NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 03:31 PM IST
| NIFTY 09APR2025 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 | |||
| 4 Apr | 22904.45 | 2808.55 | 0 | 0.00 | 0 | 1 | 0 | |||
| 3 Apr | 23250.10 | 2808.55 | 0 | 0.00 | 0 | 1 | 0 | |||
| 2 Apr | 23332.35 | 2808.55 | 0 | 0.00 | 0 | 1 | 0 | |||
| 1 Apr | 23165.70 | 2808.55 | 0 | 0.00 | 0 | 1 | 0 | |||
| 28 Mar | 23519.35 | 2808.55 | 0 | 0.00 | 0 | 1 | 0 | |||
| 27 Mar | 23591.95 | 2808.55 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 23486.85 | 2808.55 | 0 | 0.00 | 0 | 1 | 0 | |||
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| 25 Mar | 23668.65 | 2808.55 | 297.4 | 42.71 | 1 | 1 | 1 | |||
| 24 Mar | 23658.35 | 2511.15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 23350.40 | 2511.15 | 754.5 | - | 1 | 0 | 0 | |||
| 20 Mar | 23190.65 | 1756.65 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 22907.60 | 1756.65 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 1756.65 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 22508.75 | 0 | 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 20950 expiring on 09APR2025
Delta for 20950 CE is 0.00
Historical price for 20950 CE is as follows
On 4 Apr NIFTY was trading at 22904.45. The strike last trading price was 2808.55, 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 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 2808.55, 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 2808.55, 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 2808.55, 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 2808.55, 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 2808.55, 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 2808.55, 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 2808.55, which was 297.4 higher than the previous day. The implied volatity was 42.71, 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 2511.15, 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 2511.15, which was 754.5 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 1756.65, 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 1756.65, 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 1756.65, 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 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 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 20950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.37
Theta: -1.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 22904.45 | 1.2 | 0.05 | 30.09 | 31,686 | 202 | 1,507 |
| 3 Apr | 23250.10 | 1 | -0.95 | 30.75 | 5,732 | 804 | 1,305 |
| 2 Apr | 23332.35 | 2.1 | -0.25 | 31.94 | 1,335 | 401 | 501 |
| 1 Apr | 23165.70 | 2.35 | -0.55 | 28.76 | 380 | 28 | 100 |
| 28 Mar | 23519.35 | 2.85 | -2.1 | 26.98 | 96 | 56 | 72 |
| 27 Mar | 23591.95 | 4.95 | 0.8 | 28.87 | 1 | -2 | 16 |
| 26 Mar | 23486.85 | 3.95 | -1.65 | 25.87 | 81 | -41 | 18 |
| 25 Mar | 23668.65 | 5.55 | 0.5 | 27.34 | 32 | -14 | 59 |
| 24 Mar | 23658.35 | 5.05 | -10.1 | 26.71 | 97 | 73 | 73 |
| 21 Mar | 23350.40 | 15.15 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 23190.65 | 15.15 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 22907.60 | 15.15 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 15.15 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 15.15 | -6.95 | 17.72 | 3 | 0 | 0 |
| 13 Mar | 22397.20 | 22.1 | 0 | 6.23 | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 22.1 | 0 | 6.00 | 0 | 0 | 0 |
For Nifty - strike price 20950 expiring on 09APR2025
Delta for 20950 PE is -0.00
Historical price for 20950 PE is as follows
On 4 Apr NIFTY was trading at 22904.45. The strike last trading price was 1.2, which was 0.05 higher than the previous day. The implied volatity was 30.09, the open interest changed by 202 which increased total open position to 1507
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1, which was -0.95 lower than the previous day. The implied volatity was 30.75, the open interest changed by 804 which increased total open position to 1305
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 2.1, which was -0.25 lower than the previous day. The implied volatity was 31.94, the open interest changed by 401 which increased total open position to 501
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2.35, which was -0.55 lower than the previous day. The implied volatity was 28.76, the open interest changed by 28 which increased total open position to 100
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2.85, which was -2.1 lower than the previous day. The implied volatity was 26.98, the open interest changed by 56 which increased total open position to 72
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 4.95, which was 0.8 higher than the previous day. The implied volatity was 28.87, the open interest changed by -2 which decreased total open position to 16
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 3.95, which was -1.65 lower than the previous day. The implied volatity was 25.87, the open interest changed by -41 which decreased total open position to 18
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 5.55, which was 0.5 higher than the previous day. The implied volatity was 27.34, the open interest changed by -14 which decreased total open position to 59
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 5.05, which was -10.1 lower than the previous day. The implied volatity was 26.71, the open interest changed by 73 which increased total open position to 73
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 15.15, 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 15.15, 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 15.15, 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 15.15, 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 15.15, which was -6.95 lower than the previous day. The implied volatity was 17.72, 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 22.1, which was 0 lower than the previous day. The implied volatity was 6.23, 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 22.1, which was 0 lower than the previous day. The implied volatity was 6.00, the open interest changed by 0 which decreased total open position to 0
