NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 21550 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 | 948.55 | -13.4 | 0.00 | 0 | 17 | 0 | |||
| 12 Mar | 22470.50 | 948.55 | -114.85 | - | 6 | 17 | 17 | |||
| 11 Mar | 22497.90 | 1063.4 | 0 | 0.00 | 0 | 1 | 0 | |||
| 10 Mar | 22460.30 | 1063.4 | -4.6 | 29.74 | 6 | 1 | 11 | |||
| 7 Mar | 22552.50 | 1066.7 | 25.05 | 11.42 | 2 | 3 | 10 | |||
| 6 Mar | 22544.70 | 1040.3 | 156.05 | - | 3 | 4 | 7 | |||
| 5 Mar | 22337.30 | 880.75 | 134.45 | - | 4 | 3 | 3 | |||
| 4 Mar | 22082.65 | 746.3 | 0 | 0.00 | 0 | 2 | 0 | |||
| 3 Mar | 22119.30 | 746.3 | -18.5 | 14.32 | 1 | 2 | 2 | |||
| 28 Feb | 22124.70 | 764.65 | -899.75 | 14.61 | 2 | 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 | |||
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| 17 Feb | 22959.50 | 0 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 22929.25 | 0 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 21550 expiring on 20MAR2025
Delta for 21550 CE is 0.00
Historical price for 21550 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 948.55, which was -13.4 lower than the previous day. The implied volatity was 0.00, the open interest changed by 17 which increased total open position to 0
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 948.55, which was -114.85 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 17
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1063.4, 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 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1063.4, which was -4.6 lower than the previous day. The implied volatity was 29.74, the open interest changed by 1 which increased total open position to 11
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1066.7, which was 25.05 higher than the previous day. The implied volatity was 11.42, the open interest changed by 3 which increased total open position to 10
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1040.3, which was 156.05 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 7
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 880.75, which was 134.45 higher than the previous day. The implied volatity was -, 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 746.3, 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 746.3, which was -18.5 lower than the previous day. The implied volatity was 14.32, 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 764.65, which was -899.75 lower than the previous day. The implied volatity was 14.61, 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 21550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 1.93
Theta: -1.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 22397.20 | 4.8 | -2.25 | 14.99 | 32,777 | 1,996 | 7,132 |
| 12 Mar | 22470.50 | 6.9 | -4.25 | 16.18 | 21,044 | 4,120 | 5,136 |
| 11 Mar | 22497.90 | 10.1 | -5.35 | 17.15 | 6,503 | 422 | 1,016 |
| 10 Mar | 22460.30 | 13.9 | -0.45 | 16.37 | 3,064 | 357 | 594 |
| 7 Mar | 22552.50 | 14.8 | -5.6 | 15.88 | 2,104 | 63 | 237 |
| 6 Mar | 22544.70 | 20.3 | -12.15 | 16.36 | 452 | 18 | 174 |
| 5 Mar | 22337.30 | 33 | -31.3 | 15.60 | 344 | 86 | 156 |
| 4 Mar | 22082.65 | 64.65 | 6.25 | 14.81 | 42 | 8 | 70 |
| 3 Mar | 22119.30 | 55.95 | -12.8 | 14.58 | 296 | 46 | 62 |
| 28 Feb | 22124.70 | 66.8 | 31.85 | 14.33 | 21 | 16 | 16 |
| 27 Feb | 22545.05 | 34.95 | 0 | 4.73 | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 34.95 | 0 | 4.64 | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 34.95 | 0 | 4.65 | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 34.95 | 0 | 5.22 | 0 | 0 | 0 |
| 20 Feb | 22913.15 | 34.95 | 0 | 5.64 | 0 | 0 | 0 |
| 19 Feb | 22932.90 | 34.95 | 0 | 5.61 | 0 | 0 | 0 |
| 17 Feb | 22959.50 | 34.95 | 0 | 5.63 | 0 | 0 | 0 |
| 14 Feb | 22929.25 | 34.95 | 0 | 5.24 | 0 | 0 | 0 |
For Nifty - strike price 21550 expiring on 20MAR2025
Delta for 21550 PE is -0.03
Historical price for 21550 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 4.8, which was -2.25 lower than the previous day. The implied volatity was 14.99, the open interest changed by 1996 which increased total open position to 7132
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 6.9, which was -4.25 lower than the previous day. The implied volatity was 16.18, the open interest changed by 4120 which increased total open position to 5136
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 10.1, which was -5.35 lower than the previous day. The implied volatity was 17.15, the open interest changed by 422 which increased total open position to 1016
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 13.9, which was -0.45 lower than the previous day. The implied volatity was 16.37, the open interest changed by 357 which increased total open position to 594
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 14.8, which was -5.6 lower than the previous day. The implied volatity was 15.88, the open interest changed by 63 which increased total open position to 237
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 20.3, which was -12.15 lower than the previous day. The implied volatity was 16.36, the open interest changed by 18 which increased total open position to 174
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 33, which was -31.3 lower than the previous day. The implied volatity was 15.60, the open interest changed by 86 which increased total open position to 156
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 64.65, which was 6.25 higher than the previous day. The implied volatity was 14.81, the open interest changed by 8 which increased total open position to 70
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 55.95, which was -12.8 lower than the previous day. The implied volatity was 14.58, the open interest changed by 46 which increased total open position to 62
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 66.8, which was 31.85 higher than the previous day. The implied volatity was 14.33, the open interest changed by 16 which increased total open position to 16
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 34.95, which was 0 lower than the previous day. The implied volatity was 4.73, 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 34.95, which was 0 lower than the previous day. The implied volatity was 4.64, 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 34.95, which was 0 lower than the previous day. The implied volatity was 4.65, 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 34.95, which was 0 lower than the previous day. The implied volatity was 5.22, 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 34.95, 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 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 34.95, which was 0 lower than the previous day. The implied volatity was 5.61, 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 34.95, which was 0 lower than the previous day. The implied volatity was 5.63, 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 34.95, which was 0 lower than the previous day. The implied volatity was 5.24, the open interest changed by 0 which decreased total open position to 0
