`
Related Pages for NIFTY
[--[65.84.65.76]--]
NIFTY
Nifty
22397.2 -73.30 (-0.33%)

Back to Option Chain

Historical option data for NIFTY

13 Mar 2025 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
NIFTY 20MAR2025 21050 CE
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 1525.2 0 0.00 0 2 0
12 Mar 22470.50 1525.2 0 0.00 0 2 0
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
Delta: -0.01
Vega: 0.76
Theta: -1.00
Gamma: 0.00
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