NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 21950 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 | 473.35 | -100.2 | - | 117 | 49 | 91 | |||
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| 12 Mar | 22470.50 | 570.1 | -40.7 | 9.38 | 104 | 16 | 42 | |||
| 11 Mar | 22497.90 | 610.8 | -44.55 | - | 16 | 4 | 26 | |||
| 10 Mar | 22460.30 | 655.35 | -20 | 20.68 | 10 | -10 | 22 | |||
| 7 Mar | 22552.50 | 675.35 | 21.35 | 9.84 | 14 | -3 | 32 | |||
| 6 Mar | 22544.70 | 654 | 131.8 | - | 5 | -1 | 35 | |||
| 5 Mar | 22337.30 | 522.2 | 159.6 | 10.32 | 2 | -1 | 36 | |||
| 4 Mar | 22082.65 | 362.6 | -60.8 | 12.63 | 45 | 30 | 37 | |||
| 3 Mar | 22119.30 | 423.55 | -30.05 | 13.13 | 14 | 5 | 7 | |||
| 28 Feb | 22124.70 | 453.6 | -855.4 | 13.69 | 7 | 2 | 2 | |||
| 27 Feb | 22545.05 | 1309 | 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 21950 expiring on 20MAR2025
Delta for 21950 CE is -
Historical price for 21950 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 473.35, which was -100.2 lower than the previous day. The implied volatity was -, the open interest changed by 49 which increased total open position to 91
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 570.1, which was -40.7 lower than the previous day. The implied volatity was 9.38, the open interest changed by 16 which increased total open position to 42
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 610.8, which was -44.55 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 26
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 655.35, which was -20 lower than the previous day. The implied volatity was 20.68, the open interest changed by -10 which decreased total open position to 22
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 675.35, which was 21.35 higher than the previous day. The implied volatity was 9.84, the open interest changed by -3 which decreased total open position to 32
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 654, which was 131.8 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 35
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 522.2, which was 159.6 higher than the previous day. The implied volatity was 10.32, the open interest changed by -1 which decreased total open position to 36
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 362.6, which was -60.8 lower than the previous day. The implied volatity was 12.63, the open interest changed by 30 which increased total open position to 37
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 423.55, which was -30.05 lower than the previous day. The implied volatity was 13.13, the open interest changed by 5 which increased total open position to 7
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 453.6, which was -855.4 lower than the previous day. The implied volatity was 13.69, the open interest changed by 2 which increased total open position to 2
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 1309, 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 21950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 5.70
Theta: -4.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 22397.20 | 20 | -5.65 | 12.52 | 99,829 | 2,684 | 6,963 |
| 12 Mar | 22470.50 | 26 | -10 | 14.30 | 42,452 | 2,185 | 4,279 |
| 11 Mar | 22497.90 | 32.65 | -13.6 | 15.42 | 16,041 | 707 | 2,094 |
| 10 Mar | 22460.30 | 48.1 | 10.2 | 15.28 | 9,491 | 565 | 1,387 |
| 7 Mar | 22552.50 | 39.6 | -12.9 | 14.22 | 4,618 | 437 | 822 |
| 6 Mar | 22544.70 | 54.95 | -30.6 | 15.24 | 574 | 39 | 385 |
| 5 Mar | 22337.30 | 85.55 | -72.1 | 14.53 | 514 | 115 | 346 |
| 4 Mar | 22082.65 | 163.05 | 18.4 | 14.22 | 237 | 110 | 231 |
| 3 Mar | 22119.30 | 144.55 | -8.05 | 14.06 | 202 | 76 | 121 |
| 28 Feb | 22124.70 | 151.7 | 77.3 | 13.39 | 56 | 39 | 45 |
| 27 Feb | 22545.05 | 74.4 | -0.6 | 14.19 | 4 | 1 | 6 |
| 25 Feb | 22547.55 | 75 | -6.6 | 13.94 | 1 | -1 | 5 |
| 24 Feb | 22553.35 | 81.6 | 15.2 | 14.44 | 2 | 6 | 6 |
| 21 Feb | 22795.90 | 66.4 | -10.35 | 15.06 | 6 | 0 | 0 |
| 20 Feb | 22913.15 | 76.75 | 0 | 4.20 | 0 | 0 | 0 |
| 19 Feb | 22932.90 | 76.75 | 0 | 4.19 | 0 | 0 | 0 |
| 17 Feb | 22959.50 | 76.75 | 0 | 4.26 | 0 | 0 | 0 |
| 14 Feb | 22929.25 | 76.75 | 0 | 4.01 | 0 | 0 | 0 |
For Nifty - strike price 21950 expiring on 20MAR2025
Delta for 21950 PE is -0.11
Historical price for 21950 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 20, which was -5.65 lower than the previous day. The implied volatity was 12.52, the open interest changed by 2684 which increased total open position to 6963
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 26, which was -10 lower than the previous day. The implied volatity was 14.30, the open interest changed by 2185 which increased total open position to 4279
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 32.65, which was -13.6 lower than the previous day. The implied volatity was 15.42, the open interest changed by 707 which increased total open position to 2094
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 48.1, which was 10.2 higher than the previous day. The implied volatity was 15.28, the open interest changed by 565 which increased total open position to 1387
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 39.6, which was -12.9 lower than the previous day. The implied volatity was 14.22, the open interest changed by 437 which increased total open position to 822
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 54.95, which was -30.6 lower than the previous day. The implied volatity was 15.24, the open interest changed by 39 which increased total open position to 385
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 85.55, which was -72.1 lower than the previous day. The implied volatity was 14.53, the open interest changed by 115 which increased total open position to 346
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 163.05, which was 18.4 higher than the previous day. The implied volatity was 14.22, the open interest changed by 110 which increased total open position to 231
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 144.55, which was -8.05 lower than the previous day. The implied volatity was 14.06, the open interest changed by 76 which increased total open position to 121
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 151.7, which was 77.3 higher than the previous day. The implied volatity was 13.39, the open interest changed by 39 which increased total open position to 45
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 74.4, which was -0.6 lower than the previous day. The implied volatity was 14.19, the open interest changed by 1 which increased total open position to 6
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 75, which was -6.6 lower than the previous day. The implied volatity was 13.94, the open interest changed by -1 which decreased total open position to 5
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 81.6, which was 15.2 higher than the previous day. The implied volatity was 14.44, the open interest changed by 6 which increased total open position to 6
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 66.4, which was -10.35 lower than the previous day. The implied volatity was 15.06, 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 76.75, which was 0 lower than the previous day. The implied volatity was 4.20, 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 76.75, which was 0 lower than the previous day. The implied volatity was 4.19, 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 76.75, which was 0 lower than the previous day. The implied volatity was 4.26, 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 76.75, which was 0 lower than the previous day. The implied volatity was 4.01, the open interest changed by 0 which decreased total open position to 0
