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[--[65.84.65.76]--]
NIFTY
Nifty

22397.2 -73.30 (-0.33%)

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Historical option data for NIFTY

13 Mar 2025 04:11 PM IST
NIFTY 20MAR2025 21900 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
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
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 -

Historical price for 21900 CE is as follows

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
Delta: -0.09
Vega: 5.01
Theta: -4.04
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.09

Historical price for 21900 PE is as follows

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