NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 20500 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 | |||
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| 1 Apr | 23165.70 | 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 23165.70. 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: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 0.3 | -0.4 | - | 2,93,217 | 11,568 | 34,501 |
| 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 23165.70. 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 11568 which increased total open position to 34501
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
