NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 22800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 6.01
Theta: -4.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 22397.20 | 17.1 | -27.9 | 9.91 | 3,14,571 | 28,144 | 48,260 | |||
| 12 Mar | 22470.50 | 43.75 | -29.95 | 10.67 | 1,59,235 | 8,703 | 20,116 | |||
| 11 Mar | 22497.90 | 79 | 10.15 | 11.79 | 1,07,011 | 1,922 | 11,413 | |||
| 10 Mar | 22460.30 | 68 | -50.35 | 11.95 | 52,615 | 6,011 | 9,491 | |||
| 7 Mar | 22552.50 | 114.85 | -5 | 11.26 | 29,950 | 769 | 3,480 | |||
| 6 Mar | 22544.70 | 120.9 | 45.55 | 11.26 | 10,705 | 1,074 | 2,711 | |||
| 5 Mar | 22337.30 | 79 | 41.6 | 11.63 | 4,748 | 687 | 1,637 | |||
| 4 Mar | 22082.65 | 36.9 | -15.35 | 11.84 | 1,814 | 254 | 950 | |||
| 3 Mar | 22119.30 | 53 | -14.9 | 11.98 | 1,715 | 309 | 696 | |||
| 28 Feb | 22124.70 | 67 | -123.45 | 12.04 | 1,470 | 240 | 387 | |||
| 27 Feb | 22545.05 | 190.95 | -44.1 | 12.17 | 187 | 12 | 147 | |||
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| 25 Feb | 22547.55 | 220 | -50.7 | 12.40 | 114 | 28 | 135 | |||
| 24 Feb | 22553.35 | 267.05 | -142.95 | 13.64 | 159 | 35 | 107 | |||
| 21 Feb | 22795.90 | 405.85 | -94.25 | 13.65 | 84 | 27 | 72 | |||
| 20 Feb | 22913.15 | 494.65 | -36.9 | 13.34 | 19 | 18 | 45 | |||
| 19 Feb | 22932.90 | 532.05 | -12.95 | 14.22 | 64 | 6 | 27 | |||
| 18 Feb | 22945.30 | 545 | -40 | 14.21 | 31 | 20 | 21 | |||
| 17 Feb | 22959.50 | 585 | 76 | 14.37 | 1 | 0 | 1 | |||
| 14 Feb | 22929.25 | 509 | -165.9 | 10.93 | 2 | 1 | 1 | |||
For Nifty - strike price 22800 expiring on 20MAR2025
Delta for 22800 CE is 0.11
Historical price for 22800 CE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 17.1, which was -27.9 lower than the previous day. The implied volatity was 9.91, the open interest changed by 28144 which increased total open position to 48260
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 43.75, which was -29.95 lower than the previous day. The implied volatity was 10.67, the open interest changed by 8703 which increased total open position to 20116
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 79, which was 10.15 higher than the previous day. The implied volatity was 11.79, the open interest changed by 1922 which increased total open position to 11413
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 68, which was -50.35 lower than the previous day. The implied volatity was 11.95, the open interest changed by 6011 which increased total open position to 9491
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 114.85, which was -5 lower than the previous day. The implied volatity was 11.26, the open interest changed by 769 which increased total open position to 3480
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 120.9, which was 45.55 higher than the previous day. The implied volatity was 11.26, the open interest changed by 1074 which increased total open position to 2711
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 79, which was 41.6 higher than the previous day. The implied volatity was 11.63, the open interest changed by 687 which increased total open position to 1637
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 36.9, which was -15.35 lower than the previous day. The implied volatity was 11.84, the open interest changed by 254 which increased total open position to 950
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 53, which was -14.9 lower than the previous day. The implied volatity was 11.98, the open interest changed by 309 which increased total open position to 696
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 67, which was -123.45 lower than the previous day. The implied volatity was 12.04, the open interest changed by 240 which increased total open position to 387
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 190.95, which was -44.1 lower than the previous day. The implied volatity was 12.17, the open interest changed by 12 which increased total open position to 147
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 220, which was -50.7 lower than the previous day. The implied volatity was 12.40, the open interest changed by 28 which increased total open position to 135
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 267.05, which was -142.95 lower than the previous day. The implied volatity was 13.64, the open interest changed by 35 which increased total open position to 107
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 405.85, which was -94.25 lower than the previous day. The implied volatity was 13.65, the open interest changed by 27 which increased total open position to 72
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 494.65, which was -36.9 lower than the previous day. The implied volatity was 13.34, the open interest changed by 18 which increased total open position to 45
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 532.05, which was -12.95 lower than the previous day. The implied volatity was 14.22, the open interest changed by 6 which increased total open position to 27
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 545, which was -40 lower than the previous day. The implied volatity was 14.21, the open interest changed by 20 which increased total open position to 21
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 585, which was 76 higher than the previous day. The implied volatity was 14.37, the open interest changed by 0 which decreased total open position to 1
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 509, which was -165.9 lower than the previous day. The implied volatity was 10.93, the open interest changed by 1 which increased total open position to 1
| NIFTY 20MAR2025 22800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.82
Vega: 8.15
Theta: -2.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 22397.20 | 413.05 | 66.25 | 12.97 | 14,497 | 3,243 | 5,065 |
| 12 Mar | 22470.50 | 348.25 | 7.4 | 12.85 | 5,046 | 797 | 1,822 |
| 11 Mar | 22497.90 | 324 | -58.2 | 13.60 | 2,818 | 297 | 1,025 |
| 10 Mar | 22460.30 | 378.3 | 71.25 | 13.13 | 5,701 | 296 | 728 |
| 7 Mar | 22552.50 | 311.25 | -28.35 | 12.19 | 3,206 | 223 | 432 |
| 6 Mar | 22544.70 | 342 | -121.7 | 13.56 | 786 | 154 | 209 |
| 5 Mar | 22337.30 | 468 | -208.35 | 13.63 | 30 | 3 | 55 |
| 4 Mar | 22082.65 | 679 | 57.65 | 13.90 | 6 | 1 | 52 |
| 3 Mar | 22119.30 | 619.35 | 18.1 | 13.19 | 6 | 1 | 51 |
| 28 Feb | 22124.70 | 601.25 | 265.25 | 10.97 | 95 | -25 | 50 |
| 27 Feb | 22545.05 | 337 | -1.45 | 11.52 | 55 | 28 | 75 |
| 25 Feb | 22547.55 | 336.85 | -10.1 | 11.78 | 55 | 8 | 47 |
| 24 Feb | 22553.35 | 347 | 66.25 | 12.69 | 71 | -6 | 39 |
| 21 Feb | 22795.90 | 285 | 36.85 | 14.08 | 58 | 19 | 45 |
| 20 Feb | 22913.15 | 248.15 | -9.35 | 14.78 | 37 | 9 | 26 |
| 19 Feb | 22932.90 | 260.1 | 3.35 | 15.27 | 29 | 11 | 17 |
| 18 Feb | 22945.30 | 256.75 | -35.3 | 15.07 | 9 | 5 | 6 |
| 17 Feb | 22959.50 | 292.05 | 5.2 | 16.95 | 2 | 1 | 1 |
| 14 Feb | 22929.25 | 286.85 | 0 | 1.12 | 0 | 0 | 0 |
For Nifty - strike price 22800 expiring on 20MAR2025
Delta for 22800 PE is -0.82
Historical price for 22800 PE is as follows
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 413.05, which was 66.25 higher than the previous day. The implied volatity was 12.97, the open interest changed by 3243 which increased total open position to 5065
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 348.25, which was 7.4 higher than the previous day. The implied volatity was 12.85, the open interest changed by 797 which increased total open position to 1822
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 324, which was -58.2 lower than the previous day. The implied volatity was 13.60, the open interest changed by 297 which increased total open position to 1025
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 378.3, which was 71.25 higher than the previous day. The implied volatity was 13.13, the open interest changed by 296 which increased total open position to 728
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 311.25, which was -28.35 lower than the previous day. The implied volatity was 12.19, the open interest changed by 223 which increased total open position to 432
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 342, which was -121.7 lower than the previous day. The implied volatity was 13.56, the open interest changed by 154 which increased total open position to 209
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 468, which was -208.35 lower than the previous day. The implied volatity was 13.63, the open interest changed by 3 which increased total open position to 55
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 679, which was 57.65 higher than the previous day. The implied volatity was 13.90, the open interest changed by 1 which increased total open position to 52
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 619.35, which was 18.1 higher than the previous day. The implied volatity was 13.19, the open interest changed by 1 which increased total open position to 51
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 601.25, which was 265.25 higher than the previous day. The implied volatity was 10.97, the open interest changed by -25 which decreased total open position to 50
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 337, which was -1.45 lower than the previous day. The implied volatity was 11.52, the open interest changed by 28 which increased total open position to 75
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 336.85, which was -10.1 lower than the previous day. The implied volatity was 11.78, the open interest changed by 8 which increased total open position to 47
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 347, which was 66.25 higher than the previous day. The implied volatity was 12.69, the open interest changed by -6 which decreased total open position to 39
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 285, which was 36.85 higher than the previous day. The implied volatity was 14.08, the open interest changed by 19 which increased total open position to 45
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 248.15, which was -9.35 lower than the previous day. The implied volatity was 14.78, the open interest changed by 9 which increased total open position to 26
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 260.1, which was 3.35 higher than the previous day. The implied volatity was 15.27, the open interest changed by 11 which increased total open position to 17
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 256.75, which was -35.3 lower than the previous day. The implied volatity was 15.07, the open interest changed by 5 which increased total open position to 6
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 292.05, which was 5.2 higher than the previous day. The implied volatity was 16.95, the open interest changed by 1 which increased total open position to 1
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 286.85, which was 0 lower than the previous day. The implied volatity was 1.12, the open interest changed by 0 which decreased total open position to 0
