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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 22750 CE
Delta: 0.15
Vega: 7.10
Theta: -5.86
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
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 0.15

Historical price for 22750 CE is as follows

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
Delta: -0.80
Vega: 8.77
Theta: -2.78
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.80

Historical price for 22750 PE is as follows

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