NIFTY
Nifty
Historical option data for NIFTY
25 Apr 2025 04:10 PM IST
| NIFTY 30APR2025 20900 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 | |||
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| 25 Apr | 24039.35 | 3345 | 0 | 0.00 | 0 | 1 | 0 | |||
| 24 Apr | 24246.70 | 3345 | 0 | 0.00 | 0 | 1 | 0 | |||
| 23 Apr | 24328.95 | 3345 | 371 | - | 1 | 1 | 1 | |||
| 22 Apr | 24167.25 | 2974 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Apr | 24125.55 | 2974 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Apr | 23851.65 | 2974 | 507.1 | - | 1 | 0 | 0 | |||
| 16 Apr | 23437.20 | 2466.9 | 0 | - | 0 | 0 | 0 | |||
| 15 Apr | 23328.55 | 2466.9 | 0 | - | 0 | 0 | 0 | |||
| 11 Apr | 22828.55 | 2466.9 | 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 20900 expiring on 30APR2025
Delta for 20900 CE is 0.00
Historical price for 20900 CE is as follows
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 3345, 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 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 3345, 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 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 3345, which was 371 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 2974, 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 2974, 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 2974, which was 507.1 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 2466.9, 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 2466.9, 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 2466.9, 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 20900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.59
Theta: -2.90
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 24039.35 | 3.6 | 1.7 | 49.73 | 86,642 | 5,922 | 9,729 |
| 24 Apr | 24246.70 | 2 | -1.3 | 45.28 | 6,347 | 2,973 | 3,807 |
| 23 Apr | 24328.95 | 3.8 | 1.05 | 45.60 | 3,703 | 500 | 834 |
| 22 Apr | 24167.25 | 4.45 | -1.3 | 42.04 | 1,629 | -22 | 312 |
| 21 Apr | 24125.55 | 5.25 | -4.5 | 40.41 | 2,400 | 133 | 334 |
| 17 Apr | 23851.65 | 10.5 | 2.1 | 34.76 | 960 | 58 | 201 |
| 16 Apr | 23437.20 | 8.5 | -7 | 28.99 | 224 | 104 | 143 |
| 15 Apr | 23328.55 | 14.2 | -17 | 29.61 | 220 | 34 | 39 |
| 11 Apr | 22828.55 | 31.2 | -8.5 | 26.03 | 14 | 4 | 5 |
| 9 Apr | 22399.15 | 39.7 | 32.5 | 22.20 | 2 | 1 | 1 |
| 8 Apr | 22535.85 | 7.2 | 0 | 7.79 | 0 | 0 | 0 |
| 7 Apr | 22161.60 | 7.2 | 0 | 6.42 | 0 | 0 | 0 |
For Nifty - strike price 20900 expiring on 30APR2025
Delta for 20900 PE is -0.01
Historical price for 20900 PE is as follows
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 3.6, which was 1.7 higher than the previous day. The implied volatity was 49.73, the open interest changed by 5922 which increased total open position to 9729
On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 2, which was -1.3 lower than the previous day. The implied volatity was 45.28, the open interest changed by 2973 which increased total open position to 3807
On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 3.8, which was 1.05 higher than the previous day. The implied volatity was 45.60, the open interest changed by 500 which increased total open position to 834
On 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 4.45, which was -1.3 lower than the previous day. The implied volatity was 42.04, the open interest changed by -22 which decreased total open position to 312
On 21 Apr NIFTY was trading at 24125.55. The strike last trading price was 5.25, which was -4.5 lower than the previous day. The implied volatity was 40.41, the open interest changed by 133 which increased total open position to 334
On 17 Apr NIFTY was trading at 23851.65. The strike last trading price was 10.5, which was 2.1 higher than the previous day. The implied volatity was 34.76, the open interest changed by 58 which increased total open position to 201
On 16 Apr NIFTY was trading at 23437.20. The strike last trading price was 8.5, which was -7 lower than the previous day. The implied volatity was 28.99, the open interest changed by 104 which increased total open position to 143
On 15 Apr NIFTY was trading at 23328.55. The strike last trading price was 14.2, which was -17 lower than the previous day. The implied volatity was 29.61, the open interest changed by 34 which increased total open position to 39
On 11 Apr NIFTY was trading at 22828.55. The strike last trading price was 31.2, which was -8.5 lower than the previous day. The implied volatity was 26.03, the open interest changed by 4 which increased total open position to 5
On 9 Apr NIFTY was trading at 22399.15. The strike last trading price was 39.7, which was 32.5 higher than the previous day. The implied volatity was 22.20, the open interest changed by 1 which increased total open position to 1
On 8 Apr NIFTY was trading at 22535.85. The strike last trading price was 7.2, which was 0 lower than the previous day. The implied volatity was 7.79, 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 7.2, which was 0 lower than the previous day. The implied volatity was 6.42, the open interest changed by 0 which decreased total open position to 0
