NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 21600 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 | 820 | -78.85 | - | 44 | 17 | 66 | |||
| 12 Mar | 22470.50 | 898.85 | -60.3 | - | 51 | 39 | 49 | |||
| 11 Mar | 22497.90 | 961.8 | 70.45 | - | 11 | 4 | 10 | |||
| 10 Mar | 22460.30 | 891.35 | -160.75 | - | 3 | 1 | 6 | |||
| 7 Mar | 22552.50 | 1052.1 | 61.95 | 19.15 | 1 | 2 | 5 | |||
| 6 Mar | 22544.70 | 989.45 | 140.25 | - | 2 | 0 | 3 | |||
| 5 Mar | 22337.30 | 849.2 | 183.55 | 11.95 | 3 | 3 | 3 | |||
| 4 Mar | 22082.65 | 665.65 | 0 | 0.00 | 0 | 1 | 0 | |||
| 3 Mar | 22119.30 | 665.65 | -54.35 | 10.53 | 2 | 1 | 2 | |||
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| 28 Feb | 22124.70 | 720 | -898.6 | 14.30 | 2 | 1 | 1 | |||
| 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 21600 expiring on 20MAR2025
Delta for 21600 CE is -
Historical price for 21600 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 820, which was -78.85 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 66
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 898.85, which was -60.3 lower than the previous day. The implied volatity was -, the open interest changed by 39 which increased total open position to 49
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 961.8, which was 70.45 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 10
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 891.35, which was -160.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1052.1, which was 61.95 higher than the previous day. The implied volatity was 19.15, 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 989.45, which was 140.25 higher 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 849.2, which was 183.55 higher than the previous day. The implied volatity was 11.95, 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 665.65, 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 665.65, which was -54.35 lower than the previous day. The implied volatity was 10.53, the open interest changed by 1 which increased total open position to 2
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 720, which was -898.6 lower than the previous day. The implied volatity was 14.30, the open interest changed by 1 which increased total open position to 1
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 21600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 2.23
Theta: -2.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 22397.20 | 5.75 | -2.4 | 14.70 | 1,18,254 | 8,067 | 23,903 |
| 12 Mar | 22470.50 | 8.7 | -3.9 | 16.15 | 57,174 | 5,810 | 15,836 |
| 11 Mar | 22497.90 | 13.35 | -4.5 | 17.38 | 26,462 | 3,681 | 10,026 |
| 10 Mar | 22460.30 | 17.35 | 1.5 | 16.45 | 23,505 | 4,358 | 6,345 |
| 7 Mar | 22552.50 | 15.5 | -8.2 | 15.42 | 10,698 | 327 | 1,987 |
| 6 Mar | 22544.70 | 23.5 | -13.75 | 16.29 | 5,100 | 710 | 1,660 |
| 5 Mar | 22337.30 | 37.55 | -35.45 | 15.50 | 2,899 | 459 | 950 |
| 4 Mar | 22082.65 | 75.9 | 10.7 | 14.95 | 698 | 36 | 491 |
| 3 Mar | 22119.30 | 63 | -13.9 | 14.47 | 988 | 315 | 455 |
| 28 Feb | 22124.70 | 77 | 38.2 | 14.40 | 283 | 140 | 140 |
| 27 Feb | 22545.05 | 38.8 | 0 | 4.51 | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 38.8 | 0 | 4.44 | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 38.8 | 0 | 4.46 | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 38.8 | 0 | 5.04 | 0 | 0 | 0 |
| 20 Feb | 22913.15 | 38.8 | 0 | 5.47 | 0 | 0 | 0 |
| 19 Feb | 22932.90 | 38.8 | 0 | 5.43 | 0 | 0 | 0 |
| 17 Feb | 22959.50 | 38.8 | 0 | 5.46 | 0 | 0 | 0 |
| 14 Feb | 22929.25 | 38.8 | 0 | 5.07 | 0 | 0 | 0 |
For Nifty - strike price 21600 expiring on 20MAR2025
Delta for 21600 PE is -0.03
Historical price for 21600 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 5.75, which was -2.4 lower than the previous day. The implied volatity was 14.70, the open interest changed by 8067 which increased total open position to 23903
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 8.7, which was -3.9 lower than the previous day. The implied volatity was 16.15, the open interest changed by 5810 which increased total open position to 15836
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 13.35, which was -4.5 lower than the previous day. The implied volatity was 17.38, the open interest changed by 3681 which increased total open position to 10026
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 17.35, which was 1.5 higher than the previous day. The implied volatity was 16.45, the open interest changed by 4358 which increased total open position to 6345
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 15.5, which was -8.2 lower than the previous day. The implied volatity was 15.42, the open interest changed by 327 which increased total open position to 1987
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 23.5, which was -13.75 lower than the previous day. The implied volatity was 16.29, the open interest changed by 710 which increased total open position to 1660
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 37.55, which was -35.45 lower than the previous day. The implied volatity was 15.50, the open interest changed by 459 which increased total open position to 950
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 75.9, which was 10.7 higher than the previous day. The implied volatity was 14.95, the open interest changed by 36 which increased total open position to 491
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 63, which was -13.9 lower than the previous day. The implied volatity was 14.47, the open interest changed by 315 which increased total open position to 455
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 77, which was 38.2 higher than the previous day. The implied volatity was 14.40, the open interest changed by 140 which increased total open position to 140
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 38.8, which was 0 lower than the previous day. The implied volatity was 4.51, 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 38.8, which was 0 lower than the previous day. The implied volatity was 4.44, 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 38.8, which was 0 lower than the previous day. The implied volatity was 4.46, 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 38.8, which was 0 lower than the previous day. The implied volatity was 5.04, 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 38.8, which was 0 lower than the previous day. The implied volatity was 5.47, 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 38.8, which was 0 lower than the previous day. The implied volatity was 5.43, 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 38.8, which was 0 lower than the previous day. The implied volatity was 5.46, 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 38.8, which was 0 lower than the previous day. The implied volatity was 5.07, the open interest changed by 0 which decreased total open position to 0
