NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 21650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 3.30
Theta: -9.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 22397.20 | 785.15 | -72.15 | 15.75 | 1 | 2 | 10 | |||
| 12 Mar | 22470.50 | 858 | -102.85 | - | 5 | 8 | 8 | |||
| 11 Mar | 22497.90 | 960.85 | 0 | 0.00 | 0 | 4 | 0 | |||
| 10 Mar | 22460.30 | 960.85 | 0 | 0.00 | 0 | 4 | 0 | |||
| 7 Mar | 22552.50 | 960.85 | 13.15 | - | 2 | 4 | 8 | |||
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| 6 Mar | 22544.70 | 947 | 149 | - | 4 | 2 | 4 | |||
| 5 Mar | 22337.30 | 798 | 156.55 | 11.26 | 2 | 2 | 2 | |||
| 4 Mar | 22082.65 | 641.45 | 0 | 0.00 | 0 | 1 | 0 | |||
| 3 Mar | 22119.30 | 641.45 | -39.5 | 12.44 | 1 | 1 | 1 | |||
| 28 Feb | 22124.70 | 680.95 | -892.2 | 14.28 | 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 21650 expiring on 20MAR2025
Delta for 21650 CE is 0.95
Historical price for 21650 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 785.15, which was -72.15 lower than the previous day. The implied volatity was 15.75, the open interest changed by 2 which increased total open position to 10
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 858, which was -102.85 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 960.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 960.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 960.85, which was 13.15 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 8
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 947, which was 149 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 798, which was 156.55 higher than the previous day. The implied volatity was 11.26, 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 641.45, 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 641.45, which was -39.5 lower than the previous day. The implied volatity was 12.44, 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 680.95, which was -892.2 lower than the previous day. The implied volatity was 14.28, 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 21650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 2.58
Theta: -2.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 22397.20 | 6.95 | -2.4 | 14.46 | 31,026 | 4,087 | 7,319 |
| 12 Mar | 22470.50 | 9.9 | -4.45 | 15.80 | 19,586 | 1,354 | 3,232 |
| 11 Mar | 22497.90 | 13.35 | -7.25 | 16.67 | 10,965 | 988 | 1,878 |
| 10 Mar | 22460.30 | 21.95 | 3.95 | 16.62 | 4,543 | 590 | 890 |
| 7 Mar | 22552.50 | 19.05 | -7.55 | 15.48 | 2,740 | 163 | 300 |
| 6 Mar | 22544.70 | 26.35 | -15.05 | 16.11 | 362 | 14 | 137 |
| 5 Mar | 22337.30 | 39.25 | -41.65 | 15.01 | 213 | 33 | 123 |
| 4 Mar | 22082.65 | 83.15 | 10.6 | 14.70 | 73 | 8 | 90 |
| 3 Mar | 22119.30 | 71.85 | -13.9 | 14.43 | 198 | 27 | 82 |
| 28 Feb | 22124.70 | 83.75 | 51.75 | 14.17 | 77 | 54 | 55 |
| 27 Feb | 22545.05 | 32 | -11 | 14.06 | 10 | 1 | 1 |
| 25 Feb | 22547.55 | 43 | 0 | 4.23 | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 43 | 0 | 4.26 | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 43 | 0 | 4.86 | 0 | 0 | 0 |
| 20 Feb | 22913.15 | 43 | 0 | 5.29 | 0 | 0 | 0 |
| 19 Feb | 22932.90 | 43 | 0 | 5.25 | 0 | 0 | 0 |
| 17 Feb | 22959.50 | 43 | 0 | 5.29 | 0 | 0 | 0 |
| 14 Feb | 22929.25 | 43 | 0 | 4.91 | 0 | 0 | 0 |
For Nifty - strike price 21650 expiring on 20MAR2025
Delta for 21650 PE is -0.04
Historical price for 21650 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 6.95, which was -2.4 lower than the previous day. The implied volatity was 14.46, the open interest changed by 4087 which increased total open position to 7319
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 9.9, which was -4.45 lower than the previous day. The implied volatity was 15.80, the open interest changed by 1354 which increased total open position to 3232
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 13.35, which was -7.25 lower than the previous day. The implied volatity was 16.67, the open interest changed by 988 which increased total open position to 1878
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 21.95, which was 3.95 higher than the previous day. The implied volatity was 16.62, the open interest changed by 590 which increased total open position to 890
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 19.05, which was -7.55 lower than the previous day. The implied volatity was 15.48, the open interest changed by 163 which increased total open position to 300
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 26.35, which was -15.05 lower than the previous day. The implied volatity was 16.11, the open interest changed by 14 which increased total open position to 137
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 39.25, which was -41.65 lower than the previous day. The implied volatity was 15.01, the open interest changed by 33 which increased total open position to 123
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 83.15, which was 10.6 higher than the previous day. The implied volatity was 14.70, the open interest changed by 8 which increased total open position to 90
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 71.85, which was -13.9 lower than the previous day. The implied volatity was 14.43, the open interest changed by 27 which increased total open position to 82
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 83.75, which was 51.75 higher than the previous day. The implied volatity was 14.17, the open interest changed by 54 which increased total open position to 55
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 32, which was -11 lower than the previous day. The implied volatity was 14.06, the open interest changed by 1 which increased total open position to 1
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 43, which was 0 lower than the previous day. The implied volatity was 4.23, 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 43, which was 0 lower than the previous day. The implied volatity was 4.26, 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 43, which was 0 lower than the previous day. The implied volatity was 4.86, 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 43, which was 0 lower than the previous day. The implied volatity was 5.29, 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 43, which was 0 lower than the previous day. The implied volatity was 5.25, 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 43, which was 0 lower than the previous day. The implied volatity was 5.29, 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 43, which was 0 lower than the previous day. The implied volatity was 4.91, the open interest changed by 0 which decreased total open position to 0
