NIFTY
Nifty
Historical option data for NIFTY
17 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 21900 CE | ||||||||||
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Delta: 0.93
Vega: 2.86
Theta: -15.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Mar | 22508.75 | 647.55 | 120.65 | 21.89 | 813 | 0 | 226 | |||
| 13 Mar | 22397.20 | 522.85 | -92.35 | - | 317 | 76 | 226 | |||
| 12 Mar | 22470.50 | 617.45 | -31.25 | 8.19 | 225 | 47 | 150 | |||
| 11 Mar | 22497.90 | 658 | 30.95 | - | 172 | 50 | 103 | |||
| 10 Mar | 22460.30 | 624.05 | -115.95 | 13.00 | 53 | 6 | 53 | |||
| 7 Mar | 22552.50 | 733.5 | 19.3 | 12.03 | 35 | -16 | 47 | |||
| 6 Mar | 22544.70 | 714.2 | 138.1 | 5.92 | 29 | 3 | 63 | |||
| 5 Mar | 22337.30 | 575.9 | 178.35 | 11.42 | 361 | -10 | 60 | |||
| 4 Mar | 22082.65 | 400.1 | -63.95 | 12.91 | 139 | 24 | 70 | |||
| 3 Mar | 22119.30 | 464.05 | -13.2 | 13.50 | 74 | 46 | 46 | |||
| 28 Feb | 22124.70 | 477.25 | -874.65 | 13.11 | 1 | 0 | 0 | |||
| 27 Feb | 22545.05 | 1351.9 | 0 | - | 0 | 0 | 0 | |||
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| 25 Feb | 22547.55 | 1351.9 | 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 21900 expiring on 20MAR2025
Delta for 21900 CE is 0.93
Historical price for 21900 CE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 647.55, which was 120.65 higher than the previous day. The implied volatity was 21.89, the open interest changed by 0 which decreased total open position to 226
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 522.85, which was -92.35 lower than the previous day. The implied volatity was -, the open interest changed by 76 which increased total open position to 226
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 617.45, which was -31.25 lower than the previous day. The implied volatity was 8.19, the open interest changed by 47 which increased total open position to 150
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 658, which was 30.95 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 103
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 624.05, which was -115.95 lower than the previous day. The implied volatity was 13.00, the open interest changed by 6 which increased total open position to 53
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 733.5, which was 19.3 higher than the previous day. The implied volatity was 12.03, the open interest changed by -16 which decreased total open position to 47
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 714.2, which was 138.1 higher than the previous day. The implied volatity was 5.92, the open interest changed by 3 which increased total open position to 63
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 575.9, which was 178.35 higher than the previous day. The implied volatity was 11.42, the open interest changed by -10 which decreased total open position to 60
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 400.1, which was -63.95 lower than the previous day. The implied volatity was 12.91, the open interest changed by 24 which increased total open position to 70
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 464.05, which was -13.2 lower than the previous day. The implied volatity was 13.50, the open interest changed by 46 which increased total open position to 46
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 477.25, which was -874.65 lower than the previous day. The implied volatity was 13.11, 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 1351.9, 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 1351.9, 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 21900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 1.45
Theta: -3.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Mar | 22508.75 | 4.3 | -10.85 | 16.99 | 6,07,663 | 29,506 | 57,108 |
| 13 Mar | 22397.20 | 16.6 | -4.9 | 12.82 | 1,68,428 | 15,712 | 27,602 |
| 12 Mar | 22470.50 | 21.95 | -9.1 | 14.51 | 88,809 | 6,320 | 11,890 |
| 11 Mar | 22497.90 | 27 | -13.35 | 15.43 | 37,228 | 1,901 | 5,570 |
| 10 Mar | 22460.30 | 42.5 | 8.7 | 15.53 | 22,715 | 1,479 | 3,669 |
| 7 Mar | 22552.50 | 34.2 | -13.35 | 14.34 | 16,761 | 785 | 2,190 |
| 6 Mar | 22544.70 | 46.1 | -29.9 | 15.10 | 4,481 | 492 | 1,405 |
| 5 Mar | 22337.30 | 75.5 | -67.05 | 14.60 | 2,779 | 396 | 913 |
| 4 Mar | 22082.65 | 146.3 | 16.4 | 14.28 | 1,271 | 217 | 517 |
| 3 Mar | 22119.30 | 124.1 | -17.8 | 13.80 | 752 | 146 | 300 |
| 28 Feb | 22124.70 | 133.55 | 75.65 | 13.30 | 604 | 78 | 154 |
| 27 Feb | 22545.05 | 58.15 | -12.4 | 13.60 | 93 | 36 | 76 |
| 25 Feb | 22547.55 | 70.55 | -10.7 | 14.25 | 64 | -8 | 40 |
| 24 Feb | 22553.35 | 82.05 | 21.85 | 15.08 | 63 | 46 | 48 |
| 21 Feb | 22795.90 | 60.2 | -9.8 | 15.11 | 12 | 2 | 2 |
| 20 Feb | 22913.15 | 70 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Feb | 22932.90 | 70 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Feb | 22959.50 | 70 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Feb | 22929.25 | 70 | 0 | 15.71 | 2 | 0 | 0 |
For Nifty - strike price 21900 expiring on 20MAR2025
Delta for 21900 PE is -0.03
Historical price for 21900 PE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 4.3, which was -10.85 lower than the previous day. The implied volatity was 16.99, the open interest changed by 29506 which increased total open position to 57108
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 16.6, which was -4.9 lower than the previous day. The implied volatity was 12.82, the open interest changed by 15712 which increased total open position to 27602
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 21.95, which was -9.1 lower than the previous day. The implied volatity was 14.51, the open interest changed by 6320 which increased total open position to 11890
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 27, which was -13.35 lower than the previous day. The implied volatity was 15.43, the open interest changed by 1901 which increased total open position to 5570
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 42.5, which was 8.7 higher than the previous day. The implied volatity was 15.53, the open interest changed by 1479 which increased total open position to 3669
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 34.2, which was -13.35 lower than the previous day. The implied volatity was 14.34, the open interest changed by 785 which increased total open position to 2190
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 46.1, which was -29.9 lower than the previous day. The implied volatity was 15.10, the open interest changed by 492 which increased total open position to 1405
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 75.5, which was -67.05 lower than the previous day. The implied volatity was 14.60, the open interest changed by 396 which increased total open position to 913
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 146.3, which was 16.4 higher than the previous day. The implied volatity was 14.28, the open interest changed by 217 which increased total open position to 517
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 124.1, which was -17.8 lower than the previous day. The implied volatity was 13.80, the open interest changed by 146 which increased total open position to 300
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 133.55, which was 75.65 higher than the previous day. The implied volatity was 13.30, the open interest changed by 78 which increased total open position to 154
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 58.15, which was -12.4 lower than the previous day. The implied volatity was 13.60, the open interest changed by 36 which increased total open position to 76
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 70.55, which was -10.7 lower than the previous day. The implied volatity was 14.25, the open interest changed by -8 which decreased total open position to 40
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 82.05, which was 21.85 higher than the previous day. The implied volatity was 15.08, the open interest changed by 46 which increased total open position to 48
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 60.2, which was -9.8 lower than the previous day. The implied volatity was 15.11, the open interest changed by 2 which increased total open position to 2
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 70, which was 0 lower than the previous day. The implied volatity was 0.00, 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 70, which was 0 lower than the previous day. The implied volatity was 0.00, 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 70, which was 0 lower than the previous day. The implied volatity was 0.00, 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 70, which was 0 lower than the previous day. The implied volatity was 15.71, the open interest changed by 0 which decreased total open position to 0
