NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 21300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 22397.20 | 1115 | -75 | - | 5 | -1 | 9 | |||
| 12 Mar | 22470.50 | 1190 | 46.2 | - | 10 | 2 | 10 | |||
| 11 Mar | 22497.90 | 1143.8 | -172.1 | - | 3 | 8 | 8 | |||
| 10 Mar | 22460.30 | 1315.9 | 0 | 0.00 | 0 | 4 | 0 | |||
| 7 Mar | 22552.50 | 1315.9 | 34.7 | 13.86 | 3 | 4 | 7 | |||
| 6 Mar | 22544.70 | 1280.85 | 161.25 | - | 3 | 1 | 3 | |||
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| 5 Mar | 22337.30 | 1119.6 | 173 | - | 1 | 2 | 2 | |||
| 4 Mar | 22082.65 | 946.6 | 0 | 0.00 | 0 | 2 | 0 | |||
| 3 Mar | 22119.30 | 946.6 | -37.1 | 10.26 | 2 | 2 | 2 | |||
| 28 Feb | 22124.70 | 983.7 | -914.15 | 15.08 | 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 21300 expiring on 20MAR2025
Delta for 21300 CE is -
Historical price for 21300 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1115, which was -75 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 9
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1190, which was 46.2 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 10
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1143.8, which was -172.1 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1315.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1315.9, which was 34.7 higher than the previous day. The implied volatity was 13.86, the open interest changed by 4 which increased total open position to 7
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1280.85, which was 161.25 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 1119.6, which was 173 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 946.6, 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 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 946.6, which was -37.1 lower than the previous day. The implied volatity was 10.26, the open interest changed by 2 which increased total open position to 2
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 983.7, which was -914.15 lower than the previous day. The implied volatity was 15.08, 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 21300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 1.20
Theta: -1.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 22397.20 | 2.95 | -1.25 | 17.30 | 1,08,504 | 7,221 | 19,087 |
| 12 Mar | 22470.50 | 3.7 | -2.5 | 17.85 | 42,155 | 7,337 | 11,866 |
| 11 Mar | 22497.90 | 5.75 | -2.65 | 18.72 | 18,920 | 865 | 4,529 |
| 10 Mar | 22460.30 | 8.8 | 0.75 | 18.18 | 13,662 | 1,140 | 3,664 |
| 7 Mar | 22552.50 | 8.25 | -3.2 | 16.97 | 6,470 | 689 | 2,524 |
| 6 Mar | 22544.70 | 12 | -5.4 | 17.46 | 4,117 | 516 | 1,835 |
| 5 Mar | 22337.30 | 17.15 | -18.05 | 16.19 | 3,507 | 565 | 1,319 |
| 4 Mar | 22082.65 | 36.2 | 4.85 | 15.53 | 559 | 83 | 754 |
| 3 Mar | 22119.30 | 30.2 | -9.6 | 15.14 | 1,351 | 493 | 671 |
| 28 Feb | 22124.70 | 39.95 | 24.05 | 15.09 | 508 | 155 | 178 |
| 27 Feb | 22545.05 | 17.15 | -1.5 | 15.50 | 16 | 16 | 23 |
| 25 Feb | 22547.55 | 18.65 | -1.45 | 15.32 | 13 | 7 | 7 |
| 24 Feb | 22553.35 | 20.1 | 0 | 5.64 | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 20.1 | 0 | 6.14 | 0 | 0 | 0 |
| 20 Feb | 22913.15 | 20.1 | 0 | 6.53 | 0 | 0 | 0 |
| 19 Feb | 22932.90 | 20.1 | 0 | 6.48 | 0 | 0 | 0 |
For Nifty - strike price 21300 expiring on 20MAR2025
Delta for 21300 PE is -0.02
Historical price for 21300 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 2.95, which was -1.25 lower than the previous day. The implied volatity was 17.30, the open interest changed by 7221 which increased total open position to 19087
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 3.7, which was -2.5 lower than the previous day. The implied volatity was 17.85, the open interest changed by 7337 which increased total open position to 11866
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 5.75, which was -2.65 lower than the previous day. The implied volatity was 18.72, the open interest changed by 865 which increased total open position to 4529
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 8.8, which was 0.75 higher than the previous day. The implied volatity was 18.18, the open interest changed by 1140 which increased total open position to 3664
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 8.25, which was -3.2 lower than the previous day. The implied volatity was 16.97, the open interest changed by 689 which increased total open position to 2524
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 12, which was -5.4 lower than the previous day. The implied volatity was 17.46, the open interest changed by 516 which increased total open position to 1835
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 17.15, which was -18.05 lower than the previous day. The implied volatity was 16.19, the open interest changed by 565 which increased total open position to 1319
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 36.2, which was 4.85 higher than the previous day. The implied volatity was 15.53, the open interest changed by 83 which increased total open position to 754
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 30.2, which was -9.6 lower than the previous day. The implied volatity was 15.14, the open interest changed by 493 which increased total open position to 671
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 39.95, which was 24.05 higher than the previous day. The implied volatity was 15.09, the open interest changed by 155 which increased total open position to 178
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 17.15, which was -1.5 lower than the previous day. The implied volatity was 15.50, the open interest changed by 16 which increased total open position to 23
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 18.65, which was -1.45 lower than the previous day. The implied volatity was 15.32, the open interest changed by 7 which increased total open position to 7
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 20.1, which was 0 lower than the previous day. The implied volatity was 5.64, 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 20.1, which was 0 lower than the previous day. The implied volatity was 6.14, 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 20.1, which was 0 lower than the previous day. The implied volatity was 6.53, 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 20.1, which was 0 lower than the previous day. The implied volatity was 6.48, the open interest changed by 0 which decreased total open position to 0
