NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 21000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 2200 | -324.95 | - | 74 | 10 | 577 | |||
| 28 Mar | 23519.35 | 2525 | -148.65 | - | 514 | 159 | 567 | |||
| 27 Mar | 23591.95 | 2688.75 | 73.75 | 55.92 | 586 | 315 | 408 | |||
| 26 Mar | 23486.85 | 2615 | -160 | 61.65 | 78 | 40 | 93 | |||
| 25 Mar | 23668.65 | 2740 | -5.2 | 56.65 | 47 | 36 | 53 | |||
| 24 Mar | 23658.35 | 2776 | 356 | 47.47 | 17 | 12 | 17 | |||
| 21 Mar | 23350.40 | 2420 | 166.85 | - | 5 | 3 | 5 | |||
| 20 Mar | 23190.65 | 2253.15 | 248.15 | 21.01 | 1 | 1 | 2 | |||
| 19 Mar | 22907.60 | 2005 | 91.6 | 22.04 | 1 | 1 | 1 | |||
| 18 Mar | 22834.30 | 1913.4 | -190.95 | - | 1 | 0 | 0 | |||
| 17 Mar | 22508.75 | 2104.35 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 22397.20 | 2104.35 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 2104.35 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 2104.35 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 2104.35 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 2104.35 | 0 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 6 Mar | 22544.70 | 2104.35 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 22337.30 | 2104.35 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 22082.65 | 2104.35 | 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 21000 expiring on 03APR2025
Delta for 21000 CE is -
Historical price for 21000 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2200, which was -324.95 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 577
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2525, which was -148.65 lower than the previous day. The implied volatity was -, the open interest changed by 159 which increased total open position to 567
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 2688.75, which was 73.75 higher than the previous day. The implied volatity was 55.92, the open interest changed by 315 which increased total open position to 408
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 2615, which was -160 lower than the previous day. The implied volatity was 61.65, the open interest changed by 40 which increased total open position to 93
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 2740, which was -5.2 lower than the previous day. The implied volatity was 56.65, the open interest changed by 36 which increased total open position to 53
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 2776, which was 356 higher than the previous day. The implied volatity was 47.47, the open interest changed by 12 which increased total open position to 17
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 2420, which was 166.85 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 5
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 2253.15, which was 248.15 higher than the previous day. The implied volatity was 21.01, the open interest changed by 1 which increased total open position to 2
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 2005, which was 91.6 higher than the previous day. The implied volatity was 22.04, the open interest changed by 1 which increased total open position to 1
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 1913.4, which was -190.95 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 2104.35, 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 2104.35, 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 2104.35, 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 2104.35, 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 2104.35, 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 2104.35, 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 2104.35, 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 2104.35, 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 2104.35, 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 21000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.00
Vega: 0.09
Theta: -0.97
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 0.35 | -0.7 | 45.62 | 1,92,897 | -3,476 | 53,371 |
| 28 Mar | 23519.35 | 1.05 | -1.2 | 33.09 | 1,76,123 | 4,038 | 56,847 |
| 27 Mar | 23591.95 | 1.7 | -0.65 | 33.46 | 1,23,030 | 32,704 | 52,809 |
| 26 Mar | 23486.85 | 2.4 | -0.25 | 31.21 | 28,735 | 9,823 | 20,105 |
| 25 Mar | 23668.65 | 2.55 | -0.5 | 31.07 | 21,179 | 1,747 | 10,282 |
| 24 Mar | 23658.35 | 3.1 | -0.35 | 30.87 | 15,676 | 2,288 | 8,535 |
| 21 Mar | 23350.40 | 3.6 | 0.15 | 25.08 | 8,493 | 1,014 | 6,247 |
| 20 Mar | 23190.65 | 3.2 | -1.9 | 22.32 | 16,087 | 1,976 | 5,233 |
| 19 Mar | 22907.60 | 4.9 | 0 | 20.74 | 4,849 | 1,903 | 3,257 |
| 18 Mar | 22834.30 | 5 | -2.55 | 19.65 | 3,672 | 481 | 1,354 |
| 17 Mar | 22508.75 | 7.5 | -6.6 | 17.47 | 2,464 | 21 | 873 |
| 13 Mar | 22397.20 | 14 | -1.9 | 16.58 | 937 | 75 | 852 |
| 12 Mar | 22470.50 | 17 | -3.8 | 17.61 | 1,356 | 228 | 777 |
| 11 Mar | 22497.90 | 19.55 | -5.25 | 18.21 | 544 | 161 | 549 |
| 10 Mar | 22460.30 | 26 | 4.35 | 18.26 | 1,105 | 138 | 388 |
| 7 Mar | 22552.50 | 21.95 | -3 | 17.53 | 350 | 87 | 250 |
| 6 Mar | 22544.70 | 23.9 | -5.95 | 17.50 | 223 | 69 | 163 |
| 5 Mar | 22337.30 | 29.7 | 11.25 | 16.61 | 323 | 94 | 94 |
| 4 Mar | 22082.65 | 18.45 | 0 | 4.68 | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 18.45 | 0 | 4.84 | 0 | 0 | 0 |
| 28 Feb | 22124.70 | 18.45 | 0 | 4.63 | 0 | 0 | 0 |
| 27 Feb | 22545.05 | 18.45 | 0 | 5.82 | 0 | 0 | 0 |
For Nifty - strike price 21000 expiring on 03APR2025
Delta for 21000 PE is -0.00
Historical price for 21000 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 0.35, which was -0.7 lower than the previous day. The implied volatity was 45.62, the open interest changed by -3476 which decreased total open position to 53371
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1.05, which was -1.2 lower than the previous day. The implied volatity was 33.09, the open interest changed by 4038 which increased total open position to 56847
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1.7, which was -0.65 lower than the previous day. The implied volatity was 33.46, the open interest changed by 32704 which increased total open position to 52809
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 2.4, which was -0.25 lower than the previous day. The implied volatity was 31.21, the open interest changed by 9823 which increased total open position to 20105
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 2.55, which was -0.5 lower than the previous day. The implied volatity was 31.07, the open interest changed by 1747 which increased total open position to 10282
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 3.1, which was -0.35 lower than the previous day. The implied volatity was 30.87, the open interest changed by 2288 which increased total open position to 8535
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 3.6, which was 0.15 higher than the previous day. The implied volatity was 25.08, the open interest changed by 1014 which increased total open position to 6247
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 3.2, which was -1.9 lower than the previous day. The implied volatity was 22.32, the open interest changed by 1976 which increased total open position to 5233
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 4.9, which was 0 lower than the previous day. The implied volatity was 20.74, the open interest changed by 1903 which increased total open position to 3257
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 5, which was -2.55 lower than the previous day. The implied volatity was 19.65, the open interest changed by 481 which increased total open position to 1354
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 7.5, which was -6.6 lower than the previous day. The implied volatity was 17.47, the open interest changed by 21 which increased total open position to 873
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 14, which was -1.9 lower than the previous day. The implied volatity was 16.58, the open interest changed by 75 which increased total open position to 852
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 17, which was -3.8 lower than the previous day. The implied volatity was 17.61, the open interest changed by 228 which increased total open position to 777
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 19.55, which was -5.25 lower than the previous day. The implied volatity was 18.21, the open interest changed by 161 which increased total open position to 549
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 26, which was 4.35 higher than the previous day. The implied volatity was 18.26, the open interest changed by 138 which increased total open position to 388
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 21.95, which was -3 lower than the previous day. The implied volatity was 17.53, the open interest changed by 87 which increased total open position to 250
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 23.9, which was -5.95 lower than the previous day. The implied volatity was 17.50, the open interest changed by 69 which increased total open position to 163
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 29.7, which was 11.25 higher than the previous day. The implied volatity was 16.61, the open interest changed by 94 which increased total open position to 94
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 18.45, which was 0 lower than the previous day. The implied volatity was 4.68, 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 18.45, which was 0 lower than the previous day. The implied volatity was 4.84, 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 18.45, which was 0 lower than the previous day. The implied volatity was 4.63, 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 18.45, which was 0 lower than the previous day. The implied volatity was 5.82, the open interest changed by 0 which decreased total open position to 0
