NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 21200 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 | 2526.2 | 0.1 | 0.00 | 0 | 4 | 0 | |||
| 28 Mar | 23519.35 | 2526.2 | 0.1 | 0.00 | 0 | 4 | 0 | |||
| 27 Mar | 23591.95 | 2526.2 | 0.1 | 0.00 | 0 | 4 | 0 | |||
| 26 Mar | 23486.85 | 2526.2 | 0.1 | 0.00 | 0 | 4 | 0 | |||
| 25 Mar | 23668.65 | 2526.2 | -38 | 50.19 | 2 | 4 | 11 | |||
| 24 Mar | 23658.35 | 2565.4 | 333.15 | 40.60 | 5 | 2 | 7 | |||
| 21 Mar | 23350.40 | 2232.25 | 177.25 | - | 1 | 1 | 5 | |||
| 20 Mar | 23190.65 | 2055 | 330.2 | 19.31 | 1 | 4 | 4 | |||
| 19 Mar | 22907.60 | 1724.8 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 18 Mar | 22834.30 | 1724.8 | -191.1 | - | 4 | 0 | 0 | |||
| 17 Mar | 22508.75 | 1915.9 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 22397.20 | 1915.9 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 1915.9 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 1915.9 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 1915.9 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 1915.9 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 22544.70 | 1915.9 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 22337.30 | 1915.9 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 22082.65 | 1915.9 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 22119.30 | 1915.9 | 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 21200 expiring on 03APR2025
Delta for 21200 CE is 0.00
Historical price for 21200 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2526.2, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2526.2, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 2526.2, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 2526.2, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 2526.2, which was -38 lower than the previous day. The implied volatity was 50.19, the open interest changed by 4 which increased total open position to 11
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 2565.4, which was 333.15 higher than the previous day. The implied volatity was 40.60, the open interest changed by 2 which increased total open position to 7
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 2232.25, which was 177.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 2055, which was 330.2 higher than the previous day. The implied volatity was 19.31, the open interest changed by 4 which increased total open position to 4
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1724.8, 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 1724.8, which was -191.1 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 1915.9, 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 1915.9, 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 1915.9, 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 1915.9, 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 1915.9, 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 1915.9, 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 1915.9, 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 1915.9, 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 1915.9, 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 1915.9, 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 21200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.10
Theta: -1.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 0.4 | -0.8 | 42.13 | 37,815 | 985 | 3,451 |
| 28 Mar | 23519.35 | 1.1 | -1.25 | 30.75 | 45,303 | -2,730 | 2,466 |
| 27 Mar | 23591.95 | 2.1 | -0.4 | 31.81 | 19,926 | 4,525 | 5,196 |
| 26 Mar | 23486.85 | 2.55 | -0.25 | 29.09 | 2,379 | 49 | 671 |
| 25 Mar | 23668.65 | 2.35 | -0.8 | 28.59 | 5,378 | -163 | 622 |
| 24 Mar | 23658.35 | 3.3 | -0.4 | 28.97 | 1,907 | 294 | 785 |
| 21 Mar | 23350.40 | 3.8 | -0.25 | 23.34 | 1,153 | 48 | 491 |
| 20 Mar | 23190.65 | 3.7 | -2.05 | 20.88 | 2,132 | 242 | 443 |
| 19 Mar | 22907.60 | 6.25 | -0.3 | 19.55 | 301 | -15 | 201 |
| 18 Mar | 22834.30 | 6.5 | -3.7 | 18.53 | 546 | -139 | 216 |
| 17 Mar | 22508.75 | 9.75 | -8.7 | 16.28 | 2,350 | 21 | 355 |
| 13 Mar | 22397.20 | 20.25 | -2.05 | 15.86 | 484 | 192 | 334 |
| 12 Mar | 22470.50 | 23.2 | -3.35 | 16.80 | 121 | 76 | 142 |
| 11 Mar | 22497.90 | 26.5 | -5 | 17.45 | 191 | -14 | 66 |
| 10 Mar | 22460.30 | 32 | 5.75 | 17.15 | 72 | 49 | 80 |
| 7 Mar | 22552.50 | 27.1 | -4.6 | 16.54 | 64 | 6 | 31 |
| 6 Mar | 22544.70 | 31.85 | -9.2 | 16.83 | 78 | -39 | 25 |
| 5 Mar | 22337.30 | 41.85 | -22.75 | 16.14 | 127 | 50 | 64 |
| 4 Mar | 22082.65 | 65.95 | 7.95 | 15.53 | 18 | 10 | 14 |
| 3 Mar | 22119.30 | 58 | -10.25 | 15.32 | 5 | 0 | 4 |
| 28 Feb | 22124.70 | 68.25 | 39.95 | 15.39 | 5 | 4 | 4 |
| 27 Feb | 22545.05 | 28.3 | 0 | 5.16 | 0 | 0 | 0 |
For Nifty - strike price 21200 expiring on 03APR2025
Delta for 21200 PE is -0.00
Historical price for 21200 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 0.4, which was -0.8 lower than the previous day. The implied volatity was 42.13, the open interest changed by 985 which increased total open position to 3451
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1.1, which was -1.25 lower than the previous day. The implied volatity was 30.75, the open interest changed by -2730 which decreased total open position to 2466
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 2.1, which was -0.4 lower than the previous day. The implied volatity was 31.81, the open interest changed by 4525 which increased total open position to 5196
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 2.55, which was -0.25 lower than the previous day. The implied volatity was 29.09, the open interest changed by 49 which increased total open position to 671
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 2.35, which was -0.8 lower than the previous day. The implied volatity was 28.59, the open interest changed by -163 which decreased total open position to 622
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 3.3, which was -0.4 lower than the previous day. The implied volatity was 28.97, the open interest changed by 294 which increased total open position to 785
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 3.8, which was -0.25 lower than the previous day. The implied volatity was 23.34, the open interest changed by 48 which increased total open position to 491
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 3.7, which was -2.05 lower than the previous day. The implied volatity was 20.88, the open interest changed by 242 which increased total open position to 443
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 6.25, which was -0.3 lower than the previous day. The implied volatity was 19.55, the open interest changed by -15 which decreased total open position to 201
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 6.5, which was -3.7 lower than the previous day. The implied volatity was 18.53, the open interest changed by -139 which decreased total open position to 216
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 9.75, which was -8.7 lower than the previous day. The implied volatity was 16.28, the open interest changed by 21 which increased total open position to 355
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 20.25, which was -2.05 lower than the previous day. The implied volatity was 15.86, the open interest changed by 192 which increased total open position to 334
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 23.2, which was -3.35 lower than the previous day. The implied volatity was 16.80, the open interest changed by 76 which increased total open position to 142
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 26.5, which was -5 lower than the previous day. The implied volatity was 17.45, the open interest changed by -14 which decreased total open position to 66
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 32, which was 5.75 higher than the previous day. The implied volatity was 17.15, the open interest changed by 49 which increased total open position to 80
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 27.1, which was -4.6 lower than the previous day. The implied volatity was 16.54, the open interest changed by 6 which increased total open position to 31
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 31.85, which was -9.2 lower than the previous day. The implied volatity was 16.83, the open interest changed by -39 which decreased total open position to 25
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 41.85, which was -22.75 lower than the previous day. The implied volatity was 16.14, the open interest changed by 50 which increased total open position to 64
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 65.95, which was 7.95 higher than the previous day. The implied volatity was 15.53, the open interest changed by 10 which increased total open position to 14
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 58, which was -10.25 lower than the previous day. The implied volatity was 15.32, the open interest changed by 0 which decreased total open position to 4
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 68.25, which was 39.95 higher than the previous day. The implied volatity was 15.39, the open interest changed by 4 which increased total open position to 4
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 28.3, which was 0 lower than the previous day. The implied volatity was 5.16, the open interest changed by 0 which decreased total open position to 0
