NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 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 | 2710.65 | 0 | 0.00 | 0 | 1 | 0 | |||
| 2 Apr | 23332.35 | 2710.65 | 0 | 0.00 | 0 | 1 | 0 | |||
| 1 Apr | 23165.70 | 2710.65 | 0 | 0.00 | 0 | 1 | 0 | |||
| 28 Mar | 23519.35 | 2710.65 | 0 | 0.00 | 0 | 1 | 0 | |||
| 27 Mar | 23591.95 | 2710.65 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 23486.85 | 2710.65 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 2710.65 | 290.15 | 41.69 | 2 | 1 | 1 | |||
| 24 Mar | 23658.35 | 2420.5 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 21 Mar | 23350.40 | 2420.5 | 757.4 | 19.70 | 1 | 0 | 0 | |||
| 20 Mar | 23190.65 | 1663.1 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 22907.60 | 1663.1 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 1663.1 | 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 21050 expiring on 09APR2025
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 2710.65, 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 2710.65, 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 2710.65, 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 2710.65, 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 2710.65, 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 2710.65, 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 2710.65, which was 290.15 higher than the previous day. The implied volatity was 41.69, 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 2420.5, 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 2420.5, which was 757.4 higher than the previous day. The implied volatity was 19.70, 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 1663.1, 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 1663.1, 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 1663.1, 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 21050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.34
Theta: -0.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 1.05 | -1.25 | 29.65 | 12,128 | 4,676 | 4,900 |
| 2 Apr | 23332.35 | 2.2 | -0.45 | 30.87 | 521 | 17 | 224 |
| 1 Apr | 23165.70 | 2.4 | -0.2 | 27.65 | 760 | 114 | 207 |
| 28 Mar | 23519.35 | 2.65 | -1.25 | 25.78 | 215 | 45 | 93 |
| 27 Mar | 23591.95 | 3.9 | -0.35 | 26.95 | 56 | -6 | 48 |
| 26 Mar | 23486.85 | 4.25 | -2.4 | 25.18 | 116 | -6 | 54 |
| 25 Mar | 23668.65 | 6.65 | 1.1 | 27.09 | 11 | 0 | 60 |
| 24 Mar | 23658.35 | 5.55 | -0.2 | 26.16 | 79 | 53 | 60 |
| 21 Mar | 23350.40 | 5.75 | -12 | 21.96 | 4 | 7 | 7 |
| 20 Mar | 23190.65 | 17.75 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 22907.60 | 17.75 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 17.75 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 17.75 | -10.15 | 17.35 | 7 | 0 | 0 |
| 13 Mar | 22397.20 | 27.9 | 0 | 5.80 | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 27.9 | 0 | 5.93 | 0 | 0 | 0 |
For Nifty - strike price 21050 expiring on 09APR2025
Delta for 21050 PE is -0.00
Historical price for 21050 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1.05, which was -1.25 lower than the previous day. The implied volatity was 29.65, the open interest changed by 4676 which increased total open position to 4900
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 2.2, which was -0.45 lower than the previous day. The implied volatity was 30.87, the open interest changed by 17 which increased total open position to 224
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2.4, which was -0.2 lower than the previous day. The implied volatity was 27.65, the open interest changed by 114 which increased total open position to 207
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2.65, which was -1.25 lower than the previous day. The implied volatity was 25.78, the open interest changed by 45 which increased total open position to 93
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 3.9, which was -0.35 lower than the previous day. The implied volatity was 26.95, the open interest changed by -6 which decreased total open position to 48
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 4.25, which was -2.4 lower than the previous day. The implied volatity was 25.18, the open interest changed by -6 which decreased total open position to 54
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 6.65, which was 1.1 higher than the previous day. The implied volatity was 27.09, the open interest changed by 0 which decreased total open position to 60
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 5.55, which was -0.2 lower than the previous day. The implied volatity was 26.16, the open interest changed by 53 which increased total open position to 60
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 5.75, which was -12 lower than the previous day. The implied volatity was 21.96, the open interest changed by 7 which increased total open position to 7
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 17.75, 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 17.75, 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 17.75, 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 17.75, which was -10.15 lower than the previous day. The implied volatity was 17.35, 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 27.9, which was 0 lower than the previous day. The implied volatity was 5.80, 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 27.9, which was 0 lower than the previous day. The implied volatity was 5.93, the open interest changed by 0 which decreased total open position to 0
