NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 22200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 9.39
Theta: -11.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 22397.20 | 266 | -94.7 | 9.91 | 16,026 | 2,070 | 3,968 | |||
| 12 Mar | 22470.50 | 352.35 | -56.25 | 10.69 | 11,406 | 557 | 1,898 | |||
| 11 Mar | 22497.90 | 429.35 | 50.7 | 13.06 | 5,610 | 356 | 1,341 | |||
| 10 Mar | 22460.30 | 370 | -114.25 | 12.21 | 1,450 | 107 | 985 | |||
| 7 Mar | 22552.50 | 479.8 | 8.5 | 12.45 | 920 | 55 | 878 | |||
| 6 Mar | 22544.70 | 476.15 | 119.7 | 11.82 | 2,009 | -172 | 823 | |||
| 5 Mar | 22337.30 | 357.9 | 142.1 | 12.14 | 5,343 | 141 | 995 | |||
| 4 Mar | 22082.65 | 214 | -49.7 | 12.19 | 1,279 | 64 | 854 | |||
| 3 Mar | 22119.30 | 266.1 | -27.45 | 12.72 | 1,455 | 331 | 790 | |||
| 28 Feb | 22124.70 | 295.2 | -807.3 | 13.12 | 1,440 | 459 | 459 | |||
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| 27 Feb | 22545.05 | 1102.5 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 1102.5 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 22553.35 | 1102.5 | 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 22200 expiring on 20MAR2025
Delta for 22200 CE is 0.77
Historical price for 22200 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 266, which was -94.7 lower than the previous day. The implied volatity was 9.91, the open interest changed by 2070 which increased total open position to 3968
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 352.35, which was -56.25 lower than the previous day. The implied volatity was 10.69, the open interest changed by 557 which increased total open position to 1898
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 429.35, which was 50.7 higher than the previous day. The implied volatity was 13.06, the open interest changed by 356 which increased total open position to 1341
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 370, which was -114.25 lower than the previous day. The implied volatity was 12.21, the open interest changed by 107 which increased total open position to 985
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 479.8, which was 8.5 higher than the previous day. The implied volatity was 12.45, the open interest changed by 55 which increased total open position to 878
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 476.15, which was 119.7 higher than the previous day. The implied volatity was 11.82, the open interest changed by -172 which decreased total open position to 823
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 357.9, which was 142.1 higher than the previous day. The implied volatity was 12.14, the open interest changed by 141 which increased total open position to 995
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 214, which was -49.7 lower than the previous day. The implied volatity was 12.19, the open interest changed by 64 which increased total open position to 854
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 266.1, which was -27.45 lower than the previous day. The implied volatity was 12.72, the open interest changed by 331 which increased total open position to 790
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 295.2, which was -807.3 lower than the previous day. The implied volatity was 13.12, the open interest changed by 459 which increased total open position to 459
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 1102.5, 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 1102.5, 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 1102.5, 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 22200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 10.24
Theta: -7.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 22397.20 | 62 | 0.3 | 12.03 | 2,47,712 | 14,548 | 34,081 |
| 12 Mar | 22470.50 | 62 | -15.15 | 13.44 | 1,28,991 | 7,095 | 19,533 |
| 11 Mar | 22497.90 | 70.15 | -22.6 | 14.72 | 77,219 | 6,839 | 12,438 |
| 10 Mar | 22460.30 | 95 | 20.9 | 14.45 | 34,946 | 2,351 | 5,599 |
| 7 Mar | 22552.50 | 75.9 | -20.25 | 13.43 | 19,881 | 985 | 3,248 |
| 6 Mar | 22544.70 | 96.5 | -53.85 | 14.42 | 7,623 | 892 | 2,263 |
| 5 Mar | 22337.30 | 148.2 | -112.55 | 13.88 | 3,916 | 707 | 1,371 |
| 4 Mar | 22082.65 | 265 | 28.6 | 13.75 | 623 | 55 | 664 |
| 3 Mar | 22119.30 | 231.95 | -16.4 | 13.36 | 1,260 | 83 | 609 |
| 28 Feb | 22124.70 | 248.45 | 135.85 | 13.16 | 1,696 | 473 | 526 |
| 27 Feb | 22545.05 | 113.45 | -10.35 | 13.09 | 78 | 22 | 53 |
| 25 Feb | 22547.55 | 123.8 | -10.4 | 13.49 | 63 | 30 | 31 |
| 24 Feb | 22553.35 | 134.2 | 9.2 | 14.16 | 2 | 1 | 1 |
| 21 Feb | 22795.90 | 125 | 6.45 | 15.79 | 1 | 0 | 0 |
| 20 Feb | 22913.15 | 118.55 | 0 | 3.29 | 0 | 0 | 0 |
| 19 Feb | 22932.90 | 118.55 | 0 | 3.29 | 0 | 0 | 0 |
| 18 Feb | 22945.30 | 118.55 | 0 | 3.28 | 0 | 0 | 0 |
| 17 Feb | 22959.50 | 118.55 | 0 | 3.39 | 0 | 0 | 0 |
| 14 Feb | 22929.25 | 118.55 | 0 | 3.08 | 0 | 0 | 0 |
For Nifty - strike price 22200 expiring on 20MAR2025
Delta for 22200 PE is -0.27
Historical price for 22200 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 62, which was 0.3 higher than the previous day. The implied volatity was 12.03, the open interest changed by 14548 which increased total open position to 34081
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 62, which was -15.15 lower than the previous day. The implied volatity was 13.44, the open interest changed by 7095 which increased total open position to 19533
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 70.15, which was -22.6 lower than the previous day. The implied volatity was 14.72, the open interest changed by 6839 which increased total open position to 12438
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 95, which was 20.9 higher than the previous day. The implied volatity was 14.45, the open interest changed by 2351 which increased total open position to 5599
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 75.9, which was -20.25 lower than the previous day. The implied volatity was 13.43, the open interest changed by 985 which increased total open position to 3248
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 96.5, which was -53.85 lower than the previous day. The implied volatity was 14.42, the open interest changed by 892 which increased total open position to 2263
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 148.2, which was -112.55 lower than the previous day. The implied volatity was 13.88, the open interest changed by 707 which increased total open position to 1371
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 265, which was 28.6 higher than the previous day. The implied volatity was 13.75, the open interest changed by 55 which increased total open position to 664
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 231.95, which was -16.4 lower than the previous day. The implied volatity was 13.36, the open interest changed by 83 which increased total open position to 609
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 248.45, which was 135.85 higher than the previous day. The implied volatity was 13.16, the open interest changed by 473 which increased total open position to 526
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 113.45, which was -10.35 lower than the previous day. The implied volatity was 13.09, the open interest changed by 22 which increased total open position to 53
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 123.8, which was -10.4 lower than the previous day. The implied volatity was 13.49, the open interest changed by 30 which increased total open position to 31
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 134.2, which was 9.2 higher than the previous day. The implied volatity was 14.16, the open interest changed by 1 which increased total open position to 1
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 125, which was 6.45 higher than the previous day. The implied volatity was 15.79, 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 118.55, which was 0 lower than the previous day. The implied volatity was 3.29, 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 118.55, which was 0 lower than the previous day. The implied volatity was 3.29, 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 118.55, which was 0 lower than the previous day. The implied volatity was 3.28, 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 118.55, which was 0 lower than the previous day. The implied volatity was 3.39, 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 118.55, which was 0 lower than the previous day. The implied volatity was 3.08, the open interest changed by 0 which decreased total open position to 0
