NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 03APR2025 21050 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 | 2672.5 | 0 | 0.00 | 0 | 2 | 0 | |||
| 2 Apr | 23332.35 | 2672.5 | 0 | 0.00 | 0 | 2 | 0 | |||
| 1 Apr | 23165.70 | 2672.5 | 0 | 0.00 | 0 | 2 | 0 | |||
| 28 Mar | 23519.35 | 2672.5 | 0 | 0.00 | 0 | 2 | 0 | |||
| 27 Mar | 23591.95 | 2672.5 | 0 | 0.00 | 0 | 2 | 0 | |||
| 26 Mar | 23486.85 | 2672.5 | 0 | 0.00 | 0 | 2 | 0 | |||
| 25 Mar | 23668.65 | 2672.5 | -41 | 52.53 | 1 | 2 | 10 | |||
| 24 Mar | 23658.35 | 2713.9 | 336.45 | 43.71 | 2 | 1 | 8 | |||
| 21 Mar | 23350.40 | 2377.45 | 179.4 | - | 1 | 5 | 7 | |||
| 20 Mar | 23190.65 | 2197.9 | 324.7 | 20.15 | 5 | 2 | 2 | |||
| 19 Mar | 22907.60 | 1874.75 | 1.55 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 1874.75 | -182.2 | - | 2 | 0 | 0 | |||
| 17 Mar | 22508.75 | 2056.95 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 22397.20 | 2056.95 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 2056.95 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 2056.95 | 0 | - | 0 | 0 | 0 | |||
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| 10 Mar | 22460.30 | 2056.95 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 2056.95 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 22544.70 | 2056.95 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 22337.30 | 2056.95 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 22082.65 | 2056.95 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 22119.30 | 2056.95 | 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 21050 expiring on 03APR2025
Delta for 21050 CE is 0.00
Historical price for 21050 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 2672.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 2672.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2672.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2672.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 2672.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 2672.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 2672.5, which was -41 lower than the previous day. The implied volatity was 52.53, the open interest changed by 2 which increased total open position to 10
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 2713.9, which was 336.45 higher than the previous day. The implied volatity was 43.71, the open interest changed by 1 which increased total open position to 8
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 2377.45, which was 179.4 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 7
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 2197.9, which was 324.7 higher than the previous day. The implied volatity was 20.15, the open interest changed by 2 which increased total open position to 2
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1874.75, which was 1.55 higher 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 1874.75, which was -182.2 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 2056.95, 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 2056.95, 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 2056.95, 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 2056.95, 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 2056.95, 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 2056.95, 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 2056.95, 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 2056.95, 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 2056.95, 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 2056.95, 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 21050 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 | - | 44,035 | 2,368 | 6,848 |
| 2 Apr | 23332.35 | 0.5 | 0.1 | - | 1,34,020 | 1,568 | 4,480 |
| 1 Apr | 23165.70 | 0.4 | -0.65 | 45.16 | 26,321 | 2,370 | 2,912 |
| 28 Mar | 23519.35 | 0.9 | -1.3 | 31.97 | 13,838 | 399 | 542 |
| 27 Mar | 23591.95 | 2.1 | -0.15 | 33.65 | 1,156 | 20 | 143 |
| 26 Mar | 23486.85 | 1.85 | -0.65 | 29.72 | 307 | 26 | 123 |
| 25 Mar | 23668.65 | 2.5 | -0.4 | 30.45 | 647 | 0 | 97 |
| 24 Mar | 23658.35 | 3.1 | -0.2 | 30.34 | 415 | -33 | 97 |
| 21 Mar | 23350.40 | 3.25 | 0.15 | 24.29 | 652 | 52 | 130 |
| 20 Mar | 23190.65 | 2.2 | -2.85 | 20.88 | 97 | 68 | 78 |
| 19 Mar | 22907.60 | 5.05 | 0 | 20.36 | 1 | -1 | 10 |
| 18 Mar | 22834.30 | 5.05 | -3.9 | 19.22 | 14 | -5 | 11 |
| 17 Mar | 22508.75 | 8.95 | -13.3 | 17.50 | 24 | -2 | 16 |
| 13 Mar | 22397.20 | 22.25 | 0 | 17.69 | 1 | 18 | 18 |
| 12 Mar | 22470.50 | 22.25 | 0 | 0.00 | 0 | 5 | 0 |
| 11 Mar | 22497.90 | 22.25 | -1.7 | 18.22 | 2 | 5 | 18 |
| 10 Mar | 22460.30 | 23.95 | 1.95 | 17.48 | 110 | 4 | 13 |
| 7 Mar | 22552.50 | 22 | -3.75 | 17.11 | 11 | 6 | 9 |
| 6 Mar | 22544.70 | 25.75 | -21.85 | 17.35 | 12 | -7 | 3 |
| 5 Mar | 22337.30 | 47.6 | 27 | 18.14 | 12 | 10 | 10 |
| 4 Mar | 22082.65 | 20.6 | 0 | 4.50 | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 20.6 | 0 | 4.67 | 0 | 0 | 0 |
| 28 Feb | 22124.70 | 20.6 | 0 | 4.45 | 0 | 0 | 0 |
| 27 Feb | 22545.05 | 20.6 | 0 | 5.66 | 0 | 0 | 0 |
For Nifty - strike price 21050 expiring on 03APR2025
Delta for 21050 PE is -
Historical price for 21050 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 2368 which increased total open position to 6848
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 0.5, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 1568 which increased total open position to 4480
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 0.4, which was -0.65 lower than the previous day. The implied volatity was 45.16, the open interest changed by 2370 which increased total open position to 2912
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 0.9, which was -1.3 lower than the previous day. The implied volatity was 31.97, the open interest changed by 399 which increased total open position to 542
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 2.1, which was -0.15 lower than the previous day. The implied volatity was 33.65, the open interest changed by 20 which increased total open position to 143
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1.85, which was -0.65 lower than the previous day. The implied volatity was 29.72, the open interest changed by 26 which increased total open position to 123
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 2.5, which was -0.4 lower than the previous day. The implied volatity was 30.45, the open interest changed by 0 which decreased total open position to 97
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 3.1, which was -0.2 lower than the previous day. The implied volatity was 30.34, the open interest changed by -33 which decreased total open position to 97
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 3.25, which was 0.15 higher than the previous day. The implied volatity was 24.29, the open interest changed by 52 which increased total open position to 130
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 2.2, which was -2.85 lower than the previous day. The implied volatity was 20.88, the open interest changed by 68 which increased total open position to 78
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 5.05, which was 0 lower than the previous day. The implied volatity was 20.36, the open interest changed by -1 which decreased total open position to 10
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 5.05, which was -3.9 lower than the previous day. The implied volatity was 19.22, the open interest changed by -5 which decreased total open position to 11
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 8.95, which was -13.3 lower than the previous day. The implied volatity was 17.50, the open interest changed by -2 which decreased total open position to 16
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 22.25, which was 0 lower than the previous day. The implied volatity was 17.69, the open interest changed by 18 which increased total open position to 18
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 22.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 22.25, which was -1.7 lower than the previous day. The implied volatity was 18.22, the open interest changed by 5 which increased total open position to 18
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 23.95, which was 1.95 higher than the previous day. The implied volatity was 17.48, the open interest changed by 4 which increased total open position to 13
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 22, which was -3.75 lower than the previous day. The implied volatity was 17.11, the open interest changed by 6 which increased total open position to 9
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 25.75, which was -21.85 lower than the previous day. The implied volatity was 17.35, the open interest changed by -7 which decreased total open position to 3
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 47.6, which was 27 higher than the previous day. The implied volatity was 18.14, the open interest changed by 10 which increased total open position to 10
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 20.6, which was 0 lower than the previous day. The implied volatity was 4.50, 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 20.6, which was 0 lower than the previous day. The implied volatity was 4.67, 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 20.6, which was 0 lower than the previous day. The implied volatity was 4.45, 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 20.6, which was 0 lower than the previous day. The implied volatity was 5.66, the open interest changed by 0 which decreased total open position to 0
