NIFTY
Nifty
Historical option data for NIFTY
17 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 22350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.72
Vega: 6.85
Theta: -22.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Mar | 22508.75 | 238 | 68.65 | 15.52 | 1,77,736 | 382 | 5,369 | |||
| 13 Mar | 22397.20 | 164.9 | -83.15 | 10.02 | 41,517 | 2,958 | 4,987 | |||
| 12 Mar | 22470.50 | 245.4 | -50.55 | 11.10 | 28,712 | 834 | 2,029 | |||
| 11 Mar | 22497.90 | 318 | 41.1 | 13.02 | 13,534 | 665 | 1,195 | |||
| 10 Mar | 22460.30 | 265.2 | -100.35 | 12.08 | 1,746 | 80 | 530 | |||
| 7 Mar | 22552.50 | 372.6 | 10.1 | 12.60 | 840 | -43 | 450 | |||
| 6 Mar | 22544.70 | 362 | 101.8 | 11.54 | 1,998 | 119 | 493 | |||
| 5 Mar | 22337.30 | 265 | 115.85 | 12.06 | 979 | 117 | 374 | |||
| 4 Mar | 22082.65 | 149.75 | -38.3 | 12.16 | 155 | 75 | 257 | |||
| 3 Mar | 22119.30 | 189.8 | -27.4 | 12.44 | 246 | 123 | 182 | |||
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| 28 Feb | 22124.70 | 210.6 | -775.25 | 12.47 | 67 | 59 | 59 | |||
| 27 Feb | 22545.05 | 985.85 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 985.85 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 22553.35 | 985.85 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 22795.90 | 985.85 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 22913.15 | 985.85 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 22932.90 | 985.85 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 22945.30 | 985.85 | 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 22350 expiring on 20MAR2025
Delta for 22350 CE is 0.72
Historical price for 22350 CE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 238, which was 68.65 higher than the previous day. The implied volatity was 15.52, the open interest changed by 382 which increased total open position to 5369
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 164.9, which was -83.15 lower than the previous day. The implied volatity was 10.02, the open interest changed by 2958 which increased total open position to 4987
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 245.4, which was -50.55 lower than the previous day. The implied volatity was 11.10, the open interest changed by 834 which increased total open position to 2029
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 318, which was 41.1 higher than the previous day. The implied volatity was 13.02, the open interest changed by 665 which increased total open position to 1195
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 265.2, which was -100.35 lower than the previous day. The implied volatity was 12.08, the open interest changed by 80 which increased total open position to 530
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 372.6, which was 10.1 higher than the previous day. The implied volatity was 12.60, the open interest changed by -43 which decreased total open position to 450
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 362, which was 101.8 higher than the previous day. The implied volatity was 11.54, the open interest changed by 119 which increased total open position to 493
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 265, which was 115.85 higher than the previous day. The implied volatity was 12.06, the open interest changed by 117 which increased total open position to 374
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 149.75, which was -38.3 lower than the previous day. The implied volatity was 12.16, the open interest changed by 75 which increased total open position to 257
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 189.8, which was -27.4 lower than the previous day. The implied volatity was 12.44, the open interest changed by 123 which increased total open position to 182
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 210.6, which was -775.25 lower than the previous day. The implied volatity was 12.47, the open interest changed by 59 which increased total open position to 59
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 985.85, 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 985.85, 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 985.85, 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 985.85, 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 985.85, 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 985.85, 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 985.85, 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 22350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.26
Vega: 6.61
Theta: -13.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Mar | 22508.75 | 45.15 | -60.8 | 14.06 | 11,29,346 | 22,987 | 35,385 |
| 13 Mar | 22397.20 | 110 | 8.15 | 11.70 | 1,25,637 | 5,878 | 12,398 |
| 12 Mar | 22470.50 | 102.4 | -15.35 | 13.10 | 50,534 | 3,039 | 6,520 |
| 11 Mar | 22497.90 | 107.2 | -31.05 | 14.28 | 25,543 | 1,719 | 3,481 |
| 10 Mar | 22460.30 | 140.95 | 31.5 | 14.12 | 11,967 | 322 | 1,762 |
| 7 Mar | 22552.50 | 110.25 | -26.95 | 12.93 | 7,040 | 678 | 1,440 |
| 6 Mar | 22544.70 | 137.15 | -68.25 | 14.15 | 4,558 | 367 | 762 |
| 5 Mar | 22337.30 | 205.15 | -150.35 | 13.70 | 848 | 231 | 395 |
| 4 Mar | 22082.65 | 355.5 | 43.2 | 14.09 | 52 | 7 | 164 |
| 3 Mar | 22119.30 | 311.7 | -8.05 | 13.45 | 87 | 10 | 157 |
| 28 Feb | 22124.70 | 322.65 | 171.75 | 12.98 | 222 | 147 | 147 |
| 27 Feb | 22545.05 | 150.9 | 0 | 1.35 | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 150.9 | 0 | 1.41 | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 150.9 | 0 | 1.51 | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 150.9 | 0 | 2.35 | 0 | 0 | 0 |
| 20 Feb | 22913.15 | 150.9 | 0 | 2.73 | 0 | 0 | 0 |
| 19 Feb | 22932.90 | 150.9 | 0 | 2.75 | 0 | 0 | 0 |
| 18 Feb | 22945.30 | 150.9 | 0 | 2.74 | 0 | 0 | 0 |
| 17 Feb | 22959.50 | 150.9 | 0 | 2.87 | 0 | 0 | 0 |
| 14 Feb | 22929.25 | 150.9 | 0 | 2.58 | 0 | 0 | 0 |
For Nifty - strike price 22350 expiring on 20MAR2025
Delta for 22350 PE is -0.26
Historical price for 22350 PE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 45.15, which was -60.8 lower than the previous day. The implied volatity was 14.06, the open interest changed by 22987 which increased total open position to 35385
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 110, which was 8.15 higher than the previous day. The implied volatity was 11.70, the open interest changed by 5878 which increased total open position to 12398
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 102.4, which was -15.35 lower than the previous day. The implied volatity was 13.10, the open interest changed by 3039 which increased total open position to 6520
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 107.2, which was -31.05 lower than the previous day. The implied volatity was 14.28, the open interest changed by 1719 which increased total open position to 3481
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 140.95, which was 31.5 higher than the previous day. The implied volatity was 14.12, the open interest changed by 322 which increased total open position to 1762
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 110.25, which was -26.95 lower than the previous day. The implied volatity was 12.93, the open interest changed by 678 which increased total open position to 1440
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 137.15, which was -68.25 lower than the previous day. The implied volatity was 14.15, the open interest changed by 367 which increased total open position to 762
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 205.15, which was -150.35 lower than the previous day. The implied volatity was 13.70, the open interest changed by 231 which increased total open position to 395
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 355.5, which was 43.2 higher than the previous day. The implied volatity was 14.09, the open interest changed by 7 which increased total open position to 164
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 311.7, which was -8.05 lower than the previous day. The implied volatity was 13.45, the open interest changed by 10 which increased total open position to 157
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 322.65, which was 171.75 higher than the previous day. The implied volatity was 12.98, the open interest changed by 147 which increased total open position to 147
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 150.9, which was 0 lower than the previous day. The implied volatity was 1.35, 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 150.9, which was 0 lower than the previous day. The implied volatity was 1.41, 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 150.9, which was 0 lower than the previous day. The implied volatity was 1.51, 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 150.9, which was 0 lower than the previous day. The implied volatity was 2.35, 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 150.9, which was 0 lower than the previous day. The implied volatity was 2.73, 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 150.9, which was 0 lower than the previous day. The implied volatity was 2.75, 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 150.9, which was 0 lower than the previous day. The implied volatity was 2.74, 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 150.9, which was 0 lower than the previous day. The implied volatity was 2.87, 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 150.9, which was 0 lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0
