NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 21250 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 | 2510.15 | 0 | 0.00 | 0 | 1 | 0 | |||
| 28 Mar | 23519.35 | 2510.15 | 0 | 0.00 | 0 | 1 | 0 | |||
| 27 Mar | 23591.95 | 2510.15 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 23486.85 | 2510.15 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 2510.15 | 1.25 | 55.49 | 1 | 1 | 4 | |||
| 24 Mar | 23658.35 | 2508.9 | 327.4 | 39.94 | 1 | 1 | 3 | |||
| 21 Mar | 23350.40 | 2181.5 | 176.65 | - | 1 | 1 | 2 | |||
| 20 Mar | 23190.65 | 2004.85 | 337.6 | 23.14 | 1 | 1 | 1 | |||
| 19 Mar | 22907.60 | 1667.25 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 1667.25 | -202.1 | - | 1 | 0 | 0 | |||
| 17 Mar | 22508.75 | 1869.35 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 22397.20 | 1869.35 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 1869.35 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 1869.35 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 1869.35 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 1869.35 | 0 | - | 0 | 0 | 0 | |||
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| 6 Mar | 22544.70 | 1869.35 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 22337.30 | 1869.35 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 22082.65 | 1869.35 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 22119.30 | 1869.35 | 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 21250 expiring on 03APR2025
Delta for 21250 CE is 0.00
Historical price for 21250 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2510.15, 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 2510.15, 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 2510.15, 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 2510.15, 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 2510.15, which was 1.25 higher than the previous day. The implied volatity was 55.49, 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 2508.9, which was 327.4 higher than the previous day. The implied volatity was 39.94, 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 2181.5, which was 176.65 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 2004.85, which was 337.6 higher than the previous day. The implied volatity was 23.14, 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 1667.25, 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 1667.25, which was -202.1 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 1869.35, 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 1869.35, 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 1869.35, 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 1869.35, 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 1869.35, 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 1869.35, 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 1869.35, 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 1869.35, 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 1869.35, 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 1869.35, 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 21250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.12
Theta: -1.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 0.45 | -0.75 | 41.52 | 14,717 | 234 | 1,178 |
| 28 Mar | 23519.35 | 0.9 | -1.45 | 29.50 | 18,146 | 166 | 944 |
| 27 Mar | 23591.95 | 2 | -0.65 | 31.02 | 5,150 | 590 | 778 |
| 26 Mar | 23486.85 | 2.65 | -0.3 | 28.64 | 615 | 93 | 188 |
| 25 Mar | 23668.65 | 2.95 | -0.15 | 28.83 | 1,277 | -108 | 95 |
| 24 Mar | 23658.35 | 3.05 | -0.85 | 28.16 | 378 | 64 | 203 |
| 21 Mar | 23350.40 | 3.9 | -0.95 | 22.95 | 342 | 41 | 139 |
| 20 Mar | 23190.65 | 3.25 | -2.6 | 20.07 | 123 | 27 | 98 |
| 19 Mar | 22907.60 | 6 | -0.6 | 18.95 | 73 | 41 | 71 |
| 18 Mar | 22834.30 | 6.8 | -4.4 | 18.19 | 74 | -14 | 30 |
| 17 Mar | 22508.75 | 11.3 | -10.7 | 16.21 | 85 | 19 | 44 |
| 13 Mar | 22397.20 | 22 | -2 | 15.65 | 3 | 1 | 25 |
| 12 Mar | 22470.50 | 24 | -1.5 | 16.43 | 16 | 24 | 24 |
| 11 Mar | 22497.90 | 25.5 | 0 | 0.00 | 0 | 10 | 0 |
| 10 Mar | 22460.30 | 25.5 | -45.05 | 15.83 | 79 | 10 | 10 |
| 7 Mar | 22552.50 | 70.55 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 22544.70 | 70.55 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 70.55 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 70.55 | 39.2 | 15.34 | 3 | 0 | 0 |
| 3 Mar | 22119.30 | 31.35 | 0 | 3.95 | 0 | 0 | 0 |
| 28 Feb | 22124.70 | 31.35 | 0 | 3.77 | 0 | 0 | 0 |
| 27 Feb | 22545.05 | 31.35 | 0 | 5.00 | 0 | 0 | 0 |
For Nifty - strike price 21250 expiring on 03APR2025
Delta for 21250 PE is -0.00
Historical price for 21250 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 0.45, which was -0.75 lower than the previous day. The implied volatity was 41.52, the open interest changed by 234 which increased total open position to 1178
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 0.9, which was -1.45 lower than the previous day. The implied volatity was 29.50, the open interest changed by 166 which increased total open position to 944
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 2, which was -0.65 lower than the previous day. The implied volatity was 31.02, the open interest changed by 590 which increased total open position to 778
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 2.65, which was -0.3 lower than the previous day. The implied volatity was 28.64, the open interest changed by 93 which increased total open position to 188
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 2.95, which was -0.15 lower than the previous day. The implied volatity was 28.83, the open interest changed by -108 which decreased total open position to 95
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 3.05, which was -0.85 lower than the previous day. The implied volatity was 28.16, the open interest changed by 64 which increased total open position to 203
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 3.9, which was -0.95 lower than the previous day. The implied volatity was 22.95, the open interest changed by 41 which increased total open position to 139
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 3.25, which was -2.6 lower than the previous day. The implied volatity was 20.07, the open interest changed by 27 which increased total open position to 98
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 6, which was -0.6 lower than the previous day. The implied volatity was 18.95, the open interest changed by 41 which increased total open position to 71
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 6.8, which was -4.4 lower than the previous day. The implied volatity was 18.19, the open interest changed by -14 which decreased total open position to 30
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 11.3, which was -10.7 lower than the previous day. The implied volatity was 16.21, the open interest changed by 19 which increased total open position to 44
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 22, which was -2 lower than the previous day. The implied volatity was 15.65, the open interest changed by 1 which increased total open position to 25
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 24, which was -1.5 lower than the previous day. The implied volatity was 16.43, the open interest changed by 24 which increased total open position to 24
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 25.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 25.5, which was -45.05 lower than the previous day. The implied volatity was 15.83, the open interest changed by 10 which increased total open position to 10
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 70.55, 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 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 70.55, 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 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 70.55, 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 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 70.55, which was 39.2 higher than the previous day. The implied volatity was 15.34, 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 31.35, which was 0 lower than the previous day. The implied volatity was 3.95, 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 31.35, which was 0 lower than the previous day. The implied volatity was 3.77, 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 31.35, which was 0 lower than the previous day. The implied volatity was 5.00, the open interest changed by 0 which decreased total open position to 0
