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[--[65.84.65.76]--]
NIFTY
Nifty

22397.2 -73.30 (-0.33%)

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Historical option data for NIFTY

13 Mar 2025 04:11 PM IST
NIFTY 20MAR2025 21150 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 1308.55 0 0.00 0 1 0
12 Mar 22470.50 1308.55 75.05 - 2 1 8
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 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: -0.01
Vega: 0.89
Theta: -1.11
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.01

Historical price for 21150 PE is as follows

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