NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 03:11 PM IST
| NIFTY 03APR2025 20550 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 | 3170.75 | 0 | 0.00 | 0 | 7 | 0 | |||
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| 28 Mar | 23519.35 | 3170.75 | 0 | 0.00 | 0 | 7 | 0 | |||
| 27 Mar | 23591.95 | 3170.75 | 0 | 0.00 | 0 | 7 | 0 | |||
| 26 Mar | 23486.85 | 3170.75 | 0 | 0.00 | 0 | 7 | 0 | |||
| 25 Mar | 23668.65 | 3170.75 | 296.25 | 60.66 | 1 | 7 | 7 | |||
| 24 Mar | 23658.35 | 2874.5 | 0 | 0.00 | 0 | 5 | 0 | |||
| 21 Mar | 23350.40 | 2874.5 | 179.05 | - | 1 | 5 | 6 | |||
| 20 Mar | 23190.65 | 2695.25 | 325.4 | 22.39 | 5 | 1 | 1 | |||
| 19 Mar | 22907.60 | 2369.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 2369.85 | -168.7 | - | 1 | 0 | 0 | |||
| 17 Mar | 22508.75 | 2538.55 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 22397.20 | 2538.55 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 2538.55 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 2538.55 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 2538.55 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 2538.55 | 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 20550 expiring on 03APR2025
Delta for 20550 CE is 0.00
Historical price for 20550 CE is as follows
On 1 Apr NIFTY was trading at 23173.75. The strike last trading price was 3170.75, 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 3170.75, 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 3170.75, 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 3170.75, 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 3170.75, which was 296.25 higher than the previous day. The implied volatity was 60.66, 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 2874.5, 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 2874.5, which was 179.05 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 2695.25, which was 325.4 higher than the previous day. The implied volatity was 22.39, 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 2369.85, 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 2369.85, which was -168.7 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 2538.55, 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 2538.55, 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 2538.55, 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 2538.55, 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 2538.55, 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 2538.55, 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 20550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23173.75 | 0.4 | -0.25 | - | 1,48,568 | 554 | 3,775 |
| 28 Mar | 23519.35 | 0.6 | -1.25 | 36.72 | 25,239 | 1,906 | 3,221 |
| 27 Mar | 23591.95 | 1.65 | -0.05 | 38.85 | 5,031 | 996 | 1,315 |
| 26 Mar | 23486.85 | 1.7 | -0.1 | 35.11 | 450 | 13 | 319 |
| 25 Mar | 23668.65 | 1.7 | -0.15 | 34.46 | 953 | 16 | 306 |
| 24 Mar | 23658.35 | 1.9 | -0.4 | 33.74 | 304 | 153 | 290 |
| 21 Mar | 23350.40 | 2.55 | -0.4 | 28.20 | 579 | 125 | 137 |
| 20 Mar | 23190.65 | 2.95 | 0 | 26.20 | 2 | 2 | 12 |
| 19 Mar | 22907.60 | 2.95 | 0.2 | 23.38 | 1 | -4 | 10 |
| 18 Mar | 22834.30 | 2.8 | -2.1 | 22.04 | 36 | -4 | 14 |
| 17 Mar | 22508.75 | 4.9 | -1.7 | 20.41 | 12 | 2 | 18 |
| 13 Mar | 22397.20 | 6.3 | -2.3 | 18.24 | 24 | 0 | 16 |
| 12 Mar | 22470.50 | 8.6 | -0.2 | 19.38 | 3 | 0 | 16 |
| 11 Mar | 22497.90 | 8.8 | -1.1 | 19.46 | 58 | -21 | 16 |
| 10 Mar | 22460.30 | 9.9 | -4.1 | 18.87 | 110 | 31 | 37 |
| 7 Mar | 22552.50 | 14 | 0 | 19.69 | 1 | -4 | 6 |
| 6 Mar | 22544.70 | 14 | -0.9 | 19.33 | 7 | -2 | 10 |
| 5 Mar | 22337.30 | 14.9 | -5.1 | 17.95 | 18 | -7 | 12 |
| 4 Mar | 22082.65 | 20 | 0.45 | 16.72 | 26 | 19 | 19 |
| 3 Mar | 22119.30 | 19.55 | 13.25 | 16.88 | 6 | 0 | 0 |
For Nifty - strike price 20550 expiring on 03APR2025
Delta for 20550 PE is -
Historical price for 20550 PE is as follows
On 1 Apr NIFTY was trading at 23173.75. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 554 which increased total open position to 3775
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 0.6, which was -1.25 lower than the previous day. The implied volatity was 36.72, the open interest changed by 1906 which increased total open position to 3221
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1.65, which was -0.05 lower than the previous day. The implied volatity was 38.85, the open interest changed by 996 which increased total open position to 1315
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1.7, which was -0.1 lower than the previous day. The implied volatity was 35.11, the open interest changed by 13 which increased total open position to 319
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1.7, which was -0.15 lower than the previous day. The implied volatity was 34.46, the open interest changed by 16 which increased total open position to 306
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1.9, which was -0.4 lower than the previous day. The implied volatity was 33.74, the open interest changed by 153 which increased total open position to 290
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 2.55, which was -0.4 lower than the previous day. The implied volatity was 28.20, the open interest changed by 125 which increased total open position to 137
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 2.95, which was 0 lower than the previous day. The implied volatity was 26.20, the open interest changed by 2 which increased total open position to 12
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 2.95, which was 0.2 higher than the previous day. The implied volatity was 23.38, the open interest changed by -4 which decreased total open position to 10
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 2.8, which was -2.1 lower than the previous day. The implied volatity was 22.04, the open interest changed by -4 which decreased total open position to 14
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 4.9, which was -1.7 lower than the previous day. The implied volatity was 20.41, the open interest changed by 2 which increased total open position to 18
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 6.3, which was -2.3 lower than the previous day. The implied volatity was 18.24, the open interest changed by 0 which decreased total open position to 16
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 8.6, which was -0.2 lower than the previous day. The implied volatity was 19.38, the open interest changed by 0 which decreased total open position to 16
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 8.8, which was -1.1 lower than the previous day. The implied volatity was 19.46, the open interest changed by -21 which decreased total open position to 16
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 9.9, which was -4.1 lower than the previous day. The implied volatity was 18.87, the open interest changed by 31 which increased total open position to 37
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 14, which was 0 lower than the previous day. The implied volatity was 19.69, the open interest changed by -4 which decreased total open position to 6
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 14, which was -0.9 lower than the previous day. The implied volatity was 19.33, the open interest changed by -2 which decreased total open position to 10
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 14.9, which was -5.1 lower than the previous day. The implied volatity was 17.95, the open interest changed by -7 which decreased total open position to 12
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 20, which was 0.45 higher than the previous day. The implied volatity was 16.72, the open interest changed by 19 which increased total open position to 19
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 19.55, which was 13.25 higher than the previous day. The implied volatity was 16.88, the open interest changed by 0 which decreased total open position to 0
