NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 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 | |||
| 1 Apr | 23165.70 | 2660.5 | 0 | 0.00 | 0 | 1 | 0 | |||
| 28 Mar | 23519.35 | 2660.5 | 0 | 0.00 | 0 | 1 | 0 | |||
| 27 Mar | 23591.95 | 2660.5 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 23486.85 | 2660.5 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 2660.5 | -0.45 | 58.48 | 2 | 1 | 4 | |||
| 24 Mar | 23658.35 | 2660.95 | 330.5 | 40.78 | 1 | 1 | 3 | |||
| 21 Mar | 23350.40 | 2330.45 | 177.15 | - | 1 | 1 | 2 | |||
| 20 Mar | 23190.65 | 2153.3 | 331 | 22.72 | 1 | 1 | 1 | |||
| 19 Mar | 22907.60 | 1822.3 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 1822.3 | -187.4 | - | 1 | 0 | 0 | |||
| 17 Mar | 22508.75 | 2009.7 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 22397.20 | 2009.7 | 0 | - | 0 | 0 | 0 | |||
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| 12 Mar | 22470.50 | 2009.7 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 2009.7 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 2009.7 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 2009.7 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 22544.70 | 2009.7 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 22337.30 | 2009.7 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 22082.65 | 2009.7 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 22119.30 | 2009.7 | 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 21100 expiring on 03APR2025
Delta for 21100 CE is 0.00
Historical price for 21100 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2660.5, 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 2660.5, 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 2660.5, 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 2660.5, 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 2660.5, which was -0.45 lower than the previous day. The implied volatity was 58.48, the open interest changed by 1 which increased total open position to 4
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 2660.95, which was 330.5 higher than the previous day. The implied volatity was 40.78, the open interest changed by 1 which increased total open position to 3
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 2330.45, which was 177.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 2153.3, which was 331 higher than the previous day. The implied volatity was 22.72, the open interest changed by 1 which increased total open position to 1
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1822.3, 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 1822.3, which was -187.4 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 2009.7, 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 2009.7, 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 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 2009.7, 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 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 2009.7, 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 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 2009.7, 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 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 2009.7, 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 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 2009.7, 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 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 2009.7, 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 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 2009.7, 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 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 2009.7, 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 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 21100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.00
Vega: 0.09
Theta: -0.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 0.35 | -0.75 | 43.62 | 28,198 | -10 | 3,342 |
| 28 Mar | 23519.35 | 0.9 | -1.4 | 31.35 | 27,531 | 473 | 3,352 |
| 27 Mar | 23591.95 | 1.95 | -0.5 | 32.76 | 13,439 | 1,776 | 2,879 |
| 26 Mar | 23486.85 | 2.4 | -0.35 | 30.04 | 2,058 | 547 | 1,103 |
| 25 Mar | 23668.65 | 2.15 | -0.8 | 29.38 | 5,970 | -148 | 556 |
| 24 Mar | 23658.35 | 3 | -0.45 | 29.69 | 1,952 | 33 | 704 |
| 21 Mar | 23350.40 | 3.45 | 0 | 24.00 | 1,962 | -3 | 671 |
| 20 Mar | 23190.65 | 2.65 | -2.35 | 20.91 | 820 | 43 | 674 |
| 19 Mar | 22907.60 | 5.4 | 0.05 | 20.08 | 341 | 173 | 631 |
| 18 Mar | 22834.30 | 5.55 | -3.2 | 19.02 | 897 | 337 | 458 |
| 17 Mar | 22508.75 | 8.75 | -7.55 | 16.95 | 1,883 | 63 | 121 |
| 13 Mar | 22397.20 | 18 | -1.15 | 16.45 | 83 | 9 | 58 |
| 12 Mar | 22470.50 | 19.65 | -5.85 | 17.17 | 77 | 18 | 49 |
| 11 Mar | 22497.90 | 25.5 | -2.65 | 18.27 | 35 | -13 | 31 |
| 10 Mar | 22460.30 | 28.15 | 5.1 | 17.63 | 76 | 28 | 44 |
| 7 Mar | 22552.50 | 24.6 | -0.45 | 17.07 | 64 | 2 | 16 |
| 6 Mar | 22544.70 | 25.05 | -10.05 | 16.77 | 70 | -46 | 14 |
| 5 Mar | 22337.30 | 36.6 | -12.75 | 16.52 | 185 | 55 | 60 |
| 4 Mar | 22082.65 | 49.35 | 19.35 | 15.21 | 6 | 5 | 5 |
| 3 Mar | 22119.30 | 30 | 0 | 0.00 | 0 | 1 | 0 |
| 28 Feb | 22124.70 | 30 | 0 | 0.00 | 0 | 1 | 0 |
| 27 Feb | 22545.05 | 30 | 5.85 | 15.84 | 1 | 1 | 1 |
For Nifty - strike price 21100 expiring on 03APR2025
Delta for 21100 PE is -0.00
Historical price for 21100 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 0.35, which was -0.75 lower than the previous day. The implied volatity was 43.62, the open interest changed by -10 which decreased total open position to 3342
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 0.9, which was -1.4 lower than the previous day. The implied volatity was 31.35, the open interest changed by 473 which increased total open position to 3352
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1.95, which was -0.5 lower than the previous day. The implied volatity was 32.76, the open interest changed by 1776 which increased total open position to 2879
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 2.4, which was -0.35 lower than the previous day. The implied volatity was 30.04, the open interest changed by 547 which increased total open position to 1103
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 2.15, which was -0.8 lower than the previous day. The implied volatity was 29.38, the open interest changed by -148 which decreased total open position to 556
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 3, which was -0.45 lower than the previous day. The implied volatity was 29.69, the open interest changed by 33 which increased total open position to 704
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 3.45, which was 0 lower than the previous day. The implied volatity was 24.00, the open interest changed by -3 which decreased total open position to 671
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 2.65, which was -2.35 lower than the previous day. The implied volatity was 20.91, the open interest changed by 43 which increased total open position to 674
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 5.4, which was 0.05 higher than the previous day. The implied volatity was 20.08, the open interest changed by 173 which increased total open position to 631
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 5.55, which was -3.2 lower than the previous day. The implied volatity was 19.02, the open interest changed by 337 which increased total open position to 458
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 8.75, which was -7.55 lower than the previous day. The implied volatity was 16.95, the open interest changed by 63 which increased total open position to 121
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 18, which was -1.15 lower than the previous day. The implied volatity was 16.45, the open interest changed by 9 which increased total open position to 58
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 19.65, which was -5.85 lower than the previous day. The implied volatity was 17.17, the open interest changed by 18 which increased total open position to 49
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 25.5, which was -2.65 lower than the previous day. The implied volatity was 18.27, the open interest changed by -13 which decreased total open position to 31
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 28.15, which was 5.1 higher than the previous day. The implied volatity was 17.63, the open interest changed by 28 which increased total open position to 44
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 24.6, which was -0.45 lower than the previous day. The implied volatity was 17.07, the open interest changed by 2 which increased total open position to 16
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 25.05, which was -10.05 lower than the previous day. The implied volatity was 16.77, the open interest changed by -46 which decreased total open position to 14
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 36.6, which was -12.75 lower than the previous day. The implied volatity was 16.52, the open interest changed by 55 which increased total open position to 60
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 49.35, which was 19.35 higher than the previous day. The implied volatity was 15.21, the open interest changed by 5 which increased total open position to 5
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 30, 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 Feb NIFTY was trading at 22124.70. The strike last trading price was 30, 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 Feb NIFTY was trading at 22545.05. The strike last trading price was 30, which was 5.85 higher than the previous day. The implied volatity was 15.84, the open interest changed by 1 which increased total open position to 1
