NIFTY
Nifty
Historical option data for NIFTY
21 Mar 2025 12:33 PM IST
NIFTY 27MAR2025 22900 CE | ||||||||||
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Delta: 0.95
Vega: 2.89
Theta: -8.39
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
21 Mar | 23376.00 | 521.7 | 182.3 | 10.23 | 25,922 | -2,249 | 17,550 | |||
20 Mar | 23190.65 | 333 | 125.5 | 9.39 | 96,487 | -5,151 | 19,881 | |||
19 Mar | 22907.60 | 202.55 | 31.65 | 12.57 | 1,86,160 | -34,016 | 26,685 | |||
18 Mar | 22834.30 | 176.5 | 115.4 | 12.26 | 1,30,633 | 1,016 | 23,944 | |||
17 Mar | 22508.75 | 62.8 | 16.55 | 12.02 | 67,574 | -53,123 | 23,281 | |||
13 Mar | 22397.20 | 44.75 | -34.45 | 10.52 | 58,777 | 4,616 | 20,091 | |||
12 Mar | 22470.50 | 78.3 | -25.85 | 11.16 | 28,395 | -1,28,898 | 16,275 | |||
11 Mar | 22497.90 | 112.6 | 16.85 | 11.88 | 23,018 | -75,279 | 15,078 | |||
10 Mar | 22460.30 | 92.7 | -53.9 | 11.63 | 19,772 | 574 | 14,176 | |||
7 Mar | 22552.50 | 143.2 | -2.35 | 11.51 | 17,969 | 11,690 | 13,602 | |||
6 Mar | 22544.70 | 145.1 | 45.9 | 11.36 | 25,899 | 12,743 | 13,661 | |||
5 Mar | 22337.30 | 101.95 | 46.1 | 11.68 | 21,205 | -73,633 | 12,497 | |||
4 Mar | 22082.65 | 54.5 | -17 | 11.87 | 12,422 | 12,382 | 12,805 | |||
3 Mar | 22119.30 | 72 | -14.8 | 11.99 | 22,383 | 6,638 | 11,508 | |||
28 Feb | 22124.70 | 84 | -125.05 | 11.99 | 24,868 | 1,999 | 10,521 | |||
27 Feb | 22545.05 | 203.9 | -35.3 | 11.96 | 6,433 | 8,458 | 8,522 | |||
25 Feb | 22547.55 | 233.05 | -41 | 12.27 | 7,183 | 5,994 | 6,562 | |||
24 Feb | 22553.35 | 266.5 | -143.35 | 12.90 | 10,043 | 2,585 | 4,962 | |||
21 Feb | 22795.90 | 399.25 | -93 | 13.02 | 4,591 | 521 | 2,378 | |||
20 Feb | 22913.15 | 488 | -41.4 | 12.94 | 3,586 | 1,817 | 1,860 | |||
19 Feb | 22932.90 | 529.1 | -17 | 13.88 | 3,631 | 1,614 | 1,635 | |||
18 Feb | 22945.30 | 528.05 | -59.2 | 13.40 | 3,046 | 159 | 1,379 | |||
17 Feb | 22959.50 | 594 | 31.55 | 14.47 | 2,007 | 1,236 | 1,236 | |||
14 Feb | 22929.25 | 552.05 | -87.05 | 13.57 | 1,907 | 1,019 | 1,023 | |||
13 Feb | 23031.40 | 630.5 | -28.7 | 13.34 | 419 | 529 | 559 | |||
12 Feb | 23045.25 | 667.35 | -13.4 | 13.40 | 1,327 | 63 | 468 | |||
11 Feb | 23071.80 | 677.85 | -220.6 | 13.22 | 568 | 406 | 406 | |||
10 Feb | 23381.60 | 887.8 | -75.2 | 12.41 | 203 | -14 | 151 | |||
7 Feb | 23559.95 | 963 | -127.55 | 5.40 | 17 | 164 | 165 | |||
6 Feb | 23603.35 | 1090.55 | -59.95 | 10.70 | 6 | 0 | 162 | |||
5 Feb | 23696.30 | 1150.5 | -18.45 | 10.75 | 11 | 160 | 161 | |||
4 Feb | 23739.25 | 1168.95 | 252.6 | 10.32 | 50 | -6 | 167 | |||
3 Feb | 23361.05 | 918.65 | -91.35 | 11.99 | 101 | 173 | 174 | |||
1 Feb | 23482.15 | 1010 | -73.25 | 10.57 | 24 | 129 | 130 | |||
31 Jan | 23508.40 | 1087.95 | 74.75 | 12.30 | 21 | 122 | 123 | |||
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30 Jan | 23249.50 | 1013.2 | 83.45 | 15.82 | 9 | 126 | 127 | |||
29 Jan | 23163.10 | 929.75 | 134.65 | 15.53 | 48 | 131 | 132 | |||
28 Jan | 22957.25 | 813.35 | 83.05 | 15.71 | 170 | 116 | 117 | |||
27 Jan | 22829.15 | 729 | -159.35 | 15.83 | 245 | 54 | 84 | |||
24 Jan | 23092.20 | 889.5 | -66.5 | 14.81 | 23 | 16 | 31 | |||
23 Jan | 23205.35 | 956 | 0.00 | 0.00 | 0 | 0 | 0 | |||
22 Jan | 23155.35 | 956 | 56.00 | 14.87 | 2 | 1 | 16 | |||
21 Jan | 23024.65 | 900 | -210.00 | 15.11 | 11 | 5 | 15 | |||
20 Jan | 23344.75 | 1110 | 100.10 | 15.25 | 3 | 0 | 10 | |||
17 Jan | 23203.20 | 1009.9 | -43.40 | 14.44 | 4 | 0 | 9 | |||
16 Jan | 23311.80 | 1053.3 | 93.30 | 12.15 | 1 | 0 | 9 | |||
15 Jan | 23213.20 | 960 | -60.00 | 11.97 | 8 | 4 | 9 | |||
14 Jan | 23176.05 | 1020 | 77.40 | 13.95 | 6 | 2 | 5 | |||
13 Jan | 23085.95 | 942.6 | -602.90 | 13.90 | 4 | 2 | 2 | |||
10 Jan | 23431.50 | 1545.5 | 0.00 | - | 0 | 0 | 0 | |||
9 Jan | 23526.50 | 1545.5 | 0.00 | - | 0 | 0 | 0 | |||
8 Jan | 23688.95 | 1545.5 | 0.00 | - | 0 | 0 | 0 | |||
7 Jan | 23707.90 | 1545.5 | 0.00 | - | 0 | 0 | 0 | |||
6 Jan | 23616.05 | 1545.5 | 0.00 | - | 0 | 0 | 0 | |||
3 Jan | 24004.75 | 1545.5 | 0.00 | - | 0 | 0 | 0 | |||
2 Jan | 24188.65 | 1545.5 | 0.00 | - | 0 | 0 | 0 | |||
1 Jan | 23742.90 | 1545.5 | 0.00 | - | 0 | 0 | 0 | |||
31 Dec | 23644.80 | 1545.5 | 0.00 | - | 0 | 0 | 0 | |||
30 Dec | 23644.90 | 1545.5 | - | 0 | 0 | 0 |
For Nifty - strike price 22900 expiring on 27MAR2025
Delta for 22900 CE is 0.95
Historical price for 22900 CE is as follows
On 21 Mar NIFTY was trading at 23376.00. The strike last trading price was 521.7, which was 182.3 higher than the previous day. The implied volatity was 10.23, the open interest changed by -2249 which decreased total open position to 17550
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 333, which was 125.5 higher than the previous day. The implied volatity was 9.39, the open interest changed by -5151 which decreased total open position to 19881
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 202.55, which was 31.65 higher than the previous day. The implied volatity was 12.57, the open interest changed by -34016 which decreased total open position to 26685
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 176.5, which was 115.4 higher than the previous day. The implied volatity was 12.26, the open interest changed by 1016 which increased total open position to 23944
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 62.8, which was 16.55 higher than the previous day. The implied volatity was 12.02, the open interest changed by -53123 which decreased total open position to 23281
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 44.75, which was -34.45 lower than the previous day. The implied volatity was 10.52, the open interest changed by 4616 which increased total open position to 20091
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 78.3, which was -25.85 lower than the previous day. The implied volatity was 11.16, the open interest changed by -128898 which decreased total open position to 16275
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 112.6, which was 16.85 higher than the previous day. The implied volatity was 11.88, the open interest changed by -75279 which decreased total open position to 15078
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 92.7, which was -53.9 lower than the previous day. The implied volatity was 11.63, the open interest changed by 574 which increased total open position to 14176
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 143.2, which was -2.35 lower than the previous day. The implied volatity was 11.51, the open interest changed by 11690 which increased total open position to 13602
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 145.1, which was 45.9 higher than the previous day. The implied volatity was 11.36, the open interest changed by 12743 which increased total open position to 13661
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 101.95, which was 46.1 higher than the previous day. The implied volatity was 11.68, the open interest changed by -73633 which decreased total open position to 12497
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 54.5, which was -17 lower than the previous day. The implied volatity was 11.87, the open interest changed by 12382 which increased total open position to 12805
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 72, which was -14.8 lower than the previous day. The implied volatity was 11.99, the open interest changed by 6638 which increased total open position to 11508
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 84, which was -125.05 lower than the previous day. The implied volatity was 11.99, the open interest changed by 1999 which increased total open position to 10521
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 203.9, which was -35.3 lower than the previous day. The implied volatity was 11.96, the open interest changed by 8458 which increased total open position to 8522
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 233.05, which was -41 lower than the previous day. The implied volatity was 12.27, the open interest changed by 5994 which increased total open position to 6562
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 266.5, which was -143.35 lower than the previous day. The implied volatity was 12.90, the open interest changed by 2585 which increased total open position to 4962
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 399.25, which was -93 lower than the previous day. The implied volatity was 13.02, the open interest changed by 521 which increased total open position to 2378
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 488, which was -41.4 lower than the previous day. The implied volatity was 12.94, the open interest changed by 1817 which increased total open position to 1860
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 529.1, which was -17 lower than the previous day. The implied volatity was 13.88, the open interest changed by 1614 which increased total open position to 1635
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 528.05, which was -59.2 lower than the previous day. The implied volatity was 13.40, the open interest changed by 159 which increased total open position to 1379
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 594, which was 31.55 higher than the previous day. The implied volatity was 14.47, the open interest changed by 1236 which increased total open position to 1236
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 552.05, which was -87.05 lower than the previous day. The implied volatity was 13.57, the open interest changed by 1019 which increased total open position to 1023
On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 630.5, which was -28.7 lower than the previous day. The implied volatity was 13.34, the open interest changed by 529 which increased total open position to 559
On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 667.35, which was -13.4 lower than the previous day. The implied volatity was 13.40, the open interest changed by 63 which increased total open position to 468
On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 677.85, which was -220.6 lower than the previous day. The implied volatity was 13.22, the open interest changed by 406 which increased total open position to 406
On 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 887.8, which was -75.2 lower than the previous day. The implied volatity was 12.41, the open interest changed by -14 which decreased total open position to 151
On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 963, which was -127.55 lower than the previous day. The implied volatity was 5.40, the open interest changed by 164 which increased total open position to 165
On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 1090.55, which was -59.95 lower than the previous day. The implied volatity was 10.70, the open interest changed by 0 which decreased total open position to 162
On 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 1150.5, which was -18.45 lower than the previous day. The implied volatity was 10.75, the open interest changed by 160 which increased total open position to 161
On 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 1168.95, which was 252.6 higher than the previous day. The implied volatity was 10.32, the open interest changed by -6 which decreased total open position to 167
On 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 918.65, which was -91.35 lower than the previous day. The implied volatity was 11.99, the open interest changed by 173 which increased total open position to 174
On 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 1010, which was -73.25 lower than the previous day. The implied volatity was 10.57, the open interest changed by 129 which increased total open position to 130
On 31 Jan NIFTY was trading at 23508.40. The strike last trading price was 1087.95, which was 74.75 higher than the previous day. The implied volatity was 12.30, the open interest changed by 122 which increased total open position to 123
On 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 1013.2, which was 83.45 higher than the previous day. The implied volatity was 15.82, the open interest changed by 126 which increased total open position to 127
On 29 Jan NIFTY was trading at 23163.10. The strike last trading price was 929.75, which was 134.65 higher than the previous day. The implied volatity was 15.53, the open interest changed by 131 which increased total open position to 132
On 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 813.35, which was 83.05 higher than the previous day. The implied volatity was 15.71, the open interest changed by 116 which increased total open position to 117
On 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 729, which was -159.35 lower than the previous day. The implied volatity was 15.83, the open interest changed by 54 which increased total open position to 84
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 889.5, which was -66.5 lower than the previous day. The implied volatity was 14.81, the open interest changed by 16 which increased total open position to 31
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 956, which was 0.00 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 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 956, which was 56.00 higher than the previous day. The implied volatity was 14.87, the open interest changed by 1 which increased total open position to 16
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 900, which was -210.00 lower than the previous day. The implied volatity was 15.11, the open interest changed by 5 which increased total open position to 15
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 1110, which was 100.10 higher than the previous day. The implied volatity was 15.25, the open interest changed by 0 which decreased total open position to 10
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 1009.9, which was -43.40 lower than the previous day. The implied volatity was 14.44, the open interest changed by 0 which decreased total open position to 9
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 1053.3, which was 93.30 higher than the previous day. The implied volatity was 12.15, the open interest changed by 0 which decreased total open position to 9
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 960, which was -60.00 lower than the previous day. The implied volatity was 11.97, the open interest changed by 4 which increased total open position to 9
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 1020, which was 77.40 higher than the previous day. The implied volatity was 13.95, the open interest changed by 2 which increased total open position to 5
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 942.6, which was -602.90 lower than the previous day. The implied volatity was 13.90, the open interest changed by 2 which increased total open position to 2
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 1545.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 1545.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 1545.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 1545.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 1545.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 1545.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 1545.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 1545.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 1545.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 1545.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
NIFTY 27MAR2025 22900 PE | |||||||
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Delta: -0.10
Vega: 5.26
Theta: -5.16
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Mar | 23376.00 | 19.15 | -22.75 | 13.49 | 6,42,503 | 10,266 | 69,705 |
20 Mar | 23190.65 | 42.2 | -91.35 | 11.67 | 3,62,117 | -40,715 | 59,084 |
19 Mar | 22907.60 | 134.75 | -38.85 | 12.12 | 1,91,960 | 15,824 | 26,013 |
18 Mar | 22834.30 | 169.75 | -202.95 | 12.04 | 43,302 | 8,587 | 9,406 |
17 Mar | 22508.75 | 366 | -134.95 | 10.26 | 3,816 | 3,115 | 3,702 |
13 Mar | 22397.20 | 507.65 | 57.35 | 13.19 | 1,929 | -75 | 3,564 |
12 Mar | 22470.50 | 452.55 | 13.3 | 13.53 | 1,474 | 1,409 | 3,655 |
11 Mar | 22497.90 | 425.2 | -49 | 13.85 | 2,000 | 1,540 | 3,943 |
10 Mar | 22460.30 | 490 | 96.4 | 14.36 | 3,176 | 363 | 4,046 |
7 Mar | 22552.50 | 400.4 | -24.8 | 12.51 | 2,838 | 3,614 | 3,683 |
6 Mar | 22544.70 | 425.4 | -130.3 | 13.39 | 3,684 | -676 | 3,317 |
5 Mar | 22337.30 | 553.3 | -205.8 | 13.65 | 1,113 | -320 | 3,997 |
4 Mar | 22082.65 | 771.65 | 64 | 14.66 | 475 | -70 | 4,327 |
3 Mar | 22119.30 | 699.15 | -5.15 | 13.25 | 2,033 | -1,008 | 4,500 |
28 Feb | 22124.70 | 704.85 | 280.45 | 12.90 | 3,917 | -699 | 5,535 |
27 Feb | 22545.05 | 439 | 17.5 | 12.80 | 3,548 | -76 | 6,234 |
25 Feb | 22547.55 | 433.3 | 8 | 12.83 | 3,129 | 350 | 4,868 |
24 Feb | 22553.35 | 429.35 | 79.35 | 13.11 | 6,434 | -1,348 | 4,544 |
21 Feb | 22795.90 | 364.6 | 56.95 | 14.52 | 6,053 | -443 | 3,906 |
20 Feb | 22913.15 | 310.95 | -15.4 | 14.70 | 3,950 | 3,336 | 3,371 |
19 Feb | 22932.90 | 330 | -3.85 | 15.42 | 3,992 | 1,649 | 2,968 |
18 Feb | 22945.30 | 336.75 | 17.6 | 15.62 | 3,330 | 282 | 2,755 |
17 Feb | 22959.50 | 310.95 | -16.1 | 15.20 | 3,378 | 2,489 | 2,489 |
14 Feb | 22929.25 | 335.7 | 42.5 | 14.81 | 4,184 | 2,366 | 2,366 |
13 Feb | 23031.40 | 297.95 | 11.6 | 15.02 | 1,125 | 2,269 | 2,281 |
12 Feb | 23045.25 | 288.75 | 4.35 | 15.09 | 3,087 | 69 | 2,136 |
11 Feb | 23071.80 | 290 | 93.25 | 15.17 | 2,862 | 2,077 | 2,078 |
10 Feb | 23381.60 | 199.05 | 36.05 | 15.12 | 1,557 | 653 | 2,077 |
7 Feb | 23559.95 | 165 | 0.8 | 15.18 | 313 | 52 | 1,423 |
6 Feb | 23603.35 | 161.9 | 6.8 | 15.53 | 250 | 24 | 1,378 |
5 Feb | 23696.30 | 158.45 | 2.85 | 15.77 | 1,894 | 1,362 | 1,362 |
4 Feb | 23739.25 | 155.85 | -89.15 | 15.73 | 1,266 | 290 | 1,180 |
3 Feb | 23361.05 | 245.9 | 32.85 | 15.94 | 799 | 892 | 892 |
1 Feb | 23482.15 | 212.55 | -27 | 15.83 | 811 | 791 | 791 |
31 Jan | 23508.40 | 238.45 | -70.15 | 16.96 | 445 | 721 | 721 |
30 Jan | 23249.50 | 302.85 | -91.4 | 16.83 | 265 | 710 | 710 |
29 Jan | 23163.10 | 390.4 | -60.7 | 18.26 | 111 | 657 | 657 |
28 Jan | 22957.25 | 455.4 | -50.3 | 17.98 | 245 | 655 | 655 |
27 Jan | 22829.15 | 513.35 | 120.75 | 17.76 | 168 | 645 | 645 |
24 Jan | 23092.20 | 395.05 | 47.45 | 17.14 | 63 | 1 | 630 |
23 Jan | 23205.35 | 347.6 | -16.50 | 16.90 | 12 | 3 | 630 |
22 Jan | 23155.35 | 364.1 | -45.40 | 16.79 | 55 | 0 | 627 |
21 Jan | 23024.65 | 409.5 | 86.50 | 16.97 | 101 | -13 | 627 |
20 Jan | 23344.75 | 323 | -37.35 | 17.04 | 41 | -1 | 641 |
17 Jan | 23203.20 | 360.35 | 39.85 | 16.73 | 103 | 18 | 642 |
16 Jan | 23311.80 | 320.5 | -35.05 | 16.82 | 41 | 7 | 624 |
15 Jan | 23213.20 | 355.55 | -5.80 | 16.71 | 18 | 4 | 617 |
14 Jan | 23176.05 | 361.35 | -31.20 | 16.63 | 87 | 6 | 614 |
13 Jan | 23085.95 | 392.55 | 103.55 | 16.37 | 225 | -3 | 598 |
10 Jan | 23431.50 | 289 | 41.45 | 16.24 | 6 | 3 | 600 |
9 Jan | 23526.50 | 247.55 | 18.60 | 15.83 | 13 | 1 | 594 |
8 Jan | 23688.95 | 228.95 | -5.45 | 16.04 | 51 | 6 | 592 |
7 Jan | 23707.90 | 234.4 | -19.70 | 16.28 | 74 | 35 | 586 |
6 Jan | 23616.05 | 254.1 | 88.60 | 16.37 | 192 | 111 | 551 |
3 Jan | 24004.75 | 165.5 | 11.30 | 15.66 | 148 | 115 | 441 |
2 Jan | 24188.65 | 154.2 | -66.25 | 16.23 | 83 | 6 | 326 |
1 Jan | 23742.90 | 220.45 | -12.35 | 15.95 | 149 | 44 | 320 |
31 Dec | 23644.80 | 232.8 | 12.05 | 15.69 | 205 | 88 | 276 |
30 Dec | 23644.90 | 220.75 | 15.24 | 157 | 74 | 189 |
For Nifty - strike price 22900 expiring on 27MAR2025
Delta for 22900 PE is -0.10
Historical price for 22900 PE is as follows
On 21 Mar NIFTY was trading at 23376.00. The strike last trading price was 19.15, which was -22.75 lower than the previous day. The implied volatity was 13.49, the open interest changed by 10266 which increased total open position to 69705
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 42.2, which was -91.35 lower than the previous day. The implied volatity was 11.67, the open interest changed by -40715 which decreased total open position to 59084
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 134.75, which was -38.85 lower than the previous day. The implied volatity was 12.12, the open interest changed by 15824 which increased total open position to 26013
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 169.75, which was -202.95 lower than the previous day. The implied volatity was 12.04, the open interest changed by 8587 which increased total open position to 9406
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 366, which was -134.95 lower than the previous day. The implied volatity was 10.26, the open interest changed by 3115 which increased total open position to 3702
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 507.65, which was 57.35 higher than the previous day. The implied volatity was 13.19, the open interest changed by -75 which decreased total open position to 3564
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 452.55, which was 13.3 higher than the previous day. The implied volatity was 13.53, the open interest changed by 1409 which increased total open position to 3655
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 425.2, which was -49 lower than the previous day. The implied volatity was 13.85, the open interest changed by 1540 which increased total open position to 3943
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 490, which was 96.4 higher than the previous day. The implied volatity was 14.36, the open interest changed by 363 which increased total open position to 4046
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 400.4, which was -24.8 lower than the previous day. The implied volatity was 12.51, the open interest changed by 3614 which increased total open position to 3683
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 425.4, which was -130.3 lower than the previous day. The implied volatity was 13.39, the open interest changed by -676 which decreased total open position to 3317
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 553.3, which was -205.8 lower than the previous day. The implied volatity was 13.65, the open interest changed by -320 which decreased total open position to 3997
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 771.65, which was 64 higher than the previous day. The implied volatity was 14.66, the open interest changed by -70 which decreased total open position to 4327
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 699.15, which was -5.15 lower than the previous day. The implied volatity was 13.25, the open interest changed by -1008 which decreased total open position to 4500
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 704.85, which was 280.45 higher than the previous day. The implied volatity was 12.90, the open interest changed by -699 which decreased total open position to 5535
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 439, which was 17.5 higher than the previous day. The implied volatity was 12.80, the open interest changed by -76 which decreased total open position to 6234
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 433.3, which was 8 higher than the previous day. The implied volatity was 12.83, the open interest changed by 350 which increased total open position to 4868
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 429.35, which was 79.35 higher than the previous day. The implied volatity was 13.11, the open interest changed by -1348 which decreased total open position to 4544
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 364.6, which was 56.95 higher than the previous day. The implied volatity was 14.52, the open interest changed by -443 which decreased total open position to 3906
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 310.95, which was -15.4 lower than the previous day. The implied volatity was 14.70, the open interest changed by 3336 which increased total open position to 3371
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 330, which was -3.85 lower than the previous day. The implied volatity was 15.42, the open interest changed by 1649 which increased total open position to 2968
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 336.75, which was 17.6 higher than the previous day. The implied volatity was 15.62, the open interest changed by 282 which increased total open position to 2755
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 310.95, which was -16.1 lower than the previous day. The implied volatity was 15.20, the open interest changed by 2489 which increased total open position to 2489
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 335.7, which was 42.5 higher than the previous day. The implied volatity was 14.81, the open interest changed by 2366 which increased total open position to 2366
On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 297.95, which was 11.6 higher than the previous day. The implied volatity was 15.02, the open interest changed by 2269 which increased total open position to 2281
On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 288.75, which was 4.35 higher than the previous day. The implied volatity was 15.09, the open interest changed by 69 which increased total open position to 2136
On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 290, which was 93.25 higher than the previous day. The implied volatity was 15.17, the open interest changed by 2077 which increased total open position to 2078
On 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 199.05, which was 36.05 higher than the previous day. The implied volatity was 15.12, the open interest changed by 653 which increased total open position to 2077
On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 165, which was 0.8 higher than the previous day. The implied volatity was 15.18, the open interest changed by 52 which increased total open position to 1423
On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 161.9, which was 6.8 higher than the previous day. The implied volatity was 15.53, the open interest changed by 24 which increased total open position to 1378
On 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 158.45, which was 2.85 higher than the previous day. The implied volatity was 15.77, the open interest changed by 1362 which increased total open position to 1362
On 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 155.85, which was -89.15 lower than the previous day. The implied volatity was 15.73, the open interest changed by 290 which increased total open position to 1180
On 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 245.9, which was 32.85 higher than the previous day. The implied volatity was 15.94, the open interest changed by 892 which increased total open position to 892
On 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 212.55, which was -27 lower than the previous day. The implied volatity was 15.83, the open interest changed by 791 which increased total open position to 791
On 31 Jan NIFTY was trading at 23508.40. The strike last trading price was 238.45, which was -70.15 lower than the previous day. The implied volatity was 16.96, the open interest changed by 721 which increased total open position to 721
On 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 302.85, which was -91.4 lower than the previous day. The implied volatity was 16.83, the open interest changed by 710 which increased total open position to 710
On 29 Jan NIFTY was trading at 23163.10. The strike last trading price was 390.4, which was -60.7 lower than the previous day. The implied volatity was 18.26, the open interest changed by 657 which increased total open position to 657
On 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 455.4, which was -50.3 lower than the previous day. The implied volatity was 17.98, the open interest changed by 655 which increased total open position to 655
On 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 513.35, which was 120.75 higher than the previous day. The implied volatity was 17.76, the open interest changed by 645 which increased total open position to 645
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 395.05, which was 47.45 higher than the previous day. The implied volatity was 17.14, the open interest changed by 1 which increased total open position to 630
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 347.6, which was -16.50 lower than the previous day. The implied volatity was 16.90, the open interest changed by 3 which increased total open position to 630
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 364.1, which was -45.40 lower than the previous day. The implied volatity was 16.79, the open interest changed by 0 which decreased total open position to 627
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 409.5, which was 86.50 higher than the previous day. The implied volatity was 16.97, the open interest changed by -13 which decreased total open position to 627
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 323, which was -37.35 lower than the previous day. The implied volatity was 17.04, the open interest changed by -1 which decreased total open position to 641
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 360.35, which was 39.85 higher than the previous day. The implied volatity was 16.73, the open interest changed by 18 which increased total open position to 642
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 320.5, which was -35.05 lower than the previous day. The implied volatity was 16.82, the open interest changed by 7 which increased total open position to 624
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 355.55, which was -5.80 lower than the previous day. The implied volatity was 16.71, the open interest changed by 4 which increased total open position to 617
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 361.35, which was -31.20 lower than the previous day. The implied volatity was 16.63, the open interest changed by 6 which increased total open position to 614
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 392.55, which was 103.55 higher than the previous day. The implied volatity was 16.37, the open interest changed by -3 which decreased total open position to 598
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 289, which was 41.45 higher than the previous day. The implied volatity was 16.24, the open interest changed by 3 which increased total open position to 600
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 247.55, which was 18.60 higher than the previous day. The implied volatity was 15.83, the open interest changed by 1 which increased total open position to 594
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 228.95, which was -5.45 lower than the previous day. The implied volatity was 16.04, the open interest changed by 6 which increased total open position to 592
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 234.4, which was -19.70 lower than the previous day. The implied volatity was 16.28, the open interest changed by 35 which increased total open position to 586
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 254.1, which was 88.60 higher than the previous day. The implied volatity was 16.37, the open interest changed by 111 which increased total open position to 551
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 165.5, which was 11.30 higher than the previous day. The implied volatity was 15.66, the open interest changed by 115 which increased total open position to 441
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 154.2, which was -66.25 lower than the previous day. The implied volatity was 16.23, the open interest changed by 6 which increased total open position to 326
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 220.45, which was -12.35 lower than the previous day. The implied volatity was 15.95, the open interest changed by 44 which increased total open position to 320
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 232.8, which was 12.05 higher than the previous day. The implied volatity was 15.69, the open interest changed by 88 which increased total open position to 276
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 220.75, which was lower than the previous day. The implied volatity was 15.24, the open interest changed by 74 which increased total open position to 189