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[--[65.84.65.76]--]
NIFTY
Nifty

23165.7 -353.65 (-1.50%)

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Historical option data for NIFTY

01 Apr 2025 04:10 PM IST
NIFTY 03APR2025 20650 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
1 Apr 23165.70 3073.85 0 0.00 0 8 0
28 Mar 23519.35 3073.85 0 0.00 0 8 0
27 Mar 23591.95 3073.85 0 0.00 0 8 0
26 Mar 23486.85 3073.85 0 0.00 0 8 0
25 Mar 23668.65 3073.85 299.35 59.02 1 8 8
24 Mar 23658.35 2774.5 0 0.00 0 6 0
21 Mar 23350.40 2774.5 178.45 - 1 6 7
20 Mar 23190.65 2595.7 325.9 22.05 6 1 1
19 Mar 22907.60 2269.8 0 0.00 0 0 0
18 Mar 22834.30 2269.8 -171.35 - 1 0 0
17 Mar 22508.75 2441.15 0 - 0 0 0
13 Mar 22397.20 2441.15 0 - 0 0 0
12 Mar 22470.50 2441.15 0 - 0 0 0
11 Mar 22497.90 2441.15 0 - 0 0 0
10 Mar 22460.30 2441.15 0 - 0 0 0
7 Mar 22552.50 2441.15 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 20650 expiring on 03APR2025

Delta for 20650 CE is 0.00

Historical price for 20650 CE is as follows

On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 3073.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0


On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 3073.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0


On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 3073.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0


On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 3073.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0


On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 3073.85, which was 299.35 higher than the previous day. The implied volatity was 59.02, the open interest changed by 8 which increased total open position to 8


On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 2774.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 2774.5, which was 178.45 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 7


On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 2595.7, which was 325.9 higher than the previous day. The implied volatity was 22.05, 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 2269.8, 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 2269.8, which was -171.35 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 2441.15, 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 2441.15, 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 2441.15, 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 2441.15, 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 2441.15, 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 2441.15, 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 20650 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
1 Apr 23165.70 0.3 -0.35 - 36,862 341 3,159
28 Mar 23519.35 0.6 -1.3 35.52 20,175 2,540 2,818
27 Mar 23591.95 1.6 -0.25 37.44 3,273 106 278
26 Mar 23486.85 1.95 -0.15 34.48 486 46 172
25 Mar 23668.65 2.1 0 34.18 898 49 126
24 Mar 23658.35 2.15 -0.25 33.17 268 42 77
21 Mar 23350.40 2.4 -0.3 27.09 59 -1 35
20 Mar 23190.65 1.65 -2.05 23.64 182 -19 36
19 Mar 22907.60 3.7 -6.85 23.15 59 55 55
18 Mar 22834.30 10.55 0 0.00 0 1 0
17 Mar 22508.75 10.55 0 0.00 0 1 0
13 Mar 22397.20 10.55 0 18.88 4 1 14
12 Mar 22470.50 10.55 -6.5 19.16 1 -12 13
11 Mar 22497.90 17.05 6.95 20.87 18 0 25
10 Mar 22460.30 10.1 -6 18.11 22 25 25
7 Mar 22552.50 16.1 0 0.00 0 -1 0
6 Mar 22544.70 16.1 -0.6 19.00 9 -1 3
5 Mar 22337.30 16.7 -7.3 17.53 24 -16 4
4 Mar 22082.65 24 2.35 16.48 9 20 20
3 Mar 22119.30 21.65 13.55 16.41 17 0 0


For Nifty - strike price 20650 expiring on 03APR2025

Delta for 20650 PE is -

Historical price for 20650 PE is as follows

On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 0.3, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 341 which increased total open position to 3159


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 35.52, the open interest changed by 2540 which increased total open position to 2818


On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1.6, which was -0.25 lower than the previous day. The implied volatity was 37.44, the open interest changed by 106 which increased total open position to 278


On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1.95, which was -0.15 lower than the previous day. The implied volatity was 34.48, the open interest changed by 46 which increased total open position to 172


On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 2.1, which was 0 lower than the previous day. The implied volatity was 34.18, the open interest changed by 49 which increased total open position to 126


On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 2.15, which was -0.25 lower than the previous day. The implied volatity was 33.17, the open interest changed by 42 which increased total open position to 77


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 27.09, the open interest changed by -1 which decreased total open position to 35


On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 1.65, which was -2.05 lower than the previous day. The implied volatity was 23.64, the open interest changed by -19 which decreased total open position to 36


On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 3.7, which was -6.85 lower than the previous day. The implied volatity was 23.15, the open interest changed by 55 which increased total open position to 55


On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 10.55, 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 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 10.55, 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 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 10.55, which was 0 lower than the previous day. The implied volatity was 18.88, the open interest changed by 1 which increased total open position to 14


On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 10.55, which was -6.5 lower than the previous day. The implied volatity was 19.16, the open interest changed by -12 which decreased total open position to 13


On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 17.05, which was 6.95 higher than the previous day. The implied volatity was 20.87, the open interest changed by 0 which decreased total open position to 25


On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 10.1, which was -6 lower than the previous day. The implied volatity was 18.11, the open interest changed by 25 which increased total open position to 25


On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 16.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 16.1, which was -0.6 lower than the previous day. The implied volatity was 19.00, the open interest changed by -1 which decreased total open position to 3


On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 16.7, which was -7.3 lower than the previous day. The implied volatity was 17.53, the open interest changed by -16 which decreased total open position to 4


On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 24, which was 2.35 higher than the previous day. The implied volatity was 16.48, the open interest changed by 20 which increased total open position to 20


On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 21.65, which was 13.55 higher than the previous day. The implied volatity was 16.41, the open interest changed by 0 which decreased total open position to 0