NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 22050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.90
Vega: 5.42
Theta: -9.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 22397.20 | 388.6 | -90 | 9.54 | 420 | 106 | 326 | |||
| 12 Mar | 22470.50 | 476.4 | -53.15 | 9.66 | 250 | -52 | 220 | |||
| 11 Mar | 22497.90 | 536.8 | 40.2 | 10.16 | 112 | 4 | 272 | |||
| 10 Mar | 22460.30 | 497.45 | -104.55 | 13.19 | 332 | 129 | 268 | |||
| 7 Mar | 22552.50 | 600.65 | 4.55 | 12.14 | 184 | 8 | 139 | |||
| 6 Mar | 22544.70 | 596.1 | 134.25 | 11.47 | 71 | -38 | 131 | |||
| 5 Mar | 22337.30 | 466.7 | 167.85 | 12.31 | 291 | -52 | 169 | |||
| 4 Mar | 22082.65 | 298.25 | -56.55 | 12.47 | 568 | 113 | 221 | |||
| 3 Mar | 22119.30 | 358.2 | -26.45 | 13.08 | 283 | 107 | 108 | |||
| 28 Feb | 22124.70 | 384.65 | -840.05 | 13.37 | 6 | 1 | 1 | |||
| 27 Feb | 22545.05 | 1224.7 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 1224.7 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 22553.35 | 0 | 0 | - | 0 | 0 | 0 | |||
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| 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 | |||
| 18 Feb | 22945.30 | 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 22050 expiring on 20MAR2025
Delta for 22050 CE is 0.90
Historical price for 22050 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 388.6, which was -90 lower than the previous day. The implied volatity was 9.54, the open interest changed by 106 which increased total open position to 326
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 476.4, which was -53.15 lower than the previous day. The implied volatity was 9.66, the open interest changed by -52 which decreased total open position to 220
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 536.8, which was 40.2 higher than the previous day. The implied volatity was 10.16, the open interest changed by 4 which increased total open position to 272
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 497.45, which was -104.55 lower than the previous day. The implied volatity was 13.19, the open interest changed by 129 which increased total open position to 268
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 600.65, which was 4.55 higher than the previous day. The implied volatity was 12.14, the open interest changed by 8 which increased total open position to 139
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 596.1, which was 134.25 higher than the previous day. The implied volatity was 11.47, the open interest changed by -38 which decreased total open position to 131
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 466.7, which was 167.85 higher than the previous day. The implied volatity was 12.31, the open interest changed by -52 which decreased total open position to 169
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 298.25, which was -56.55 lower than the previous day. The implied volatity was 12.47, the open interest changed by 113 which increased total open position to 221
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 358.2, which was -26.45 lower than the previous day. The implied volatity was 13.08, the open interest changed by 107 which increased total open position to 108
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 384.65, which was -840.05 lower than the previous day. The implied volatity was 13.37, 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 1224.7, 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 1224.7, 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 18 Feb NIFTY was trading at 22945.30. 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 22050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.16
Vega: 7.56
Theta: -5.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 22397.20 | 32.75 | -3.8 | 12.39 | 1,15,939 | 8,145 | 12,318 |
| 12 Mar | 22470.50 | 36.5 | -13.1 | 13.87 | 33,565 | 582 | 4,173 |
| 11 Mar | 22497.90 | 48.35 | -13.05 | 15.58 | 14,517 | 837 | 3,591 |
| 10 Mar | 22460.30 | 65.6 | 15.25 | 15.15 | 17,159 | 1,800 | 2,754 |
| 7 Mar | 22552.50 | 50.8 | -17 | 13.82 | 6,124 | 379 | 954 |
| 6 Mar | 22544.70 | 68.05 | -40.45 | 14.79 | 1,016 | 214 | 575 |
| 5 Mar | 22337.30 | 106.7 | -86.55 | 14.24 | 519 | 73 | 361 |
| 4 Mar | 22082.65 | 197.6 | 21.65 | 13.93 | 588 | 72 | 288 |
| 3 Mar | 22119.30 | 171.8 | -16.55 | 13.59 | 359 | 178 | 216 |
| 28 Feb | 22124.70 | 190 | 111.5 | 13.48 | 70 | 26 | 38 |
| 27 Feb | 22545.05 | 78.5 | -8.55 | 13.12 | 9 | 2 | 12 |
| 25 Feb | 22547.55 | 87.05 | 5.3 | 13.45 | 1 | 10 | 10 |
| 24 Feb | 22553.35 | 81.75 | 0 | 0.00 | 0 | 9 | 0 |
| 21 Feb | 22795.90 | 81.75 | -10.05 | 15.02 | 10 | 9 | 9 |
| 20 Feb | 22913.15 | 91.8 | 0 | 3.84 | 0 | 0 | 0 |
| 19 Feb | 22932.90 | 91.8 | 0 | 3.82 | 0 | 0 | 0 |
| 18 Feb | 22945.30 | 91.8 | 0 | 3.81 | 0 | 0 | 0 |
| 17 Feb | 22959.50 | 91.8 | 0 | 3.91 | 0 | 0 | 0 |
| 14 Feb | 22929.25 | 91.8 | 0 | 3.68 | 0 | 0 | 0 |
For Nifty - strike price 22050 expiring on 20MAR2025
Delta for 22050 PE is -0.16
Historical price for 22050 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 32.75, which was -3.8 lower than the previous day. The implied volatity was 12.39, the open interest changed by 8145 which increased total open position to 12318
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 36.5, which was -13.1 lower than the previous day. The implied volatity was 13.87, the open interest changed by 582 which increased total open position to 4173
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 48.35, which was -13.05 lower than the previous day. The implied volatity was 15.58, the open interest changed by 837 which increased total open position to 3591
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 65.6, which was 15.25 higher than the previous day. The implied volatity was 15.15, the open interest changed by 1800 which increased total open position to 2754
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 50.8, which was -17 lower than the previous day. The implied volatity was 13.82, the open interest changed by 379 which increased total open position to 954
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 68.05, which was -40.45 lower than the previous day. The implied volatity was 14.79, the open interest changed by 214 which increased total open position to 575
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 106.7, which was -86.55 lower than the previous day. The implied volatity was 14.24, the open interest changed by 73 which increased total open position to 361
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 197.6, which was 21.65 higher than the previous day. The implied volatity was 13.93, the open interest changed by 72 which increased total open position to 288
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 171.8, which was -16.55 lower than the previous day. The implied volatity was 13.59, the open interest changed by 178 which increased total open position to 216
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 190, which was 111.5 higher than the previous day. The implied volatity was 13.48, the open interest changed by 26 which increased total open position to 38
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 78.5, which was -8.55 lower than the previous day. The implied volatity was 13.12, the open interest changed by 2 which increased total open position to 12
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 87.05, which was 5.3 higher than the previous day. The implied volatity was 13.45, the open interest changed by 10 which increased total open position to 10
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 81.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 81.75, which was -10.05 lower than the previous day. The implied volatity was 15.02, the open interest changed by 9 which increased total open position to 9
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 91.8, which was 0 lower than the previous day. The implied volatity was 3.84, 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 91.8, which was 0 lower than the previous day. The implied volatity was 3.82, the open interest changed by 0 which decreased total open position to 0
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 91.8, which was 0 lower than the previous day. The implied volatity was 3.81, 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 91.8, which was 0 lower than the previous day. The implied volatity was 3.91, 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 91.8, which was 0 lower than the previous day. The implied volatity was 3.68, the open interest changed by 0 which decreased total open position to 0
