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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 22950 CE
Delta: 0.06
Vega: 3.46
Theta: -2.92
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 22397.20 7.55 -13 10.42 1,23,540 4,977 11,002
12 Mar 22470.50 20.3 -19.05 10.73 58,136 3,723 6,025
11 Mar 22497.90 44.9 6.8 11.94 21,087 813 2,302
10 Mar 22460.30 38.35 -33.25 12.01 14,162 732 1,489
7 Mar 22552.50 69.6 -4.35 11.18 7,383 444 757
6 Mar 22544.70 70.15 23.6 10.84 1,216 166 313
5 Mar 22337.30 49.9 27.4 11.77 517 42 147
4 Mar 22082.65 22 -10.6 11.94 266 -6 105
3 Mar 22119.30 33.3 -11.05 12.08 205 25 111
28 Feb 22124.70 43.3 -89.7 12.04 223 83 86
27 Feb 22545.05 133 -31 11.92 4 2 3
25 Feb 22547.55 164 -286 12.42 2 1 1
24 Feb 22553.35 450 0 0.00 0 0 0
21 Feb 22795.90 450 0 0.00 0 0 0
20 Feb 22913.15 450 0 0.00 0 0 0
19 Feb 22932.90 450 -135.75 14.44 1 0 0
18 Feb 22945.30 585.75 0 - 0 0 0
17 Feb 22959.50 585.75 0 - 0 0 0
14 Feb 22929.25 585.75 0 - 0 0 0


For Nifty - strike price 22950 expiring on 20MAR2025

Delta for 22950 CE is 0.06

Historical price for 22950 CE is as follows

On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 7.55, which was -13 lower than the previous day. The implied volatity was 10.42, the open interest changed by 4977 which increased total open position to 11002


On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 20.3, which was -19.05 lower than the previous day. The implied volatity was 10.73, the open interest changed by 3723 which increased total open position to 6025


On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 44.9, which was 6.8 higher than the previous day. The implied volatity was 11.94, the open interest changed by 813 which increased total open position to 2302


On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 38.35, which was -33.25 lower than the previous day. The implied volatity was 12.01, the open interest changed by 732 which increased total open position to 1489


On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 69.6, which was -4.35 lower than the previous day. The implied volatity was 11.18, the open interest changed by 444 which increased total open position to 757


On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 70.15, which was 23.6 higher than the previous day. The implied volatity was 10.84, the open interest changed by 166 which increased total open position to 313


On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 49.9, which was 27.4 higher than the previous day. The implied volatity was 11.77, the open interest changed by 42 which increased total open position to 147


On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 22, which was -10.6 lower than the previous day. The implied volatity was 11.94, the open interest changed by -6 which decreased total open position to 105


On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 33.3, which was -11.05 lower than the previous day. The implied volatity was 12.08, the open interest changed by 25 which increased total open position to 111


On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 43.3, which was -89.7 lower than the previous day. The implied volatity was 12.04, the open interest changed by 83 which increased total open position to 86


On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 133, which was -31 lower than the previous day. The implied volatity was 11.92, the open interest changed by 2 which increased total open position to 3


On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 164, which was -286 lower than the previous day. The implied volatity was 12.42, the open interest changed by 1 which increased total open position to 1


On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 450, 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 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 450, 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 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 450, 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 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 450, which was -135.75 lower than the previous day. The implied volatity was 14.44, 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 585.75, 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 585.75, 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 585.75, 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 22950 PE
Delta: -0.89
Vega: 6.00
Theta: -0.33
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 22397.20 547.35 81.7 13.78 98 3 116
12 Mar 22470.50 465.65 18.45 12.33 77 -7 113
11 Mar 22497.90 438.8 -59.6 14.08 98 17 120
10 Mar 22460.30 498.4 85.6 13.42 130 57 103
7 Mar 22552.50 419.25 -20.95 12.57 199 -15 46
6 Mar 22544.70 440 -146.95 13.43 76 53 61
5 Mar 22337.30 588.85 -147.6 14.18 2 8 8
4 Mar 22082.65 736.45 0 0.00 0 -1 0
3 Mar 22119.30 736.45 -1 12.39 1 -1 7
28 Feb 22124.70 737.1 289.45 11.65 2 0 8
27 Feb 22545.05 447.65 -3.85 12.23 2 8 8
25 Feb 22547.55 451.5 0 0.00 0 -1 0
24 Feb 22553.35 451.5 106.7 13.37 3 -1 10
21 Feb 22795.90 344.8 11.35 13.60 11 6 11
20 Feb 22913.15 333.45 6.4 15.69 3 2 5
19 Feb 22932.90 327.05 -0.85 15.41 1 0 3
18 Feb 22945.30 327.9 -18.75 15.43 6 3 3
17 Feb 22959.50 346.65 0 0.80 0 0 0
14 Feb 22929.25 346.65 0 0.58 0 0 0


For Nifty - strike price 22950 expiring on 20MAR2025

Delta for 22950 PE is -0.89

Historical price for 22950 PE is as follows

On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 547.35, which was 81.7 higher than the previous day. The implied volatity was 13.78, the open interest changed by 3 which increased total open position to 116


On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 465.65, which was 18.45 higher than the previous day. The implied volatity was 12.33, the open interest changed by -7 which decreased total open position to 113


On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 438.8, which was -59.6 lower than the previous day. The implied volatity was 14.08, the open interest changed by 17 which increased total open position to 120


On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 498.4, which was 85.6 higher than the previous day. The implied volatity was 13.42, the open interest changed by 57 which increased total open position to 103


On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 419.25, which was -20.95 lower than the previous day. The implied volatity was 12.57, the open interest changed by -15 which decreased total open position to 46


On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 440, which was -146.95 lower than the previous day. The implied volatity was 13.43, the open interest changed by 53 which increased total open position to 61


On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 588.85, which was -147.6 lower than the previous day. The implied volatity was 14.18, the open interest changed by 8 which increased total open position to 8


On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 736.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 736.45, which was -1 lower than the previous day. The implied volatity was 12.39, the open interest changed by -1 which decreased total open position to 7


On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 737.1, which was 289.45 higher than the previous day. The implied volatity was 11.65, the open interest changed by 0 which decreased total open position to 8


On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 447.65, which was -3.85 lower than the previous day. The implied volatity was 12.23, the open interest changed by 8 which increased total open position to 8


On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 451.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 451.5, which was 106.7 higher than the previous day. The implied volatity was 13.37, the open interest changed by -1 which decreased total open position to 10


On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 344.8, which was 11.35 higher than the previous day. The implied volatity was 13.60, the open interest changed by 6 which increased total open position to 11


On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 333.45, which was 6.4 higher than the previous day. The implied volatity was 15.69, the open interest changed by 2 which increased total open position to 5


On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 327.05, which was -0.85 lower than the previous day. The implied volatity was 15.41, the open interest changed by 0 which decreased total open position to 3


On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 327.9, which was -18.75 lower than the previous day. The implied volatity was 15.43, the open interest changed by 3 which increased total open position to 3


On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 346.65, which was 0 lower than the previous day. The implied volatity was 0.80, 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 346.65, which was 0 lower than the previous day. The implied volatity was 0.58, the open interest changed by 0 which decreased total open position to 0