NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 03:24 PM IST
| NIFTY 03APR2025 20400 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 | 3322.85 | 0 | 0.00 | 0 | 7 | 0 | |||
| 28 Mar | 23519.35 | 3322.85 | 0 | 0.00 | 0 | 7 | 0 | |||
| 27 Mar | 23591.95 | 3322.85 | 0 | 0.00 | 0 | 7 | 0 | |||
| 26 Mar | 23486.85 | 3322.85 | 0 | 0.00 | 0 | 7 | 0 | |||
| 25 Mar | 23668.65 | 3322.85 | 300.4 | 63.11 | 1 | 7 | 7 | |||
| 24 Mar | 23658.35 | 3022.45 | 0 | 0.00 | 0 | 5 | 0 | |||
| 21 Mar | 23350.40 | 3022.45 | 177.75 | - | 1 | 5 | 6 | |||
| 20 Mar | 23190.65 | 2844.6 | 326.85 | - | 5 | 1 | 1 | |||
| 19 Mar | 22907.60 | 2517.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 2517.75 | -167.5 | - | 1 | 0 | 0 | |||
| 17 Mar | 22508.75 | 2685.25 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 22397.20 | 2685.25 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 2685.25 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 2685.25 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 2685.25 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 2685.25 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 22544.70 | 0 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 22337.30 | 0 | 0 | - | 0 | 0 | 0 | |||
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| 4 Mar | 22082.65 | 0 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 22119.30 | 0 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 20400 expiring on 03APR2025
Delta for 20400 CE is 0.00
Historical price for 20400 CE is as follows
On 1 Apr NIFTY was trading at 23154.05. The strike last trading price was 3322.85, 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 3322.85, 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 3322.85, 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 3322.85, 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 3322.85, which was 300.4 higher than the previous day. The implied volatity was 63.11, 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 3022.45, 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 3022.45, which was 177.75 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 2844.6, which was 326.85 higher than the previous day. The implied volatity was -, 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 2517.75, 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 2517.75, which was -167.5 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 2685.25, 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 2685.25, 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 2685.25, 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 2685.25, 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 2685.25, 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 2685.25, 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 20400 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 | -0.3 | - | 2,56,770 | -4,510 | 27,983 |
| 28 Mar | 23519.35 | 0.6 | -1 | 38.53 | 2,40,395 | 16,553 | 32,493 |
| 27 Mar | 23591.95 | 1.4 | -0.25 | 39.90 | 40,462 | 10,531 | 15,940 |
| 26 Mar | 23486.85 | 1.6 | -0.1 | 36.58 | 5,367 | 3,090 | 5,409 |
| 25 Mar | 23668.65 | 2.9 | 1.3 | 38.28 | 4,037 | -431 | 2,319 |
| 24 Mar | 23658.35 | 2.25 | -0.05 | 35.94 | 3,370 | 1,408 | 2,750 |
| 21 Mar | 23350.40 | 2.55 | 0.25 | 29.60 | 2,670 | 818 | 1,342 |
| 20 Mar | 23190.65 | 2.35 | -0.35 | 26.85 | 686 | 61 | 524 |
| 19 Mar | 22907.60 | 2.9 | 0.25 | 24.67 | 195 | 135 | 463 |
| 18 Mar | 22834.30 | 2.65 | -0.6 | 23.20 | 702 | 64 | 328 |
| 17 Mar | 22508.75 | 3.25 | -2.05 | 20.60 | 281 | 187 | 264 |
| 13 Mar | 22397.20 | 5 | -2.6 | 18.85 | 28 | 10 | 77 |
| 12 Mar | 22470.50 | 7.6 | -0.65 | 20.26 | 22 | 16 | 67 |
| 11 Mar | 22497.90 | 8 | -2 | 20.40 | 46 | -3 | 51 |
| 10 Mar | 22460.30 | 10 | -0.25 | 20.14 | 65 | 15 | 54 |
| 7 Mar | 22552.50 | 9.95 | -2 | 19.76 | 67 | -3 | 39 |
| 6 Mar | 22544.70 | 12.75 | -1.95 | 20.19 | 32 | 22 | 42 |
| 5 Mar | 22337.30 | 14.7 | -1.7 | 19.10 | 8 | -2 | 20 |
| 4 Mar | 22082.65 | 14.05 | 9.8 | 16.78 | 46 | 22 | 22 |
| 3 Mar | 22119.30 | 4.25 | 0 | 6.90 | 0 | 0 | 0 |
For Nifty - strike price 20400 expiring on 03APR2025
Delta for 20400 PE is -
Historical price for 20400 PE is as follows
On 1 Apr NIFTY was trading at 23154.05. The strike last trading price was 0.3, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by -4510 which decreased total open position to 27983
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 0.6, which was -1 lower than the previous day. The implied volatity was 38.53, the open interest changed by 16553 which increased total open position to 32493
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1.4, which was -0.25 lower than the previous day. The implied volatity was 39.90, the open interest changed by 10531 which increased total open position to 15940
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1.6, which was -0.1 lower than the previous day. The implied volatity was 36.58, the open interest changed by 3090 which increased total open position to 5409
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 2.9, which was 1.3 higher than the previous day. The implied volatity was 38.28, the open interest changed by -431 which decreased total open position to 2319
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 2.25, which was -0.05 lower than the previous day. The implied volatity was 35.94, the open interest changed by 1408 which increased total open position to 2750
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 2.55, which was 0.25 higher than the previous day. The implied volatity was 29.60, the open interest changed by 818 which increased total open position to 1342
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 2.35, which was -0.35 lower than the previous day. The implied volatity was 26.85, the open interest changed by 61 which increased total open position to 524
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 2.9, which was 0.25 higher than the previous day. The implied volatity was 24.67, the open interest changed by 135 which increased total open position to 463
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 2.65, which was -0.6 lower than the previous day. The implied volatity was 23.20, the open interest changed by 64 which increased total open position to 328
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 3.25, which was -2.05 lower than the previous day. The implied volatity was 20.60, the open interest changed by 187 which increased total open position to 264
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 5, which was -2.6 lower than the previous day. The implied volatity was 18.85, the open interest changed by 10 which increased total open position to 77
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 7.6, which was -0.65 lower than the previous day. The implied volatity was 20.26, the open interest changed by 16 which increased total open position to 67
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 8, which was -2 lower than the previous day. The implied volatity was 20.40, the open interest changed by -3 which decreased total open position to 51
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 10, which was -0.25 lower than the previous day. The implied volatity was 20.14, the open interest changed by 15 which increased total open position to 54
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 9.95, which was -2 lower than the previous day. The implied volatity was 19.76, the open interest changed by -3 which decreased total open position to 39
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 12.75, which was -1.95 lower than the previous day. The implied volatity was 20.19, the open interest changed by 22 which increased total open position to 42
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 14.7, which was -1.7 lower than the previous day. The implied volatity was 19.10, the open interest changed by -2 which decreased total open position to 20
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 14.05, which was 9.8 higher than the previous day. The implied volatity was 16.78, the open interest changed by 22 which increased total open position to 22
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 4.25, which was 0 lower than the previous day. The implied volatity was 6.90, the open interest changed by 0 which decreased total open position to 0
