NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 21000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | 2238.15 | -99.55 | - | 233 | 138 | 147 | |||
| 2 Apr | 23332.35 | 2337.7 | -228.5 | - | 3 | 9 | 9 | |||
| 1 Apr | 23165.70 | 2583.5 | 17.3 | 0.00 | 0 | 7 | 0 | |||
| 28 Mar | 23519.35 | 2583.5 | -175.85 | 35.12 | 2 | 7 | 7 | |||
| 27 Mar | 23591.95 | 2759.35 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 23486.85 | 2759.35 | -0.75 | 58.88 | 4 | 1 | 3 | |||
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| 25 Mar | 23668.65 | 2760.1 | -45.45 | 42.28 | 1 | 1 | 2 | |||
| 24 Mar | 23658.35 | 2805.55 | 323.55 | 36.32 | 1 | 1 | 1 | |||
| 21 Mar | 23350.40 | 2482 | 772.3 | 23.95 | 1 | 0 | 0 | |||
| 20 Mar | 23190.65 | 1709.7 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 22907.60 | 1709.7 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 1709.7 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 22508.75 | 1709.7 | 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 21000 expiring on 09APR2025
Delta for 21000 CE is -
Historical price for 21000 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 2238.15, which was -99.55 lower than the previous day. The implied volatity was -, the open interest changed by 138 which increased total open position to 147
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 2337.7, which was -228.5 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 9
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2583.5, which was 17.3 higher than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2583.5, which was -175.85 lower than the previous day. The implied volatity was 35.12, the open interest changed by 7 which increased total open position to 7
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 2759.35, 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 2759.35, which was -0.75 lower than the previous day. The implied volatity was 58.88, the open interest changed by 1 which increased total open position to 3
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 2760.1, which was -45.45 lower than the previous day. The implied volatity was 42.28, the open interest changed by 1 which increased total open position to 2
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 2805.55, which was 323.55 higher than the previous day. The implied volatity was 36.32, the open interest changed by 1 which increased total open position to 1
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 2482, which was 772.3 higher than the previous day. The implied volatity was 23.95, 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 1709.7, 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 1709.7, 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 1709.7, 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 1709.7, 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 21000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.38
Theta: -0.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 1.25 | -1.05 | 30.84 | 1,46,310 | 42,651 | 57,904 |
| 2 Apr | 23332.35 | 2.25 | -0.35 | 31.57 | 32,444 | 10,103 | 15,253 |
| 1 Apr | 23165.70 | 2.45 | -0.45 | 28.31 | 13,172 | 3,601 | 5,150 |
| 28 Mar | 23519.35 | 2.65 | -1.55 | 26.26 | 3,653 | 652 | 1,549 |
| 27 Mar | 23591.95 | 4.15 | -0.45 | 27.67 | 1,493 | -17 | 897 |
| 26 Mar | 23486.85 | 5.25 | -1.5 | 26.38 | 1,631 | 361 | 914 |
| 25 Mar | 23668.65 | 6.4 | 0.7 | 27.41 | 862 | -74 | 553 |
| 24 Mar | 23658.35 | 5.9 | -0.1 | 26.71 | 413 | 131 | 627 |
| 21 Mar | 23350.40 | 6 | -2.15 | 22.48 | 796 | -13 | 496 |
| 20 Mar | 23190.65 | 8.45 | -1.1 | 21.68 | 501 | 150 | 509 |
| 19 Mar | 22907.60 | 9.75 | 0 | 19.74 | 174 | 40 | 359 |
| 18 Mar | 22834.30 | 9.9 | -5.65 | 18.91 | 424 | 53 | 319 |
| 17 Mar | 22508.75 | 15 | -9.85 | 17.24 | 267 | 129 | 266 |
| 13 Mar | 22397.20 | 24.8 | 0.8 | 16.73 | 248 | 126 | 137 |
| 12 Mar | 22470.50 | 25 | 0.15 | 17.18 | 36 | 11 | 11 |
For Nifty - strike price 21000 expiring on 09APR2025
Delta for 21000 PE is -0.00
Historical price for 21000 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1.25, which was -1.05 lower than the previous day. The implied volatity was 30.84, the open interest changed by 42651 which increased total open position to 57904
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 2.25, which was -0.35 lower than the previous day. The implied volatity was 31.57, the open interest changed by 10103 which increased total open position to 15253
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2.45, which was -0.45 lower than the previous day. The implied volatity was 28.31, the open interest changed by 3601 which increased total open position to 5150
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2.65, which was -1.55 lower than the previous day. The implied volatity was 26.26, the open interest changed by 652 which increased total open position to 1549
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 4.15, which was -0.45 lower than the previous day. The implied volatity was 27.67, the open interest changed by -17 which decreased total open position to 897
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 5.25, which was -1.5 lower than the previous day. The implied volatity was 26.38, the open interest changed by 361 which increased total open position to 914
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 6.4, which was 0.7 higher than the previous day. The implied volatity was 27.41, the open interest changed by -74 which decreased total open position to 553
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 5.9, which was -0.1 lower than the previous day. The implied volatity was 26.71, the open interest changed by 131 which increased total open position to 627
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 6, which was -2.15 lower than the previous day. The implied volatity was 22.48, the open interest changed by -13 which decreased total open position to 496
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 8.45, which was -1.1 lower than the previous day. The implied volatity was 21.68, the open interest changed by 150 which increased total open position to 509
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 9.75, which was 0 lower than the previous day. The implied volatity was 19.74, the open interest changed by 40 which increased total open position to 359
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 9.9, which was -5.65 lower than the previous day. The implied volatity was 18.91, the open interest changed by 53 which increased total open position to 319
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 15, which was -9.85 lower than the previous day. The implied volatity was 17.24, the open interest changed by 129 which increased total open position to 266
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 24.8, which was 0.8 higher than the previous day. The implied volatity was 16.73, the open interest changed by 126 which increased total open position to 137
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 25, which was 0.15 higher than the previous day. The implied volatity was 17.18, the open interest changed by 11 which increased total open position to 11
