NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 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 | |||
| 3 Apr | 23250.10 | 2959.25 | 0 | 0.00 | 0 | 1 | 0 | |||
| 2 Apr | 23332.35 | 2959.25 | 0 | 0.00 | 0 | 1 | 0 | |||
| 1 Apr | 23165.70 | 2959.25 | 0 | 0.00 | 0 | 1 | 0 | |||
| 28 Mar | 23519.35 | 2959.25 | 0 | 0.00 | 0 | 1 | 0 | |||
| 27 Mar | 23591.95 | 2959.25 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 23486.85 | 2959.25 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 2959.25 | -48.1 | 44.84 | 1 | 1 | 2 | |||
| 24 Mar | 23658.35 | 3007.35 | 330.8 | 39.05 | 1 | 1 | 1 | |||
| 21 Mar | 23350.40 | 2676.55 | 777.65 | 25.82 | 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 | |||
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| 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 20800 expiring on 09APR2025
Delta for 20800 CE is 0.00
Historical price for 20800 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 2959.25, 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 2959.25, 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 2959.25, 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 2959.25, 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 2959.25, 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 2959.25, 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 2959.25, which was -48.1 lower than the previous day. The implied volatity was 44.84, the open interest changed by 1 which increased total open position to 2
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 3007.35, which was 330.8 higher than the previous day. The implied volatity was 39.05, the open interest changed by 1 which increased total open position to 1
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 2676.55, which was 777.65 higher than the previous day. The implied volatity was 25.82, 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 20800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.28
Theta: -0.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 0.9 | -1.1 | 32.29 | 18,278 | 4,791 | 6,337 |
| 2 Apr | 23332.35 | 1.85 | -0.45 | 33.31 | 2,008 | 287 | 1,546 |
| 1 Apr | 23165.70 | 2.2 | -0.5 | 30.29 | 1,562 | 968 | 1,259 |
| 28 Mar | 23519.35 | 2.65 | -1.65 | 28.20 | 738 | 99 | 291 |
| 27 Mar | 23591.95 | 3.6 | -0.8 | 29.04 | 409 | 59 | 192 |
| 26 Mar | 23486.85 | 4 | -2.55 | 27.30 | 114 | 1 | 133 |
| 25 Mar | 23668.65 | 6.5 | 0.9 | 29.35 | 188 | 10 | 132 |
| 24 Mar | 23658.35 | 5.2 | 0.1 | 28.14 | 117 | 28 | 122 |
| 21 Mar | 23350.40 | 4.8 | -0.75 | 23.46 | 151 | 15 | 94 |
| 20 Mar | 23190.65 | 5.55 | -1.35 | 21.99 | 93 | 67 | 79 |
| 19 Mar | 22907.60 | 6.9 | -2.95 | 20.35 | 1 | 1 | 12 |
| 18 Mar | 22834.30 | 9.85 | 5 | 20.55 | 14 | 7 | 11 |
| 17 Mar | 22508.75 | 4.85 | -19.15 | 15.85 | 3 | 4 | 4 |
| 13 Mar | 22397.20 | 24 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 24 | 0 | 0.00 | 0 | 0 | 0 |
For Nifty - strike price 20800 expiring on 09APR2025
Delta for 20800 PE is -0.00
Historical price for 20800 PE is as follows
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 32.29, the open interest changed by 4791 which increased total open position to 6337
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1.85, which was -0.45 lower than the previous day. The implied volatity was 33.31, the open interest changed by 287 which increased total open position to 1546
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2.2, which was -0.5 lower than the previous day. The implied volatity was 30.29, the open interest changed by 968 which increased total open position to 1259
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2.65, which was -1.65 lower than the previous day. The implied volatity was 28.20, the open interest changed by 99 which increased total open position to 291
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 3.6, which was -0.8 lower than the previous day. The implied volatity was 29.04, the open interest changed by 59 which increased total open position to 192
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 4, which was -2.55 lower than the previous day. The implied volatity was 27.30, the open interest changed by 1 which increased total open position to 133
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 6.5, which was 0.9 higher than the previous day. The implied volatity was 29.35, the open interest changed by 10 which increased total open position to 132
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 5.2, which was 0.1 higher than the previous day. The implied volatity was 28.14, the open interest changed by 28 which increased total open position to 122
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 4.8, which was -0.75 lower than the previous day. The implied volatity was 23.46, the open interest changed by 15 which increased total open position to 94
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 5.55, which was -1.35 lower than the previous day. The implied volatity was 21.99, the open interest changed by 67 which increased total open position to 79
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 6.9, which was -2.95 lower than the previous day. The implied volatity was 20.35, the open interest changed by 1 which increased total open position to 12
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 9.85, which was 5 higher than the previous day. The implied volatity was 20.55, the open interest changed by 7 which increased total open position to 11
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 4.85, which was -19.15 lower than the previous day. The implied volatity was 15.85, the open interest changed by 4 which increased total open position to 4
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 24, 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 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 24, 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
