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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 22550 CE
Delta: 0.34
Vega: 11.42
Theta: -10.14
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
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 0.34

Historical price for 22550 CE is as follows

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
Delta: -0.63
Vega: 11.69
Theta: -5.85
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.63

Historical price for 22550 PE is as follows

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