NIFTY
Nifty
Historical option data for NIFTY
25 Apr 2025 04:10 PM IST
| NIFTY 30APR2025 21000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 24039.35 | 3006.65 | -260.8 | - | 17 | 16 | 68 | |||
| 24 Apr | 24246.70 | 3267.45 | -87.4 | - | 11 | 1 | 52 | |||
| 23 Apr | 24328.95 | 3354.85 | 191.4 | 61.30 | 6 | 5 | 51 | |||
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| 22 Apr | 24167.25 | 3163.45 | 0 | 0.00 | 0 | -1 | 0 | |||
| 21 Apr | 24125.55 | 3163.45 | 340.45 | - | 1 | -1 | 46 | |||
| 17 Apr | 23851.65 | 2823 | 409.75 | - | 3 | 47 | 47 | |||
| 16 Apr | 23437.20 | 2413.25 | 0 | 0.00 | 0 | -42 | 0 | |||
| 15 Apr | 23328.55 | 2413.25 | 422.35 | - | 115 | -42 | 60 | |||
| 11 Apr | 22828.55 | 1997.7 | 251.8 | 27.24 | 110 | 99 | 102 | |||
| 9 Apr | 22399.15 | 1743.4 | 600.95 | 0.00 | 2 | 1 | 3 | |||
| 8 Apr | 22535.85 | 1743.4 | 600.95 | 25.33 | 2 | 1 | 2 | |||
| 7 Apr | 22161.60 | 1142.45 | -1227.3 | - | 2 | 1 | 1 | |||
For Nifty - strike price 21000 expiring on 30APR2025
Delta for 21000 CE is -
Historical price for 21000 CE is as follows
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 3006.65, which was -260.8 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 68
On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 3267.45, which was -87.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 52
On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 3354.85, which was 191.4 higher than the previous day. The implied volatity was 61.30, the open interest changed by 5 which increased total open position to 51
On 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 3163.45, 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 21 Apr NIFTY was trading at 24125.55. The strike last trading price was 3163.45, which was 340.45 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 46
On 17 Apr NIFTY was trading at 23851.65. The strike last trading price was 2823, which was 409.75 higher than the previous day. The implied volatity was -, the open interest changed by 47 which increased total open position to 47
On 16 Apr NIFTY was trading at 23437.20. The strike last trading price was 2413.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -42 which decreased total open position to 0
On 15 Apr NIFTY was trading at 23328.55. The strike last trading price was 2413.25, which was 422.35 higher than the previous day. The implied volatity was -, the open interest changed by -42 which decreased total open position to 60
On 11 Apr NIFTY was trading at 22828.55. The strike last trading price was 1997.7, which was 251.8 higher than the previous day. The implied volatity was 27.24, the open interest changed by 99 which increased total open position to 102
On 9 Apr NIFTY was trading at 22399.15. The strike last trading price was 1743.4, which was 600.95 higher than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 3
On 8 Apr NIFTY was trading at 22535.85. The strike last trading price was 1743.4, which was 600.95 higher than the previous day. The implied volatity was 25.33, the open interest changed by 1 which increased total open position to 2
On 7 Apr NIFTY was trading at 22161.60. The strike last trading price was 1142.45, which was -1227.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
| NIFTY 30APR2025 21000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.63
Theta: -3.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 24039.35 | 3.8 | 1.7 | 48.52 | 2,99,340 | 25,598 | 64,533 |
| 24 Apr | 24246.70 | 2 | -1.7 | 43.98 | 77,428 | 19,689 | 38,935 |
| 23 Apr | 24328.95 | 4.25 | 1.35 | 44.94 | 38,749 | 13,409 | 19,246 |
| 22 Apr | 24167.25 | 3.2 | -2.65 | 39.28 | 22,850 | 2,408 | 8,245 |
| 21 Apr | 24125.55 | 5.9 | -4.75 | 39.85 | 13,460 | 371 | 5,837 |
| 17 Apr | 23851.65 | 10.2 | 0.2 | 33.52 | 15,684 | 672 | 5,466 |
| 16 Apr | 23437.20 | 10.5 | -6.1 | 28.90 | 9,383 | 846 | 4,794 |
| 15 Apr | 23328.55 | 15.55 | -41.35 | 29.00 | 12,170 | -209 | 3,948 |
| 11 Apr | 22828.55 | 54.5 | -60.9 | 28.41 | 11,441 | 847 | 4,157 |
| 9 Apr | 22399.15 | 111.95 | 11.9 | 28.35 | 7,034 | 439 | 3,310 |
| 8 Apr | 22535.85 | 98.05 | -112.5 | 28.01 | 9,097 | 1,497 | 2,871 |
| 7 Apr | 22161.60 | 214 | 204.8 | 32.24 | 7,611 | 1,374 | 1,374 |
For Nifty - strike price 21000 expiring on 30APR2025
Delta for 21000 PE is -0.01
Historical price for 21000 PE is as follows
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 3.8, which was 1.7 higher than the previous day. The implied volatity was 48.52, the open interest changed by 25598 which increased total open position to 64533
On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 2, which was -1.7 lower than the previous day. The implied volatity was 43.98, the open interest changed by 19689 which increased total open position to 38935
On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 4.25, which was 1.35 higher than the previous day. The implied volatity was 44.94, the open interest changed by 13409 which increased total open position to 19246
On 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 3.2, which was -2.65 lower than the previous day. The implied volatity was 39.28, the open interest changed by 2408 which increased total open position to 8245
On 21 Apr NIFTY was trading at 24125.55. The strike last trading price was 5.9, which was -4.75 lower than the previous day. The implied volatity was 39.85, the open interest changed by 371 which increased total open position to 5837
On 17 Apr NIFTY was trading at 23851.65. The strike last trading price was 10.2, which was 0.2 higher than the previous day. The implied volatity was 33.52, the open interest changed by 672 which increased total open position to 5466
On 16 Apr NIFTY was trading at 23437.20. The strike last trading price was 10.5, which was -6.1 lower than the previous day. The implied volatity was 28.90, the open interest changed by 846 which increased total open position to 4794
On 15 Apr NIFTY was trading at 23328.55. The strike last trading price was 15.55, which was -41.35 lower than the previous day. The implied volatity was 29.00, the open interest changed by -209 which decreased total open position to 3948
On 11 Apr NIFTY was trading at 22828.55. The strike last trading price was 54.5, which was -60.9 lower than the previous day. The implied volatity was 28.41, the open interest changed by 847 which increased total open position to 4157
On 9 Apr NIFTY was trading at 22399.15. The strike last trading price was 111.95, which was 11.9 higher than the previous day. The implied volatity was 28.35, the open interest changed by 439 which increased total open position to 3310
On 8 Apr NIFTY was trading at 22535.85. The strike last trading price was 98.05, which was -112.5 lower than the previous day. The implied volatity was 28.01, the open interest changed by 1497 which increased total open position to 2871
On 7 Apr NIFTY was trading at 22161.60. The strike last trading price was 214, which was 204.8 higher than the previous day. The implied volatity was 32.24, the open interest changed by 1374 which increased total open position to 1374
