NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 21350 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 | |||
| 13 Mar | 22397.20 | 1157.75 | 0.2 | 0.00 | 0 | 6 | 0 | |||
| 12 Mar | 22470.50 | 1157.75 | -105.85 | - | 2 | 6 | 6 | |||
| 11 Mar | 22497.90 | 1263.6 | 0 | 0.00 | 0 | 2 | 0 | |||
| 10 Mar | 22460.30 | 1263.6 | 0 | 0.00 | 0 | 2 | 0 | |||
| 7 Mar | 22552.50 | 1263.6 | 30.65 | - | 1 | 2 | 5 | |||
| 6 Mar | 22544.70 | 1232.4 | 160.1 | - | 2 | 1 | 3 | |||
| 5 Mar | 22337.30 | 1072.3 | 171 | - | 1 | 2 | 2 | |||
| 4 Mar | 22082.65 | 901.3 | 0 | 0.00 | 0 | 1 | 0 | |||
| 3 Mar | 22119.30 | 901.3 | -37.3 | 11.06 | 1 | 1 | 1 | |||
| 28 Feb | 22124.70 | 938.6 | -912 | 15.05 | 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 | |||
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| 19 Feb | 22932.90 | 0 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 21350 expiring on 20MAR2025
Delta for 21350 CE is 0.00
Historical price for 21350 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1157.75, which was 0.2 higher than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1157.75, which was -105.85 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1263.6, 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 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1263.6, 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 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1263.6, which was 30.65 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 1232.4, which was 160.1 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 1072.3, which was 171 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 901.3, 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 901.3, which was -37.3 lower than the previous day. The implied volatity was 11.06, 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 938.6, which was -912 lower than the previous day. The implied volatity was 15.05, 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 21350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 1.33
Theta: -1.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 22397.20 | 3.3 | -1.25 | 16.89 | 18,635 | 904 | 3,981 |
| 12 Mar | 22470.50 | 4.1 | -2.7 | 17.47 | 14,243 | 2,520 | 3,077 |
| 11 Mar | 22497.90 | 6.15 | -3.35 | 18.28 | 3,203 | 166 | 557 |
| 10 Mar | 22460.30 | 9 | -0.25 | 17.62 | 2,208 | 161 | 391 |
| 7 Mar | 22552.50 | 9.25 | -3.65 | 16.75 | 1,215 | 72 | 230 |
| 6 Mar | 22544.70 | 13 | -6.65 | 17.14 | 332 | 73 | 158 |
| 5 Mar | 22337.30 | 22.95 | -18.7 | 16.67 | 151 | 49 | 85 |
| 4 Mar | 22082.65 | 42.85 | 6.75 | 15.62 | 32 | 5 | 36 |
| 3 Mar | 22119.30 | 35.05 | 6.2 | 15.12 | 63 | 22 | 31 |
| 28 Feb | 22124.70 | 28.85 | 10.85 | 13.17 | 3 | 0 | 9 |
| 27 Feb | 22545.05 | 18 | -6 | 15.17 | 2 | 9 | 9 |
| 25 Feb | 22547.55 | 24 | 0 | 0.00 | 0 | 7 | 0 |
| 24 Feb | 22553.35 | 24 | 0 | 0.00 | 0 | 7 | 0 |
| 21 Feb | 22795.90 | 24 | -2.8 | 16.61 | 2 | 7 | 7 |
| 20 Feb | 22913.15 | 26.8 | 0 | 0.00 | 0 | 6 | 0 |
| 19 Feb | 22932.90 | 26.8 | 4.3 | 17.70 | 7 | 6 | 6 |
For Nifty - strike price 21350 expiring on 20MAR2025
Delta for 21350 PE is -0.02
Historical price for 21350 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 3.3, which was -1.25 lower than the previous day. The implied volatity was 16.89, the open interest changed by 904 which increased total open position to 3981
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 4.1, which was -2.7 lower than the previous day. The implied volatity was 17.47, the open interest changed by 2520 which increased total open position to 3077
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 6.15, which was -3.35 lower than the previous day. The implied volatity was 18.28, the open interest changed by 166 which increased total open position to 557
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 9, which was -0.25 lower than the previous day. The implied volatity was 17.62, the open interest changed by 161 which increased total open position to 391
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 9.25, which was -3.65 lower than the previous day. The implied volatity was 16.75, the open interest changed by 72 which increased total open position to 230
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 13, which was -6.65 lower than the previous day. The implied volatity was 17.14, the open interest changed by 73 which increased total open position to 158
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 22.95, which was -18.7 lower than the previous day. The implied volatity was 16.67, the open interest changed by 49 which increased total open position to 85
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 42.85, which was 6.75 higher than the previous day. The implied volatity was 15.62, the open interest changed by 5 which increased total open position to 36
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 35.05, which was 6.2 higher than the previous day. The implied volatity was 15.12, the open interest changed by 22 which increased total open position to 31
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 28.85, which was 10.85 higher than the previous day. The implied volatity was 13.17, the open interest changed by 0 which decreased total open position to 9
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 18, which was -6 lower than the previous day. The implied volatity was 15.17, the open interest changed by 9 which increased total open position to 9
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 24, which was -2.8 lower than the previous day. The implied volatity was 16.61, the open interest changed by 7 which increased total open position to 7
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 26.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 26.8, which was 4.3 higher than the previous day. The implied volatity was 17.70, the open interest changed by 6 which increased total open position to 6
