NIFTY
Nifty
Historical option data for NIFTY
17 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 22750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.21
Vega: 5.94
Theta: -14.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Mar | 22508.75 | 32.45 | 8.75 | 13.19 | 11,87,745 | 25,453 | 41,246 | |||
| 13 Mar | 22397.20 | 22.7 | -34.65 | 9.79 | 1,51,736 | 10,781 | 15,793 | |||
| 12 Mar | 22470.50 | 55.9 | -32.8 | 10.72 | 61,047 | 2,263 | 5,012 | |||
| 11 Mar | 22497.90 | 99.6 | 16.6 | 12.16 | 25,507 | 1,012 | 2,749 | |||
| 10 Mar | 22460.30 | 77.65 | -62.05 | 11.65 | 14,851 | 1,041 | 1,737 | |||
| 7 Mar | 22552.50 | 134.4 | -5.55 | 11.33 | 9,510 | -58 | 696 | |||
| 6 Mar | 22544.70 | 142.05 | 53.5 | 11.44 | 2,157 | 426 | 754 | |||
| 5 Mar | 22337.30 | 93.65 | 49.9 | 11.74 | 1,261 | 133 | 328 | |||
| 4 Mar | 22082.65 | 43 | -18.4 | 11.77 | 655 | 63 | 195 | |||
| 3 Mar | 22119.30 | 61.5 | -16.3 | 11.95 | 244 | 43 | 132 | |||
| 28 Feb | 22124.70 | 74.35 | -155.35 | 11.87 | 291 | 83 | 89 | |||
| 27 Feb | 22545.05 | 229.7 | -27.6 | 13.03 | 13 | 4 | 6 | |||
| 25 Feb | 22547.55 | 257.3 | -372.2 | 13.10 | 5 | 2 | 2 | |||
| 24 Feb | 22553.35 | 629.5 | 0 | 0.00 | 0 | 1 | 0 | |||
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| 21 Feb | 22795.90 | 629.5 | 0 | 0.00 | 0 | 1 | 0 | |||
| 20 Feb | 22913.15 | 629.5 | 0 | 0.00 | 0 | 1 | 0 | |||
| 19 Feb | 22932.90 | 629.5 | 82.1 | 16.97 | 1 | 1 | 1 | |||
| 18 Feb | 22945.30 | 547.4 | -158.9 | 13.00 | 1 | 0 | 0 | |||
| 17 Feb | 22959.50 | 706.3 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 22929.25 | 706.3 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 22750 expiring on 20MAR2025
Delta for 22750 CE is 0.21
Historical price for 22750 CE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 32.45, which was 8.75 higher than the previous day. The implied volatity was 13.19, the open interest changed by 25453 which increased total open position to 41246
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 22.7, which was -34.65 lower than the previous day. The implied volatity was 9.79, the open interest changed by 10781 which increased total open position to 15793
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 55.9, which was -32.8 lower than the previous day. The implied volatity was 10.72, the open interest changed by 2263 which increased total open position to 5012
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 99.6, which was 16.6 higher than the previous day. The implied volatity was 12.16, the open interest changed by 1012 which increased total open position to 2749
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 77.65, which was -62.05 lower than the previous day. The implied volatity was 11.65, the open interest changed by 1041 which increased total open position to 1737
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 134.4, which was -5.55 lower than the previous day. The implied volatity was 11.33, the open interest changed by -58 which decreased total open position to 696
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 142.05, which was 53.5 higher than the previous day. The implied volatity was 11.44, the open interest changed by 426 which increased total open position to 754
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 93.65, which was 49.9 higher than the previous day. The implied volatity was 11.74, the open interest changed by 133 which increased total open position to 328
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 43, which was -18.4 lower than the previous day. The implied volatity was 11.77, the open interest changed by 63 which increased total open position to 195
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 61.5, which was -16.3 lower than the previous day. The implied volatity was 11.95, the open interest changed by 43 which increased total open position to 132
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 74.35, which was -155.35 lower than the previous day. The implied volatity was 11.87, the open interest changed by 83 which increased total open position to 89
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 229.7, which was -27.6 lower than the previous day. The implied volatity was 13.03, the open interest changed by 4 which increased total open position to 6
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 257.3, which was -372.2 lower than the previous day. The implied volatity was 13.10, the open interest changed by 2 which increased total open position to 2
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 629.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 629.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 629.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 629.5, which was 82.1 higher than the previous day. The implied volatity was 16.97, the open interest changed by 1 which increased total open position to 1
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 547.4, which was -158.9 lower than the previous day. The implied volatity was 13.00, 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 706.3, 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 706.3, 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 22750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.82
Vega: 5.36
Theta: -5.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Mar | 22508.75 | 239.45 | -122.35 | 11.48 | 55,858 | 3,770 | 4,292 |
| 13 Mar | 22397.20 | 367.55 | 59.3 | 12.39 | 3,487 | 121 | 522 |
| 12 Mar | 22470.50 | 313.15 | 4.25 | 12.99 | 1,860 | -26 | 401 |
| 11 Mar | 22497.90 | 292.9 | -51.65 | 13.75 | 1,359 | -25 | 427 |
| 10 Mar | 22460.30 | 346 | 70.15 | 13.34 | 2,820 | 158 | 452 |
| 7 Mar | 22552.50 | 280.9 | -31.1 | 12.27 | 1,889 | 197 | 294 |
| 6 Mar | 22544.70 | 312.45 | -141.55 | 13.58 | 119 | 87 | 97 |
| 5 Mar | 22337.30 | 454 | -135.45 | 14.91 | 6 | 10 | 10 |
| 4 Mar | 22082.65 | 589.95 | 0.5 | 0.00 | 0 | 2 | 0 |
| 3 Mar | 22119.30 | 589.95 | 21.55 | 13.83 | 3 | 2 | 12 |
| 28 Feb | 22124.70 | 568.4 | 239.6 | 11.52 | 13 | 10 | 10 |
| 27 Feb | 22545.05 | 328.8 | 0 | 0.00 | 0 | 1 | 0 |
| 25 Feb | 22547.55 | 328.8 | 0 | 0.00 | 0 | 1 | 0 |
| 24 Feb | 22553.35 | 328.8 | 60.2 | 13.08 | 2 | 1 | 1 |
| 21 Feb | 22795.90 | 268.6 | 0 | 0.74 | 0 | 0 | 0 |
| 20 Feb | 22913.15 | 268.6 | 0 | 1.32 | 0 | 0 | 0 |
| 19 Feb | 22932.90 | 268.6 | 0 | 1.35 | 0 | 0 | 0 |
| 18 Feb | 22945.30 | 268.6 | 0 | 1.38 | 0 | 0 | 0 |
| 17 Feb | 22959.50 | 268.6 | 0 | 1.54 | 0 | 0 | 0 |
| 14 Feb | 22929.25 | 268.6 | 0 | 1.30 | 0 | 0 | 0 |
For Nifty - strike price 22750 expiring on 20MAR2025
Delta for 22750 PE is -0.82
Historical price for 22750 PE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 239.45, which was -122.35 lower than the previous day. The implied volatity was 11.48, the open interest changed by 3770 which increased total open position to 4292
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 367.55, which was 59.3 higher than the previous day. The implied volatity was 12.39, the open interest changed by 121 which increased total open position to 522
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 313.15, which was 4.25 higher than the previous day. The implied volatity was 12.99, the open interest changed by -26 which decreased total open position to 401
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 292.9, which was -51.65 lower than the previous day. The implied volatity was 13.75, the open interest changed by -25 which decreased total open position to 427
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 346, which was 70.15 higher than the previous day. The implied volatity was 13.34, the open interest changed by 158 which increased total open position to 452
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 280.9, which was -31.1 lower than the previous day. The implied volatity was 12.27, the open interest changed by 197 which increased total open position to 294
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 312.45, which was -141.55 lower than the previous day. The implied volatity was 13.58, the open interest changed by 87 which increased total open position to 97
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 454, which was -135.45 lower than the previous day. The implied volatity was 14.91, the open interest changed by 10 which increased total open position to 10
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 589.95, which was 0.5 higher than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 589.95, which was 21.55 higher than the previous day. The implied volatity was 13.83, the open interest changed by 2 which increased total open position to 12
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 568.4, which was 239.6 higher than the previous day. The implied volatity was 11.52, the open interest changed by 10 which increased total open position to 10
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 328.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 328.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 328.8, which was 60.2 higher than the previous day. The implied volatity was 13.08, the open interest changed by 1 which increased total open position to 1
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 268.6, which was 0 lower than the previous day. The implied volatity was 0.74, 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 268.6, which was 0 lower than the previous day. The implied volatity was 1.32, 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 268.6, which was 0 lower than the previous day. The implied volatity was 1.35, 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 268.6, which was 0 lower than the previous day. The implied volatity was 1.38, 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 268.6, which was 0 lower than the previous day. The implied volatity was 1.54, 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 268.6, which was 0 lower than the previous day. The implied volatity was 1.30, the open interest changed by 0 which decreased total open position to 0
