NIFTY
Nifty
Historical option data for NIFTY
17 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 22250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.80
Vega: 5.71
Theta: -20.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Mar | 22508.75 | 321.15 | 85.8 | 16.70 | 33,545 | -71 | 1,701 | |||
| 13 Mar | 22397.20 | 229.7 | -90.3 | 9.98 | 10,617 | 1,216 | 1,772 | |||
| 12 Mar | 22470.50 | 314.55 | -56.35 | 10.87 | 5,126 | -27 | 556 | |||
| 11 Mar | 22497.90 | 381.45 | 37.3 | 12.20 | 3,784 | 293 | 583 | |||
| 10 Mar | 22460.30 | 338.15 | -109.35 | 12.56 | 729 | -61 | 290 | |||
| 7 Mar | 22552.50 | 435.05 | -2.3 | 11.89 | 570 | 22 | 351 | |||
| 6 Mar | 22544.70 | 432.8 | 113.6 | 11.40 | 800 | 0 | 329 | |||
| 5 Mar | 22337.30 | 322.8 | 130.45 | 11.97 | 923 | 11 | 329 | |||
| 4 Mar | 22082.65 | 191.45 | -42.1 | 12.21 | 202 | 91 | 318 | |||
| 3 Mar | 22119.30 | 240.4 | -25.3 | 12.70 | 312 | 184 | 227 | |||
| 28 Feb | 22124.70 | 264.65 | -798.3 | 12.83 | 54 | 43 | 43 | |||
| 27 Feb | 22545.05 | 1062.95 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 1062.95 | 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 22250 expiring on 20MAR2025
Delta for 22250 CE is 0.80
Historical price for 22250 CE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 321.15, which was 85.8 higher than the previous day. The implied volatity was 16.70, the open interest changed by -71 which decreased total open position to 1701
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 229.7, which was -90.3 lower than the previous day. The implied volatity was 9.98, the open interest changed by 1216 which increased total open position to 1772
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 314.55, which was -56.35 lower than the previous day. The implied volatity was 10.87, the open interest changed by -27 which decreased total open position to 556
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 381.45, which was 37.3 higher than the previous day. The implied volatity was 12.20, the open interest changed by 293 which increased total open position to 583
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 338.15, which was -109.35 lower than the previous day. The implied volatity was 12.56, the open interest changed by -61 which decreased total open position to 290
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 435.05, which was -2.3 lower than the previous day. The implied volatity was 11.89, the open interest changed by 22 which increased total open position to 351
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 432.8, which was 113.6 higher than the previous day. The implied volatity was 11.40, the open interest changed by 0 which decreased total open position to 329
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 322.8, which was 130.45 higher than the previous day. The implied volatity was 11.97, the open interest changed by 11 which increased total open position to 329
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 191.45, which was -42.1 lower than the previous day. The implied volatity was 12.21, the open interest changed by 91 which increased total open position to 318
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 240.4, which was -25.3 lower than the previous day. The implied volatity was 12.70, the open interest changed by 184 which increased total open position to 227
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 264.65, which was -798.3 lower than the previous day. The implied volatity was 12.83, the open interest changed by 43 which increased total open position to 43
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 1062.95, 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 1062.95, 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 22250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 5.11
Theta: -11.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Mar | 22508.75 | 26.5 | -45.05 | 14.53 | 8,75,294 | 21,752 | 30,430 |
| 13 Mar | 22397.20 | 77.45 | 4.35 | 12.09 | 1,21,838 | 3,743 | 8,678 |
| 12 Mar | 22470.50 | 73.9 | -14.35 | 13.35 | 48,062 | 1,714 | 4,935 |
| 11 Mar | 22497.90 | 80.55 | -26.45 | 14.53 | 20,533 | 1,213 | 3,221 |
| 10 Mar | 22460.30 | 110.85 | 25.65 | 14.51 | 13,723 | 1,085 | 2,008 |
| 7 Mar | 22552.50 | 85.25 | -22 | 13.20 | 6,193 | 152 | 923 |
| 6 Mar | 22544.70 | 109 | -58.4 | 14.34 | 1,151 | 314 | 771 |
| 5 Mar | 22337.30 | 165.1 | -121.2 | 13.79 | 798 | 256 | 457 |
| 4 Mar | 22082.65 | 292.3 | 32.7 | 13.78 | 56 | 13 | 201 |
| 3 Mar | 22119.30 | 256.35 | -12.25 | 13.35 | 418 | 36 | 188 |
| 28 Feb | 22124.70 | 271.45 | 148.1 | 13.09 | 220 | 139 | 152 |
| 27 Feb | 22545.05 | 125 | -5.1 | 12.95 | 21 | 7 | 13 |
| 25 Feb | 22547.55 | 130.1 | -13.5 | 13.08 | 10 | 5 | 6 |
| 24 Feb | 22553.35 | 143.6 | 14.9 | 13.91 | 2 | 1 | 1 |
| 21 Feb | 22795.90 | 128.7 | 0 | 2.61 | 0 | 0 | 0 |
| 20 Feb | 22913.15 | 128.7 | 0 | 3.10 | 0 | 0 | 0 |
| 19 Feb | 22932.90 | 128.7 | 0 | 3.11 | 0 | 0 | 0 |
| 18 Feb | 22945.30 | 128.7 | 0 | 3.10 | 0 | 0 | 0 |
| 17 Feb | 22959.50 | 128.7 | 0 | 3.22 | 0 | 0 | 0 |
| 14 Feb | 22929.25 | 128.7 | 0 | 2.91 | 0 | 0 | 0 |
For Nifty - strike price 22250 expiring on 20MAR2025
Delta for 22250 PE is -0.17
Historical price for 22250 PE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 26.5, which was -45.05 lower than the previous day. The implied volatity was 14.53, the open interest changed by 21752 which increased total open position to 30430
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 77.45, which was 4.35 higher than the previous day. The implied volatity was 12.09, the open interest changed by 3743 which increased total open position to 8678
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 73.9, which was -14.35 lower than the previous day. The implied volatity was 13.35, the open interest changed by 1714 which increased total open position to 4935
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 80.55, which was -26.45 lower than the previous day. The implied volatity was 14.53, the open interest changed by 1213 which increased total open position to 3221
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 110.85, which was 25.65 higher than the previous day. The implied volatity was 14.51, the open interest changed by 1085 which increased total open position to 2008
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 85.25, which was -22 lower than the previous day. The implied volatity was 13.20, the open interest changed by 152 which increased total open position to 923
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 109, which was -58.4 lower than the previous day. The implied volatity was 14.34, the open interest changed by 314 which increased total open position to 771
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 165.1, which was -121.2 lower than the previous day. The implied volatity was 13.79, the open interest changed by 256 which increased total open position to 457
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 292.3, which was 32.7 higher than the previous day. The implied volatity was 13.78, the open interest changed by 13 which increased total open position to 201
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 256.35, which was -12.25 lower than the previous day. The implied volatity was 13.35, the open interest changed by 36 which increased total open position to 188
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 271.45, which was 148.1 higher than the previous day. The implied volatity was 13.09, the open interest changed by 139 which increased total open position to 152
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 125, which was -5.1 lower than the previous day. The implied volatity was 12.95, the open interest changed by 7 which increased total open position to 13
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 130.1, which was -13.5 lower than the previous day. The implied volatity was 13.08, the open interest changed by 5 which increased total open position to 6
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 143.6, which was 14.9 higher than the previous day. The implied volatity was 13.91, 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 128.7, which was 0 lower than the previous day. The implied volatity was 2.61, 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 128.7, which was 0 lower than the previous day. The implied volatity was 3.10, 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 128.7, which was 0 lower than the previous day. The implied volatity was 3.11, 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 128.7, which was 0 lower than the previous day. The implied volatity was 3.10, 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 128.7, which was 0 lower than the previous day. The implied volatity was 3.22, 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 128.7, which was 0 lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0
