NIFTY
Nifty
Historical option data for NIFTY
17 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 21750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.98
Vega: 1.08
Theta: -9.34
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Mar | 22508.75 | 785.85 | 111.9 | 19.52 | 36 | 12 | 27 | |||
| 13 Mar | 22397.20 | 673.95 | -57.9 | - | 21 | 3 | 15 | |||
| 12 Mar | 22470.50 | 731.85 | -41.1 | - | 4 | 1 | 12 | |||
| 11 Mar | 22497.90 | 772.95 | -129.85 | - | 14 | 11 | 11 | |||
| 10 Mar | 22460.30 | 902.8 | 0 | 0.00 | 0 | -1 | 0 | |||
| 7 Mar | 22552.50 | 902.8 | 92.8 | 16.91 | 1 | -1 | 2 | |||
| 6 Mar | 22544.70 | 810 | 98.5 | - | 2 | 1 | 3 | |||
| 5 Mar | 22337.30 | 711.5 | 150.5 | 11.94 | 1 | 2 | 2 | |||
| 4 Mar | 22082.65 | 561 | 0 | 0.00 | 0 | 1 | 0 | |||
| 3 Mar | 22119.30 | 561 | -39.8 | 12.52 | 1 | 1 | 1 | |||
| 28 Feb | 22124.70 | 600.8 | -882.6 | 14.10 | 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 21750 expiring on 20MAR2025
Delta for 21750 CE is 0.98
Historical price for 21750 CE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 785.85, which was 111.9 higher than the previous day. The implied volatity was 19.52, the open interest changed by 12 which increased total open position to 27
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 673.95, which was -57.9 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 15
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 731.85, which was -41.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 12
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 772.95, which was -129.85 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 11
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 902.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 902.8, which was 92.8 higher than the previous day. The implied volatity was 16.91, the open interest changed by -1 which decreased total open position to 2
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 810, which was 98.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 711.5, which was 150.5 higher than the previous day. The implied volatity was 11.94, 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 561, 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 561, which was -39.8 lower than the previous day. The implied volatity was 12.52, 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 600.8, which was -882.6 lower than the previous day. The implied volatity was 14.10, 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 21750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.90
Theta: -2.70
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Mar | 22508.75 | 2.5 | -5.6 | 18.68 | 3,21,963 | 17,490 | 25,675 |
| 13 Mar | 22397.20 | 9.45 | -2.95 | 13.70 | 54,833 | 3,035 | 8,185 |
| 12 Mar | 22470.50 | 12.85 | -6.65 | 15.10 | 35,340 | 720 | 5,150 |
| 11 Mar | 22497.90 | 16.8 | -9.9 | 16.00 | 17,304 | 2,832 | 4,430 |
| 10 Mar | 22460.30 | 27 | 4.25 | 15.93 | 6,655 | 811 | 1,598 |
| 7 Mar | 22552.50 | 23.5 | -9.9 | 14.94 | 4,766 | 628 | 787 |
| 6 Mar | 22544.70 | 32.6 | -20.55 | 15.66 | 537 | 3 | 159 |
| 5 Mar | 22337.30 | 51.25 | -52.5 | 14.82 | 904 | 106 | 156 |
| 4 Mar | 22082.65 | 106.35 | 12.65 | 14.62 | 81 | 19 | 50 |
| 3 Mar | 22119.30 | 91.4 | -14.85 | 14.29 | 197 | 28 | 31 |
| 28 Feb | 22124.70 | 106.7 | 54.15 | 14.16 | 6 | 3 | 3 |
| 27 Feb | 22545.05 | 52.55 | 0 | 3.88 | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 52.55 | 0 | 3.82 | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 52.55 | 0 | 3.86 | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 52.55 | 0 | 4.48 | 0 | 0 | 0 |
| 20 Feb | 22913.15 | 52.55 | 0 | 4.93 | 0 | 0 | 0 |
| 19 Feb | 22932.90 | 52.55 | 0 | 4.89 | 0 | 0 | 0 |
| 17 Feb | 22959.50 | 52.55 | 0 | 4.95 | 0 | 0 | 0 |
| 14 Feb | 22929.25 | 52.55 | 0 | 4.58 | 0 | 0 | 0 |
For Nifty - strike price 21750 expiring on 20MAR2025
Delta for 21750 PE is -0.02
Historical price for 21750 PE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 2.5, which was -5.6 lower than the previous day. The implied volatity was 18.68, the open interest changed by 17490 which increased total open position to 25675
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 9.45, which was -2.95 lower than the previous day. The implied volatity was 13.70, the open interest changed by 3035 which increased total open position to 8185
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 12.85, which was -6.65 lower than the previous day. The implied volatity was 15.10, the open interest changed by 720 which increased total open position to 5150
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 16.8, which was -9.9 lower than the previous day. The implied volatity was 16.00, the open interest changed by 2832 which increased total open position to 4430
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 27, which was 4.25 higher than the previous day. The implied volatity was 15.93, the open interest changed by 811 which increased total open position to 1598
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 23.5, which was -9.9 lower than the previous day. The implied volatity was 14.94, the open interest changed by 628 which increased total open position to 787
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 32.6, which was -20.55 lower than the previous day. The implied volatity was 15.66, the open interest changed by 3 which increased total open position to 159
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 51.25, which was -52.5 lower than the previous day. The implied volatity was 14.82, the open interest changed by 106 which increased total open position to 156
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 106.35, which was 12.65 higher than the previous day. The implied volatity was 14.62, the open interest changed by 19 which increased total open position to 50
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 91.4, which was -14.85 lower than the previous day. The implied volatity was 14.29, the open interest changed by 28 which increased total open position to 31
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 106.7, which was 54.15 higher than the previous day. The implied volatity was 14.16, the open interest changed by 3 which increased total open position to 3
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 52.55, which was 0 lower than the previous day. The implied volatity was 3.88, 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 52.55, which was 0 lower than the previous day. The implied volatity was 3.82, 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 52.55, which was 0 lower than the previous day. The implied volatity was 3.86, 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 52.55, which was 0 lower than the previous day. The implied volatity was 4.48, 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 52.55, which was 0 lower than the previous day. The implied volatity was 4.93, 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 52.55, which was 0 lower than the previous day. The implied volatity was 4.89, 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 52.55, which was 0 lower than the previous day. The implied volatity was 4.95, 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 52.55, which was 0 lower than the previous day. The implied volatity was 4.58, the open interest changed by 0 which decreased total open position to 0
