NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 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 | |||
| 3 Apr | 23250.10 | 2561.9 | 0.2 | 0.00 | 0 | 1 | 0 | |||
| 2 Apr | 23332.35 | 2561.9 | 0.2 | 0.00 | 0 | 1 | 0 | |||
| 1 Apr | 23165.70 | 2561.9 | 0.2 | 0.00 | 0 | 1 | 0 | |||
| 28 Mar | 23519.35 | 2561.9 | 0.2 | 0.00 | 0 | 1 | 0 | |||
| 27 Mar | 23591.95 | 2561.9 | 0.2 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 23486.85 | 2561.9 | 0.2 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 2561.9 | -43.9 | 39.85 | 2 | 1 | 2 | |||
| 24 Mar | 23658.35 | 2605.8 | 344 | 33.80 | 1 | 1 | 1 | |||
| 21 Mar | 23350.40 | 2261.8 | 736.7 | - | 1 | 0 | 0 | |||
| 20 Mar | 23190.65 | 1525.1 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 22907.60 | 1525.1 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 1525.1 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 22508.75 | 1525.1 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 22397.20 | 0 | 0 | - | 0 | 0 | 0 | |||
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| 12 Mar | 22470.50 | 0 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 21200 expiring on 09APR2025
Delta for 21200 CE is 0.00
Historical price for 21200 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 2561.9, which was 0.2 higher 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 2561.9, which was 0.2 higher 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 2561.9, which was 0.2 higher 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 2561.9, which was 0.2 higher 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 2561.9, which was 0.2 higher 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 2561.9, which was 0.2 higher 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 2561.9, which was -43.9 lower than the previous day. The implied volatity was 39.85, 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 2605.8, which was 344 higher than the previous day. The implied volatity was 33.80, 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 2261.8, which was 736.7 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 1525.1, 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 1525.1, 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 1525.1, 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 1525.1, 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 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 21200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.39
Theta: -0.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 1.2 | -1.4 | 28.16 | 15,112 | 2,369 | 4,352 |
| 2 Apr | 23332.35 | 2.4 | -0.25 | 29.31 | 6,476 | 1,142 | 1,983 |
| 1 Apr | 23165.70 | 2.55 | -0.25 | 26.08 | 1,821 | 428 | 841 |
| 28 Mar | 23519.35 | 2.75 | -1.5 | 24.45 | 1,123 | 146 | 413 |
| 27 Mar | 23591.95 | 4.1 | -0.35 | 25.72 | 600 | 20 | 267 |
| 26 Mar | 23486.85 | 5.8 | -1.75 | 24.82 | 357 | 87 | 247 |
| 25 Mar | 23668.65 | 6.3 | 0.8 | 25.48 | 366 | -1 | 160 |
| 24 Mar | 23658.35 | 5.5 | -0.85 | 24.67 | 146 | 20 | 161 |
| 21 Mar | 23350.40 | 6.5 | -1.1 | 21.08 | 245 | -5 | 141 |
| 20 Mar | 23190.65 | 6.95 | -4.05 | 19.39 | 178 | 116 | 146 |
| 19 Mar | 22907.60 | 11 | -2.2 | 18.40 | 6 | 3 | 30 |
| 18 Mar | 22834.30 | 13.2 | -7.25 | 18.08 | 31 | 14 | 27 |
| 17 Mar | 22508.75 | 20 | -10 | 16.38 | 24 | 13 | 13 |
| 13 Mar | 22397.20 | 30 | -8.9 | 15.60 | 3 | 0 | 0 |
| 12 Mar | 22470.50 | 38.9 | 0 | 5.42 | 0 | 0 | 0 |
For Nifty - strike price 21200 expiring on 09APR2025
Delta for 21200 PE is -0.00
Historical price for 21200 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1.2, which was -1.4 lower than the previous day. The implied volatity was 28.16, the open interest changed by 2369 which increased total open position to 4352
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 2.4, which was -0.25 lower than the previous day. The implied volatity was 29.31, the open interest changed by 1142 which increased total open position to 1983
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2.55, which was -0.25 lower than the previous day. The implied volatity was 26.08, the open interest changed by 428 which increased total open position to 841
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2.75, which was -1.5 lower than the previous day. The implied volatity was 24.45, the open interest changed by 146 which increased total open position to 413
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 4.1, which was -0.35 lower than the previous day. The implied volatity was 25.72, the open interest changed by 20 which increased total open position to 267
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 5.8, which was -1.75 lower than the previous day. The implied volatity was 24.82, the open interest changed by 87 which increased total open position to 247
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 6.3, which was 0.8 higher than the previous day. The implied volatity was 25.48, the open interest changed by -1 which decreased total open position to 160
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 5.5, which was -0.85 lower than the previous day. The implied volatity was 24.67, the open interest changed by 20 which increased total open position to 161
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 6.5, which was -1.1 lower than the previous day. The implied volatity was 21.08, the open interest changed by -5 which decreased total open position to 141
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 6.95, which was -4.05 lower than the previous day. The implied volatity was 19.39, the open interest changed by 116 which increased total open position to 146
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 11, which was -2.2 lower than the previous day. The implied volatity was 18.40, the open interest changed by 3 which increased total open position to 30
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 13.2, which was -7.25 lower than the previous day. The implied volatity was 18.08, the open interest changed by 14 which increased total open position to 27
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 20, which was -10 lower than the previous day. The implied volatity was 16.38, the open interest changed by 13 which increased total open position to 13
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 30, which was -8.9 lower than the previous day. The implied volatity was 15.60, 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 38.9, which was 0 lower than the previous day. The implied volatity was 5.42, the open interest changed by 0 which decreased total open position to 0
