NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 21150 CE | ||||||||||
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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 | 2098.5 | -512 | - | 2 | 3 | 3 | |||
| 2 Apr | 23332.35 | 2610.5 | 0 | 0.00 | 0 | 1 | 0 | |||
| 1 Apr | 23165.70 | 2610.5 | 0 | 0.00 | 0 | 1 | 0 | |||
| 28 Mar | 23519.35 | 2610.5 | 0 | 0.00 | 0 | 1 | 0 | |||
| 27 Mar | 23591.95 | 2610.5 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 23486.85 | 2610.5 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 2610.5 | -44.5 | 40.32 | 1 | 1 | 2 | |||
| 24 Mar | 23658.35 | 2655 | 344.8 | 34.31 | 1 | 1 | 1 | |||
| 21 Mar | 23350.40 | 2310.2 | 739.45 | - | 1 | 0 | 0 | |||
| 20 Mar | 23190.65 | 1570.75 | 0 | - | 0 | 0 | 0 | |||
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| 19 Mar | 22907.60 | 1570.75 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 1570.75 | 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 21150 expiring on 09APR2025
Delta for 21150 CE is -
Historical price for 21150 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 2098.5, which was -512 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 2610.5, 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 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2610.5, 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 2610.5, 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 2610.5, 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 2610.5, 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 2610.5, which was -44.5 lower than the previous day. The implied volatity was 40.32, the open interest changed by 1 which increased total open position to 2
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 2655, which was 344.8 higher than the previous day. The implied volatity was 34.31, the open interest changed by 1 which increased total open position to 1
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 2310.2, which was 739.45 higher than the previous day. The implied volatity was -, 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 1570.75, 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 1570.75, 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 1570.75, 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 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 21150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.41
Theta: -0.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 1.3 | -1.1 | 29.05 | 4,687 | 1,027 | 1,228 |
| 2 Apr | 23332.35 | 2.5 | -0.1 | 30.08 | 829 | -62 | 201 |
| 1 Apr | 23165.70 | 2.45 | -0.45 | 26.54 | 572 | 208 | 263 |
| 28 Mar | 23519.35 | 2.75 | -2.35 | 24.92 | 149 | -14 | 55 |
| 27 Mar | 23591.95 | 4.9 | -1.7 | 26.78 | 120 | 35 | 69 |
| 26 Mar | 23486.85 | 6.6 | 0.1 | 25.77 | 86 | -36 | 34 |
| 25 Mar | 23668.65 | 6.65 | 0 | 26.15 | 109 | 62 | 70 |
| 24 Mar | 23658.35 | 6.65 | -0.2 | 25.91 | 2 | 0 | 8 |
| 21 Mar | 23350.40 | 6.85 | -13.85 | 21.67 | 15 | 8 | 8 |
| 20 Mar | 23190.65 | 20.7 | 0 | 0.00 | 0 | 6 | 0 |
| 19 Mar | 22907.60 | 20.7 | 0 | 0.00 | 0 | 6 | 0 |
| 18 Mar | 22834.30 | 20.7 | 0 | 0.00 | 0 | 6 | 0 |
| 17 Mar | 22508.75 | 20.7 | -14.2 | 16.96 | 14 | 6 | 6 |
| 13 Mar | 22397.20 | 34.9 | 0 | 5.46 | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 34.9 | 0 | 5.15 | 0 | 0 | 0 |
For Nifty - strike price 21150 expiring on 09APR2025
Delta for 21150 PE is -0.00
Historical price for 21150 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1.3, which was -1.1 lower than the previous day. The implied volatity was 29.05, the open interest changed by 1027 which increased total open position to 1228
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 2.5, which was -0.1 lower than the previous day. The implied volatity was 30.08, the open interest changed by -62 which decreased total open position to 201
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2.45, which was -0.45 lower than the previous day. The implied volatity was 26.54, the open interest changed by 208 which increased total open position to 263
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2.75, which was -2.35 lower than the previous day. The implied volatity was 24.92, the open interest changed by -14 which decreased total open position to 55
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 4.9, which was -1.7 lower than the previous day. The implied volatity was 26.78, the open interest changed by 35 which increased total open position to 69
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 6.6, which was 0.1 higher than the previous day. The implied volatity was 25.77, the open interest changed by -36 which decreased total open position to 34
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 6.65, which was 0 lower than the previous day. The implied volatity was 26.15, the open interest changed by 62 which increased total open position to 70
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 6.65, which was -0.2 lower than the previous day. The implied volatity was 25.91, the open interest changed by 0 which decreased total open position to 8
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 6.85, which was -13.85 lower than the previous day. The implied volatity was 21.67, the open interest changed by 8 which increased total open position to 8
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 20.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 20.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 20.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 20.7, which was -14.2 lower than the previous day. The implied volatity was 16.96, the open interest changed by 6 which increased total open position to 6
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 34.9, which was 0 lower than the previous day. The implied volatity was 5.46, 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 34.9, which was 0 lower than the previous day. The implied volatity was 5.15, the open interest changed by 0 which decreased total open position to 0
