NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 22400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.54
Vega: 12.32
Theta: -12.10
Gamma: 0.00
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| 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 | |||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 12.33
Theta: -7.48
Gamma: 0.00
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| 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
