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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 22100 CE
Delta: 0.86
Vega: 6.87
Theta: -9.99
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
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 0.86

Historical price for 22100 CE is as follows

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
Delta: -0.19
Vega: 8.43
Theta: -6.16
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.19

Historical price for 22100 PE is as follows

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