NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 20600 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 | 23165.70 | 3123.8 | 0 | 0.00 | 0 | 1 | 0 | |||
| 28 Mar | 23519.35 | 3123.8 | 0 | 0.00 | 0 | 1 | 0 | |||
| 27 Mar | 23591.95 | 3123.8 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 23486.85 | 3123.8 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 3123.8 | -39.25 | 60.46 | 1 | 1 | 8 | |||
| 24 Mar | 23658.35 | 3163.05 | 338.75 | 48.11 | 1 | 1 | 7 | |||
| 21 Mar | 23350.40 | 2824.3 | 178.55 | - | 1 | 5 | 6 | |||
| 20 Mar | 23190.65 | 2645.55 | 325.4 | 22.57 | 5 | 1 | 1 | |||
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| 19 Mar | 22907.60 | 2320.15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 2320.15 | -169.65 | - | 1 | 0 | 0 | |||
| 17 Mar | 22508.75 | 2489.8 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 22397.20 | 2489.8 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 2489.8 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 2489.8 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 2489.8 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 2489.8 | 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 20600 expiring on 03APR2025
Delta for 20600 CE is 0.00
Historical price for 20600 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 3123.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 3123.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 3123.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 3123.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 3123.8, which was -39.25 lower than the previous day. The implied volatity was 60.46, the open interest changed by 1 which increased total open position to 8
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 3163.05, which was 338.75 higher than the previous day. The implied volatity was 48.11, the open interest changed by 1 which increased total open position to 7
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 2824.3, which was 178.55 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 2645.55, which was 325.4 higher than the previous day. The implied volatity was 22.57, 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 2320.15, 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 2320.15, which was -169.65 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 2489.8, 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 2489.8, 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 2489.8, 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 2489.8, 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 2489.8, 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 2489.8, 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 20600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 0.35 | -0.3 | - | 1,14,432 | 4,667 | 7,393 |
| 28 Mar | 23519.35 | 0.6 | -1.3 | 36.13 | 32,857 | 1,825 | 2,726 |
| 27 Mar | 23591.95 | 1.6 | -0.2 | 38.04 | 6,816 | 645 | 901 |
| 26 Mar | 23486.85 | 1.85 | -0.15 | 34.86 | 307 | 87 | 256 |
| 25 Mar | 23668.65 | 1.8 | -0.15 | 34.14 | 1,012 | -83 | 169 |
| 24 Mar | 23658.35 | 1.95 | -0.45 | 33.32 | 470 | 104 | 252 |
| 21 Mar | 23350.40 | 2.4 | -0.3 | 27.55 | 352 | 24 | 148 |
| 20 Mar | 23190.65 | 2.2 | -1.7 | 24.87 | 186 | 4 | 124 |
| 19 Mar | 22907.60 | 3.9 | 0.85 | 23.76 | 58 | 10 | 120 |
| 18 Mar | 22834.30 | 2.95 | -1.55 | 21.75 | 107 | -11 | 110 |
| 17 Mar | 22508.75 | 4.25 | -4.3 | 19.57 | 52 | -14 | 121 |
| 13 Mar | 22397.20 | 9.85 | 1.7 | 19.10 | 31 | 15 | 135 |
| 12 Mar | 22470.50 | 8 | -3.75 | 18.74 | 195 | 114 | 120 |
| 11 Mar | 22497.90 | 11.75 | 1.05 | 19.97 | 22 | -10 | 6 |
| 10 Mar | 22460.30 | 10.7 | -1.6 | 18.70 | 4 | -1 | 16 |
| 7 Mar | 22552.50 | 12.3 | -1.5 | 18.87 | 83 | -1 | 17 |
| 6 Mar | 22544.70 | 13.8 | -4.1 | 18.89 | 2 | -1 | 18 |
| 5 Mar | 22337.30 | 17.8 | -6.25 | 18.15 | 38 | 9 | 19 |
| 4 Mar | 22082.65 | 24.05 | 1.6 | 16.94 | 3 | 0 | 10 |
| 3 Mar | 22119.30 | 22.45 | 15.3 | 16.94 | 11 | 10 | 10 |
For Nifty - strike price 20600 expiring on 03APR2025
Delta for 20600 PE is -
Historical price for 20600 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 0.35, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 4667 which increased total open position to 7393
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 0.6, which was -1.3 lower than the previous day. The implied volatity was 36.13, the open interest changed by 1825 which increased total open position to 2726
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1.6, which was -0.2 lower than the previous day. The implied volatity was 38.04, the open interest changed by 645 which increased total open position to 901
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1.85, which was -0.15 lower than the previous day. The implied volatity was 34.86, the open interest changed by 87 which increased total open position to 256
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1.8, which was -0.15 lower than the previous day. The implied volatity was 34.14, the open interest changed by -83 which decreased total open position to 169
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1.95, which was -0.45 lower than the previous day. The implied volatity was 33.32, the open interest changed by 104 which increased total open position to 252
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 2.4, which was -0.3 lower than the previous day. The implied volatity was 27.55, the open interest changed by 24 which increased total open position to 148
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 2.2, which was -1.7 lower than the previous day. The implied volatity was 24.87, the open interest changed by 4 which increased total open position to 124
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 3.9, which was 0.85 higher than the previous day. The implied volatity was 23.76, the open interest changed by 10 which increased total open position to 120
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 2.95, which was -1.55 lower than the previous day. The implied volatity was 21.75, the open interest changed by -11 which decreased total open position to 110
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 4.25, which was -4.3 lower than the previous day. The implied volatity was 19.57, the open interest changed by -14 which decreased total open position to 121
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 9.85, which was 1.7 higher than the previous day. The implied volatity was 19.10, the open interest changed by 15 which increased total open position to 135
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 8, which was -3.75 lower than the previous day. The implied volatity was 18.74, the open interest changed by 114 which increased total open position to 120
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 11.75, which was 1.05 higher than the previous day. The implied volatity was 19.97, the open interest changed by -10 which decreased total open position to 6
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 10.7, which was -1.6 lower than the previous day. The implied volatity was 18.70, the open interest changed by -1 which decreased total open position to 16
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 12.3, which was -1.5 lower than the previous day. The implied volatity was 18.87, the open interest changed by -1 which decreased total open position to 17
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 13.8, which was -4.1 lower than the previous day. The implied volatity was 18.89, the open interest changed by -1 which decreased total open position to 18
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 17.8, which was -6.25 lower than the previous day. The implied volatity was 18.15, the open interest changed by 9 which increased total open position to 19
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 24.05, which was 1.6 higher than the previous day. The implied volatity was 16.94, the open interest changed by 0 which decreased total open position to 10
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 22.45, which was 15.3 higher than the previous day. The implied volatity was 16.94, the open interest changed by 10 which increased total open position to 10
