5 |
28 Feb | 22124.70 | 10.95 | 0 | 5.68 | 0 | 0 | 0 |
27 Feb | 22545.05 | 10.95 | 0 | 7.15 | 0 | 0 | 0 |
For Nifty - strike price 21050 expiring on 20MAR2025
Delta for 21050 PE is -0.01
Historical price for 21050 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1.85, which was -1.25 lower than the previous day. The implied volatity was 19.45, the open interest changed by 864 which increased total open position to 1890
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 3.1, which was -0.75 lower than the previous day. The implied volatity was 20.56, the open interest changed by 436 which increased total open position to 1026
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 3.45, which was -1.55 lower than the previous day. The implied volatity was 20.33, the open interest changed by 156 which increased total open position to 590
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 5.1, which was -0.5 lower than the previous day. The implied volatity was 19.59, the open interest changed by 223 which increased total open position to 434
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 5.35, which was -2.95 lower than the previous day. The implied volatity was 18.42, the open interest changed by 123 which increased total open position to 211
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 8.6, which was -2 lower than the previous day. The implied volatity was 19.12, the open interest changed by -5 which decreased total open position to 88
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 10.55, which was -15.6 lower than the previous day. The implied volatity was 17.40, the open interest changed by 84 which increased total open position to 93
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 26.15, which was 8.05 higher than the previous day. The implied volatity was 17.31, the open interest changed by 4 which increased total open position to 9
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 18.1, which was 7.15 higher than the previous day. The implied volatity was 16.16, the open interest changed by 5 which increased total open position to 5
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 10.95, which was 0 lower than the previous day. The implied volatity was 5.68, 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 10.95, which was 0 lower than the previous day. The implied volatity was 7.15, the open interest changed by 0 which decreased total open position to 0