NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 21300 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 | 1983.6 | 0 | 0.00 | 0 | 4 | 0 | |||
| 2 Apr | 23332.35 | 1983.6 | -479.3 | - | 2 | 4 | 4 | |||
| 1 Apr | 23165.70 | 2462.7 | -0.2 | 0.00 | 0 | 1 | 0 | |||
| 28 Mar | 23519.35 | 2462.7 | -0.2 | 0.00 | 0 | 1 | 0 | |||
| 27 Mar | 23591.95 | 2462.7 | -0.2 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 23486.85 | 2462.7 | -0.2 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 2462.7 | -43.25 | 38.61 | 2 | 1 | 2 | |||
| 24 Mar | 23658.35 | 2505.95 | 344.25 | 32.54 | 1 | 1 | 1 | |||
| 21 Mar | 23350.40 | 2161.7 | 726.75 | - | 1 | 0 | 0 | |||
| 20 Mar | 23190.65 | 1434.95 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 22907.60 | 1434.95 | 0 | - | 0 | 0 | 0 | |||
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| 18 Mar | 22834.30 | 1434.95 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 22508.75 | 1434.95 | 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 21300 expiring on 09APR2025
Delta for 21300 CE is 0.00
Historical price for 21300 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1983.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1983.6, which was -479.3 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2462.7, which was -0.2 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 2462.7, which was -0.2 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 2462.7, which was -0.2 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 2462.7, which was -0.2 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 2462.7, which was -43.25 lower than the previous day. The implied volatity was 38.61, 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 2505.95, which was 344.25 higher than the previous day. The implied volatity was 32.54, 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 2161.7, which was 726.75 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 1434.95, 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 1434.95, 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 1434.95, 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 1434.95, 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 21300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.45
Theta: -0.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 1.35 | -1.35 | 27.24 | 20,429 | 5,526 | 7,124 |
| 2 Apr | 23332.35 | 2.55 | -0.2 | 28.26 | 3,147 | 724 | 1,598 |
| 1 Apr | 23165.70 | 2.7 | -0.25 | 25.07 | 1,371 | 702 | 874 |
| 28 Mar | 23519.35 | 2.9 | -1.9 | 23.64 | 440 | 45 | 172 |
| 27 Mar | 23591.95 | 4.05 | -2.15 | 24.68 | 233 | 31 | 127 |
| 26 Mar | 23486.85 | 6.35 | -1.5 | 24.16 | 114 | -21 | 96 |
| 25 Mar | 23668.65 | 8 | 3.25 | 25.42 | 388 | 88 | 117 |
| 24 Mar | 23658.35 | 4.75 | -2.25 | 23.44 | 1 | 1 | 29 |
| 21 Mar | 23350.40 | 7 | -41.05 | 20.46 | 62 | 28 | 28 |
| 20 Mar | 23190.65 | 48.05 | 0 | 8.77 | 0 | 0 | 0 |
| 19 Mar | 22907.60 | 48.05 | 0 | 7.67 | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 48.05 | 0 | 7.29 | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 48.05 | 0 | 5.60 | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 48.05 | 0 | 4.81 | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 48.05 | 0 | 5.05 | 0 | 0 | 0 |
For Nifty - strike price 21300 expiring on 09APR2025
Delta for 21300 PE is -0.01
Historical price for 21300 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1.35, which was -1.35 lower than the previous day. The implied volatity was 27.24, the open interest changed by 5526 which increased total open position to 7124
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 2.55, which was -0.2 lower than the previous day. The implied volatity was 28.26, the open interest changed by 724 which increased total open position to 1598
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2.7, which was -0.25 lower than the previous day. The implied volatity was 25.07, the open interest changed by 702 which increased total open position to 874
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2.9, which was -1.9 lower than the previous day. The implied volatity was 23.64, the open interest changed by 45 which increased total open position to 172
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 4.05, which was -2.15 lower than the previous day. The implied volatity was 24.68, the open interest changed by 31 which increased total open position to 127
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 6.35, which was -1.5 lower than the previous day. The implied volatity was 24.16, the open interest changed by -21 which decreased total open position to 96
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 8, which was 3.25 higher than the previous day. The implied volatity was 25.42, the open interest changed by 88 which increased total open position to 117
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 4.75, which was -2.25 lower than the previous day. The implied volatity was 23.44, the open interest changed by 1 which increased total open position to 29
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 7, which was -41.05 lower than the previous day. The implied volatity was 20.46, the open interest changed by 28 which increased total open position to 28
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 48.05, which was 0 lower than the previous day. The implied volatity was 8.77, 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 48.05, which was 0 lower than the previous day. The implied volatity was 7.67, 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 48.05, which was 0 lower than the previous day. The implied volatity was 7.29, 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 48.05, which was 0 lower than the previous day. The implied volatity was 5.60, 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 48.05, which was 0 lower than the previous day. The implied volatity was 4.81, 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 48.05, which was 0 lower than the previous day. The implied volatity was 5.05, the open interest changed by 0 which decreased total open position to 0
