NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 03APR2025 20700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 3024.7 | 0 | 0.00 | 0 | 1 | 0 | |||
| 2 Apr | 23332.35 | 3024.7 | 0 | 0.00 | 0 | 1 | 0 | |||
| 1 Apr | 23165.70 | 3024.7 | 0 | 0.00 | 0 | 1 | 0 | |||
|
|
||||||||||
| 28 Mar | 23519.35 | 3024.7 | 0 | 0.00 | 0 | 1 | 0 | |||
| 27 Mar | 23591.95 | 3024.7 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 23486.85 | 3024.7 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 3024.7 | -37.15 | 58.94 | 1 | 1 | 7 | |||
| 24 Mar | 23658.35 | 3061.85 | 337.35 | 47.37 | 1 | 1 | 6 | |||
| 21 Mar | 23350.40 | 2724.5 | 180.75 | - | 1 | 4 | 5 | |||
| 20 Mar | 23190.65 | 2544.3 | 323.6 | - | 4 | 1 | 1 | |||
| 19 Mar | 22907.60 | 2220.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 2220.7 | -171.95 | - | 1 | 0 | 0 | |||
| 17 Mar | 22508.75 | 2392.65 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 22397.20 | 2392.65 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 2392.65 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 2392.65 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 2392.65 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 2392.65 | 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 20700 expiring on 03APR2025
Delta for 20700 CE is 0.00
Historical price for 20700 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 3024.7, 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 3024.7, 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 3024.7, 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 3024.7, 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 3024.7, 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 3024.7, 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 3024.7, which was -37.15 lower than the previous day. The implied volatity was 58.94, the open interest changed by 1 which increased total open position to 7
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 3061.85, which was 337.35 higher than the previous day. The implied volatity was 47.37, the open interest changed by 1 which increased total open position to 6
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 2724.5, which was 180.75 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 5
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 2544.3, which was 323.6 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 2220.7, 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 2220.7, which was -171.95 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 2392.65, 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 2392.65, 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 2392.65, 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 2392.65, 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 2392.65, 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 2392.65, 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 20700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 0.1 | -0.2 | - | 46,480 | -1,351 | 5,329 |
| 2 Apr | 23332.35 | 0.4 | 0.05 | - | 99,057 | 2,410 | 6,680 |
| 1 Apr | 23165.70 | 0.3 | -0.4 | - | 53,076 | 112 | 4,270 |
| 28 Mar | 23519.35 | 0.7 | -1.3 | 35.40 | 32,985 | 3,491 | 4,158 |
| 27 Mar | 23591.95 | 1.6 | -0.3 | 36.84 | 5,046 | 485 | 667 |
| 26 Mar | 23486.85 | 2 | 0 | 34.01 | 588 | 12 | 182 |
| 25 Mar | 23668.65 | 1.7 | -0.65 | 32.86 | 1,056 | -127 | 170 |
| 24 Mar | 23658.35 | 2.25 | -0.05 | 32.82 | 1,023 | 68 | 297 |
| 21 Mar | 23350.40 | 2.5 | 0 | 26.75 | 536 | 2 | 229 |
| 20 Mar | 23190.65 | 2 | -1.15 | 23.72 | 415 | -30 | 227 |
| 19 Mar | 22907.60 | 2.9 | -0.4 | 22.00 | 194 | -54 | 257 |
| 18 Mar | 22834.30 | 3.4 | -1 | 21.27 | 207 | -5 | 311 |
| 17 Mar | 22508.75 | 4.4 | -5 | 18.77 | 273 | 176 | 316 |
| 13 Mar | 22397.20 | 9.4 | -0.65 | 18.08 | 63 | 29 | 140 |
| 12 Mar | 22470.50 | 10.35 | -2.65 | 18.67 | 140 | 68 | 111 |
| 11 Mar | 22497.90 | 13 | 0.75 | 19.45 | 26 | 4 | 43 |
| 10 Mar | 22460.30 | 12.25 | -4.15 | 18.25 | 155 | 3 | 39 |
| 7 Mar | 22552.50 | 15.1 | -2.25 | 18.74 | 20 | 2 | 36 |
| 6 Mar | 22544.70 | 17.35 | -1.95 | 18.86 | 15 | 1 | 34 |
| 5 Mar | 22337.30 | 20 | -6.55 | 17.73 | 254 | 14 | 33 |
| 4 Mar | 22082.65 | 26.55 | 2 | 16.44 | 20 | 19 | 19 |
| 3 Mar | 22119.30 | 24.55 | 15.35 | 16.43 | 9 | 0 | 0 |
For Nifty - strike price 20700 expiring on 03APR2025
Delta for 20700 PE is -
Historical price for 20700 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 0.1, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by -1351 which decreased total open position to 5329
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 2410 which increased total open position to 6680
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 112 which increased total open position to 4270
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 0.7, which was -1.3 lower than the previous day. The implied volatity was 35.40, the open interest changed by 3491 which increased total open position to 4158
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1.6, which was -0.3 lower than the previous day. The implied volatity was 36.84, the open interest changed by 485 which increased total open position to 667
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 34.01, the open interest changed by 12 which increased total open position to 182
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1.7, which was -0.65 lower than the previous day. The implied volatity was 32.86, the open interest changed by -127 which decreased total open position to 170
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 2.25, which was -0.05 lower than the previous day. The implied volatity was 32.82, the open interest changed by 68 which increased total open position to 297
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 2.5, which was 0 lower than the previous day. The implied volatity was 26.75, the open interest changed by 2 which increased total open position to 229
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 2, which was -1.15 lower than the previous day. The implied volatity was 23.72, the open interest changed by -30 which decreased total open position to 227
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 2.9, which was -0.4 lower than the previous day. The implied volatity was 22.00, the open interest changed by -54 which decreased total open position to 257
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 3.4, which was -1 lower than the previous day. The implied volatity was 21.27, the open interest changed by -5 which decreased total open position to 311
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 4.4, which was -5 lower than the previous day. The implied volatity was 18.77, the open interest changed by 176 which increased total open position to 316
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 9.4, which was -0.65 lower than the previous day. The implied volatity was 18.08, the open interest changed by 29 which increased total open position to 140
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 10.35, which was -2.65 lower than the previous day. The implied volatity was 18.67, the open interest changed by 68 which increased total open position to 111
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 13, which was 0.75 higher than the previous day. The implied volatity was 19.45, the open interest changed by 4 which increased total open position to 43
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 12.25, which was -4.15 lower than the previous day. The implied volatity was 18.25, the open interest changed by 3 which increased total open position to 39
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 15.1, which was -2.25 lower than the previous day. The implied volatity was 18.74, the open interest changed by 2 which increased total open position to 36
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 17.35, which was -1.95 lower than the previous day. The implied volatity was 18.86, the open interest changed by 1 which increased total open position to 34
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 20, which was -6.55 lower than the previous day. The implied volatity was 17.73, the open interest changed by 14 which increased total open position to 33
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 26.55, which was 2 higher than the previous day. The implied volatity was 16.44, 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 24.55, which was 15.35 higher than the previous day. The implied volatity was 16.43, the open interest changed by 0 which decreased total open position to 0
