NIFTY
Nifty
Historical option data for NIFTY
07 Apr 2025 04:10 PM IST
| NIFTY 09APR2025 20650 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Apr | 22161.60 | 1430 | -1677.8 | - | 53 | 22 | 22 | |||
| 4 Apr | 22904.45 | 3107.8 | 0 | 0.00 | 0 | 1 | 0 | |||
| 3 Apr | 23250.10 | 3107.8 | 0 | 0.00 | 0 | 1 | 0 | |||
| 2 Apr | 23332.35 | 3107.8 | 0 | 0.00 | 0 | 1 | 0 | |||
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| 1 Apr | 23165.70 | 3107.8 | 0 | 0.00 | 0 | 1 | 0 | |||
| 28 Mar | 23519.35 | 3107.8 | 0 | 0.00 | 0 | 1 | 0 | |||
| 27 Mar | 23591.95 | 3107.8 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 23486.85 | 3107.8 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 3107.8 | 278.65 | 46.63 | 1 | 1 | 1 | |||
| 24 Mar | 23658.35 | 2829.15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 23350.40 | 2829.15 | 786.2 | 29.61 | 1 | 0 | 0 | |||
| 20 Mar | 23190.65 | 0 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 22907.60 | 0 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 0 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 20650 expiring on 09APR2025
Delta for 20650 CE is -
Historical price for 20650 CE is as follows
On 7 Apr NIFTY was trading at 22161.60. The strike last trading price was 1430, which was -1677.8 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 22
On 4 Apr NIFTY was trading at 22904.45. The strike last trading price was 3107.8, 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 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 3107.8, 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 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 3107.8, 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 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 3107.8, 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 3107.8, 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 3107.8, 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 3107.8, 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 3107.8, which was 278.65 higher than the previous day. The implied volatity was 46.63, the open interest changed by 1 which increased total open position to 1
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 2829.15, 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 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 2829.15, which was 786.2 higher than the previous day. The implied volatity was 29.61, the open interest changed by 0 which decreased total open position to 0
On 20 Mar NIFTY was trading at 23190.65. 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 19 Mar NIFTY was trading at 22907.60. 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 18 Mar NIFTY was trading at 22834.30. 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 09APR2025 20650 PE | |||||||
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Delta: -0.08
Vega: 2.43
Theta: -43.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Apr | 22161.60 | 44 | 43.3 | 73.05 | 16,09,434 | 45,271 | 1,44,044 |
| 4 Apr | 22904.45 | 0.7 | -0.2 | 32.51 | 5,26,863 | 50,796 | 98,773 |
| 3 Apr | 23250.10 | 0.85 | -1 | 33.97 | 99,970 | 28,544 | 47,977 |
| 2 Apr | 23332.35 | 1.85 | -0.25 | 35.16 | 33,205 | 16,231 | 19,433 |
| 1 Apr | 23165.70 | 2 | -0.5 | 31.71 | 12,310 | 2,603 | 3,202 |
| 28 Mar | 23519.35 | 2.3 | -1.95 | 29.19 | 1,055 | 109 | 599 |
| 27 Mar | 23591.95 | 3.95 | -0.2 | 30.84 | 283 | 66 | 490 |
| 26 Mar | 23486.85 | 4.05 | -2.65 | 28.75 | 483 | 157 | 424 |
| 25 Mar | 23668.65 | 5.8 | 0.8 | 30.29 | 236 | 11 | 267 |
| 24 Mar | 23658.35 | 4.85 | -0.4 | 29.10 | 91 | 23 | 256 |
| 21 Mar | 23350.40 | 5.15 | 0.15 | 24.91 | 553 | 121 | 233 |
| 20 Mar | 23190.65 | 5 | -0.5 | 22.90 | 79 | 42 | 112 |
| 19 Mar | 22907.60 | 5.5 | -0.3 | 20.90 | 26 | 35 | 70 |
| 18 Mar | 22834.30 | 5.6 | -4.85 | 20.08 | 56 | 35 | 35 |
For Nifty - strike price 20650 expiring on 09APR2025
Delta for 20650 PE is -0.08
Historical price for 20650 PE is as follows
On 7 Apr NIFTY was trading at 22161.60. The strike last trading price was 44, which was 43.3 higher than the previous day. The implied volatity was 73.05, the open interest changed by 45271 which increased total open position to 144044
On 4 Apr NIFTY was trading at 22904.45. The strike last trading price was 0.7, which was -0.2 lower than the previous day. The implied volatity was 32.51, the open interest changed by 50796 which increased total open position to 98773
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 0.85, which was -1 lower than the previous day. The implied volatity was 33.97, the open interest changed by 28544 which increased total open position to 47977
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1.85, which was -0.25 lower than the previous day. The implied volatity was 35.16, the open interest changed by 16231 which increased total open position to 19433
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2, which was -0.5 lower than the previous day. The implied volatity was 31.71, the open interest changed by 2603 which increased total open position to 3202
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2.3, which was -1.95 lower than the previous day. The implied volatity was 29.19, the open interest changed by 109 which increased total open position to 599
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 3.95, which was -0.2 lower than the previous day. The implied volatity was 30.84, the open interest changed by 66 which increased total open position to 490
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 4.05, which was -2.65 lower than the previous day. The implied volatity was 28.75, the open interest changed by 157 which increased total open position to 424
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 5.8, which was 0.8 higher than the previous day. The implied volatity was 30.29, the open interest changed by 11 which increased total open position to 267
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 4.85, which was -0.4 lower than the previous day. The implied volatity was 29.10, the open interest changed by 23 which increased total open position to 256
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 5.15, which was 0.15 higher than the previous day. The implied volatity was 24.91, the open interest changed by 121 which increased total open position to 233
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 5, which was -0.5 lower than the previous day. The implied volatity was 22.90, the open interest changed by 42 which increased total open position to 112
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 5.5, which was -0.3 lower than the previous day. The implied volatity was 20.90, the open interest changed by 35 which increased total open position to 70
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 5.6, which was -4.85 lower than the previous day. The implied volatity was 20.08, the open interest changed by 35 which increased total open position to 35
