NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 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 | |||
| 1 Apr | 23165.70 | 2825.15 | 0 | 0.00 | 0 | 1 | 0 | |||
| 28 Mar | 23519.35 | 2825.15 | 0 | 0.00 | 0 | 1 | 0 | |||
| 27 Mar | 23591.95 | 2825.15 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 23486.85 | 2825.15 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 2825.15 | -38.7 | 54.70 | 1 | 1 | 10 | |||
| 24 Mar | 23658.35 | 2863.85 | 338.85 | 46.44 | 1 | 1 | 9 | |||
| 21 Mar | 23350.40 | 2525 | 177.5 | - | 1 | 5 | 8 | |||
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| 20 Mar | 23190.65 | 2347.3 | 325.85 | 21.08 | 5 | 3 | 3 | |||
| 19 Mar | 22907.60 | 2021.05 | -0.4 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 2021.05 | -178.8 | - | 3 | 0 | 0 | |||
| 17 Mar | 22508.75 | 2199.85 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 22397.20 | 2199.85 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 2199.85 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 2199.85 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 2199.85 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 2199.85 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 22544.70 | 2199.85 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 22337.30 | 2199.85 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 22082.65 | 2199.85 | 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 20900 expiring on 03APR2025
Delta for 20900 CE is 0.00
Historical price for 20900 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2825.15, 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 2825.15, 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 2825.15, 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 2825.15, 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 2825.15, which was -38.7 lower than the previous day. The implied volatity was 54.70, the open interest changed by 1 which increased total open position to 10
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 2863.85, which was 338.85 higher than the previous day. The implied volatity was 46.44, the open interest changed by 1 which increased total open position to 9
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 2525, which was 177.5 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 8
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 2347.3, which was 325.85 higher than the previous day. The implied volatity was 21.08, the open interest changed by 3 which increased total open position to 3
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 2021.05, which was -0.4 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 2021.05, which was -178.8 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 2199.85, 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 2199.85, 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 2199.85, 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 2199.85, 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 2199.85, 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 2199.85, 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 2199.85, 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 2199.85, 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 2199.85, 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 20900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.00
Vega: 0.08
Theta: -0.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 0.35 | -0.6 | 47.63 | 79,336 | -3,397 | 8,028 |
| 28 Mar | 23519.35 | 0.9 | -1.4 | 33.79 | 50,102 | 8,653 | 11,425 |
| 27 Mar | 23591.95 | 1.8 | -0.25 | 34.87 | 7,041 | 2,551 | 2,772 |
| 26 Mar | 23486.85 | 2.1 | -0.45 | 31.88 | 560 | 22 | 221 |
| 25 Mar | 23668.65 | 2.45 | -0.2 | 32.03 | 1,570 | 20 | 199 |
| 24 Mar | 23658.35 | 2.6 | -0.45 | 31.27 | 742 | 5 | 179 |
| 21 Mar | 23350.40 | 3.25 | 0.8 | 25.72 | 582 | -12 | 174 |
| 20 Mar | 23190.65 | 3.2 | -1.1 | 23.24 | 136 | 25 | 186 |
| 19 Mar | 22907.60 | 4.3 | 0.2 | 21.29 | 114 | 53 | 161 |
| 18 Mar | 22834.30 | 4.25 | -2.35 | 20.11 | 218 | 50 | 108 |
| 17 Mar | 22508.75 | 6.45 | -4.65 | 17.99 | 162 | 33 | 58 |
| 13 Mar | 22397.20 | 11.2 | -1.8 | 16.82 | 26 | 6 | 25 |
| 12 Mar | 22470.50 | 13 | -6.4 | 17.63 | 4 | -1 | 19 |
| 11 Mar | 22497.90 | 19.4 | 2.55 | 19.10 | 27 | -3 | 20 |
| 10 Mar | 22460.30 | 16.85 | -0.95 | 17.60 | 20 | 11 | 23 |
| 7 Mar | 22552.50 | 18.8 | -1.1 | 17.83 | 149 | -5 | 12 |
| 6 Mar | 22544.70 | 19.7 | -6.05 | 17.66 | 92 | -54 | 17 |
| 5 Mar | 22337.30 | 26.8 | 12.1 | 17.09 | 294 | 71 | 71 |
| 4 Mar | 22082.65 | 14.7 | 0 | 5.05 | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 14.7 | 0 | 5.20 | 0 | 0 | 0 |
| 28 Feb | 22124.70 | 14.7 | 0 | 4.97 | 0 | 0 | 0 |
| 27 Feb | 22545.05 | 14.7 | 0 | 6.14 | 0 | 0 | 0 |
For Nifty - strike price 20900 expiring on 03APR2025
Delta for 20900 PE is -0.00
Historical price for 20900 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 0.35, which was -0.6 lower than the previous day. The implied volatity was 47.63, the open interest changed by -3397 which decreased total open position to 8028
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 0.9, which was -1.4 lower than the previous day. The implied volatity was 33.79, the open interest changed by 8653 which increased total open position to 11425
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1.8, which was -0.25 lower than the previous day. The implied volatity was 34.87, the open interest changed by 2551 which increased total open position to 2772
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 2.1, which was -0.45 lower than the previous day. The implied volatity was 31.88, the open interest changed by 22 which increased total open position to 221
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 2.45, which was -0.2 lower than the previous day. The implied volatity was 32.03, the open interest changed by 20 which increased total open position to 199
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 2.6, which was -0.45 lower than the previous day. The implied volatity was 31.27, the open interest changed by 5 which increased total open position to 179
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 3.25, which was 0.8 higher than the previous day. The implied volatity was 25.72, the open interest changed by -12 which decreased total open position to 174
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 3.2, which was -1.1 lower than the previous day. The implied volatity was 23.24, the open interest changed by 25 which increased total open position to 186
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 4.3, which was 0.2 higher than the previous day. The implied volatity was 21.29, the open interest changed by 53 which increased total open position to 161
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 4.25, which was -2.35 lower than the previous day. The implied volatity was 20.11, the open interest changed by 50 which increased total open position to 108
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 6.45, which was -4.65 lower than the previous day. The implied volatity was 17.99, the open interest changed by 33 which increased total open position to 58
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 11.2, which was -1.8 lower than the previous day. The implied volatity was 16.82, the open interest changed by 6 which increased total open position to 25
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 13, which was -6.4 lower than the previous day. The implied volatity was 17.63, the open interest changed by -1 which decreased total open position to 19
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 19.4, which was 2.55 higher than the previous day. The implied volatity was 19.10, the open interest changed by -3 which decreased total open position to 20
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 16.85, which was -0.95 lower than the previous day. The implied volatity was 17.60, the open interest changed by 11 which increased total open position to 23
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 18.8, which was -1.1 lower than the previous day. The implied volatity was 17.83, the open interest changed by -5 which decreased total open position to 12
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 19.7, which was -6.05 lower than the previous day. The implied volatity was 17.66, the open interest changed by -54 which decreased total open position to 17
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 26.8, which was 12.1 higher than the previous day. The implied volatity was 17.09, the open interest changed by 71 which increased total open position to 71
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was 5.05, 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 14.7, which was 0 lower than the previous day. The implied volatity was 5.20, 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 14.7, which was 0 lower than the previous day. The implied volatity was 4.97, 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 14.7, which was 0 lower than the previous day. The implied volatity was 6.14, the open interest changed by 0 which decreased total open position to 0
