NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 21250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
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 | 1242.95 | 0 | 0.00 | 0 | 5 | 0 | |||
| 12 Mar | 22470.50 | 1242.95 | -166.7 | - | 1 | 5 | 5 | |||
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| 11 Mar | 22497.90 | 1409.65 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 1409.65 | 69.05 | 40.54 | 2 | 0 | 5 | |||
| 7 Mar | 22552.50 | 1340.6 | 10.8 | - | 2 | 2 | 5 | |||
| 6 Mar | 22544.70 | 1329.5 | 161.8 | - | 2 | 1 | 3 | |||
| 5 Mar | 22337.30 | 1167.7 | 179.55 | - | 1 | 2 | 2 | |||
| 4 Mar | 22082.65 | 988.15 | 0 | 0.00 | 0 | 1 | 0 | |||
| 3 Mar | 22119.30 | 988.15 | -44.3 | - | 1 | 1 | 1 | |||
| 28 Feb | 22124.70 | 1032.45 | -912.8 | 15.66 | 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 | |||
For Nifty - strike price 21250 expiring on 20MAR2025
Delta for 21250 CE is 0.00
Historical price for 21250 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1242.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1242.95, which was -166.7 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1409.65, 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 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1409.65, which was 69.05 higher than the previous day. The implied volatity was 40.54, the open interest changed by 0 which decreased total open position to 5
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1340.6, which was 10.8 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 1329.5, which was 161.8 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 1167.7, which was 179.55 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 988.15, 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 988.15, which was -44.3 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 1032.45, which was -912.8 lower than the previous day. The implied volatity was 15.66, 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
| NIFTY 20MAR2025 21250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 1.05
Theta: -1.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 22397.20 | 2.55 | -1.3 | 17.63 | 29,445 | 1,437 | 4,933 |
| 12 Mar | 22470.50 | 4.15 | -1.3 | 18.81 | 13,700 | 2,438 | 3,496 |
| 11 Mar | 22497.90 | 5.2 | -2.1 | 19.05 | 3,125 | 411 | 1,058 |
| 10 Mar | 22460.30 | 7.25 | -0.45 | 18.21 | 2,575 | 438 | 647 |
| 7 Mar | 22552.50 | 7.75 | -2.8 | 17.34 | 465 | 19 | 209 |
| 6 Mar | 22544.70 | 10.7 | -5.25 | 17.63 | 122 | 48 | 190 |
| 5 Mar | 22337.30 | 15.7 | -16 | 16.48 | 248 | -1 | 142 |
| 4 Mar | 22082.65 | 32.85 | 3.8 | 15.77 | 79 | 37 | 143 |
| 3 Mar | 22119.30 | 28.9 | -2.1 | 15.58 | 136 | 89 | 106 |
| 28 Feb | 22124.70 | 31 | 16.6 | 14.64 | 4 | -3 | 17 |
| 27 Feb | 22545.05 | 14.4 | -2.5 | 15.44 | 4 | -1 | 20 |
| 25 Feb | 22547.55 | 16.9 | -4.35 | 15.47 | 6 | 2 | 21 |
| 24 Feb | 22553.35 | 21.25 | 0 | 16.12 | 1 | 7 | 19 |
| 21 Feb | 22795.90 | 21.25 | -0.85 | 17.04 | 9 | 12 | 12 |
| 20 Feb | 22913.15 | 22.1 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Feb | 22932.90 | 22.1 | 4.25 | 17.81 | 10 | 0 | 0 |
For Nifty - strike price 21250 expiring on 20MAR2025
Delta for 21250 PE is -0.01
Historical price for 21250 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 2.55, which was -1.3 lower than the previous day. The implied volatity was 17.63, the open interest changed by 1437 which increased total open position to 4933
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 4.15, which was -1.3 lower than the previous day. The implied volatity was 18.81, the open interest changed by 2438 which increased total open position to 3496
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 5.2, which was -2.1 lower than the previous day. The implied volatity was 19.05, the open interest changed by 411 which increased total open position to 1058
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 7.25, which was -0.45 lower than the previous day. The implied volatity was 18.21, the open interest changed by 438 which increased total open position to 647
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 7.75, which was -2.8 lower than the previous day. The implied volatity was 17.34, the open interest changed by 19 which increased total open position to 209
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 10.7, which was -5.25 lower than the previous day. The implied volatity was 17.63, the open interest changed by 48 which increased total open position to 190
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 15.7, which was -16 lower than the previous day. The implied volatity was 16.48, the open interest changed by -1 which decreased total open position to 142
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 32.85, which was 3.8 higher than the previous day. The implied volatity was 15.77, the open interest changed by 37 which increased total open position to 143
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 28.9, which was -2.1 lower than the previous day. The implied volatity was 15.58, the open interest changed by 89 which increased total open position to 106
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 31, which was 16.6 higher than the previous day. The implied volatity was 14.64, the open interest changed by -3 which decreased total open position to 17
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 14.4, which was -2.5 lower than the previous day. The implied volatity was 15.44, the open interest changed by -1 which decreased total open position to 20
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 16.9, which was -4.35 lower than the previous day. The implied volatity was 15.47, the open interest changed by 2 which increased total open position to 21
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 21.25, which was 0 lower than the previous day. The implied volatity was 16.12, the open interest changed by 7 which increased total open position to 19
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 21.25, which was -0.85 lower than the previous day. The implied volatity was 17.04, the open interest changed by 12 which increased total open position to 12
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 22.1, 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 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 22.1, which was 4.25 higher than the previous day. The implied volatity was 17.81, the open interest changed by 0 which decreased total open position to 0
