NIFTY
Nifty
Historical option data for NIFTY
17 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 21500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 1.74
Theta: -14.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Mar | 22508.75 | 1042 | 124.35 | 29.67 | 447 | -22 | 330 | |||
| 13 Mar | 22397.20 | 908.8 | -90.6 | - | 355 | 191 | 352 | |||
| 12 Mar | 22470.50 | 1001.95 | -28.05 | - | 195 | 89 | 161 | |||
| 11 Mar | 22497.90 | 1030 | 35 | 120.21 | 76 | 40 | 72 | |||
| 10 Mar | 22460.30 | 992 | -155.6 | - | 66 | 24 | 32 | |||
| 7 Mar | 22552.50 | 1147.6 | 206.8 | 19.81 | 7 | 5 | 8 | |||
| 6 Mar | 22544.70 | 940.8 | -19.2 | - | 1 | 0 | 3 | |||
| 5 Mar | 22337.30 | 960 | 170.25 | 15.04 | 2 | 3 | 3 | |||
| 4 Mar | 22082.65 | 789.75 | 0 | 0.00 | 0 | 1 | 0 | |||
| 3 Mar | 22119.30 | 789.75 | -17.95 | 14.41 | 1 | 1 | 1 | |||
| 28 Feb | 22124.70 | 807.7 | -902.8 | 14.76 | 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 | |||
| 17 Feb | 22959.50 | 0 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 22929.25 | 0 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 21500 expiring on 20MAR2025
Delta for 21500 CE is 0.96
Historical price for 21500 CE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 1042, which was 124.35 higher than the previous day. The implied volatity was 29.67, the open interest changed by -22 which decreased total open position to 330
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 908.8, which was -90.6 lower than the previous day. The implied volatity was -, the open interest changed by 191 which increased total open position to 352
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1001.95, which was -28.05 lower than the previous day. The implied volatity was -, the open interest changed by 89 which increased total open position to 161
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1030, which was 35 higher than the previous day. The implied volatity was 120.21, the open interest changed by 40 which increased total open position to 72
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 992, which was -155.6 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 32
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1147.6, which was 206.8 higher than the previous day. The implied volatity was 19.81, the open interest changed by 5 which increased total open position to 8
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 940.8, which was -19.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 960, which was 170.25 higher than the previous day. The implied volatity was 15.04, the open interest changed by 3 which increased total open position to 3
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 789.75, 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 789.75, which was -17.95 lower than the previous day. The implied volatity was 14.41, 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 807.7, which was -902.8 lower than the previous day. The implied volatity was 14.76, 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
On 17 Feb NIFTY was trading at 22959.50. 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 14 Feb NIFTY was trading at 22929.25. 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 21500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.52
Theta: -1.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Mar | 22508.75 | 1.45 | -2.55 | 22.15 | 7,11,787 | 30,661 | 1,07,765 |
| 13 Mar | 22397.20 | 4.35 | -2.1 | 15.47 | 2,34,680 | 39,679 | 77,104 |
| 12 Mar | 22470.50 | 6.3 | -3.7 | 16.62 | 99,222 | 20,519 | 37,425 |
| 11 Mar | 22497.90 | 9.1 | -4.7 | 17.51 | 41,243 | 5,938 | 16,906 |
| 10 Mar | 22460.30 | 14.2 | 1.45 | 17.14 | 32,948 | 6,749 | 10,968 |
| 7 Mar | 22552.50 | 13.2 | -5.4 | 16.11 | 18,624 | 935 | 4,219 |
| 6 Mar | 22544.70 | 17.5 | -11.25 | 16.44 | 11,213 | 983 | 3,284 |
| 5 Mar | 22337.30 | 29.05 | -29.4 | 15.73 | 6,699 | 813 | 2,301 |
| 4 Mar | 22082.65 | 59 | 7.1 | 15.08 | 2,529 | 545 | 1,488 |
| 3 Mar | 22119.30 | 50.95 | -11.15 | 14.82 | 2,568 | 402 | 943 |
| 28 Feb | 22124.70 | 62.4 | 38.1 | 14.64 | 1,718 | 161 | 541 |
| 27 Feb | 22545.05 | 25.3 | -4.65 | 14.81 | 447 | 37 | 380 |
| 25 Feb | 22547.55 | 31.3 | -4.75 | 15.17 | 316 | 209 | 343 |
| 24 Feb | 22553.35 | 36.8 | 5.05 | 15.74 | 205 | 39 | 134 |
| 21 Feb | 22795.90 | 33.5 | 7.05 | 16.51 | 130 | 84 | 95 |
| 20 Feb | 22913.15 | 25.55 | 0.45 | 16.42 | 22 | 7 | 11 |
| 19 Feb | 22932.90 | 25.1 | -16.9 | 16.21 | 2 | 4 | 4 |
| 17 Feb | 22959.50 | 42 | 1 | 18.13 | 1 | 1 | 2 |
| 14 Feb | 22929.25 | 42 | 10.6 | 16.94 | 11 | 1 | 1 |
For Nifty - strike price 21500 expiring on 20MAR2025
Delta for 21500 PE is -0.01
Historical price for 21500 PE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 1.45, which was -2.55 lower than the previous day. The implied volatity was 22.15, the open interest changed by 30661 which increased total open position to 107765
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 4.35, which was -2.1 lower than the previous day. The implied volatity was 15.47, the open interest changed by 39679 which increased total open position to 77104
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 6.3, which was -3.7 lower than the previous day. The implied volatity was 16.62, the open interest changed by 20519 which increased total open position to 37425
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 9.1, which was -4.7 lower than the previous day. The implied volatity was 17.51, the open interest changed by 5938 which increased total open position to 16906
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 14.2, which was 1.45 higher than the previous day. The implied volatity was 17.14, the open interest changed by 6749 which increased total open position to 10968
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 13.2, which was -5.4 lower than the previous day. The implied volatity was 16.11, the open interest changed by 935 which increased total open position to 4219
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 17.5, which was -11.25 lower than the previous day. The implied volatity was 16.44, the open interest changed by 983 which increased total open position to 3284
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 29.05, which was -29.4 lower than the previous day. The implied volatity was 15.73, the open interest changed by 813 which increased total open position to 2301
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 59, which was 7.1 higher than the previous day. The implied volatity was 15.08, the open interest changed by 545 which increased total open position to 1488
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 50.95, which was -11.15 lower than the previous day. The implied volatity was 14.82, the open interest changed by 402 which increased total open position to 943
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 62.4, which was 38.1 higher than the previous day. The implied volatity was 14.64, the open interest changed by 161 which increased total open position to 541
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 25.3, which was -4.65 lower than the previous day. The implied volatity was 14.81, the open interest changed by 37 which increased total open position to 380
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 31.3, which was -4.75 lower than the previous day. The implied volatity was 15.17, the open interest changed by 209 which increased total open position to 343
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 36.8, which was 5.05 higher than the previous day. The implied volatity was 15.74, the open interest changed by 39 which increased total open position to 134
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 33.5, which was 7.05 higher than the previous day. The implied volatity was 16.51, the open interest changed by 84 which increased total open position to 95
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 25.55, which was 0.45 higher than the previous day. The implied volatity was 16.42, the open interest changed by 7 which increased total open position to 11
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 25.1, which was -16.9 lower than the previous day. The implied volatity was 16.21, the open interest changed by 4 which increased total open position to 4
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 42, which was 1 higher than the previous day. The implied volatity was 18.13, the open interest changed by 1 which increased total open position to 2
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 42, which was 10.6 higher than the previous day. The implied volatity was 16.94, the open interest changed by 1 which increased total open position to 1
