NIFTY
Nifty
Historical option data for NIFTY
17 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 21850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.99
Vega: 0.57
Theta: -7.33
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Mar | 22508.75 | 683.7 | 59.7 | 14.79 | 79 | 17 | 26 | |||
| 13 Mar | 22397.20 | 624 | -31.2 | 19.03 | 4 | 0 | 9 | |||
| 12 Mar | 22470.50 | 655.2 | -15.8 | - | 7 | 2 | 9 | |||
| 11 Mar | 22497.90 | 671 | 2.5 | - | 2 | 0 | 7 | |||
|
|
||||||||||
| 10 Mar | 22460.30 | 668.5 | -112.45 | 12.70 | 1 | -1 | 7 | |||
| 7 Mar | 22552.50 | 780.95 | 18.4 | 12.26 | 3 | 3 | 8 | |||
| 6 Mar | 22544.70 | 762.45 | 141 | 7.50 | 2 | 1 | 5 | |||
| 5 Mar | 22337.30 | 621.45 | 136.8 | 11.70 | 1 | 4 | 4 | |||
| 4 Mar | 22082.65 | 484.65 | 0 | 0.00 | 0 | 1 | 0 | |||
| 3 Mar | 22119.30 | 484.65 | -39.1 | 12.53 | 2 | 1 | 2 | |||
| 28 Feb | 22124.70 | 523.35 | -871.9 | 13.75 | 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 21850 expiring on 20MAR2025
Delta for 21850 CE is 0.99
Historical price for 21850 CE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 683.7, which was 59.7 higher than the previous day. The implied volatity was 14.79, the open interest changed by 17 which increased total open position to 26
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 624, which was -31.2 lower than the previous day. The implied volatity was 19.03, the open interest changed by 0 which decreased total open position to 9
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 655.2, which was -15.8 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 9
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 671, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 668.5, which was -112.45 lower than the previous day. The implied volatity was 12.70, the open interest changed by -1 which decreased total open position to 7
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 780.95, which was 18.4 higher than the previous day. The implied volatity was 12.26, the open interest changed by 3 which increased total open position to 8
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 762.45, which was 141 higher than the previous day. The implied volatity was 7.50, the open interest changed by 1 which increased total open position to 5
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 621.45, which was 136.8 higher than the previous day. The implied volatity was 11.70, the open interest changed by 4 which increased total open position to 4
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 484.65, 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 484.65, which was -39.1 lower than the previous day. The implied volatity was 12.53, 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 523.35, which was -871.9 lower than the previous day. The implied volatity was 13.75, 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 21850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 1.21
Theta: -3.36
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Mar | 22508.75 | 3.45 | -8.4 | 17.46 | 2,56,328 | 11,891 | 19,269 |
| 13 Mar | 22397.20 | 13.85 | -3.95 | 13.14 | 63,168 | 2,109 | 7,378 |
| 12 Mar | 22470.50 | 18.65 | -7.75 | 14.76 | 41,894 | 3,167 | 5,269 |
| 11 Mar | 22497.90 | 24.35 | -11.4 | 15.83 | 13,692 | 1,023 | 2,102 |
| 10 Mar | 22460.30 | 37.25 | 8.1 | 15.75 | 5,352 | 338 | 1,079 |
| 7 Mar | 22552.50 | 30.7 | -10.95 | 14.60 | 4,371 | 400 | 741 |
| 6 Mar | 22544.70 | 41.45 | -26.15 | 15.34 | 750 | 143 | 341 |
| 5 Mar | 22337.30 | 66.65 | -60.2 | 14.69 | 366 | 80 | 198 |
| 4 Mar | 22082.65 | 130.9 | 14.9 | 14.33 | 191 | 70 | 118 |
| 3 Mar | 22119.30 | 115 | -15.45 | 14.15 | 187 | 13 | 48 |
| 28 Feb | 22124.70 | 130.35 | 82.85 | 13.97 | 50 | 32 | 35 |
| 27 Feb | 22545.05 | 47.5 | -9.4 | 13.32 | 2 | 0 | 3 |
| 25 Feb | 22547.55 | 56.9 | -6.85 | 13.82 | 5 | 3 | 3 |
| 24 Feb | 22553.35 | 63.75 | 0 | 3.46 | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 63.75 | 0 | 4.12 | 0 | 0 | 0 |
| 20 Feb | 22913.15 | 63.75 | 0 | 4.56 | 0 | 0 | 0 |
| 19 Feb | 22932.90 | 63.75 | 0 | 4.53 | 0 | 0 | 0 |
| 17 Feb | 22959.50 | 63.75 | 0 | 4.61 | 0 | 0 | 0 |
| 14 Feb | 22929.25 | 63.75 | 0 | 4.35 | 0 | 0 | 0 |
For Nifty - strike price 21850 expiring on 20MAR2025
Delta for 21850 PE is -0.03
Historical price for 21850 PE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 3.45, which was -8.4 lower than the previous day. The implied volatity was 17.46, the open interest changed by 11891 which increased total open position to 19269
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 13.85, which was -3.95 lower than the previous day. The implied volatity was 13.14, the open interest changed by 2109 which increased total open position to 7378
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 18.65, which was -7.75 lower than the previous day. The implied volatity was 14.76, the open interest changed by 3167 which increased total open position to 5269
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 24.35, which was -11.4 lower than the previous day. The implied volatity was 15.83, the open interest changed by 1023 which increased total open position to 2102
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 37.25, which was 8.1 higher than the previous day. The implied volatity was 15.75, the open interest changed by 338 which increased total open position to 1079
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 30.7, which was -10.95 lower than the previous day. The implied volatity was 14.60, the open interest changed by 400 which increased total open position to 741
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 41.45, which was -26.15 lower than the previous day. The implied volatity was 15.34, the open interest changed by 143 which increased total open position to 341
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 66.65, which was -60.2 lower than the previous day. The implied volatity was 14.69, the open interest changed by 80 which increased total open position to 198
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 130.9, which was 14.9 higher than the previous day. The implied volatity was 14.33, the open interest changed by 70 which increased total open position to 118
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 115, which was -15.45 lower than the previous day. The implied volatity was 14.15, the open interest changed by 13 which increased total open position to 48
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 130.35, which was 82.85 higher than the previous day. The implied volatity was 13.97, the open interest changed by 32 which increased total open position to 35
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 47.5, which was -9.4 lower than the previous day. The implied volatity was 13.32, the open interest changed by 0 which decreased total open position to 3
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 56.9, which was -6.85 lower than the previous day. The implied volatity was 13.82, the open interest changed by 3 which increased total open position to 3
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 63.75, which was 0 lower than the previous day. The implied volatity was 3.46, 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 63.75, which was 0 lower than the previous day. The implied volatity was 4.12, 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 63.75, which was 0 lower than the previous day. The implied volatity was 4.56, 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 63.75, which was 0 lower than the previous day. The implied volatity was 4.53, 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 63.75, which was 0 lower than the previous day. The implied volatity was 4.61, 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 63.75, which was 0 lower than the previous day. The implied volatity was 4.35, the open interest changed by 0 which decreased total open position to 0
