NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 21100 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 | 2659.95 | 0 | 0.00 | 0 | 1 | 0 | |||
| 2 Apr | 23332.35 | 2659.95 | 0 | 0.00 | 0 | 1 | 0 | |||
| 1 Apr | 23165.70 | 2659.95 | 0 | 0.00 | 0 | 1 | 0 | |||
| 28 Mar | 23519.35 | 2659.95 | 0 | 0.00 | 0 | 1 | 0 | |||
| 27 Mar | 23591.95 | 2659.95 | 0 | 0.00 | 0 | 1 | 0 | |||
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| 26 Mar | 23486.85 | 2659.95 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 2659.95 | 288.95 | 40.91 | 1 | 1 | 1 | |||
| 24 Mar | 23658.35 | 2371 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 23350.40 | 2371 | 754.25 | 19.99 | 1 | 0 | 0 | |||
| 20 Mar | 23190.65 | 1616.75 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 22907.60 | 1616.75 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 1616.75 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 22508.75 | 1616.75 | 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 21100 expiring on 09APR2025
Delta for 21100 CE is 0.00
Historical price for 21100 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 2659.95, 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 2659.95, 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 2659.95, 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 2659.95, 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 2659.95, 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 2659.95, 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 2659.95, which was 288.95 higher than the previous day. The implied volatity was 40.91, 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 2371, 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 2371, which was 754.25 higher than the previous day. The implied volatity was 19.99, 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 1616.75, 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 1616.75, 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 1616.75, 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 1616.75, 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 21100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.37
Theta: -0.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 1.15 | -1.25 | 29.30 | 23,513 | 6,428 | 7,209 |
| 2 Apr | 23332.35 | 2.35 | -0.2 | 30.48 | 2,423 | 255 | 781 |
| 1 Apr | 23165.70 | 2.8 | 0 | 27.58 | 805 | 467 | 526 |
| 28 Mar | 23519.35 | 2.9 | -1.55 | 25.57 | 188 | 30 | 59 |
| 27 Mar | 23591.95 | 4.3 | -0.45 | 26.88 | 57 | 29 | 29 |
| 26 Mar | 23486.85 | 4.75 | -26.45 | 25.08 | 20 | 0 | 0 |
| 25 Mar | 23668.65 | 31.2 | 0 | 12.95 | 0 | 0 | 0 |
| 24 Mar | 23658.35 | 31.2 | 0 | 12.89 | 0 | 0 | 0 |
| 21 Mar | 23350.40 | 31.2 | 0 | 10.47 | 0 | 0 | 0 |
| 20 Mar | 23190.65 | 31.2 | 0 | 9.59 | 0 | 0 | 0 |
| 19 Mar | 22907.60 | 31.2 | 0 | 8.49 | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 31.2 | 0 | 8.09 | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 31.2 | 0 | 6.72 | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 31.2 | 0 | 5.56 | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 31.2 | 0 | 5.78 | 0 | 0 | 0 |
For Nifty - strike price 21100 expiring on 09APR2025
Delta for 21100 PE is -0.00
Historical price for 21100 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1.15, which was -1.25 lower than the previous day. The implied volatity was 29.30, the open interest changed by 6428 which increased total open position to 7209
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 2.35, which was -0.2 lower than the previous day. The implied volatity was 30.48, the open interest changed by 255 which increased total open position to 781
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2.8, which was 0 lower than the previous day. The implied volatity was 27.58, the open interest changed by 467 which increased total open position to 526
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2.9, which was -1.55 lower than the previous day. The implied volatity was 25.57, the open interest changed by 30 which increased total open position to 59
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 4.3, which was -0.45 lower than the previous day. The implied volatity was 26.88, the open interest changed by 29 which increased total open position to 29
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 4.75, which was -26.45 lower than the previous day. The implied volatity was 25.08, the open interest changed by 0 which decreased total open position to 0
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 31.2, which was 0 lower than the previous day. The implied volatity was 12.95, the open interest changed by 0 which decreased total open position to 0
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 31.2, which was 0 lower than the previous day. The implied volatity was 12.89, 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 31.2, which was 0 lower than the previous day. The implied volatity was 10.47, 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 31.2, which was 0 lower than the previous day. The implied volatity was 9.59, 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 31.2, which was 0 lower than the previous day. The implied volatity was 8.49, 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 31.2, which was 0 lower than the previous day. The implied volatity was 8.09, 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 31.2, which was 0 lower than the previous day. The implied volatity was 6.72, 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 31.2, which was 0 lower than the previous day. The implied volatity was 5.56, 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 31.2, which was 0 lower than the previous day. The implied volatity was 5.78, the open interest changed by 0 which decreased total open position to 0
