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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 22050 CE
Delta: 0.90
Vega: 5.42
Theta: -9.11
Gamma: 0.00
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
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
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