NIFTY
Nifty
Historical option data for NIFTY
17 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 21150 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 | |||
| 17 Mar | 22508.75 | 1308.55 | 0 | 0.00 | 0 | 1 | 0 | |||
| 13 Mar | 22397.20 | 1308.55 | 0 | 0.00 | 0 | 1 | 0 | |||
| 12 Mar | 22470.50 | 1308.55 | 75.05 | - | 2 | 1 | 8 | |||
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| 11 Mar | 22497.90 | 1233.5 | -224.35 | - | 2 | 7 | 7 | |||
| 10 Mar | 22460.30 | 1458.15 | 0.3 | 0.00 | 0 | 2 | 0 | |||
| 7 Mar | 22552.50 | 1458.15 | 30.75 | - | 2 | 2 | 5 | |||
| 6 Mar | 22544.70 | 1427.1 | 162.95 | - | 2 | 1 | 3 | |||
| 5 Mar | 22337.30 | 1264.15 | 177.95 | - | 1 | 2 | 2 | |||
| 4 Mar | 22082.65 | 1086.2 | 0 | 0.00 | 0 | 1 | 0 | |||
| 3 Mar | 22119.30 | 1086.2 | -27.7 | - | 1 | 1 | 1 | |||
| 28 Feb | 22124.70 | 1113.9 | -926.9 | 14.36 | 1 | 0 | 0 | |||
| 27 Feb | 22545.05 | 0 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 21150 expiring on 20MAR2025
Delta for 21150 CE is 0.00
Historical price for 21150 CE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 1308.55, 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 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1308.55, 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 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1308.55, which was 75.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1233.5, which was -224.35 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1458.15, which was 0.3 higher 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 1458.15, which was 30.75 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 5
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1427.1, which was 162.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 1264.15, which was 177.95 higher than the previous day. The implied volatity was -, 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 1086.2, 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 1086.2, which was -27.7 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 1113.9, which was -926.9 lower than the previous day. The implied volatity was 14.36, 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 21150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.00
Vega: 0.29
Theta: -1.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Mar | 22508.75 | 0.85 | -1.25 | 27.14 | 44,099 | 2,929 | 4,201 |
| 13 Mar | 22397.20 | 2.15 | -1.25 | 18.54 | 12,140 | 437 | 1,272 |
| 12 Mar | 22470.50 | 3.35 | -1.15 | 19.51 | 3,300 | 77 | 835 |
| 11 Mar | 22497.90 | 4.4 | -1.4 | 19.81 | 3,894 | 294 | 758 |
| 10 Mar | 22460.30 | 6 | -0.3 | 18.87 | 1,159 | 313 | 464 |
| 7 Mar | 22552.50 | 6.3 | -3.05 | 17.82 | 287 | 41 | 151 |
| 6 Mar | 22544.70 | 9.35 | -5.75 | 18.31 | 90 | 64 | 110 |
| 5 Mar | 22337.30 | 15.1 | -9.5 | 17.48 | 1 | -1 | 46 |
| 4 Mar | 22082.65 | 23.95 | 0.75 | 15.76 | 5 | 0 | 47 |
| 3 Mar | 22119.30 | 22.4 | -4.8 | 15.79 | 82 | 9 | 47 |
| 28 Feb | 22124.70 | 27.2 | 12.7 | 15.27 | 53 | 38 | 38 |
| 27 Feb | 22545.05 | 14.5 | 0.45 | 16.43 | 1 | 0 | 0 |
For Nifty - strike price 21150 expiring on 20MAR2025
Delta for 21150 PE is -0.00
Historical price for 21150 PE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 0.85, which was -1.25 lower than the previous day. The implied volatity was 27.14, the open interest changed by 2929 which increased total open position to 4201
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 2.15, which was -1.25 lower than the previous day. The implied volatity was 18.54, the open interest changed by 437 which increased total open position to 1272
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 3.35, which was -1.15 lower than the previous day. The implied volatity was 19.51, the open interest changed by 77 which increased total open position to 835
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 4.4, which was -1.4 lower than the previous day. The implied volatity was 19.81, the open interest changed by 294 which increased total open position to 758
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 6, which was -0.3 lower than the previous day. The implied volatity was 18.87, the open interest changed by 313 which increased total open position to 464
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 6.3, which was -3.05 lower than the previous day. The implied volatity was 17.82, the open interest changed by 41 which increased total open position to 151
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 9.35, which was -5.75 lower than the previous day. The implied volatity was 18.31, the open interest changed by 64 which increased total open position to 110
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 15.1, which was -9.5 lower than the previous day. The implied volatity was 17.48, the open interest changed by -1 which decreased total open position to 46
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 23.95, which was 0.75 higher than the previous day. The implied volatity was 15.76, the open interest changed by 0 which decreased total open position to 47
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 22.4, which was -4.8 lower than the previous day. The implied volatity was 15.79, the open interest changed by 9 which increased total open position to 47
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 27.2, which was 12.7 higher than the previous day. The implied volatity was 15.27, the open interest changed by 38 which increased total open position to 38
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 14.5, which was 0.45 higher than the previous day. The implied volatity was 16.43, the open interest changed by 0 which decreased total open position to 0
