NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 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 | |||
| 1 Apr | 23165.70 | 2974.05 | 0 | 0.00 | 0 | 1 | 0 | |||
| 28 Mar | 23519.35 | 2974.05 | 0 | 0.00 | 0 | 1 | 0 | |||
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| 27 Mar | 23591.95 | 2974.05 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 23486.85 | 2974.05 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 2974.05 | -42.15 | 57.93 | 1 | 1 | 10 | |||
| 24 Mar | 23658.35 | 3016.2 | 332.3 | 49.42 | 1 | 2 | 9 | |||
| 21 Mar | 23350.40 | 2684.5 | 186 | 26.75 | 2 | 5 | 7 | |||
| 20 Mar | 23190.65 | 2498.35 | 327.1 | - | 6 | 2 | 2 | |||
| 19 Mar | 22907.60 | 2171.25 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 2171.25 | -173 | - | 1 | 0 | 0 | |||
| 17 Mar | 22508.75 | 2344.25 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 22397.20 | 2344.25 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 2344.25 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 2344.25 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 2344.25 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 2344.25 | 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 20750 expiring on 03APR2025
Delta for 20750 CE is 0.00
Historical price for 20750 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2974.05, 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 2974.05, 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 2974.05, 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 2974.05, 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 2974.05, which was -42.15 lower than the previous day. The implied volatity was 57.93, the open interest changed by 1 which increased total open position to 10
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 3016.2, which was 332.3 higher than the previous day. The implied volatity was 49.42, the open interest changed by 2 which increased total open position to 9
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 2684.5, which was 186 higher than the previous day. The implied volatity was 26.75, the open interest changed by 5 which increased total open position to 7
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 2498.35, which was 327.1 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 2171.25, 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 2171.25, which was -173 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 2344.25, 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 2344.25, 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 2344.25, 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 2344.25, 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 2344.25, 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 2344.25, 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 20750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 0.3 | -0.45 | - | 25,461 | 920 | 2,589 |
| 28 Mar | 23519.35 | 0.7 | -1.3 | 34.81 | 19,671 | 1,463 | 1,669 |
| 27 Mar | 23591.95 | 1.75 | -0.2 | 36.59 | 1,170 | 55 | 206 |
| 26 Mar | 23486.85 | 1.9 | -0.2 | 33.24 | 241 | 93 | 151 |
| 25 Mar | 23668.65 | 2.05 | -0.3 | 33.00 | 535 | -47 | 58 |
| 24 Mar | 23658.35 | 2.45 | -0.15 | 32.62 | 358 | 16 | 105 |
| 21 Mar | 23350.40 | 2.55 | -1.4 | 26.35 | 116 | 89 | 89 |
| 20 Mar | 23190.65 | 3.95 | 0 | 0.00 | 0 | 7 | 0 |
| 19 Mar | 22907.60 | 3.95 | 0 | 0.00 | 0 | 7 | 0 |
| 18 Mar | 22834.30 | 3.95 | -1.4 | 21.24 | 19 | 7 | 15 |
| 17 Mar | 22508.75 | 5.35 | -4.15 | 18.85 | 9 | -1 | 8 |
| 13 Mar | 22397.20 | 9.5 | 0 | 17.67 | 3 | -1 | 9 |
| 12 Mar | 22470.50 | 9.5 | -5.75 | 17.98 | 4 | 2 | 10 |
| 11 Mar | 22497.90 | 15.25 | -3.35 | 19.57 | 19 | -2 | 8 |
| 10 Mar | 22460.30 | 18.6 | 2.15 | 19.25 | 201 | 6 | 10 |
| 7 Mar | 22552.50 | 16.45 | -2.55 | 18.63 | 1 | 4 | 4 |
| 6 Mar | 22544.70 | 19 | 0 | 0.00 | 0 | 3 | 0 |
| 5 Mar | 22337.30 | 19 | 8.65 | 17.15 | 10 | 3 | 3 |
| 4 Mar | 22082.65 | 10.35 | 0 | 5.58 | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 10.35 | 0 | 5.73 | 0 | 0 | 0 |
For Nifty - strike price 20750 expiring on 03APR2025
Delta for 20750 PE is -
Historical price for 20750 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 0.3, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 920 which increased total open position to 2589
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 34.81, the open interest changed by 1463 which increased total open position to 1669
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1.75, which was -0.2 lower than the previous day. The implied volatity was 36.59, the open interest changed by 55 which increased total open position to 206
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1.9, which was -0.2 lower than the previous day. The implied volatity was 33.24, the open interest changed by 93 which increased total open position to 151
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 2.05, which was -0.3 lower than the previous day. The implied volatity was 33.00, the open interest changed by -47 which decreased total open position to 58
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 2.45, which was -0.15 lower than the previous day. The implied volatity was 32.62, the open interest changed by 16 which increased total open position to 105
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 2.55, which was -1.4 lower than the previous day. The implied volatity was 26.35, the open interest changed by 89 which increased total open position to 89
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 3.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 3.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 3.95, which was -1.4 lower than the previous day. The implied volatity was 21.24, the open interest changed by 7 which increased total open position to 15
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 5.35, which was -4.15 lower than the previous day. The implied volatity was 18.85, the open interest changed by -1 which decreased total open position to 8
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 9.5, which was 0 lower than the previous day. The implied volatity was 17.67, the open interest changed by -1 which decreased total open position to 9
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 9.5, which was -5.75 lower than the previous day. The implied volatity was 17.98, the open interest changed by 2 which increased total open position to 10
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 15.25, which was -3.35 lower than the previous day. The implied volatity was 19.57, the open interest changed by -2 which decreased total open position to 8
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 18.6, which was 2.15 higher than the previous day. The implied volatity was 19.25, the open interest changed by 6 which increased total open position to 10
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 16.45, which was -2.55 lower than the previous day. The implied volatity was 18.63, the open interest changed by 4 which increased total open position to 4
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 19, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 19, which was 8.65 higher than the previous day. The implied volatity was 17.15, the open interest changed by 3 which increased total open position to 3
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 10.35, which was 0 lower than the previous day. The implied volatity was 5.58, 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 10.35, which was 0 lower than the previous day. The implied volatity was 5.73, the open interest changed by 0 which decreased total open position to 0
