NIFTY
Nifty
Historical option data for NIFTY
17 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 22100 CE | ||||||||||
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Delta: 0.88
Vega: 4.13
Theta: -18.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Mar | 22508.75 | 455.75 | 104.6 | 18.51 | 10,924 | -137 | 1,444 | |||
| 13 Mar | 22397.20 | 346.3 | -93.8 | 9.79 | 4,019 | 345 | 1,581 | |||
| 12 Mar | 22470.50 | 437.5 | -51.35 | 10.78 | 3,550 | 515 | 1,236 | |||
| 11 Mar | 22497.90 | 501.35 | 44.45 | 11.77 | 1,262 | 219 | 721 | |||
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| 10 Mar | 22460.30 | 434.5 | -127.25 | 10.79 | 559 | 101 | 502 | |||
| 7 Mar | 22552.50 | 559.45 | 7.1 | 12.27 | 352 | -84 | 401 | |||
| 6 Mar | 22544.70 | 547.2 | 123.45 | 10.76 | 693 | 12 | 485 | |||
| 5 Mar | 22337.30 | 428.15 | 159.25 | 12.24 | 1,924 | -235 | 473 | |||
| 4 Mar | 22082.65 | 266.3 | -55.35 | 12.25 | 1,713 | 268 | 708 | |||
| 3 Mar | 22119.30 | 320.35 | -32.55 | 12.65 | 1,693 | 316 | 440 | |||
| 28 Feb | 22124.70 | 350.15 | -833.25 | 13.09 | 618 | 124 | 124 | |||
| 27 Feb | 22545.05 | 1183.4 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 1183.4 | 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 22100 expiring on 20MAR2025
Delta for 22100 CE is 0.88
Historical price for 22100 CE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 455.75, which was 104.6 higher than the previous day. The implied volatity was 18.51, the open interest changed by -137 which decreased total open position to 1444
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 346.3, which was -93.8 lower than the previous day. The implied volatity was 9.79, the open interest changed by 345 which increased total open position to 1581
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 437.5, which was -51.35 lower than the previous day. The implied volatity was 10.78, the open interest changed by 515 which increased total open position to 1236
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 501.35, which was 44.45 higher than the previous day. The implied volatity was 11.77, the open interest changed by 219 which increased total open position to 721
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 434.5, which was -127.25 lower than the previous day. The implied volatity was 10.79, the open interest changed by 101 which increased total open position to 502
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 559.45, which was 7.1 higher than the previous day. The implied volatity was 12.27, the open interest changed by -84 which decreased total open position to 401
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 547.2, which was 123.45 higher than the previous day. The implied volatity was 10.76, the open interest changed by 12 which increased total open position to 485
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 428.15, which was 159.25 higher than the previous day. The implied volatity was 12.24, the open interest changed by -235 which decreased total open position to 473
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 266.3, which was -55.35 lower than the previous day. The implied volatity was 12.25, the open interest changed by 268 which increased total open position to 708
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 320.35, which was -32.55 lower than the previous day. The implied volatity was 12.65, the open interest changed by 316 which increased total open position to 440
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 350.15, which was -833.25 lower than the previous day. The implied volatity was 13.09, the open interest changed by 124 which increased total open position to 124
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 1183.4, 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 1183.4, 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 22100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 3.07
Theta: -7.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Mar | 22508.75 | 11.7 | -25.5 | 15.41 | 9,20,128 | 21,828 | 44,894 |
| 13 Mar | 22397.20 | 40 | -3.65 | 12.20 | 1,79,385 | 10,025 | 23,066 |
| 12 Mar | 22470.50 | 44.1 | -12.5 | 13.77 | 97,668 | 2,349 | 13,041 |
| 11 Mar | 22497.90 | 51 | -19.55 | 14.89 | 45,899 | 4,868 | 10,692 |
| 10 Mar | 22460.30 | 73.8 | 16.95 | 14.87 | 29,025 | 3,033 | 5,824 |
| 7 Mar | 22552.50 | 58 | -17.65 | 13.68 | 17,402 | 801 | 2,791 |
| 6 Mar | 22544.70 | 74.85 | -46.35 | 14.55 | 6,067 | 652 | 1,990 |
| 5 Mar | 22337.30 | 119 | -97.35 | 14.10 | 3,960 | 668 | 1,338 |
| 4 Mar | 22082.65 | 220 | 25.1 | 13.94 | 1,878 | 204 | 670 |
| 3 Mar | 22119.30 | 190 | -16.15 | 13.49 | 1,516 | 248 | 466 |
| 28 Feb | 22124.70 | 207.05 | 116.35 | 13.32 | 669 | 137 | 218 |
| 27 Feb | 22545.05 | 92.7 | -7.4 | 13.36 | 114 | 65 | 81 |
| 25 Feb | 22547.55 | 100.1 | -9.05 | 13.57 | 26 | 13 | 16 |
| 24 Feb | 22553.35 | 109.15 | 9 | 14.18 | 6 | 3 | 3 |
| 21 Feb | 22795.90 | 100.15 | 0 | 3.18 | 0 | 0 | 0 |
| 20 Feb | 22913.15 | 100.15 | 0 | 3.65 | 0 | 0 | 0 |
| 19 Feb | 22932.90 | 100.15 | 0 | 3.65 | 0 | 0 | 0 |
| 18 Feb | 22945.30 | 100.15 | 0 | 3.63 | 0 | 0 | 0 |
| 17 Feb | 22959.50 | 100.15 | 0 | 3.74 | 0 | 0 | 0 |
| 14 Feb | 22929.25 | 100.15 | 0 | 3.42 | 0 | 0 | 0 |
For Nifty - strike price 22100 expiring on 20MAR2025
Delta for 22100 PE is -0.08
Historical price for 22100 PE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 11.7, which was -25.5 lower than the previous day. The implied volatity was 15.41, the open interest changed by 21828 which increased total open position to 44894
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 40, which was -3.65 lower than the previous day. The implied volatity was 12.20, the open interest changed by 10025 which increased total open position to 23066
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 44.1, which was -12.5 lower than the previous day. The implied volatity was 13.77, the open interest changed by 2349 which increased total open position to 13041
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 51, which was -19.55 lower than the previous day. The implied volatity was 14.89, the open interest changed by 4868 which increased total open position to 10692
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 73.8, which was 16.95 higher than the previous day. The implied volatity was 14.87, the open interest changed by 3033 which increased total open position to 5824
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 58, which was -17.65 lower than the previous day. The implied volatity was 13.68, the open interest changed by 801 which increased total open position to 2791
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 74.85, which was -46.35 lower than the previous day. The implied volatity was 14.55, the open interest changed by 652 which increased total open position to 1990
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 119, which was -97.35 lower than the previous day. The implied volatity was 14.10, the open interest changed by 668 which increased total open position to 1338
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 220, which was 25.1 higher than the previous day. The implied volatity was 13.94, the open interest changed by 204 which increased total open position to 670
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 190, which was -16.15 lower than the previous day. The implied volatity was 13.49, the open interest changed by 248 which increased total open position to 466
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 207.05, which was 116.35 higher than the previous day. The implied volatity was 13.32, the open interest changed by 137 which increased total open position to 218
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 92.7, which was -7.4 lower than the previous day. The implied volatity was 13.36, the open interest changed by 65 which increased total open position to 81
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 100.1, which was -9.05 lower than the previous day. The implied volatity was 13.57, the open interest changed by 13 which increased total open position to 16
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 109.15, which was 9 higher than the previous day. The implied volatity was 14.18, the open interest changed by 3 which increased total open position to 3
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 100.15, which was 0 lower than the previous day. The implied volatity was 3.18, 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 100.15, which was 0 lower than the previous day. The implied volatity was 3.65, 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 100.15, which was 0 lower than the previous day. The implied volatity was 3.65, 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 100.15, which was 0 lower than the previous day. The implied volatity was 3.63, 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 100.15, which was 0 lower than the previous day. The implied volatity was 3.74, 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 100.15, which was 0 lower than the previous day. The implied volatity was 3.42, the open interest changed by 0 which decreased total open position to 0
