NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 22450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 12.34
Theta: -11.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 22397.20 | 111.8 | -74.3 | 9.96 | 1,79,861 | 13,783 | 18,514 | |||
| 12 Mar | 22470.50 | 182.2 | -48.05 | 11.03 | 64,899 | 2,938 | 4,731 | |||
| 11 Mar | 22497.90 | 250 | 36.5 | 12.75 | 25,181 | 198 | 1,793 | |||
| 10 Mar | 22460.30 | 206 | -104.9 | 12.06 | 6,610 | 920 | 1,595 | |||
| 7 Mar | 22552.50 | 294.8 | -1.9 | 11.82 | 4,251 | 210 | 675 | |||
| 6 Mar | 22544.70 | 294.85 | 87.45 | 11.46 | 2,018 | 124 | 465 | |||
| 5 Mar | 22337.30 | 209.4 | 96.5 | 11.87 | 978 | 77 | 341 | |||
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| 4 Mar | 22082.65 | 111.7 | -34.6 | 11.93 | 426 | 187 | 264 | |||
| 3 Mar | 22119.30 | 148.8 | -25.65 | 12.34 | 207 | 37 | 77 | |||
| 28 Feb | 22124.70 | 173.4 | -215.6 | 12.61 | 53 | 38 | 40 | |||
| 27 Feb | 22545.05 | 389 | -41 | 13.25 | 5 | 2 | 2 | |||
| 25 Feb | 22547.55 | 430 | -482.3 | 13.78 | 1 | 0 | 0 | |||
| 24 Feb | 22553.35 | 912.3 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 22795.90 | 912.3 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 22913.15 | 912.3 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 22932.90 | 912.3 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 22945.30 | 912.3 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 22959.50 | 912.3 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 22929.25 | 912.3 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 22450 expiring on 20MAR2025
Delta for 22450 CE is 0.47
Historical price for 22450 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 111.8, which was -74.3 lower than the previous day. The implied volatity was 9.96, the open interest changed by 13783 which increased total open position to 18514
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 182.2, which was -48.05 lower than the previous day. The implied volatity was 11.03, the open interest changed by 2938 which increased total open position to 4731
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 250, which was 36.5 higher than the previous day. The implied volatity was 12.75, the open interest changed by 198 which increased total open position to 1793
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 206, which was -104.9 lower than the previous day. The implied volatity was 12.06, the open interest changed by 920 which increased total open position to 1595
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 294.8, which was -1.9 lower than the previous day. The implied volatity was 11.82, the open interest changed by 210 which increased total open position to 675
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 294.85, which was 87.45 higher than the previous day. The implied volatity was 11.46, the open interest changed by 124 which increased total open position to 465
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 209.4, which was 96.5 higher than the previous day. The implied volatity was 11.87, the open interest changed by 77 which increased total open position to 341
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 111.7, which was -34.6 lower than the previous day. The implied volatity was 11.93, the open interest changed by 187 which increased total open position to 264
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 148.8, which was -25.65 lower than the previous day. The implied volatity was 12.34, the open interest changed by 37 which increased total open position to 77
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 173.4, which was -215.6 lower than the previous day. The implied volatity was 12.61, the open interest changed by 38 which increased total open position to 40
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 389, which was -41 lower than the previous day. The implied volatity was 13.25, the open interest changed by 2 which increased total open position to 2
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 430, which was -482.3 lower than the previous day. The implied volatity was 13.78, 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 912.3, 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 912.3, 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 912.3, 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 912.3, 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 912.3, 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 912.3, 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 912.3, 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 22450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 12.35
Theta: -7.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 22397.20 | 156.2 | 17.85 | 11.64 | 1,92,812 | 4,493 | 10,412 |
| 12 Mar | 22470.50 | 140.25 | -12.7 | 12.96 | 53,832 | 2,941 | 5,919 |
| 11 Mar | 22497.90 | 141.4 | -35.15 | 14.07 | 23,232 | 326 | 2,978 |
| 10 Mar | 22460.30 | 181.8 | 40.5 | 14.01 | 14,809 | 621 | 2,652 |
| 7 Mar | 22552.50 | 140.85 | -31.4 | 12.66 | 9,411 | 893 | 2,031 |
| 6 Mar | 22544.70 | 169.6 | -81.95 | 13.90 | 3,348 | 994 | 1,138 |
| 5 Mar | 22337.30 | 250.1 | -149.9 | 13.54 | 371 | 82 | 144 |
| 4 Mar | 22082.65 | 400 | 24.15 | 12.97 | 2 | -2 | 62 |
| 3 Mar | 22119.30 | 375.85 | 4.6 | 13.69 | 78 | -41 | 64 |
| 28 Feb | 22124.70 | 377.9 | 203.05 | 12.79 | 144 | 93 | 105 |
| 27 Feb | 22545.05 | 174.85 | -14.9 | 12.06 | 28 | 9 | 12 |
| 25 Feb | 22547.55 | 189.75 | 13.1 | 12.71 | 4 | 3 | 3 |
| 24 Feb | 22553.35 | 176.65 | 0 | 1.08 | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 176.65 | 0 | 1.95 | 0 | 0 | 0 |
| 20 Feb | 22913.15 | 176.65 | 0 | 2.49 | 0 | 0 | 0 |
| 19 Feb | 22932.90 | 176.65 | 0 | 2.38 | 0 | 0 | 0 |
| 18 Feb | 22945.30 | 176.65 | 0 | 2.38 | 0 | 0 | 0 |
| 17 Feb | 22959.50 | 176.65 | 0 | 2.52 | 0 | 0 | 0 |
| 14 Feb | 22929.25 | 176.65 | 0 | 2.24 | 0 | 0 | 0 |
For Nifty - strike price 22450 expiring on 20MAR2025
Delta for 22450 PE is -0.52
Historical price for 22450 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 156.2, which was 17.85 higher than the previous day. The implied volatity was 11.64, the open interest changed by 4493 which increased total open position to 10412
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 140.25, which was -12.7 lower than the previous day. The implied volatity was 12.96, the open interest changed by 2941 which increased total open position to 5919
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 141.4, which was -35.15 lower than the previous day. The implied volatity was 14.07, the open interest changed by 326 which increased total open position to 2978
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 181.8, which was 40.5 higher than the previous day. The implied volatity was 14.01, the open interest changed by 621 which increased total open position to 2652
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 140.85, which was -31.4 lower than the previous day. The implied volatity was 12.66, the open interest changed by 893 which increased total open position to 2031
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 169.6, which was -81.95 lower than the previous day. The implied volatity was 13.90, the open interest changed by 994 which increased total open position to 1138
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 250.1, which was -149.9 lower than the previous day. The implied volatity was 13.54, the open interest changed by 82 which increased total open position to 144
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 400, which was 24.15 higher than the previous day. The implied volatity was 12.97, the open interest changed by -2 which decreased total open position to 62
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 375.85, which was 4.6 higher than the previous day. The implied volatity was 13.69, the open interest changed by -41 which decreased total open position to 64
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 377.9, which was 203.05 higher than the previous day. The implied volatity was 12.79, the open interest changed by 93 which increased total open position to 105
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 174.85, which was -14.9 lower than the previous day. The implied volatity was 12.06, the open interest changed by 9 which increased total open position to 12
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 189.75, which was 13.1 higher than the previous day. The implied volatity was 12.71, the open interest changed by 3 which increased total open position to 3
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 176.65, which was 0 lower than the previous day. The implied volatity was 1.08, 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 176.65, which was 0 lower than the previous day. The implied volatity was 1.95, 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 176.65, which was 0 lower than the previous day. The implied volatity was 2.49, 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 176.65, which was 0 lower than the previous day. The implied volatity was 2.38, 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 176.65, which was 0 lower than the previous day. The implied volatity was 2.38, 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 176.65, which was 0 lower than the previous day. The implied volatity was 2.52, 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 176.65, which was 0 lower than the previous day. The implied volatity was 2.24, the open interest changed by 0 which decreased total open position to 0
