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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 22250 CE
Delta: 0.72
Vega: 10.48
Theta: -11.81
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
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 0.72

Historical price for 22250 CE is as follows

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: -0.32
Vega: 11.03
Theta: -7.56
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.32

Historical price for 22250 PE is as follows

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