NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 20850 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 | 2872.35 | 0 | 0.00 | 0 | 1 | 0 | |||
| 28 Mar | 23519.35 | 2872.35 | 0 | 0.00 | 0 | 1 | 0 | |||
| 27 Mar | 23591.95 | 2872.35 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 23486.85 | 2872.35 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 2872.35 | -40.7 | 55.90 | 1 | 1 | 9 | |||
| 24 Mar | 23658.35 | 2913.05 | 338.5 | 44.98 | 1 | 1 | 8 | |||
| 21 Mar | 23350.40 | 2574.55 | 177.8 | - | 1 | 5 | 7 | |||
| 20 Mar | 23190.65 | 2396.6 | 325.45 | - | 5 | 2 | 2 | |||
| 19 Mar | 22907.60 | 2070.5 | -0.65 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 2070.5 | -177.3 | - | 2 | 0 | 0 | |||
| 17 Mar | 22508.75 | 2247.8 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 22397.20 | 2247.8 | 0 | - | 0 | 0 | 0 | |||
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| 12 Mar | 22470.50 | 2247.8 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 2247.8 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 2247.8 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 2247.8 | 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 | |||
| 28 Feb | 22124.70 | 0 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 22545.05 | 0 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 20850 expiring on 03APR2025
Delta for 20850 CE is 0.00
Historical price for 20850 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2872.35, 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 2872.35, 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 2872.35, 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 2872.35, 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 2872.35, which was -40.7 lower than the previous day. The implied volatity was 55.90, 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 2913.05, which was 338.5 higher than the previous day. The implied volatity was 44.98, 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 2574.55, which was 177.8 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 2396.6, which was 325.45 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 2070.5, which was -0.65 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 2070.5, which was -177.3 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 2247.8, 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 2247.8, 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 2247.8, 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 2247.8, 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 2247.8, 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 2247.8, 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 20850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | - | 20,720 | 1,966 | 4,191 |
| 28 Mar | 23519.35 | 0.75 | -1.3 | 33.82 | 27,987 | 2,081 | 2,225 |
| 27 Mar | 23591.95 | 1.6 | -0.45 | 35.03 | 1,575 | 35 | 144 |
| 26 Mar | 23486.85 | 2 | -0.45 | 32.28 | 394 | 28 | 109 |
| 25 Mar | 23668.65 | 2.35 | -0.1 | 32.42 | 825 | 34 | 81 |
| 24 Mar | 23658.35 | 2.4 | -0.5 | 31.50 | 141 | -18 | 47 |
| 21 Mar | 23350.40 | 3.1 | -0.4 | 26.03 | 425 | 65 | 65 |
| 20 Mar | 23190.65 | 3.5 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 22907.60 | 3.5 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 3.5 | -3.5 | 20.03 | 2 | 0 | 21 |
| 17 Mar | 22508.75 | 7 | -7.55 | 18.68 | 10 | 21 | 21 |
| 13 Mar | 22397.20 | 14.55 | 0 | 0.00 | 0 | 12 | 0 |
| 12 Mar | 22470.50 | 14.55 | -3.6 | 18.45 | 34 | 12 | 20 |
| 11 Mar | 22497.90 | 18.15 | 4.15 | 19.30 | 13 | 2 | 8 |
| 10 Mar | 22460.30 | 14 | -1.5 | 17.43 | 260 | -6 | 6 |
| 7 Mar | 22552.50 | 15.5 | -6.8 | 17.60 | 12 | 3 | 12 |
| 6 Mar | 22544.70 | 22.3 | -4.45 | 18.52 | 3 | 9 | 9 |
| 5 Mar | 22337.30 | 26.75 | 13.65 | 17.52 | 9 | 0 | 0 |
| 4 Mar | 22082.65 | 13.1 | 0 | 5.23 | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 13.1 | 0 | 5.38 | 0 | 0 | 0 |
| 28 Feb | 22124.70 | 13.1 | 0 | 5.11 | 0 | 0 | 0 |
| 27 Feb | 22545.05 | 13.1 | 0 | 6.30 | 0 | 0 | 0 |
For Nifty - strike price 20850 expiring on 03APR2025
Delta for 20850 PE is -
Historical price for 20850 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 1966 which increased total open position to 4191
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 0.75, which was -1.3 lower than the previous day. The implied volatity was 33.82, the open interest changed by 2081 which increased total open position to 2225
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1.6, which was -0.45 lower than the previous day. The implied volatity was 35.03, the open interest changed by 35 which increased total open position to 144
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 2, which was -0.45 lower than the previous day. The implied volatity was 32.28, the open interest changed by 28 which increased total open position to 109
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 2.35, which was -0.1 lower than the previous day. The implied volatity was 32.42, the open interest changed by 34 which increased total open position to 81
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 2.4, which was -0.5 lower than the previous day. The implied volatity was 31.50, the open interest changed by -18 which decreased total open position to 47
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 3.1, which was -0.4 lower than the previous day. The implied volatity was 26.03, the open interest changed by 65 which increased total open position to 65
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 3.5, 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 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 3.5, 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 3.5, which was -3.5 lower than the previous day. The implied volatity was 20.03, the open interest changed by 0 which decreased total open position to 21
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 7, which was -7.55 lower than the previous day. The implied volatity was 18.68, the open interest changed by 21 which increased total open position to 21
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 14.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 14.55, which was -3.6 lower than the previous day. The implied volatity was 18.45, the open interest changed by 12 which increased total open position to 20
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 18.15, which was 4.15 higher than the previous day. The implied volatity was 19.30, the open interest changed by 2 which increased total open position to 8
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 14, which was -1.5 lower than the previous day. The implied volatity was 17.43, the open interest changed by -6 which decreased total open position to 6
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 15.5, which was -6.8 lower than the previous day. The implied volatity was 17.60, the open interest changed by 3 which increased total open position to 12
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 22.3, which was -4.45 lower than the previous day. The implied volatity was 18.52, the open interest changed by 9 which increased total open position to 9
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 26.75, which was 13.65 higher than the previous day. The implied volatity was 17.52, 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 13.1, which was 0 lower than the previous day. The implied volatity was 5.23, 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 13.1, which was 0 lower than the previous day. The implied volatity was 5.38, 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 13.1, which was 0 lower than the previous day. The implied volatity was 5.11, 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 13.1, which was 0 lower than the previous day. The implied volatity was 6.30, the open interest changed by 0 which decreased total open position to 0
