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[--[65.84.65.76]--]
NIFTY
Nifty

23155.5 -363.85 (-1.55%)

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Historical option data for NIFTY

01 Apr 2025 03:24 PM IST
NIFTY 03APR2025 20500 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
1 Apr 23154.05 3149.2 -2.1 0.00 0 15 0
28 Mar 23519.35 3149.2 -2.1 0.00 0 15 0
27 Mar 23591.95 3149.2 -70.85 47.93 19 15 15
26 Mar 23486.85 3220.05 0 0.00 0 7 0
25 Mar 23668.65 3220.05 296.1 61.35 1 7 7
24 Mar 23658.35 2923.95 0 0.00 0 5 0
21 Mar 23350.40 2923.95 178.65 - 1 5 6
20 Mar 23190.65 2745.1 325.4 - 5 1 1
19 Mar 22907.60 2419.7 0 0.00 0 0 0
18 Mar 22834.30 2419.7 -167.65 - 1 0 0
17 Mar 22508.75 2587.35 0 - 0 0 0
13 Mar 22397.20 2587.35 0 - 0 0 0
12 Mar 22470.50 2587.35 0 - 0 0 0
11 Mar 22497.90 2587.35 0 - 0 0 0
10 Mar 22460.30 2587.35 0 - 0 0 0
7 Mar 22552.50 2587.35 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 20500 expiring on 03APR2025

Delta for 20500 CE is 0.00

Historical price for 20500 CE is as follows

On 1 Apr NIFTY was trading at 23154.05. The strike last trading price was 3149.2, which was -2.1 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0


On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 3149.2, which was -2.1 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0


On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 3149.2, which was -70.85 lower than the previous day. The implied volatity was 47.93, the open interest changed by 15 which increased total open position to 15


On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 3220.05, 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 3220.05, which was 296.1 higher than the previous day. The implied volatity was 61.35, 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 2923.95, 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 2923.95, which was 178.65 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 2745.1, which was 325.4 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 2419.7, 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 2419.7, which was -167.65 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 2587.35, 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 2587.35, 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 2587.35, 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 2587.35, 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 2587.35, 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 2587.35, 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 20500 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
1 Apr 23154.05 0.3 -0.4 - 2,84,651 14,960 37,893
28 Mar 23519.35 0.65 -1.25 37.60 1,75,719 -1,551 22,933
27 Mar 23591.95 1.55 -0.15 39.12 73,825 17,504 24,484
26 Mar 23486.85 1.75 0.1 35.79 15,022 3,046 6,980
25 Mar 23668.65 1.6 -0.3 34.77 13,699 1,155 3,934
24 Mar 23658.35 2.05 -0.25 34.40 4,779 435 2,779
21 Mar 23350.40 2.35 -0.15 28.40 4,655 1,379 2,344
20 Mar 23190.65 2.4 -0.65 26.01 1,744 -137 965
19 Mar 22907.60 3.25 0.15 24.12 330 87 1,102
18 Mar 22834.30 3.15 -0.45 22.80 1,401 547 1,015
17 Mar 22508.75 3.75 -2.4 20.11 762 -41 468
13 Mar 22397.20 6.4 -0.35 18.69 495 53 509
12 Mar 22470.50 6.95 -2.85 19.17 286 65 456
11 Mar 22497.90 9.15 -2.55 20.00 2,082 -404 391
10 Mar 22460.30 11.65 0.25 19.81 1,981 670 795
7 Mar 22552.50 11.75 -1.35 19.51 321 99 125
6 Mar 22544.70 13.9 0 19.67 36 -18 26
5 Mar 22337.30 13.9 -6.1 18.12 70 -3 44
4 Mar 22082.65 20 2.25 17.13 63 47 47
3 Mar 22119.30 17.75 12.2 16.96 9 0 0


For Nifty - strike price 20500 expiring on 03APR2025

Delta for 20500 PE is -

Historical price for 20500 PE is as follows

On 1 Apr NIFTY was trading at 23154.05. The strike last trading price was 0.3, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 14960 which increased total open position to 37893


On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 0.65, which was -1.25 lower than the previous day. The implied volatity was 37.60, the open interest changed by -1551 which decreased total open position to 22933


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 39.12, the open interest changed by 17504 which increased total open position to 24484


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 35.79, the open interest changed by 3046 which increased total open position to 6980


On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1.6, which was -0.3 lower than the previous day. The implied volatity was 34.77, the open interest changed by 1155 which increased total open position to 3934


On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 2.05, which was -0.25 lower than the previous day. The implied volatity was 34.40, the open interest changed by 435 which increased total open position to 2779


On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 2.35, which was -0.15 lower than the previous day. The implied volatity was 28.40, the open interest changed by 1379 which increased total open position to 2344


On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 2.4, which was -0.65 lower than the previous day. The implied volatity was 26.01, the open interest changed by -137 which decreased total open position to 965


On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 3.25, which was 0.15 higher than the previous day. The implied volatity was 24.12, the open interest changed by 87 which increased total open position to 1102


On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 3.15, which was -0.45 lower than the previous day. The implied volatity was 22.80, the open interest changed by 547 which increased total open position to 1015


On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 3.75, which was -2.4 lower than the previous day. The implied volatity was 20.11, the open interest changed by -41 which decreased total open position to 468


On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 6.4, which was -0.35 lower than the previous day. The implied volatity was 18.69, the open interest changed by 53 which increased total open position to 509


On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 6.95, which was -2.85 lower than the previous day. The implied volatity was 19.17, the open interest changed by 65 which increased total open position to 456


On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 9.15, which was -2.55 lower than the previous day. The implied volatity was 20.00, the open interest changed by -404 which decreased total open position to 391


On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 11.65, which was 0.25 higher than the previous day. The implied volatity was 19.81, the open interest changed by 670 which increased total open position to 795


On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 11.75, which was -1.35 lower than the previous day. The implied volatity was 19.51, the open interest changed by 99 which increased total open position to 125


On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 13.9, which was 0 lower than the previous day. The implied volatity was 19.67, the open interest changed by -18 which decreased total open position to 26


On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 13.9, which was -6.1 lower than the previous day. The implied volatity was 18.12, the open interest changed by -3 which decreased total open position to 44


On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 20, which was 2.25 higher than the previous day. The implied volatity was 17.13, the open interest changed by 47 which increased total open position to 47


On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 17.75, which was 12.2 higher than the previous day. The implied volatity was 16.96, the open interest changed by 0 which decreased total open position to 0