NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 22650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.23
Vega: 9.48
Theta: -8.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 22397.20 | 41 | -48.7 | 9.79 | 1,43,424 | 12,489 | 18,928 | |||
| 12 Mar | 22470.50 | 87.65 | -40.25 | 10.84 | 48,706 | 2,960 | 6,439 | |||
| 11 Mar | 22497.90 | 139.15 | 21.55 | 12.24 | 26,170 | 631 | 3,479 | |||
| 10 Mar | 22460.30 | 112 | -72.65 | 11.81 | 21,997 | 1,896 | 2,848 | |||
| 7 Mar | 22552.50 | 179.45 | -4 | 11.47 | 8,089 | 613 | 952 | |||
| 6 Mar | 22544.70 | 184.65 | 62.65 | 11.42 | 1,376 | 152 | 339 | |||
| 5 Mar | 22337.30 | 123.25 | 62.05 | 11.66 | 543 | 119 | 187 | |||
| 4 Mar | 22082.65 | 59.85 | -21.75 | 11.76 | 120 | 50 | 68 | |||
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| 3 Mar | 22119.30 | 83.6 | -24.1 | 12.01 | 37 | 13 | 18 | |||
| 28 Feb | 22124.70 | 104.2 | -150.8 | 12.28 | 6 | 1 | 5 | |||
| 27 Feb | 22545.05 | 255 | -57 | 12.08 | 2 | 1 | 4 | |||
| 25 Feb | 22547.55 | 312 | -41.4 | 13.42 | 1 | 0 | 3 | |||
| 24 Feb | 22553.35 | 353.4 | -156.9 | 14.29 | 3 | 2 | 3 | |||
| 21 Feb | 22795.90 | 510.3 | -261.2 | 14.37 | 3 | 1 | 1 | |||
| 20 Feb | 22913.15 | 771.5 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 22932.90 | 771.5 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 22945.30 | 771.5 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 22959.50 | 771.5 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 22929.25 | 771.5 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 22650 expiring on 20MAR2025
Delta for 22650 CE is 0.23
Historical price for 22650 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 41, which was -48.7 lower than the previous day. The implied volatity was 9.79, the open interest changed by 12489 which increased total open position to 18928
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 87.65, which was -40.25 lower than the previous day. The implied volatity was 10.84, the open interest changed by 2960 which increased total open position to 6439
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 139.15, which was 21.55 higher than the previous day. The implied volatity was 12.24, the open interest changed by 631 which increased total open position to 3479
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 112, which was -72.65 lower than the previous day. The implied volatity was 11.81, the open interest changed by 1896 which increased total open position to 2848
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 179.45, which was -4 lower than the previous day. The implied volatity was 11.47, the open interest changed by 613 which increased total open position to 952
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 184.65, which was 62.65 higher than the previous day. The implied volatity was 11.42, the open interest changed by 152 which increased total open position to 339
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 123.25, which was 62.05 higher than the previous day. The implied volatity was 11.66, the open interest changed by 119 which increased total open position to 187
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 59.85, which was -21.75 lower than the previous day. The implied volatity was 11.76, the open interest changed by 50 which increased total open position to 68
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 83.6, which was -24.1 lower than the previous day. The implied volatity was 12.01, the open interest changed by 13 which increased total open position to 18
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 104.2, which was -150.8 lower than the previous day. The implied volatity was 12.28, the open interest changed by 1 which increased total open position to 5
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 255, which was -57 lower than the previous day. The implied volatity was 12.08, the open interest changed by 1 which increased total open position to 4
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 312, which was -41.4 lower than the previous day. The implied volatity was 13.42, the open interest changed by 0 which decreased total open position to 3
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 353.4, which was -156.9 lower than the previous day. The implied volatity was 14.29, the open interest changed by 2 which increased total open position to 3
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 510.3, which was -261.2 lower than the previous day. The implied volatity was 14.37, the open interest changed by 1 which increased total open position to 1
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 771.5, 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 771.5, 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 771.5, 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 771.5, 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 771.5, 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 22650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.72
Vega: 10.36
Theta: -4.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 22397.20 | 286.75 | 44.15 | 11.95 | 21,598 | 699 | 2,488 |
| 12 Mar | 22470.50 | 243.7 | -5.1 | 12.72 | 7,981 | -242 | 1,789 |
| 11 Mar | 22497.90 | 233.1 | -48.2 | 13.78 | 4,134 | 357 | 2,031 |
| 10 Mar | 22460.30 | 286.1 | 65.4 | 13.77 | 12,217 | 828 | 1,674 |
| 7 Mar | 22552.50 | 224.3 | -31.75 | 12.26 | 5,907 | 657 | 846 |
| 6 Mar | 22544.70 | 257.7 | -101.35 | 13.64 | 399 | 182 | 189 |
| 5 Mar | 22337.30 | 359.05 | -240.7 | 13.21 | 12 | 5 | 7 |
| 4 Mar | 22082.65 | 599.75 | 80.75 | 16.61 | 1 | 1 | 2 |
| 3 Mar | 22119.30 | 519 | -5.5 | 14.16 | 1 | 0 | 1 |
| 28 Feb | 22124.70 | 524.5 | 256.4 | 13.49 | 4 | 1 | 1 |
| 27 Feb | 22545.05 | 268.1 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 268.1 | 33.6 | 12.30 | 1 | 0 | 0 |
| 24 Feb | 22553.35 | 234.5 | 0 | 0.24 | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 234.5 | 0 | 1.14 | 0 | 0 | 0 |
| 20 Feb | 22913.15 | 234.5 | 0 | 1.71 | 0 | 0 | 0 |
| 19 Feb | 22932.90 | 234.5 | 0 | 1.74 | 0 | 0 | 0 |
| 18 Feb | 22945.30 | 234.5 | 0 | 1.76 | 0 | 0 | 0 |
| 17 Feb | 22959.50 | 234.5 | 0 | 1.92 | 0 | 0 | 0 |
| 14 Feb | 22929.25 | 234.5 | 0 | 1.65 | 0 | 0 | 0 |
For Nifty - strike price 22650 expiring on 20MAR2025
Delta for 22650 PE is -0.72
Historical price for 22650 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 286.75, which was 44.15 higher than the previous day. The implied volatity was 11.95, the open interest changed by 699 which increased total open position to 2488
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 243.7, which was -5.1 lower than the previous day. The implied volatity was 12.72, the open interest changed by -242 which decreased total open position to 1789
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 233.1, which was -48.2 lower than the previous day. The implied volatity was 13.78, the open interest changed by 357 which increased total open position to 2031
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 286.1, which was 65.4 higher than the previous day. The implied volatity was 13.77, the open interest changed by 828 which increased total open position to 1674
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 224.3, which was -31.75 lower than the previous day. The implied volatity was 12.26, the open interest changed by 657 which increased total open position to 846
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 257.7, which was -101.35 lower than the previous day. The implied volatity was 13.64, the open interest changed by 182 which increased total open position to 189
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 359.05, which was -240.7 lower than the previous day. The implied volatity was 13.21, the open interest changed by 5 which increased total open position to 7
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 599.75, which was 80.75 higher than the previous day. The implied volatity was 16.61, the open interest changed by 1 which increased total open position to 2
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 519, which was -5.5 lower than the previous day. The implied volatity was 14.16, the open interest changed by 0 which decreased total open position to 1
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 524.5, which was 256.4 higher than the previous day. The implied volatity was 13.49, the open interest changed by 1 which increased total open position to 1
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 268.1, which was 0 lower than the previous day. The implied volatity was 0.00, 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 268.1, which was 33.6 higher than the previous day. The implied volatity was 12.30, 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 234.5, which was 0 lower than the previous day. The implied volatity was 0.24, 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 234.5, which was 0 lower than the previous day. The implied volatity was 1.14, 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 234.5, which was 0 lower than the previous day. The implied volatity was 1.71, 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 234.5, which was 0 lower than the previous day. The implied volatity was 1.74, 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 234.5, which was 0 lower than the previous day. The implied volatity was 1.76, 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 234.5, which was 0 lower than the previous day. The implied volatity was 1.92, 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 234.5, which was 0 lower than the previous day. The implied volatity was 1.65, the open interest changed by 0 which decreased total open position to 0
