NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 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 | |||
| 1 Apr | 23165.70 | 2921.75 | 0 | 0.00 | 0 | 1 | 0 | |||
| 28 Mar | 23519.35 | 2921.75 | 0 | 0.00 | 0 | 1 | 0 | |||
| 27 Mar | 23591.95 | 2921.75 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 23486.85 | 2921.75 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 2921.75 | -40.95 | 56.62 | 1 | 1 | 9 | |||
| 24 Mar | 23658.35 | 2962.7 | 336.8 | 45.80 | 1 | 1 | 8 | |||
| 21 Mar | 23350.40 | 2625.9 | 179.15 | - | 1 | 5 | 7 | |||
| 20 Mar | 23190.65 | 2446.65 | 325.8 | 21.63 | 5 | 2 | 2 | |||
| 19 Mar | 22907.60 | 2120.15 | -0.7 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 2120.15 | -175.8 | - | 2 | 0 | 0 | |||
| 17 Mar | 22508.75 | 2295.95 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 22397.20 | 2295.95 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 2295.95 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 2295.95 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 2295.95 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 2295.95 | 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 | |||
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| 28 Feb | 22124.70 | 0 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 22545.05 | 0 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 20800 expiring on 03APR2025
Delta for 20800 CE is 0.00
Historical price for 20800 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2921.75, 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 2921.75, 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 2921.75, 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 2921.75, 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 2921.75, which was -40.95 lower than the previous day. The implied volatity was 56.62, the open interest changed by 1 which increased total open position to 9
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 2962.7, which was 336.8 higher than the previous day. The implied volatity was 45.80, the open interest changed by 1 which increased total open position to 8
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 2625.9, which was 179.15 higher than the previous day. The implied volatity was -, 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 2446.65, which was 325.8 higher than the previous day. The implied volatity was 21.63, 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 2120.15, which was -0.7 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 2120.15, which was -175.8 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 2295.95, 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 2295.95, 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 2295.95, 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 2295.95, 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 2295.95, 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 2295.95, 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
On 28 Feb NIFTY was trading at 22124.70. 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 27 Feb NIFTY was trading at 22545.05. 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 20800 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 | -0.55 | - | 76,066 | -915 | 6,311 |
| 28 Mar | 23519.35 | 0.95 | -0.95 | 35.24 | 40,594 | 6,327 | 7,226 |
| 27 Mar | 23591.95 | 1.5 | -0.45 | 35.39 | 6,736 | 346 | 899 |
| 26 Mar | 23486.85 | 2 | -0.2 | 32.85 | 2,106 | 142 | 553 |
| 25 Mar | 23668.65 | 4 | 1.7 | 35.15 | 2,209 | 36 | 411 |
| 24 Mar | 23658.35 | 2.4 | -0.35 | 32.02 | 885 | 137 | 375 |
| 21 Mar | 23350.40 | 2.8 | -0.05 | 26.18 | 607 | 16 | 238 |
| 20 Mar | 23190.65 | 3 | -0.8 | 23.97 | 419 | -42 | 222 |
| 19 Mar | 22907.60 | 3.95 | 0.2 | 21.96 | 153 | 58 | 264 |
| 18 Mar | 22834.30 | 3.85 | -1.7 | 20.73 | 216 | -43 | 206 |
| 17 Mar | 22508.75 | 5.65 | -4.1 | 18.54 | 302 | 98 | 249 |
| 13 Mar | 22397.20 | 10 | -1.85 | 17.38 | 182 | -32 | 151 |
| 12 Mar | 22470.50 | 12.35 | -2.05 | 18.36 | 108 | 24 | 183 |
| 11 Mar | 22497.90 | 14.15 | -2.95 | 18.87 | 145 | 20 | 159 |
| 10 Mar | 22460.30 | 17.1 | 0.95 | 18.50 | 42 | -12 | 139 |
| 7 Mar | 22552.50 | 16.3 | -1.4 | 18.18 | 332 | 45 | 151 |
| 6 Mar | 22544.70 | 15.75 | -7.25 | 17.73 | 55 | -2 | 106 |
| 5 Mar | 22337.30 | 23 | -6.55 | 17.39 | 157 | 53 | 108 |
| 4 Mar | 22082.65 | 29.55 | -0.45 | 15.96 | 40 | 10 | 55 |
| 3 Mar | 22119.30 | 27.25 | -1.1 | 15.95 | 48 | 27 | 45 |
| 28 Feb | 22124.70 | 31.35 | 7.35 | 15.73 | 27 | 17 | 18 |
| 27 Feb | 22545.05 | 24 | 12.35 | 17.43 | 9 | 1 | 1 |
For Nifty - strike price 20800 expiring on 03APR2025
Delta for 20800 PE is -
Historical price for 20800 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 0.3, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -915 which decreased total open position to 6311
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 0.95, which was -0.95 lower than the previous day. The implied volatity was 35.24, the open interest changed by 6327 which increased total open position to 7226
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1.5, which was -0.45 lower than the previous day. The implied volatity was 35.39, the open interest changed by 346 which increased total open position to 899
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 2, which was -0.2 lower than the previous day. The implied volatity was 32.85, the open interest changed by 142 which increased total open position to 553
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 4, which was 1.7 higher than the previous day. The implied volatity was 35.15, the open interest changed by 36 which increased total open position to 411
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 2.4, which was -0.35 lower than the previous day. The implied volatity was 32.02, the open interest changed by 137 which increased total open position to 375
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 2.8, which was -0.05 lower than the previous day. The implied volatity was 26.18, the open interest changed by 16 which increased total open position to 238
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 3, which was -0.8 lower than the previous day. The implied volatity was 23.97, the open interest changed by -42 which decreased total open position to 222
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 3.95, which was 0.2 higher than the previous day. The implied volatity was 21.96, the open interest changed by 58 which increased total open position to 264
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 3.85, which was -1.7 lower than the previous day. The implied volatity was 20.73, the open interest changed by -43 which decreased total open position to 206
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 5.65, which was -4.1 lower than the previous day. The implied volatity was 18.54, the open interest changed by 98 which increased total open position to 249
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 10, which was -1.85 lower than the previous day. The implied volatity was 17.38, the open interest changed by -32 which decreased total open position to 151
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 12.35, which was -2.05 lower than the previous day. The implied volatity was 18.36, the open interest changed by 24 which increased total open position to 183
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 14.15, which was -2.95 lower than the previous day. The implied volatity was 18.87, the open interest changed by 20 which increased total open position to 159
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 17.1, which was 0.95 higher than the previous day. The implied volatity was 18.50, the open interest changed by -12 which decreased total open position to 139
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 16.3, which was -1.4 lower than the previous day. The implied volatity was 18.18, the open interest changed by 45 which increased total open position to 151
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 15.75, which was -7.25 lower than the previous day. The implied volatity was 17.73, the open interest changed by -2 which decreased total open position to 106
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 23, which was -6.55 lower than the previous day. The implied volatity was 17.39, the open interest changed by 53 which increased total open position to 108
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 29.55, which was -0.45 lower than the previous day. The implied volatity was 15.96, the open interest changed by 10 which increased total open position to 55
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 27.25, which was -1.1 lower than the previous day. The implied volatity was 15.95, the open interest changed by 27 which increased total open position to 45
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 31.35, which was 7.35 higher than the previous day. The implied volatity was 15.73, the open interest changed by 17 which increased total open position to 18
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 24, which was 12.35 higher than the previous day. The implied volatity was 17.43, the open interest changed by 1 which increased total open position to 1
