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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 22350 CE
Delta: 0.60
Vega: 11.99
Theta: -12.20
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
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 0.60

Historical price for 22350 CE is as follows

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: -0.41
Vega: 12.08
Theta: -7.53
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.41

Historical price for 22350 PE is as follows

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