NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 21800 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 | 614.5 | -94.3 | - | 654 | 333 | 688 | |||
| 12 Mar | 22470.50 | 707.7 | -46.2 | - | 482 | 234 | 355 | |||
| 11 Mar | 22497.90 | 777 | 60 | 10.09 | 135 | 60 | 121 | |||
| 10 Mar | 22460.30 | 714 | -128.35 | 12.69 | 65 | -1 | 61 | |||
| 7 Mar | 22552.50 | 825.95 | 11.65 | 12.12 | 94 | 4 | 62 | |||
| 6 Mar | 22544.70 | 809 | 145.4 | - | 116 | 1 | 58 | |||
| 5 Mar | 22337.30 | 663.6 | 195.9 | 11.52 | 466 | -91 | 57 | |||
| 4 Mar | 22082.65 | 465.1 | -62.3 | 12.56 | 200 | 58 | 148 | |||
| 3 Mar | 22119.30 | 530 | -75 | 13.07 | 134 | 89 | 90 | |||
| 28 Feb | 22124.70 | 605 | -834.1 | 16.75 | 3 | 1 | 1 | |||
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| 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 21800 expiring on 20MAR2025
Delta for 21800 CE is -
Historical price for 21800 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 614.5, which was -94.3 lower than the previous day. The implied volatity was -, the open interest changed by 333 which increased total open position to 688
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 707.7, which was -46.2 lower than the previous day. The implied volatity was -, the open interest changed by 234 which increased total open position to 355
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 777, which was 60 higher than the previous day. The implied volatity was 10.09, the open interest changed by 60 which increased total open position to 121
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 714, which was -128.35 lower than the previous day. The implied volatity was 12.69, the open interest changed by -1 which decreased total open position to 61
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 825.95, which was 11.65 higher than the previous day. The implied volatity was 12.12, the open interest changed by 4 which increased total open position to 62
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 809, which was 145.4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 58
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 663.6, which was 195.9 higher than the previous day. The implied volatity was 11.52, the open interest changed by -91 which decreased total open position to 57
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 465.1, which was -62.3 lower than the previous day. The implied volatity was 12.56, the open interest changed by 58 which increased total open position to 148
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 530, which was -75 lower than the previous day. The implied volatity was 13.07, the open interest changed by 89 which increased total open position to 90
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 605, which was -834.1 lower than the previous day. The implied volatity was 16.75, 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 21800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 3.83
Theta: -3.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 22397.20 | 11.45 | -3.65 | 13.42 | 1,57,448 | 16,602 | 35,762 |
| 12 Mar | 22470.50 | 15.35 | -7.7 | 14.89 | 96,645 | 11,410 | 19,160 |
| 11 Mar | 22497.90 | 20.2 | -10.8 | 15.90 | 43,432 | 2,854 | 7,750 |
| 10 Mar | 22460.30 | 32.45 | 6.15 | 15.93 | 22,941 | 1,877 | 4,896 |
| 7 Mar | 22552.50 | 27.85 | -8.85 | 14.92 | 14,329 | 482 | 3,019 |
| 6 Mar | 22544.70 | 37.4 | -22.95 | 15.56 | 8,062 | 1,352 | 2,537 |
| 5 Mar | 22337.30 | 60 | -55.05 | 14.89 | 3,699 | 293 | 1,185 |
| 4 Mar | 22082.65 | 116.45 | 13.3 | 14.37 | 1,858 | 410 | 892 |
| 3 Mar | 22119.30 | 100 | -16.45 | 14.04 | 1,887 | 283 | 482 |
| 28 Feb | 22124.70 | 116 | 67.35 | 13.95 | 1,439 | 86 | 199 |
| 27 Feb | 22545.05 | 49.45 | -6.6 | 14.09 | 102 | 15 | 113 |
| 25 Feb | 22547.55 | 57 | -4.6 | 14.41 | 82 | 54 | 98 |
| 24 Feb | 22553.35 | 60.75 | 7.35 | 14.72 | 63 | 41 | 44 |
| 21 Feb | 22795.90 | 55 | -2.95 | 15.72 | 17 | 3 | 3 |
| 20 Feb | 22913.15 | 57.95 | 0 | 4.75 | 0 | 0 | 0 |
| 19 Feb | 22932.90 | 57.95 | 0 | 4.72 | 0 | 0 | 0 |
| 17 Feb | 22959.50 | 57.95 | 0 | 4.78 | 0 | 0 | 0 |
| 14 Feb | 22929.25 | 57.95 | 0 | 4.41 | 0 | 0 | 0 |
For Nifty - strike price 21800 expiring on 20MAR2025
Delta for 21800 PE is -0.06
Historical price for 21800 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 11.45, which was -3.65 lower than the previous day. The implied volatity was 13.42, the open interest changed by 16602 which increased total open position to 35762
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 15.35, which was -7.7 lower than the previous day. The implied volatity was 14.89, the open interest changed by 11410 which increased total open position to 19160
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 20.2, which was -10.8 lower than the previous day. The implied volatity was 15.90, the open interest changed by 2854 which increased total open position to 7750
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 32.45, which was 6.15 higher than the previous day. The implied volatity was 15.93, the open interest changed by 1877 which increased total open position to 4896
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 27.85, which was -8.85 lower than the previous day. The implied volatity was 14.92, the open interest changed by 482 which increased total open position to 3019
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 37.4, which was -22.95 lower than the previous day. The implied volatity was 15.56, the open interest changed by 1352 which increased total open position to 2537
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 60, which was -55.05 lower than the previous day. The implied volatity was 14.89, the open interest changed by 293 which increased total open position to 1185
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 116.45, which was 13.3 higher than the previous day. The implied volatity was 14.37, the open interest changed by 410 which increased total open position to 892
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 100, which was -16.45 lower than the previous day. The implied volatity was 14.04, the open interest changed by 283 which increased total open position to 482
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 116, which was 67.35 higher than the previous day. The implied volatity was 13.95, the open interest changed by 86 which increased total open position to 199
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 49.45, which was -6.6 lower than the previous day. The implied volatity was 14.09, the open interest changed by 15 which increased total open position to 113
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 57, which was -4.6 lower than the previous day. The implied volatity was 14.41, the open interest changed by 54 which increased total open position to 98
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 60.75, which was 7.35 higher than the previous day. The implied volatity was 14.72, the open interest changed by 41 which increased total open position to 44
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 55, which was -2.95 lower than the previous day. The implied volatity was 15.72, the open interest changed by 3 which increased total open position to 3
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 57.95, which was 0 lower than the previous day. The implied volatity was 4.75, 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 57.95, which was 0 lower than the previous day. The implied volatity was 4.72, 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 57.95, which was 0 lower than the previous day. The implied volatity was 4.78, 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 57.95, which was 0 lower than the previous day. The implied volatity was 4.41, the open interest changed by 0 which decreased total open position to 0
