NIFTY
Nifty
Historical option data for NIFTY
17 Mar 2025 04:11 PM IST
| NIFTY 20MAR2025 22950 CE | ||||||||||
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Delta: 0.06
Vega: 2.37
Theta: -5.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Mar | 22508.75 | 6.5 | -0.85 | 12.83 | 6,87,108 | 27,103 | 38,105 | |||
| 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 | |||
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| 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 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 6.5, which was -0.85 lower than the previous day. The implied volatity was 12.83, the open interest changed by 27103 which increased total open position to 38105
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: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Mar | 22508.75 | 411.8 | -134.75 | - | 1,389 | 32 | 148 |
| 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 -
Historical price for 22950 PE is as follows
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 411.8, which was -134.75 lower than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 148
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
