NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 03:11 PM IST
| NIFTY 03APR2025 20450 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 | 23173.75 | 3272.95 | 0 | 0.00 | 0 | 7 | 0 | |||
| 28 Mar | 23519.35 | 3272.95 | 0 | 0.00 | 0 | 7 | 0 | |||
| 27 Mar | 23591.95 | 3272.95 | 0 | 0.00 | 0 | 7 | 0 | |||
| 26 Mar | 23486.85 | 3272.95 | 0 | 0.00 | 0 | 7 | 0 | |||
| 25 Mar | 23668.65 | 3272.95 | 299.15 | 62.38 | 1 | 7 | 7 | |||
| 24 Mar | 23658.35 | 2973.8 | 0 | 0.00 | 0 | 5 | 0 | |||
| 21 Mar | 23350.40 | 2973.8 | 178.6 | - | 1 | 5 | 6 | |||
| 20 Mar | 23190.65 | 2795.05 | 325.95 | 23.99 | 5 | 1 | 1 | |||
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| 19 Mar | 22907.60 | 2469.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 2469.1 | -167.2 | - | 1 | 0 | 0 | |||
| 17 Mar | 22508.75 | 2636.3 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 22397.20 | 2636.3 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 2636.3 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 2636.3 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 2636.3 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 2636.3 | 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 20450 expiring on 03APR2025
Delta for 20450 CE is 0.00
Historical price for 20450 CE is as follows
On 1 Apr NIFTY was trading at 23173.75. The strike last trading price was 3272.95, 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 3272.95, 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 3272.95, 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 3272.95, 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 3272.95, which was 299.15 higher than the previous day. The implied volatity was 62.38, 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 2973.8, 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 2973.8, which was 178.6 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 2795.05, which was 325.95 higher than the previous day. The implied volatity was 23.99, 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 2469.1, 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 2469.1, which was -167.2 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 2636.3, 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 2636.3, 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 2636.3, 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 2636.3, 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 2636.3, 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 2636.3, 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 20450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23173.75 | 0.3 | -0.3 | - | 1,49,779 | -183 | 7,753 |
| 28 Mar | 23519.35 | 0.55 | -1.25 | 37.62 | 66,233 | 5,912 | 7,936 |
| 27 Mar | 23591.95 | 1.55 | -0.15 | 39.72 | 5,675 | 782 | 2,024 |
| 26 Mar | 23486.85 | 1.75 | 0.1 | 36.36 | 668 | 245 | 1,242 |
| 25 Mar | 23668.65 | 1.6 | 0 | 35.31 | 1,597 | -61 | 997 |
| 24 Mar | 23658.35 | 1.95 | -0.35 | 34.86 | 1,266 | 453 | 1,058 |
| 21 Mar | 23350.40 | 2.5 | 0.15 | 29.07 | 972 | 500 | 605 |
| 20 Mar | 23190.65 | 2.2 | -0.1 | 26.20 | 174 | 73 | 105 |
| 19 Mar | 22907.60 | 2.75 | 0.25 | 24.07 | 17 | 6 | 32 |
| 18 Mar | 22834.30 | 2.5 | -8.25 | 22.60 | 50 | 26 | 26 |
| 17 Mar | 22508.75 | 10.75 | 0 | 0.00 | 0 | 4 | 0 |
| 13 Mar | 22397.20 | 10.75 | 0 | 0.00 | 0 | 4 | 0 |
| 12 Mar | 22470.50 | 10.75 | 0 | 0.00 | 0 | 4 | 0 |
| 11 Mar | 22497.90 | 10.75 | 0 | 0.00 | 0 | 4 | 0 |
| 10 Mar | 22460.30 | 10.75 | 0 | 19.92 | 66 | 4 | 25 |
| 7 Mar | 22552.50 | 10.55 | -3.65 | 19.56 | 66 | 21 | 21 |
| 6 Mar | 22544.70 | 14.2 | 0 | 0.00 | 0 | 21 | 0 |
| 5 Mar | 22337.30 | 14.2 | -1.85 | 18.59 | 11 | 21 | 21 |
| 4 Mar | 22082.65 | 16.05 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 16.05 | 11.2 | 17.04 | 11 | 0 | 0 |
For Nifty - strike price 20450 expiring on 03APR2025
Delta for 20450 PE is -
Historical price for 20450 PE is as follows
On 1 Apr NIFTY was trading at 23173.75. 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 -183 which decreased total open position to 7753
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 0.55, which was -1.25 lower than the previous day. The implied volatity was 37.62, the open interest changed by 5912 which increased total open position to 7936
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1.55, which was -0.15 lower than the previous day. The implied volatity was 39.72, the open interest changed by 782 which increased total open position to 2024
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1.75, which was 0.1 higher than the previous day. The implied volatity was 36.36, the open interest changed by 245 which increased total open position to 1242
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1.6, which was 0 lower than the previous day. The implied volatity was 35.31, the open interest changed by -61 which decreased total open position to 997
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1.95, which was -0.35 lower than the previous day. The implied volatity was 34.86, the open interest changed by 453 which increased total open position to 1058
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 2.5, which was 0.15 higher than the previous day. The implied volatity was 29.07, the open interest changed by 500 which increased total open position to 605
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 2.2, which was -0.1 lower than the previous day. The implied volatity was 26.20, the open interest changed by 73 which increased total open position to 105
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 2.75, which was 0.25 higher than the previous day. The implied volatity was 24.07, the open interest changed by 6 which increased total open position to 32
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 2.5, which was -8.25 lower than the previous day. The implied volatity was 22.60, the open interest changed by 26 which increased total open position to 26
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 10.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 10.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 10.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 10.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 10.75, which was 0 lower than the previous day. The implied volatity was 19.92, the open interest changed by 4 which increased total open position to 25
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 10.55, which was -3.65 lower than the previous day. The implied volatity was 19.56, the open interest changed by 21 which increased total open position to 21
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 14.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 21 which increased total open position to 0
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 14.2, which was -1.85 lower than the previous day. The implied volatity was 18.59, the open interest changed by 21 which increased total open position to 21
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 16.05, 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 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 16.05, which was 11.2 higher than the previous day. The implied volatity was 17.04, the open interest changed by 0 which decreased total open position to 0
