NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 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 | |||
| 3 Apr | 23250.10 | 2859.5 | 0 | 0.00 | 0 | 1 | 0 | |||
| 2 Apr | 23332.35 | 2859.5 | 0 | 0.00 | 0 | 1 | 0 | |||
| 1 Apr | 23165.70 | 2859.5 | 0 | 0.00 | 0 | 1 | 0 | |||
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| 28 Mar | 23519.35 | 2859.5 | 0 | 0.00 | 0 | 1 | 0 | |||
| 27 Mar | 23591.95 | 2859.5 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 23486.85 | 2859.5 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 2859.5 | 296.6 | 43.53 | 1 | 1 | 1 | |||
| 24 Mar | 23658.35 | 2562.9 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 23350.40 | 2562.9 | 759.1 | - | 1 | 0 | 0 | |||
| 20 Mar | 23190.65 | 1803.8 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 22907.60 | 1803.8 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 1803.8 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 22508.75 | 1803.8 | 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 20900 expiring on 09APR2025
Delta for 20900 CE is 0.00
Historical price for 20900 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 2859.5, 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 2859.5, 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 2859.5, 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 2859.5, 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 2859.5, 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 2859.5, 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 2859.5, which was 296.6 higher than the previous day. The implied volatity was 43.53, the open interest changed by 1 which increased total open position to 1
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 2562.9, 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 Mar NIFTY was trading at 23350.40. The strike last trading price was 2562.9, which was 759.1 higher than the previous day. The implied volatity was -, 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 1803.8, 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 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1803.8, 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 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 1803.8, 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 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 1803.8, 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 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 20900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.31
Theta: -0.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 1 | -1.05 | 31.38 | 11,318 | 1,455 | 2,455 |
| 2 Apr | 23332.35 | 2.05 | -0.3 | 32.46 | 3,907 | 757 | 1,000 |
| 1 Apr | 23165.70 | 2.25 | -0.45 | 29.20 | 440 | 173 | 243 |
| 28 Mar | 23519.35 | 2.8 | -1.2 | 27.40 | 162 | 27 | 70 |
| 27 Mar | 23591.95 | 3.9 | -0.55 | 28.50 | 14 | -1 | 43 |
| 26 Mar | 23486.85 | 4.45 | -1.6 | 26.74 | 83 | 7 | 44 |
| 25 Mar | 23668.65 | 6.1 | 2.25 | 28.16 | 124 | -10 | 37 |
| 24 Mar | 23658.35 | 3.9 | -10 | 26.27 | 66 | 47 | 47 |
| 21 Mar | 23350.40 | 13.9 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 23190.65 | 13.9 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 22907.60 | 13.9 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 13.9 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 13.9 | -5.7 | 17.88 | 3 | 0 | 0 |
| 13 Mar | 22397.20 | 19.6 | 0 | 6.34 | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 19.6 | 0 | 6.51 | 0 | 0 | 0 |
For Nifty - strike price 20900 expiring on 09APR2025
Delta for 20900 PE is -0.00
Historical price for 20900 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1, which was -1.05 lower than the previous day. The implied volatity was 31.38, the open interest changed by 1455 which increased total open position to 2455
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 2.05, which was -0.3 lower than the previous day. The implied volatity was 32.46, the open interest changed by 757 which increased total open position to 1000
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2.25, which was -0.45 lower than the previous day. The implied volatity was 29.20, the open interest changed by 173 which increased total open position to 243
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2.8, which was -1.2 lower than the previous day. The implied volatity was 27.40, the open interest changed by 27 which increased total open position to 70
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 3.9, which was -0.55 lower than the previous day. The implied volatity was 28.50, the open interest changed by -1 which decreased total open position to 43
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 4.45, which was -1.6 lower than the previous day. The implied volatity was 26.74, the open interest changed by 7 which increased total open position to 44
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 6.1, which was 2.25 higher than the previous day. The implied volatity was 28.16, the open interest changed by -10 which decreased total open position to 37
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 3.9, which was -10 lower than the previous day. The implied volatity was 26.27, the open interest changed by 47 which increased total open position to 47
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 13.9, 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 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 13.9, 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 13.9, 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 13.9, 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 Mar NIFTY was trading at 22508.75. The strike last trading price was 13.9, which was -5.7 lower than the previous day. The implied volatity was 17.88, 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 19.6, which was 0 lower than the previous day. The implied volatity was 6.34, 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 19.6, which was 0 lower than the previous day. The implied volatity was 6.51, the open interest changed by 0 which decreased total open position to 0
