NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 12:20 PM IST
| NIFTY 09APR2025 20750 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 | 22979.90 | 3007.6 | 0 | 0.00 | 0 | 1 | 0 | |||
| 3 Apr | 23250.10 | 3007.6 | 0 | 0.00 | 0 | 1 | 0 | |||
| 2 Apr | 23332.35 | 3007.6 | 0 | 0.00 | 0 | 1 | 0 | |||
| 1 Apr | 23165.70 | 3007.6 | 0 | 0.00 | 0 | 1 | 0 | |||
| 28 Mar | 23519.35 | 3007.6 | 0 | 0.00 | 0 | 1 | 0 | |||
| 27 Mar | 23591.95 | 3007.6 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 23486.85 | 3007.6 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 3007.6 | 297 | 45.25 | 1 | 1 | 1 | |||
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| 24 Mar | 23658.35 | 2710.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 23350.40 | 2710.6 | 763.9 | - | 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 20750 expiring on 09APR2025
Delta for 20750 CE is 0.00
Historical price for 20750 CE is as follows
On 4 Apr NIFTY was trading at 22979.90. The strike last trading price was 3007.6, 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 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 3007.6, 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 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 3007.6, 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 3007.6, 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 3007.6, 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 3007.6, 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 3007.6, 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 3007.6, which was 297 higher than the previous day. The implied volatity was 45.25, 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 2710.6, 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 2710.6, which was 763.9 higher than the previous day. The implied volatity was -, 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 20750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.00
Vega: 0.27
Theta: -0.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 22979.90 | 0.9 | -0.1 | 32.41 | 27,811 | 838 | 2,757 |
| 3 Apr | 23250.10 | 0.9 | -1.1 | 32.92 | 4,730 | 1,786 | 1,919 |
| 2 Apr | 23332.35 | 2.05 | -0.1 | 34.32 | 174 | 12 | 133 |
| 1 Apr | 23165.70 | 2.1 | -0.55 | 30.71 | 169 | 87 | 121 |
| 28 Mar | 23519.35 | 2.7 | -1.35 | 28.73 | 21 | 2 | 34 |
| 27 Mar | 23591.95 | 4.05 | 0 | 30.00 | 5 | 3 | 32 |
| 26 Mar | 23486.85 | 4.05 | -4.55 | 27.81 | 80 | -2 | 29 |
| 25 Mar | 23668.65 | 8.6 | 4 | 31.03 | 4 | -2 | 31 |
| 24 Mar | 23658.35 | 4.5 | 0.7 | 28.06 | 55 | -23 | 33 |
| 21 Mar | 23350.40 | 3.8 | -2.4 | 23.16 | 51 | -12 | 56 |
| 20 Mar | 23190.65 | 6.2 | -0.8 | 22.76 | 78 | 68 | 68 |
| 19 Mar | 22907.60 | 7 | 0 | 0.00 | 0 | 1 | 0 |
| 18 Mar | 22834.30 | 7 | -4 | 19.90 | 3 | 1 | 9 |
| 17 Mar | 22508.75 | 11 | -2.5 | 18.43 | 14 | 8 | 8 |
| 13 Mar | 22397.20 | 13.5 | 0 | 7.27 | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 13.5 | 0 | 7.42 | 0 | 0 | 0 |
For Nifty - strike price 20750 expiring on 09APR2025
Delta for 20750 PE is -0.00
Historical price for 20750 PE is as follows
On 4 Apr NIFTY was trading at 22979.90. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 32.41, the open interest changed by 838 which increased total open position to 2757
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 0.9, which was -1.1 lower than the previous day. The implied volatity was 32.92, the open interest changed by 1786 which increased total open position to 1919
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 2.05, which was -0.1 lower than the previous day. The implied volatity was 34.32, the open interest changed by 12 which increased total open position to 133
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2.1, which was -0.55 lower than the previous day. The implied volatity was 30.71, the open interest changed by 87 which increased total open position to 121
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2.7, which was -1.35 lower than the previous day. The implied volatity was 28.73, the open interest changed by 2 which increased total open position to 34
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 4.05, which was 0 lower than the previous day. The implied volatity was 30.00, the open interest changed by 3 which increased total open position to 32
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 4.05, which was -4.55 lower than the previous day. The implied volatity was 27.81, the open interest changed by -2 which decreased total open position to 29
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 8.6, which was 4 higher than the previous day. The implied volatity was 31.03, the open interest changed by -2 which decreased total open position to 31
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 4.5, which was 0.7 higher than the previous day. The implied volatity was 28.06, the open interest changed by -23 which decreased total open position to 33
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 3.8, which was -2.4 lower than the previous day. The implied volatity was 23.16, the open interest changed by -12 which decreased total open position to 56
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 6.2, which was -0.8 lower than the previous day. The implied volatity was 22.76, the open interest changed by 68 which increased total open position to 68
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 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 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 7, which was -4 lower than the previous day. The implied volatity was 19.90, the open interest changed by 1 which increased total open position to 9
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 11, which was -2.5 lower than the previous day. The implied volatity was 18.43, the open interest changed by 8 which increased total open position to 8
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 13.5, which was 0 lower than the previous day. The implied volatity was 7.27, 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 13.5, which was 0 lower than the previous day. The implied volatity was 7.42, the open interest changed by 0 which decreased total open position to 0
