NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 03APR2025 20950 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 | 2791.1 | 0 | 0.00 | 0 | 1 | 0 | |||
| 2 Apr | 23332.35 | 2791.1 | 0 | 0.00 | 0 | 1 | 0 | |||
| 1 Apr | 23165.70 | 2791.1 | 0 | 0.00 | 0 | 1 | 0 | |||
| 28 Mar | 23519.35 | 2791.1 | 0 | 0.00 | 0 | 1 | 0 | |||
| 27 Mar | 23591.95 | 2791.1 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 23486.85 | 2791.1 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 2791.1 | -17.8 | 57.73 | 1 | 1 | 5 | |||
| 24 Mar | 23658.35 | 2808.9 | 490.2 | 42.01 | 1 | -2 | 4 | |||
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| 21 Mar | 23350.40 | 2318.7 | 21.5 | - | 4 | 5 | 6 | |||
| 20 Mar | 23190.65 | 2297 | 325.7 | - | 5 | 1 | 1 | |||
| 19 Mar | 22907.60 | 1971.3 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 1971.3 | -180.7 | - | 1 | 0 | 0 | |||
| 17 Mar | 22508.75 | 2152 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 22397.20 | 2152 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 2152 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 2152 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 2152 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 2152 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 22544.70 | 2152 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 22337.30 | 2152 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 22082.65 | 2152 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 22119.30 | 2152 | 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 20950 expiring on 03APR2025
Delta for 20950 CE is 0.00
Historical price for 20950 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 2791.1, 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 2791.1, 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 2791.1, 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 2791.1, 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 2791.1, 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 2791.1, 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 2791.1, which was -17.8 lower than the previous day. The implied volatity was 57.73, the open interest changed by 1 which increased total open position to 5
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 2808.9, which was 490.2 higher than the previous day. The implied volatity was 42.01, the open interest changed by -2 which decreased total open position to 4
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 2318.7, which was 21.5 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 6
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 2297, which was 325.7 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1971.3, 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 1971.3, which was -180.7 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 2152, 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 2152, 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 2152, 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 2152, 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 2152, 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 2152, 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 2152, 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 2152, 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 2152, 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 2152, 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 20950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 0.1 | -0.35 | - | 33,631 | 1,698 | 4,652 |
| 2 Apr | 23332.35 | 0.9 | 0.5 | - | 93,219 | 602 | 2,954 |
| 1 Apr | 23165.70 | 0.35 | -0.6 | 46.63 | 20,330 | 1,752 | 2,352 |
| 28 Mar | 23519.35 | 0.8 | -1.25 | 32.81 | 12,930 | 452 | 600 |
| 27 Mar | 23591.95 | 1.7 | -0.5 | 34.15 | 1,389 | -19 | 148 |
| 26 Mar | 23486.85 | 2.3 | -0.15 | 31.63 | 518 | 8 | 167 |
| 25 Mar | 23668.65 | 2.45 | -0.05 | 31.48 | 995 | 20 | 159 |
| 24 Mar | 23658.35 | 2.5 | -0.65 | 30.61 | 474 | 29 | 139 |
| 21 Mar | 23350.40 | 3.3 | 0.95 | 25.29 | 571 | -9 | 110 |
| 20 Mar | 23190.65 | 2.45 | -2.05 | 22.05 | 162 | 119 | 119 |
| 19 Mar | 22907.60 | 4.5 | 0 | 0.00 | 0 | -8 | 0 |
| 18 Mar | 22834.30 | 4.5 | -3.8 | 19.81 | 27 | -8 | 10 |
| 17 Mar | 22508.75 | 8.3 | -11.25 | 18.24 | 17 | 18 | 18 |
| 13 Mar | 22397.20 | 19.55 | 0 | 0.00 | 0 | -1 | 0 |
| 12 Mar | 22470.50 | 19.55 | -1.6 | 18.57 | 1 | -1 | 19 |
| 11 Mar | 22497.90 | 21.15 | -4.2 | 18.96 | 21 | 11 | 20 |
| 10 Mar | 22460.30 | 25.35 | -0.3 | 18.64 | 262 | 9 | 9 |
| 7 Mar | 22552.50 | 25.65 | 0 | 0.00 | 0 | 6 | 0 |
| 6 Mar | 22544.70 | 25.65 | 0 | 0.00 | 0 | 6 | 0 |
| 5 Mar | 22337.30 | 25.65 | 9.15 | 16.51 | 13 | 6 | 6 |
| 4 Mar | 22082.65 | 16.5 | 0 | 4.87 | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 16.5 | 0 | 5.02 | 0 | 0 | 0 |
| 28 Feb | 22124.70 | 16.5 | 0 | 4.80 | 0 | 0 | 0 |
| 27 Feb | 22545.05 | 16.5 | 0 | 5.98 | 0 | 0 | 0 |
For Nifty - strike price 20950 expiring on 03APR2025
Delta for 20950 PE is -
Historical price for 20950 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 0.1, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 1698 which increased total open position to 4652
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 0.9, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 602 which increased total open position to 2954
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 46.63, the open interest changed by 1752 which increased total open position to 2352
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 0.8, which was -1.25 lower than the previous day. The implied volatity was 32.81, the open interest changed by 452 which increased total open position to 600
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1.7, which was -0.5 lower than the previous day. The implied volatity was 34.15, the open interest changed by -19 which decreased total open position to 148
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 2.3, which was -0.15 lower than the previous day. The implied volatity was 31.63, the open interest changed by 8 which increased total open position to 167
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 2.45, which was -0.05 lower than the previous day. The implied volatity was 31.48, the open interest changed by 20 which increased total open position to 159
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 2.5, which was -0.65 lower than the previous day. The implied volatity was 30.61, the open interest changed by 29 which increased total open position to 139
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 3.3, which was 0.95 higher than the previous day. The implied volatity was 25.29, the open interest changed by -9 which decreased total open position to 110
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 2.45, which was -2.05 lower than the previous day. The implied volatity was 22.05, the open interest changed by 119 which increased total open position to 119
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 4.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 4.5, which was -3.8 lower than the previous day. The implied volatity was 19.81, the open interest changed by -8 which decreased total open position to 10
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 8.3, which was -11.25 lower than the previous day. The implied volatity was 18.24, the open interest changed by 18 which increased total open position to 18
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 19.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 19.55, which was -1.6 lower than the previous day. The implied volatity was 18.57, 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 21.15, which was -4.2 lower than the previous day. The implied volatity was 18.96, the open interest changed by 11 which increased total open position to 20
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 25.35, which was -0.3 lower than the previous day. The implied volatity was 18.64, the open interest changed by 9 which increased total open position to 9
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 25.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 25.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 25.65, which was 9.15 higher than the previous day. The implied volatity was 16.51, the open interest changed by 6 which increased total open position to 6
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 16.5, which was 0 lower than the previous day. The implied volatity was 4.87, 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 16.5, which was 0 lower than the previous day. The implied volatity was 5.02, 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 16.5, which was 0 lower than the previous day. The implied volatity was 4.80, 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 16.5, which was 0 lower than the previous day. The implied volatity was 5.98, the open interest changed by 0 which decreased total open position to 0
