NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 12:56 PM IST
| NIFTY 09APR2025 20700 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 | |||
| 4 Apr | 22946.85 | 2552.35 | 5.05 | 0.00 | 0 | 22 | 0 | |||
| 3 Apr | 23250.10 | 2552.35 | -505.25 | - | 24 | 22 | 22 | |||
| 2 Apr | 23332.35 | 3057.6 | 0 | 0.00 | 0 | 1 | 0 | |||
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| 1 Apr | 23165.70 | 3057.6 | 0 | 0.00 | 0 | 1 | 0 | |||
| 28 Mar | 23519.35 | 3057.6 | 0 | 0.00 | 0 | 1 | 0 | |||
| 27 Mar | 23591.95 | 3057.6 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 23486.85 | 3057.6 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 3057.6 | 279.15 | 45.93 | 1 | 1 | 1 | |||
| 24 Mar | 23658.35 | 2778.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 23350.40 | 2778.45 | 783.7 | 27.80 | 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 | |||
| 17 Mar | 22508.75 | 0 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 22397.20 | 0 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 0 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 20700 expiring on 09APR2025
Delta for 20700 CE is 0.00
Historical price for 20700 CE is as follows
On 4 Apr NIFTY was trading at 22946.85. The strike last trading price was 2552.35, which was 5.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 2552.35, which was -505.25 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 22
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 3057.6, 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 3057.6, 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 3057.6, 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 3057.6, 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 3057.6, 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 3057.6, which was 279.15 higher than the previous day. The implied volatity was 45.93, 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 2778.45, 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 2778.45, which was 783.7 higher than the previous day. The implied volatity was 27.80, 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
On 17 Mar NIFTY was trading at 22508.75. 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 13 Mar NIFTY was trading at 22397.20. 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 12 Mar NIFTY was trading at 22470.50. 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 20700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.24
Theta: -0.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 22946.85 | 0.75 | -0.2 | 32.14 | 1,92,644 | 19,985 | 32,102 |
| 3 Apr | 23250.10 | 0.85 | -1.1 | 33.35 | 37,398 | 7,680 | 12,117 |
| 2 Apr | 23332.35 | 1.85 | -0.3 | 34.54 | 6,679 | 3,323 | 4,437 |
| 1 Apr | 23165.70 | 2.15 | -0.35 | 31.38 | 1,973 | 926 | 1,114 |
| 28 Mar | 23519.35 | 2.6 | -1.65 | 29.08 | 199 | 54 | 188 |
| 27 Mar | 23591.95 | 4.25 | 0.2 | 30.62 | 102 | 3 | 134 |
| 26 Mar | 23486.85 | 4.05 | -1.2 | 28.28 | 57 | 0 | 131 |
| 25 Mar | 23668.65 | 5.35 | 1.6 | 29.51 | 57 | -35 | 131 |
| 24 Mar | 23658.35 | 3.75 | -0.35 | 27.85 | 28 | 4 | 166 |
| 21 Mar | 23350.40 | 4.1 | -1.4 | 23.78 | 92 | 27 | 162 |
| 20 Mar | 23190.65 | 4 | -2 | 21.85 | 123 | -40 | 135 |
| 19 Mar | 22907.60 | 6 | 0.2 | 20.75 | 30 | 5 | 175 |
| 18 Mar | 22834.30 | 5.8 | -3.1 | 19.76 | 63 | -6 | 170 |
| 17 Mar | 22508.75 | 9 | -4 | 18.24 | 192 | 143 | 176 |
| 13 Mar | 22397.20 | 13 | 1.8 | 17.12 | 36 | 31 | 33 |
| 12 Mar | 22470.50 | 11.2 | -0.7 | 17.03 | 18 | 2 | 2 |
For Nifty - strike price 20700 expiring on 09APR2025
Delta for 20700 PE is -0.00
Historical price for 20700 PE is as follows
On 4 Apr NIFTY was trading at 22946.85. The strike last trading price was 0.75, which was -0.2 lower than the previous day. The implied volatity was 32.14, the open interest changed by 19985 which increased total open position to 32102
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 0.85, which was -1.1 lower than the previous day. The implied volatity was 33.35, the open interest changed by 7680 which increased total open position to 12117
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1.85, which was -0.3 lower than the previous day. The implied volatity was 34.54, the open interest changed by 3323 which increased total open position to 4437
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2.15, which was -0.35 lower than the previous day. The implied volatity was 31.38, the open interest changed by 926 which increased total open position to 1114
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2.6, which was -1.65 lower than the previous day. The implied volatity was 29.08, the open interest changed by 54 which increased total open position to 188
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 4.25, which was 0.2 higher than the previous day. The implied volatity was 30.62, the open interest changed by 3 which increased total open position to 134
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 4.05, which was -1.2 lower than the previous day. The implied volatity was 28.28, the open interest changed by 0 which decreased total open position to 131
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 5.35, which was 1.6 higher than the previous day. The implied volatity was 29.51, the open interest changed by -35 which decreased total open position to 131
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 3.75, which was -0.35 lower than the previous day. The implied volatity was 27.85, the open interest changed by 4 which increased total open position to 166
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 4.1, which was -1.4 lower than the previous day. The implied volatity was 23.78, the open interest changed by 27 which increased total open position to 162
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 4, which was -2 lower than the previous day. The implied volatity was 21.85, the open interest changed by -40 which decreased total open position to 135
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 6, which was 0.2 higher than the previous day. The implied volatity was 20.75, the open interest changed by 5 which increased total open position to 175
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 5.8, which was -3.1 lower than the previous day. The implied volatity was 19.76, the open interest changed by -6 which decreased total open position to 170
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 9, which was -4 lower than the previous day. The implied volatity was 18.24, the open interest changed by 143 which increased total open position to 176
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 13, which was 1.8 higher than the previous day. The implied volatity was 17.12, the open interest changed by 31 which increased total open position to 33
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 11.2, which was -0.7 lower than the previous day. The implied volatity was 17.03, the open interest changed by 2 which increased total open position to 2
