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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 21500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
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
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 -

Historical price for 21500 CE is as follows

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
Delta: -0.02
Vega: 1.75
Theta: -1.78
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.02

Historical price for 21500 PE is as follows

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