NIFTY
Nifty
Historical option data for NIFTY
25 Apr 2025 04:10 PM IST
| NIFTY 30APR2025 20800 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 | |||
| 25 Apr | 24039.35 | 3073.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Apr | 24246.70 | 3073.6 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 23 Apr | 24328.95 | 3073.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 22 Apr | 24167.25 | 3073.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Apr | 24125.55 | 3073.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Apr | 23851.65 | 3073.6 | 509.15 | - | 1 | 0 | 0 | |||
| 16 Apr | 23437.20 | 2564.45 | 0 | - | 0 | 0 | 0 | |||
| 15 Apr | 23328.55 | 2564.45 | 0 | - | 0 | 0 | 0 | |||
| 11 Apr | 22828.55 | 2564.45 | 0 | - | 0 | 0 | 0 | |||
| 9 Apr | 22399.15 | 0 | 0 | - | 0 | 0 | 0 | |||
| 8 Apr | 22535.85 | 0 | 0 | - | 0 | 0 | 0 | |||
| 7 Apr | 22161.60 | 0 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 20800 expiring on 30APR2025
Delta for 20800 CE is 0.00
Historical price for 20800 CE is as follows
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 3073.6, 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 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 3073.6, 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 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 3073.6, 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 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 3073.6, 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 Apr NIFTY was trading at 24125.55. The strike last trading price was 3073.6, 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 17 Apr NIFTY was trading at 23851.65. The strike last trading price was 3073.6, which was 509.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr NIFTY was trading at 23437.20. The strike last trading price was 2564.45, 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 15 Apr NIFTY was trading at 23328.55. The strike last trading price was 2564.45, 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 Apr NIFTY was trading at 22828.55. The strike last trading price was 2564.45, 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 9 Apr NIFTY was trading at 22399.15. 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 8 Apr NIFTY was trading at 22535.85. 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 7 Apr NIFTY was trading at 22161.60. 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
| NIFTY 30APR2025 20800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.62
Theta: -3.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 24039.35 | 4 | 2.25 | 51.82 | 62,281 | 1,126 | 2,814 |
| 24 Apr | 24246.70 | 1.7 | -1.45 | 45.78 | 3,892 | 193 | 1,688 |
| 23 Apr | 24328.95 | 4.15 | 1.3 | 47.38 | 3,393 | -755 | 1,495 |
| 22 Apr | 24167.25 | 2.8 | -2.45 | 40.99 | 4,848 | -692 | 1,558 |
| 21 Apr | 24125.55 | 4.8 | -5.75 | 41.10 | 5,124 | 250 | 2,250 |
| 17 Apr | 23851.65 | 11.9 | 3.2 | 36.46 | 5,024 | 827 | 2,000 |
| 16 Apr | 23437.20 | 9 | -5.45 | 30.25 | 2,954 | 23 | 1,173 |
| 15 Apr | 23328.55 | 13.4 | -34.85 | 30.35 | 3,825 | -215 | 1,150 |
| 11 Apr | 22828.55 | 49.35 | -44.8 | 30.00 | 4,990 | -579 | 1,365 |
| 9 Apr | 22399.15 | 94 | 9.9 | 29.29 | 2,844 | 1,015 | 1,944 |
| 8 Apr | 22535.85 | 82.45 | -99.05 | 28.93 | 4,017 | 813 | 929 |
| 7 Apr | 22161.60 | 174.2 | 168.65 | 32.38 | 573 | 116 | 116 |
For Nifty - strike price 20800 expiring on 30APR2025
Delta for 20800 PE is -0.01
Historical price for 20800 PE is as follows
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 4, which was 2.25 higher than the previous day. The implied volatity was 51.82, the open interest changed by 1126 which increased total open position to 2814
On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 1.7, which was -1.45 lower than the previous day. The implied volatity was 45.78, the open interest changed by 193 which increased total open position to 1688
On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 4.15, which was 1.3 higher than the previous day. The implied volatity was 47.38, the open interest changed by -755 which decreased total open position to 1495
On 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 2.8, which was -2.45 lower than the previous day. The implied volatity was 40.99, the open interest changed by -692 which decreased total open position to 1558
On 21 Apr NIFTY was trading at 24125.55. The strike last trading price was 4.8, which was -5.75 lower than the previous day. The implied volatity was 41.10, the open interest changed by 250 which increased total open position to 2250
On 17 Apr NIFTY was trading at 23851.65. The strike last trading price was 11.9, which was 3.2 higher than the previous day. The implied volatity was 36.46, the open interest changed by 827 which increased total open position to 2000
On 16 Apr NIFTY was trading at 23437.20. The strike last trading price was 9, which was -5.45 lower than the previous day. The implied volatity was 30.25, the open interest changed by 23 which increased total open position to 1173
On 15 Apr NIFTY was trading at 23328.55. The strike last trading price was 13.4, which was -34.85 lower than the previous day. The implied volatity was 30.35, the open interest changed by -215 which decreased total open position to 1150
On 11 Apr NIFTY was trading at 22828.55. The strike last trading price was 49.35, which was -44.8 lower than the previous day. The implied volatity was 30.00, the open interest changed by -579 which decreased total open position to 1365
On 9 Apr NIFTY was trading at 22399.15. The strike last trading price was 94, which was 9.9 higher than the previous day. The implied volatity was 29.29, the open interest changed by 1015 which increased total open position to 1944
On 8 Apr NIFTY was trading at 22535.85. The strike last trading price was 82.45, which was -99.05 lower than the previous day. The implied volatity was 28.93, the open interest changed by 813 which increased total open position to 929
On 7 Apr NIFTY was trading at 22161.60. The strike last trading price was 174.2, which was 168.65 higher than the previous day. The implied volatity was 32.38, the open interest changed by 116 which increased total open position to 116
