NIFTY
Nifty
Historical option data for NIFTY
17 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 22550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 8.13
Theta: -22.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Mar | 22508.75 | 109.35 | 37.05 | 14.43 | 21,32,887 | 21,288 | 43,416 | |||
| 13 Mar | 22397.20 | 70 | -63.05 | 9.86 | 1,86,526 | 17,559 | 22,128 | |||
| 12 Mar | 22470.50 | 130.55 | -45.25 | 11.01 | 52,202 | 2,085 | 4,569 | |||
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| 11 Mar | 22497.90 | 191.35 | 30.55 | 12.58 | 24,478 | 124 | 2,484 | |||
| 10 Mar | 22460.30 | 154.45 | -84.25 | 11.92 | 11,921 | 932 | 2,360 | |||
| 7 Mar | 22552.50 | 232.8 | -4.8 | 11.62 | 10,470 | 643 | 1,428 | |||
| 6 Mar | 22544.70 | 240.05 | 79.45 | 11.67 | 3,339 | 560 | 785 | |||
| 5 Mar | 22337.30 | 163.15 | 78.55 | 11.79 | 585 | 88 | 225 | |||
| 4 Mar | 22082.65 | 82.4 | -30.1 | 11.82 | 211 | 21 | 137 | |||
| 3 Mar | 22119.30 | 112.9 | -21.85 | 12.17 | 296 | -36 | 116 | |||
| 28 Feb | 22124.70 | 132.75 | -184.95 | 12.26 | 208 | 110 | 152 | |||
| 27 Feb | 22545.05 | 305.4 | -59.05 | 12.03 | 53 | 19 | 42 | |||
| 25 Feb | 22547.55 | 364.45 | -39.15 | 13.41 | 38 | 12 | 23 | |||
| 24 Feb | 22553.35 | 403.6 | -436.3 | 14.14 | 24 | 11 | 11 | |||
| 21 Feb | 22795.90 | 839.9 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 22913.15 | 839.9 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 22932.90 | 839.9 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 22945.30 | 0 | 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 22550 expiring on 20MAR2025
Delta for 22550 CE is 0.48
Historical price for 22550 CE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 109.35, which was 37.05 higher than the previous day. The implied volatity was 14.43, the open interest changed by 21288 which increased total open position to 43416
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 70, which was -63.05 lower than the previous day. The implied volatity was 9.86, the open interest changed by 17559 which increased total open position to 22128
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 130.55, which was -45.25 lower than the previous day. The implied volatity was 11.01, the open interest changed by 2085 which increased total open position to 4569
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 191.35, which was 30.55 higher than the previous day. The implied volatity was 12.58, the open interest changed by 124 which increased total open position to 2484
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 154.45, which was -84.25 lower than the previous day. The implied volatity was 11.92, the open interest changed by 932 which increased total open position to 2360
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 232.8, which was -4.8 lower than the previous day. The implied volatity was 11.62, the open interest changed by 643 which increased total open position to 1428
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 240.05, which was 79.45 higher than the previous day. The implied volatity was 11.67, the open interest changed by 560 which increased total open position to 785
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 163.15, which was 78.55 higher than the previous day. The implied volatity was 11.79, the open interest changed by 88 which increased total open position to 225
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 82.4, which was -30.1 lower than the previous day. The implied volatity was 11.82, the open interest changed by 21 which increased total open position to 137
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 112.9, which was -21.85 lower than the previous day. The implied volatity was 12.17, the open interest changed by -36 which decreased total open position to 116
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 132.75, which was -184.95 lower than the previous day. The implied volatity was 12.26, the open interest changed by 110 which increased total open position to 152
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 305.4, which was -59.05 lower than the previous day. The implied volatity was 12.03, the open interest changed by 19 which increased total open position to 42
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 364.45, which was -39.15 lower than the previous day. The implied volatity was 13.41, the open interest changed by 12 which increased total open position to 23
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 403.6, which was -436.3 lower than the previous day. The implied volatity was 14.14, the open interest changed by 11 which increased total open position to 11
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 839.9, 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 839.9, 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 839.9, 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 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 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 22550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 8.13
Theta: -14.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Mar | 22508.75 | 114 | -94.8 | 12.94 | 15,29,179 | 26,358 | 31,876 |
| 13 Mar | 22397.20 | 215.75 | 31 | 11.70 | 93,031 | 3,137 | 5,518 |
| 12 Mar | 22470.50 | 187 | -8.6 | 12.82 | 24,640 | -295 | 2,381 |
| 11 Mar | 22497.90 | 184.25 | -39.75 | 14.01 | 9,452 | 1,014 | 2,676 |
| 10 Mar | 22460.30 | 231 | 52.2 | 13.92 | 12,968 | 217 | 1,662 |
| 7 Mar | 22552.50 | 180.25 | -28.8 | 12.55 | 13,808 | 773 | 1,445 |
| 6 Mar | 22544.70 | 208.65 | -96.4 | 13.68 | 1,715 | 540 | 672 |
| 5 Mar | 22337.30 | 302.95 | -164.15 | 13.44 | 424 | 93 | 132 |
| 4 Mar | 22082.65 | 467.1 | 33.45 | 12.75 | 6 | -1 | 39 |
| 3 Mar | 22119.30 | 433.65 | 4.25 | 13.27 | 3 | -3 | 40 |
| 28 Feb | 22124.70 | 429.35 | 205.35 | 12.07 | 76 | 18 | 43 |
| 27 Feb | 22545.05 | 233.45 | 15.55 | 12.85 | 44 | 21 | 25 |
| 25 Feb | 22547.55 | 217.9 | 14.35 | 12.13 | 6 | 4 | 4 |
| 24 Feb | 22553.35 | 203.55 | 0 | 0.69 | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 203.55 | 0 | 1.55 | 0 | 0 | 0 |
| 20 Feb | 22913.15 | 203.55 | 0 | 2.10 | 0 | 0 | 0 |
| 19 Feb | 22932.90 | 203.55 | 0 | 2.13 | 0 | 0 | 0 |
| 18 Feb | 22945.30 | 203.55 | 0 | 2.14 | 0 | 0 | 0 |
| 17 Feb | 22959.50 | 203.55 | 0 | 2.29 | 0 | 0 | 0 |
| 14 Feb | 22929.25 | 203.55 | 0 | 2.01 | 0 | 0 | 0 |
For Nifty - strike price 22550 expiring on 20MAR2025
Delta for 22550 PE is -0.52
Historical price for 22550 PE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 114, which was -94.8 lower than the previous day. The implied volatity was 12.94, the open interest changed by 26358 which increased total open position to 31876
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 215.75, which was 31 higher than the previous day. The implied volatity was 11.70, the open interest changed by 3137 which increased total open position to 5518
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 187, which was -8.6 lower than the previous day. The implied volatity was 12.82, the open interest changed by -295 which decreased total open position to 2381
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 184.25, which was -39.75 lower than the previous day. The implied volatity was 14.01, the open interest changed by 1014 which increased total open position to 2676
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 231, which was 52.2 higher than the previous day. The implied volatity was 13.92, the open interest changed by 217 which increased total open position to 1662
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 180.25, which was -28.8 lower than the previous day. The implied volatity was 12.55, the open interest changed by 773 which increased total open position to 1445
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 208.65, which was -96.4 lower than the previous day. The implied volatity was 13.68, the open interest changed by 540 which increased total open position to 672
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 302.95, which was -164.15 lower than the previous day. The implied volatity was 13.44, the open interest changed by 93 which increased total open position to 132
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 467.1, which was 33.45 higher than the previous day. The implied volatity was 12.75, the open interest changed by -1 which decreased total open position to 39
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 433.65, which was 4.25 higher than the previous day. The implied volatity was 13.27, the open interest changed by -3 which decreased total open position to 40
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 429.35, which was 205.35 higher than the previous day. The implied volatity was 12.07, the open interest changed by 18 which increased total open position to 43
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 233.45, which was 15.55 higher than the previous day. The implied volatity was 12.85, the open interest changed by 21 which increased total open position to 25
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 217.9, which was 14.35 higher than the previous day. The implied volatity was 12.13, the open interest changed by 4 which increased total open position to 4
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 203.55, which was 0 lower than the previous day. The implied volatity was 0.69, 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 203.55, which was 0 lower than the previous day. The implied volatity was 1.55, 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 203.55, which was 0 lower than the previous day. The implied volatity was 2.10, 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 203.55, which was 0 lower than the previous day. The implied volatity was 2.13, 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 203.55, which was 0 lower than the previous day. The implied volatity was 2.14, 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 203.55, which was 0 lower than the previous day. The implied volatity was 2.29, 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 203.55, which was 0 lower than the previous day. The implied volatity was 2.01, the open interest changed by 0 which decreased total open position to 0
