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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 22400 CE
Delta: 0.54
Vega: 12.32
Theta: -12.10
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 22397.20 137.5 -78.85 10.07 2,70,023 28,873 45,095
12 Mar 22470.50 212 -50 11.03 1,36,340 9,009 16,222
11 Mar 22497.90 279.85 37.85 12.64 52,219 3,475 7,213
10 Mar 22460.30 236.4 -98.8 12.19 11,231 1,462 3,738
7 Mar 22552.50 328.35 0.3 11.91 6,356 235 2,276
6 Mar 22544.70 328.2 95.7 11.54 9,389 896 2,041
5 Mar 22337.30 237 106.5 12.00 4,034 479 1,145
4 Mar 22082.65 129.2 -36.9 12.01 2,136 196 666
3 Mar 22119.30 167.65 -25.5 12.35 1,747 -125 470
28 Feb 22124.70 187.05 -761.3 12.31 1,910 595 595
27 Feb 22545.05 948.35 0 - 0 0 0
25 Feb 22547.55 948.35 0 - 0 0 0
24 Feb 22553.35 948.35 0 - 0 0 0
21 Feb 22795.90 948.35 0 - 0 0 0
20 Feb 22913.15 948.35 0 - 0 0 0
19 Feb 22932.90 948.35 0 - 0 0 0
18 Feb 22945.30 948.35 0 - 0 0 0
17 Feb 22959.50 948.35 0 - 0 0 0
14 Feb 22929.25 0 0 - 0 0 0


For Nifty - strike price 22400 expiring on 20MAR2025

Delta for 22400 CE is 0.54

Historical price for 22400 CE is as follows

On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 137.5, which was -78.85 lower than the previous day. The implied volatity was 10.07, the open interest changed by 28873 which increased total open position to 45095


On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 212, which was -50 lower than the previous day. The implied volatity was 11.03, the open interest changed by 9009 which increased total open position to 16222


On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 279.85, which was 37.85 higher than the previous day. The implied volatity was 12.64, the open interest changed by 3475 which increased total open position to 7213


On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 236.4, which was -98.8 lower than the previous day. The implied volatity was 12.19, the open interest changed by 1462 which increased total open position to 3738


On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 328.35, which was 0.3 higher than the previous day. The implied volatity was 11.91, the open interest changed by 235 which increased total open position to 2276


On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 328.2, which was 95.7 higher than the previous day. The implied volatity was 11.54, the open interest changed by 896 which increased total open position to 2041


On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 237, which was 106.5 higher than the previous day. The implied volatity was 12.00, the open interest changed by 479 which increased total open position to 1145


On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 129.2, which was -36.9 lower than the previous day. The implied volatity was 12.01, the open interest changed by 196 which increased total open position to 666


On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 167.65, which was -25.5 lower than the previous day. The implied volatity was 12.35, the open interest changed by -125 which decreased total open position to 470


On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 187.05, which was -761.3 lower than the previous day. The implied volatity was 12.31, the open interest changed by 595 which increased total open position to 595


On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 948.35, 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 948.35, 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 948.35, 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 948.35, 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 948.35, 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 948.35, 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 948.35, 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 948.35, 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 22400 PE
Delta: -0.47
Vega: 12.33
Theta: -7.48
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 22397.20 133 14 11.79 3,88,158 19,552 44,055
12 Mar 22470.50 119 -14.5 12.94 1,63,514 11,864 24,503
11 Mar 22497.90 124.65 -31.05 14.29 71,569 6,224 12,639
10 Mar 22460.30 158.6 33.65 13.94 32,867 2,729 6,415
7 Mar 22552.50 125.9 -26.55 12.89 19,984 1,587 3,686
6 Mar 22544.70 152.6 -74.8 14.02 8,809 1,449 2,099
5 Mar 22337.30 220.65 -155.4 13.28 1,853 427 650
4 Mar 22082.65 380.75 42.7 13.76 169 10 223
3 Mar 22119.30 333.05 -14.1 13.01 810 -294 213
28 Feb 22124.70 348.15 180.15 12.82 1,527 436 507
27 Feb 22545.05 168.75 -5.35 12.66 91 25 71
25 Feb 22547.55 177 -10.7 12.99 45 -3 46
24 Feb 22553.35 185.2 22.2 13.57 93 49 49
21 Feb 22795.90 163 -0.05 15.09 4 0 0
20 Feb 22913.15 163.05 0 2.55 0 0 0
19 Feb 22932.90 163.05 0 2.56 0 0 0
18 Feb 22945.30 163.05 0 2.56 0 0 0
17 Feb 22959.50 163.05 0 2.69 0 0 0
14 Feb 22929.25 163.05 0 2.41 0 0 0


For Nifty - strike price 22400 expiring on 20MAR2025

Delta for 22400 PE is -0.47

Historical price for 22400 PE is as follows

On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 133, which was 14 higher than the previous day. The implied volatity was 11.79, the open interest changed by 19552 which increased total open position to 44055


On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 119, which was -14.5 lower than the previous day. The implied volatity was 12.94, the open interest changed by 11864 which increased total open position to 24503


On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 124.65, which was -31.05 lower than the previous day. The implied volatity was 14.29, the open interest changed by 6224 which increased total open position to 12639


On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 158.6, which was 33.65 higher than the previous day. The implied volatity was 13.94, the open interest changed by 2729 which increased total open position to 6415


On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 125.9, which was -26.55 lower than the previous day. The implied volatity was 12.89, the open interest changed by 1587 which increased total open position to 3686


On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 152.6, which was -74.8 lower than the previous day. The implied volatity was 14.02, the open interest changed by 1449 which increased total open position to 2099


On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 220.65, which was -155.4 lower than the previous day. The implied volatity was 13.28, the open interest changed by 427 which increased total open position to 650


On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 380.75, which was 42.7 higher than the previous day. The implied volatity was 13.76, the open interest changed by 10 which increased total open position to 223


On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 333.05, which was -14.1 lower than the previous day. The implied volatity was 13.01, the open interest changed by -294 which decreased total open position to 213


On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 348.15, which was 180.15 higher than the previous day. The implied volatity was 12.82, the open interest changed by 436 which increased total open position to 507


On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 168.75, which was -5.35 lower than the previous day. The implied volatity was 12.66, the open interest changed by 25 which increased total open position to 71


On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 177, which was -10.7 lower than the previous day. The implied volatity was 12.99, the open interest changed by -3 which decreased total open position to 46


On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 185.2, which was 22.2 higher than the previous day. The implied volatity was 13.57, the open interest changed by 49 which increased total open position to 49


On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 163, which was -0.05 lower than the previous day. The implied volatity was 15.09, 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 163.05, which was 0 lower than the previous day. The implied volatity was 2.55, 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 163.05, which was 0 lower than the previous day. The implied volatity was 2.56, 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 163.05, which was 0 lower than the previous day. The implied volatity was 2.56, 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 163.05, which was 0 lower than the previous day. The implied volatity was 2.69, 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 163.05, which was 0 lower than the previous day. The implied volatity was 2.41, the open interest changed by 0 which decreased total open position to 0