NIFTY
Nifty
Historical option data for NIFTY
21 Mar 2025 04:11 PM IST
| NIFTY 27MAR2025 22250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Mar | 23350.40 | 1135.1 | 186.35 | - | 4,718 | 900 | 1,707 | |||
| 20 Mar | 23190.65 | 943.5 | 201.3 | - | 296 | 738 | 1,720 | |||
| 19 Mar | 22907.60 | 740.55 | 64.25 | 17.25 | 244 | 381 | 1,738 | |||
| 18 Mar | 22834.30 | 681.15 | 270.65 | 15.36 | 1,015 | 83 | 1,702 | |||
| 17 Mar | 22508.75 | 414.8 | 89.35 | 14.48 | 1,166 | -6,910 | 2,127 | |||
| 13 Mar | 22397.20 | 322.65 | -80.8 | 11.20 | 1,193 | -6,649 | 2,164 | |||
| 12 Mar | 22470.50 | 399.3 | -44 | 11.58 | 1,491 | 5 | 2,256 | |||
| 11 Mar | 22497.90 | 459.9 | 41.65 | 12.37 | 1,307 | -1,809 | 2,249 | |||
| 10 Mar | 22460.30 | 409 | -111.4 | 12.15 | 753 | 93 | 2,026 | |||
| 7 Mar | 22552.50 | 511.3 | 1.4 | 12.28 | 519 | -20,378 | 1,933 | |||
| 6 Mar | 22544.70 | 508.7 | 115.8 | 11.95 | 2,468 | -28,924 | 1,973 | |||
| 5 Mar | 22337.30 | 391 | 132.25 | 11.93 | 5,329 | -38,307 | 2,141 | |||
| 4 Mar | 22082.65 | 255.55 | -46.2 | 12.20 | 3,276 | 139 | 2,179 | |||
| 3 Mar | 22119.30 | 303.25 | -29.7 | 12.52 | 6,376 | 2,808 | 2,852 | |||
| 28 Feb | 22124.70 | 326.95 | -262.2 | 12.77 | 5,958 | 1,253 | 1,713 | |||
| 27 Feb | 22545.05 | 577.25 | -76.05 | 12.88 | 370 | 340 | 460 | |||
| 25 Feb | 22547.55 | 653.3 | -13.8 | 14.94 | 18 | 120 | 120 | |||
| 24 Feb | 22553.35 | 662.5 | -200.35 | 14.23 | 125 | 106 | 106 | |||
| 21 Feb | 22795.90 | 862.85 | -209.4 | 14.82 | 1 | 7 | 7 | |||
| 20 Feb | 22913.15 | 1072.2 | -0.05 | 0.00 | 0 | 0 | 0 | |||
| 19 Feb | 22932.90 | 1072.2 | -0.05 | 0.00 | 0 | 0 | 0 | |||
| 18 Feb | 22945.30 | 1072.2 | -0.05 | 0.00 | 0 | 0 | 0 | |||
| 17 Feb | 22959.50 | 1072.2 | -976.45 | 15.49 | 7 | 0 | 0 | |||
| 14 Feb | 22929.25 | 2048.65 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 23031.40 | 2048.65 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 23045.25 | 2048.65 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 23071.80 | 2048.65 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 23381.60 | 2048.65 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 23559.95 | 2048.65 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 23603.35 | 2048.65 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 23696.30 | 2048.65 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 23739.25 | 2048.65 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 23361.05 | 2048.65 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 23482.15 | 2048.65 | 0 | - | 0 | 0 | 0 | |||
| 31 Jan | 23508.40 | 2048.65 | 0 | - | 0 | 0 | 0 | |||
| 30 Jan | 23249.50 | 2048.65 | 0 | - | 0 | 0 | 0 | |||
| 29 Jan | 23163.10 | 2048.65 | 0 | - | 0 | 0 | 0 | |||
| 28 Jan | 22957.25 | 2048.65 | 0 | - | 0 | 0 | 0 | |||
| 27 Jan | 22829.15 | 2048.65 | 0 | - | 0 | 0 | 0 | |||
| 24 Jan | 23092.20 | 2048.65 | 0 | - | 0 | 0 | 0 | |||
| 23 Jan | 23205.35 | 2048.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Jan | 23155.35 | 2048.65 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Jan | 23024.65 | 2048.65 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Jan | 23344.75 | 2048.65 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Jan | 23203.20 | 2048.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 16 Jan | 23311.80 | 2048.65 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Jan | 23213.20 | 2048.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Jan | 23176.05 | 2048.65 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Jan | 23085.95 | 2048.65 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Jan | 23431.50 | 2048.65 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Jan | 23526.50 | 2048.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 23688.95 | 2048.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 23707.90 | 2048.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 23616.05 | 2048.65 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 24004.75 | 2048.65 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 24188.65 | 2048.65 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Jan | 23742.90 | 2048.65 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Dec | 23644.80 | 2048.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Dec | 23644.90 | 2048.65 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 22250 expiring on 27MAR2025
Delta for 22250 CE is -
Historical price for 22250 CE is as follows
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1135.1, which was 186.35 higher than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 1707
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 943.5, which was 201.3 higher than the previous day. The implied volatity was -, the open interest changed by 738 which increased total open position to 1720
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 740.55, which was 64.25 higher than the previous day. The implied volatity was 17.25, the open interest changed by 381 which increased total open position to 1738
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 681.15, which was 270.65 higher than the previous day. The implied volatity was 15.36, the open interest changed by 83 which increased total open position to 1702
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 414.8, which was 89.35 higher than the previous day. The implied volatity was 14.48, the open interest changed by -6910 which decreased total open position to 2127
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 322.65, which was -80.8 lower than the previous day. The implied volatity was 11.20, the open interest changed by -6649 which decreased total open position to 2164
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 399.3, which was -44 lower than the previous day. The implied volatity was 11.58, the open interest changed by 5 which increased total open position to 2256
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 459.9, which was 41.65 higher than the previous day. The implied volatity was 12.37, the open interest changed by -1809 which decreased total open position to 2249
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 409, which was -111.4 lower than the previous day. The implied volatity was 12.15, the open interest changed by 93 which increased total open position to 2026
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 511.3, which was 1.4 higher than the previous day. The implied volatity was 12.28, the open interest changed by -20378 which decreased total open position to 1933
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 508.7, which was 115.8 higher than the previous day. The implied volatity was 11.95, the open interest changed by -28924 which decreased total open position to 1973
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 391, which was 132.25 higher than the previous day. The implied volatity was 11.93, the open interest changed by -38307 which decreased total open position to 2141
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 255.55, which was -46.2 lower than the previous day. The implied volatity was 12.20, the open interest changed by 139 which increased total open position to 2179
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 303.25, which was -29.7 lower than the previous day. The implied volatity was 12.52, the open interest changed by 2808 which increased total open position to 2852
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 326.95, which was -262.2 lower than the previous day. The implied volatity was 12.77, the open interest changed by 1253 which increased total open position to 1713
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 577.25, which was -76.05 lower than the previous day. The implied volatity was 12.88, the open interest changed by 340 which increased total open position to 460
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 653.3, which was -13.8 lower than the previous day. The implied volatity was 14.94, the open interest changed by 120 which increased total open position to 120
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 662.5, which was -200.35 lower than the previous day. The implied volatity was 14.23, the open interest changed by 106 which increased total open position to 106
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 862.85, which was -209.4 lower than the previous day. The implied volatity was 14.82, the open interest changed by 7 which increased total open position to 7
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 1072.2, which was -0.05 lower than the previous day. The implied volatity was 0.00, 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 1072.2, which was -0.05 lower than the previous day. The implied volatity was 0.00, 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 1072.2, which was -0.05 lower than the previous day. The implied volatity was 0.00, 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 1072.2, which was -976.45 lower than the previous day. The implied volatity was 15.49, 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 2048.65, 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 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 2048.65, 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 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 2048.65, 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 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 2048.65, 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 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 2048.65, 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 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 2048.65, 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 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 2048.65, 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 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 2048.65, 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 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 2048.65, 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 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 2048.65, 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 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 2048.65, 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 31 Jan NIFTY was trading at 23508.40. The strike last trading price was 2048.65, 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 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 2048.65, 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 29 Jan NIFTY was trading at 23163.10. The strike last trading price was 2048.65, 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 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 2048.65, 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 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 2048.65, 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 Jan NIFTY was trading at 23092.20. The strike last trading price was 2048.65, 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 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 2048.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 2048.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 2048.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 2048.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 2048.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 2048.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 2048.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 2048.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 2048.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 2048.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 2048.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 2048.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 2048.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 2048.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 2048.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 2048.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 2048.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 2048.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 2048.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTY 27MAR2025 22250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 1.55
Theta: -2.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Mar | 23350.40 | 4.7 | -1.5 | 19.46 | 1,38,088 | -3,339 | 16,647 |
| 20 Mar | 23190.65 | 5.95 | -14.25 | 16.24 | 64,091 | -35,658 | 9,519 |
| 19 Mar | 22907.60 | 20.1 | -9 | 15.49 | 20,769 | -38,384 | 6,851 |
| 18 Mar | 22834.30 | 28 | -48.85 | 14.97 | 22,082 | -23,504 | 6,337 |
| 17 Mar | 22508.75 | 73.85 | -57.35 | 13.20 | 17,725 | 542 | 4,782 |
| 13 Mar | 22397.20 | 134.8 | 10.65 | 13.06 | 7,317 | 223 | 4,250 |
| 12 Mar | 22470.50 | 125.35 | -9.35 | 13.86 | 6,210 | 248 | 4,021 |
| 11 Mar | 22497.90 | 128.35 | -24.5 | 14.70 | 3,778 | 1,738 | 3,753 |
| 10 Mar | 22460.30 | 154.65 | 31.5 | 14.46 | 3,525 | -157 | 3,583 |
| 7 Mar | 22552.50 | 122.5 | -20 | 13.48 | 3,796 | -57,660 | 3,740 |
| 6 Mar | 22544.70 | 142.5 | -60.1 | 14.22 | 6,256 | -48,968 | 3,665 |
| 5 Mar | 22337.30 | 199.85 | -118.65 | 13.84 | 8,388 | 775 | 3,016 |
| 4 Mar | 22082.65 | 322.35 | 30.35 | 13.89 | 2,587 | -386 | 2,253 |
| 3 Mar | 22119.30 | 283.05 | -20.1 | 13.35 | 7,143 | 705 | 3,227 |
| 28 Feb | 22124.70 | 300.15 | 143 | 13.34 | 9,321 | 1,769 | 2,527 |
| 27 Feb | 22545.05 | 163 | -1.85 | 13.59 | 920 | 164 | 758 |
| 25 Feb | 22547.55 | 165.75 | -7.55 | 13.65 | 683 | 6 | 599 |
| 24 Feb | 22553.35 | 176.5 | 32.95 | 14.28 | 1,565 | 603 | 603 |
| 21 Feb | 22795.90 | 148 | 21.25 | 15.09 | 552 | 259 | 267 |
| 20 Feb | 22913.15 | 128.45 | -15.55 | 15.50 | 396 | -26 | 150 |
| 19 Feb | 22932.90 | 142.6 | -10.2 | 16.15 | 170 | 54 | 177 |
| 18 Feb | 22945.30 | 157.15 | 11.2 | 16.73 | 141 | 112 | 120 |
| 17 Feb | 22959.50 | 146.25 | -1.7 | 16.47 | 260 | 121 | 127 |
| 14 Feb | 22929.25 | 152.05 | 19.7 | 15.67 | 173 | 97 | 97 |
| 13 Feb | 23031.40 | 132.35 | 0.7 | 15.78 | 58 | 103 | 103 |
| 12 Feb | 23045.25 | 131.9 | 3.7 | 15.98 | 139 | 118 | 118 |
| 11 Feb | 23071.80 | 130.75 | 43.6 | 15.90 | 119 | 68 | 68 |
| 10 Feb | 23381.60 | 87.85 | 7.5 | 16.02 | 45 | 21 | 58 |
| 7 Feb | 23559.95 | 80.35 | 0.4 | 16.52 | 2 | 37 | 37 |
| 6 Feb | 23603.35 | 79.95 | 5.95 | 16.82 | 2 | 1 | 35 |
| 5 Feb | 23696.30 | 75.25 | 0.25 | 16.80 | 64 | 14 | 35 |
| 4 Feb | 23739.25 | 74.85 | -33.2 | 16.78 | 55 | -37 | 10 |
| 3 Feb | 23361.05 | 108.05 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Feb | 23482.15 | 108.05 | -101.95 | 16.88 | 5 | -1 | 46 |
| 31 Jan | 23508.40 | 210 | 0 | 0.00 | 0 | 0 | 0 |
| 30 Jan | 23249.50 | 210 | 0 | 0.00 | 0 | 0 | 0 |
| 29 Jan | 23163.10 | 210 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Jan | 22957.25 | 210 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Jan | 22829.15 | 210 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Jan | 23092.20 | 210 | 0 | 0.00 | 0 | 0 | 0 |
| 23 Jan | 23205.35 | 210 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Jan | 23155.35 | 210 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Jan | 23024.65 | 210 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Jan | 23344.75 | 210 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Jan | 23203.20 | 210 | 87.00 | 17.64 | 2 | 0 | 47 |
| 16 Jan | 23311.80 | 123 | 0.00 | 0.00 | 0 | 0 | 0 |
| 15 Jan | 23213.20 | 123 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Jan | 23176.05 | 123 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Jan | 23085.95 | 123 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Jan | 23431.50 | 123 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Jan | 23526.50 | 123 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Jan | 23688.95 | 123 | 0.00 | 0.00 | 0 | 6 | 0 |
| 7 Jan | 23707.90 | 123 | 11.60 | 16.64 | 10 | 5 | 46 |
| 6 Jan | 23616.05 | 111.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Jan | 24004.75 | 111.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Jan | 24188.65 | 111.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Jan | 23742.90 | 111.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Dec | 23644.80 | 111.4 | 0.00 | 0.00 | 0 | 41 | 0 |
| 30 Dec | 23644.90 | 111.4 | 15.47 | 41 | 0 | 0 | |
For Nifty - strike price 22250 expiring on 27MAR2025
Delta for 22250 PE is -0.02
Historical price for 22250 PE is as follows
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 4.7, which was -1.5 lower than the previous day. The implied volatity was 19.46, the open interest changed by -3339 which decreased total open position to 16647
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 5.95, which was -14.25 lower than the previous day. The implied volatity was 16.24, the open interest changed by -35658 which decreased total open position to 9519
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 20.1, which was -9 lower than the previous day. The implied volatity was 15.49, the open interest changed by -38384 which decreased total open position to 6851
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 28, which was -48.85 lower than the previous day. The implied volatity was 14.97, the open interest changed by -23504 which decreased total open position to 6337
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 73.85, which was -57.35 lower than the previous day. The implied volatity was 13.20, the open interest changed by 542 which increased total open position to 4782
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 134.8, which was 10.65 higher than the previous day. The implied volatity was 13.06, the open interest changed by 223 which increased total open position to 4250
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 125.35, which was -9.35 lower than the previous day. The implied volatity was 13.86, the open interest changed by 248 which increased total open position to 4021
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 128.35, which was -24.5 lower than the previous day. The implied volatity was 14.70, the open interest changed by 1738 which increased total open position to 3753
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 154.65, which was 31.5 higher than the previous day. The implied volatity was 14.46, the open interest changed by -157 which decreased total open position to 3583
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 122.5, which was -20 lower than the previous day. The implied volatity was 13.48, the open interest changed by -57660 which decreased total open position to 3740
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 142.5, which was -60.1 lower than the previous day. The implied volatity was 14.22, the open interest changed by -48968 which decreased total open position to 3665
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 199.85, which was -118.65 lower than the previous day. The implied volatity was 13.84, the open interest changed by 775 which increased total open position to 3016
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 322.35, which was 30.35 higher than the previous day. The implied volatity was 13.89, the open interest changed by -386 which decreased total open position to 2253
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 283.05, which was -20.1 lower than the previous day. The implied volatity was 13.35, the open interest changed by 705 which increased total open position to 3227
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 300.15, which was 143 higher than the previous day. The implied volatity was 13.34, the open interest changed by 1769 which increased total open position to 2527
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 163, which was -1.85 lower than the previous day. The implied volatity was 13.59, the open interest changed by 164 which increased total open position to 758
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 165.75, which was -7.55 lower than the previous day. The implied volatity was 13.65, the open interest changed by 6 which increased total open position to 599
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 176.5, which was 32.95 higher than the previous day. The implied volatity was 14.28, the open interest changed by 603 which increased total open position to 603
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 148, which was 21.25 higher than the previous day. The implied volatity was 15.09, the open interest changed by 259 which increased total open position to 267
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 128.45, which was -15.55 lower than the previous day. The implied volatity was 15.50, the open interest changed by -26 which decreased total open position to 150
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 142.6, which was -10.2 lower than the previous day. The implied volatity was 16.15, the open interest changed by 54 which increased total open position to 177
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 157.15, which was 11.2 higher than the previous day. The implied volatity was 16.73, the open interest changed by 112 which increased total open position to 120
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 146.25, which was -1.7 lower than the previous day. The implied volatity was 16.47, the open interest changed by 121 which increased total open position to 127
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 152.05, which was 19.7 higher than the previous day. The implied volatity was 15.67, the open interest changed by 97 which increased total open position to 97
On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 132.35, which was 0.7 higher than the previous day. The implied volatity was 15.78, the open interest changed by 103 which increased total open position to 103
On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 131.9, which was 3.7 higher than the previous day. The implied volatity was 15.98, the open interest changed by 118 which increased total open position to 118
On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 130.75, which was 43.6 higher than the previous day. The implied volatity was 15.90, the open interest changed by 68 which increased total open position to 68
On 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 87.85, which was 7.5 higher than the previous day. The implied volatity was 16.02, the open interest changed by 21 which increased total open position to 58
On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 80.35, which was 0.4 higher than the previous day. The implied volatity was 16.52, the open interest changed by 37 which increased total open position to 37
On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 79.95, which was 5.95 higher than the previous day. The implied volatity was 16.82, the open interest changed by 1 which increased total open position to 35
On 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 75.25, which was 0.25 higher than the previous day. The implied volatity was 16.80, the open interest changed by 14 which increased total open position to 35
On 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 74.85, which was -33.2 lower than the previous day. The implied volatity was 16.78, the open interest changed by -37 which decreased total open position to 10
On 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 108.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 108.05, which was -101.95 lower than the previous day. The implied volatity was 16.88, the open interest changed by -1 which decreased total open position to 46
On 31 Jan NIFTY was trading at 23508.40. The strike last trading price was 210, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 210, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Jan NIFTY was trading at 23163.10. The strike last trading price was 210, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 210, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 210, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 210, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 210, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 210, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 210, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 210, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 210, which was 87.00 higher than the previous day. The implied volatity was 17.64, the open interest changed by 0 which decreased total open position to 47
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 123, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 123, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 123, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 123, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 123, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 123, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 123, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 123, which was 11.60 higher than the previous day. The implied volatity was 16.64, the open interest changed by 5 which increased total open position to 46
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 111.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 111.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 111.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 111.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 111.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 41 which increased total open position to 0
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 111.4, which was lower than the previous day. The implied volatity was 15.47, the open interest changed by 0 which decreased total open position to 0
