NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 03:24 PM IST
| NIFTY 03APR2025 20350 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23154.05 | 3371.75 | 0 | 0.00 | 0 | 7 | 0 | |||
| 28 Mar | 23519.35 | 3371.75 | 0 | 0.00 | 0 | 7 | 0 | |||
| 27 Mar | 23591.95 | 3371.75 | 0 | 0.00 | 0 | 7 | 0 | |||
| 26 Mar | 23486.85 | 3371.75 | 0 | 0.00 | 0 | 7 | 0 | |||
| 25 Mar | 23668.65 | 3371.75 | 298.25 | - | 1 | 7 | 7 | |||
| 24 Mar | 23658.35 | 3073.5 | 0 | 0.00 | 0 | 5 | 0 | |||
| 21 Mar | 23350.40 | 3073.5 | 179.1 | - | 1 | 5 | 6 | |||
| 20 Mar | 23190.65 | 2894.35 | 326.9 | 27.78 | 5 | 1 | 1 | |||
| 19 Mar | 22907.60 | 2567.45 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 18 Mar | 22834.30 | 2567.45 | -166.85 | - | 1 | 0 | 0 | |||
| 17 Mar | 22508.75 | 2734.3 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 22397.20 | 2734.3 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 2734.3 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 2734.3 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 2734.3 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 2734.3 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 22544.70 | 0 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 22337.30 | 0 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 22082.65 | 0 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 22119.30 | 0 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 20350 expiring on 03APR2025
Delta for 20350 CE is 0.00
Historical price for 20350 CE is as follows
On 1 Apr NIFTY was trading at 23154.05. The strike last trading price was 3371.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 3371.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 3371.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 3371.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 3371.75, which was 298.25 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 3073.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 3073.5, which was 179.1 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 6
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 2894.35, which was 326.9 higher than the previous day. The implied volatity was 27.78, the open interest changed by 1 which increased total open position to 1
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 2567.45, 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 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 2567.45, which was -166.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 2734.3, 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 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 2734.3, 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 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 2734.3, 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 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 2734.3, 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 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 2734.3, 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 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 2734.3, 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 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 0, 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 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 0, 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 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 0, 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 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 0, 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 03APR2025 20350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23154.05 | 0.3 | -0.25 | - | 6,16,023 | 7,746 | 87,528 |
| 28 Mar | 23519.35 | 0.55 | -1.1 | 38.83 | 5,90,192 | 32,886 | 79,782 |
| 27 Mar | 23591.95 | 1.5 | -0.1 | 40.79 | 98,685 | 32,543 | 46,896 |
| 26 Mar | 23486.85 | 1.65 | 0.05 | 37.27 | 14,076 | 3,039 | 14,353 |
| 25 Mar | 23668.65 | 1.55 | 0 | 36.25 | 17,115 | 2,592 | 11,314 |
| 24 Mar | 23658.35 | 1.55 | -0.6 | 34.90 | 8,425 | 3,998 | 8,722 |
| 21 Mar | 23350.40 | 2.45 | 0.15 | 29.93 | 7,692 | 3,015 | 4,724 |
| 20 Mar | 23190.65 | 2.65 | 0.05 | 27.68 | 406 | 58 | 1,709 |
| 19 Mar | 22907.60 | 2.7 | -0.05 | 24.90 | 496 | 107 | 1,651 |
| 18 Mar | 22834.30 | 2.75 | -0.35 | 23.72 | 1,913 | 1,243 | 1,544 |
| 17 Mar | 22508.75 | 2.65 | -2.5 | 20.50 | 438 | 74 | 301 |
| 13 Mar | 22397.20 | 5.6 | -0.55 | 19.56 | 141 | 16 | 227 |
| 12 Mar | 22470.50 | 6.35 | -1.4 | 20.13 | 235 | 45 | 211 |
| 11 Mar | 22497.90 | 7.25 | -2.5 | 20.50 | 186 | 23 | 166 |
| 10 Mar | 22460.30 | 10.65 | 0.8 | 20.75 | 177 | -1 | 143 |
| 7 Mar | 22552.50 | 9.7 | -0.65 | 20.06 | 136 | 62 | 144 |
| 6 Mar | 22544.70 | 10.65 | -2.85 | 19.98 | 72 | 42 | 82 |
| 5 Mar | 22337.30 | 13.5 | -3.95 | 19.20 | 97 | 6 | 40 |
| 4 Mar | 22082.65 | 17.45 | 3.1 | 17.88 | 76 | 25 | 34 |
| 3 Mar | 22119.30 | 14.35 | 10.6 | 17.46 | 10 | 9 | 9 |
For Nifty - strike price 20350 expiring on 03APR2025
Delta for 20350 PE is -
Historical price for 20350 PE is as follows
On 1 Apr NIFTY was trading at 23154.05. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 7746 which increased total open position to 87528
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 0.55, which was -1.1 lower than the previous day. The implied volatity was 38.83, the open interest changed by 32886 which increased total open position to 79782
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1.5, which was -0.1 lower than the previous day. The implied volatity was 40.79, the open interest changed by 32543 which increased total open position to 46896
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1.65, which was 0.05 higher than the previous day. The implied volatity was 37.27, the open interest changed by 3039 which increased total open position to 14353
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1.55, which was 0 lower than the previous day. The implied volatity was 36.25, the open interest changed by 2592 which increased total open position to 11314
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1.55, which was -0.6 lower than the previous day. The implied volatity was 34.90, the open interest changed by 3998 which increased total open position to 8722
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 2.45, which was 0.15 higher than the previous day. The implied volatity was 29.93, the open interest changed by 3015 which increased total open position to 4724
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 2.65, which was 0.05 higher than the previous day. The implied volatity was 27.68, the open interest changed by 58 which increased total open position to 1709
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 2.7, which was -0.05 lower than the previous day. The implied volatity was 24.90, the open interest changed by 107 which increased total open position to 1651
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 2.75, which was -0.35 lower than the previous day. The implied volatity was 23.72, the open interest changed by 1243 which increased total open position to 1544
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 2.65, which was -2.5 lower than the previous day. The implied volatity was 20.50, the open interest changed by 74 which increased total open position to 301
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 5.6, which was -0.55 lower than the previous day. The implied volatity was 19.56, the open interest changed by 16 which increased total open position to 227
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 6.35, which was -1.4 lower than the previous day. The implied volatity was 20.13, the open interest changed by 45 which increased total open position to 211
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 7.25, which was -2.5 lower than the previous day. The implied volatity was 20.50, the open interest changed by 23 which increased total open position to 166
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 10.65, which was 0.8 higher than the previous day. The implied volatity was 20.75, the open interest changed by -1 which decreased total open position to 143
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 9.7, which was -0.65 lower than the previous day. The implied volatity was 20.06, the open interest changed by 62 which increased total open position to 144
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 10.65, which was -2.85 lower than the previous day. The implied volatity was 19.98, the open interest changed by 42 which increased total open position to 82
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 13.5, which was -3.95 lower than the previous day. The implied volatity was 19.20, the open interest changed by 6 which increased total open position to 40
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 17.45, which was 3.1 higher than the previous day. The implied volatity was 17.88, the open interest changed by 25 which increased total open position to 34
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 14.35, which was 10.6 higher than the previous day. The implied volatity was 17.46, the open interest changed by 9 which increased total open position to 9
