NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 21300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 2275 | 0 | 0.00 | 0 | 2 | 0 | |||
| 28 Mar | 23519.35 | 2275 | 0 | 0.00 | 0 | 2 | 0 | |||
| 27 Mar | 23591.95 | 2275 | 0 | 0.00 | 0 | 2 | 0 | |||
| 26 Mar | 23486.85 | 2275 | -167.6 | 48.93 | 2 | 2 | 9 | |||
| 25 Mar | 23668.65 | 2442.6 | -18.35 | 51.81 | 1 | 1 | 7 | |||
| 24 Mar | 23658.35 | 2460.25 | 327.85 | 39.06 | 2 | 3 | 6 | |||
| 21 Mar | 23350.40 | 2132.55 | 307.55 | - | 2 | 1 | 3 | |||
| 20 Mar | 23190.65 | 1825 | 197.5 | - | 1 | 2 | 2 | |||
| 19 Mar | 22907.60 | 1628.2 | 0.7 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 1628.2 | -194.9 | - | 2 | 0 | 0 | |||
| 17 Mar | 22508.75 | 1823.1 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 22397.20 | 1823.1 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 1823.1 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 1823.1 | 0 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 10 Mar | 22460.30 | 1823.1 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 1823.1 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 22544.70 | 1823.1 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 22337.30 | 1823.1 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 22082.65 | 1823.1 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 22119.30 | 1823.1 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 22124.70 | 0 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 22545.05 | 0 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 0 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 22795.90 | 0 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 21300 expiring on 03APR2025
Delta for 21300 CE is 0.00
Historical price for 21300 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2275, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2275, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 2275, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 2275, which was -167.6 lower than the previous day. The implied volatity was 48.93, the open interest changed by 2 which increased total open position to 9
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 2442.6, which was -18.35 lower than the previous day. The implied volatity was 51.81, the open interest changed by 1 which increased total open position to 7
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 2460.25, which was 327.85 higher than the previous day. The implied volatity was 39.06, the open interest changed by 3 which increased total open position to 6
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 2132.55, which was 307.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 1825, which was 197.5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1628.2, which was 0.7 higher 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 1628.2, which was -194.9 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 1823.1, 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 1823.1, 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 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1823.1, 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 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1823.1, 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 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1823.1, 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 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1823.1, 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 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1823.1, 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 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 1823.1, 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 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 1823.1, 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 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 1823.1, 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 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
On 25 Feb NIFTY was trading at 22547.55. 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 21 Feb NIFTY was trading at 22795.90. 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 21300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.00
Vega: 0.13
Theta: -1.29
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 0.5 | -0.7 | 40.97 | 29,046 | -1,174 | 3,113 |
| 28 Mar | 23519.35 | 1.05 | -1.4 | 29.33 | 61,308 | -1,805 | 4,287 |
| 27 Mar | 23591.95 | 2.2 | -0.4 | 30.76 | 20,197 | 4,935 | 6,092 |
| 26 Mar | 23486.85 | 3.05 | 0.1 | 28.54 | 3,252 | 294 | 1,157 |
| 25 Mar | 23668.65 | 2.8 | -0.35 | 28.09 | 4,322 | 91 | 863 |
| 24 Mar | 23658.35 | 3.2 | -0.7 | 27.80 | 2,134 | 181 | 772 |
| 21 Mar | 23350.40 | 4.05 | -0.4 | 22.57 | 1,720 | 22 | 591 |
| 20 Mar | 23190.65 | 3.5 | -3 | 19.81 | 2,228 | 1 | 569 |
| 19 Mar | 22907.60 | 7.1 | -0.4 | 18.96 | 1,138 | -78 | 568 |
| 18 Mar | 22834.30 | 6.7 | -5.8 | 17.67 | 1,499 | -91 | 646 |
| 17 Mar | 22508.75 | 12.2 | -10.35 | 15.93 | 3,470 | -71 | 737 |
| 13 Mar | 22397.20 | 23.6 | -2.05 | 15.39 | 842 | 408 | 808 |
| 12 Mar | 22470.50 | 25.9 | -6.15 | 16.22 | 407 | 255 | 400 |
| 11 Mar | 22497.90 | 32.05 | -4.05 | 17.23 | 174 | 75 | 145 |
| 10 Mar | 22460.30 | 37.65 | 8.05 | 16.85 | 196 | 32 | 70 |
| 7 Mar | 22552.50 | 29.6 | -9.15 | 15.96 | 91 | 9 | 38 |
| 6 Mar | 22544.70 | 38.75 | -5.75 | 16.71 | 52 | -5 | 29 |
| 5 Mar | 22337.30 | 44.5 | -27.85 | 15.45 | 60 | 15 | 34 |
| 4 Mar | 22082.65 | 72.35 | 2.95 | 14.94 | 17 | 10 | 19 |
| 3 Mar | 22119.30 | 69.4 | 26.4 | 15.16 | 29 | 9 | 9 |
| 28 Feb | 22124.70 | 43 | 0 | 0.00 | 0 | 3 | 0 |
| 27 Feb | 22545.05 | 43 | 0 | 0.00 | 0 | 3 | 0 |
| 25 Feb | 22547.55 | 43 | 3 | 15.32 | 6 | 3 | 3 |
| 21 Feb | 22795.90 | 40 | 5.3 | 16.13 | 3 | 2 | 2 |
For Nifty - strike price 21300 expiring on 03APR2025
Delta for 21300 PE is -0.00
Historical price for 21300 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 0.5, which was -0.7 lower than the previous day. The implied volatity was 40.97, the open interest changed by -1174 which decreased total open position to 3113
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1.05, which was -1.4 lower than the previous day. The implied volatity was 29.33, the open interest changed by -1805 which decreased total open position to 4287
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 2.2, which was -0.4 lower than the previous day. The implied volatity was 30.76, the open interest changed by 4935 which increased total open position to 6092
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 3.05, which was 0.1 higher than the previous day. The implied volatity was 28.54, the open interest changed by 294 which increased total open position to 1157
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 2.8, which was -0.35 lower than the previous day. The implied volatity was 28.09, the open interest changed by 91 which increased total open position to 863
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 3.2, which was -0.7 lower than the previous day. The implied volatity was 27.80, the open interest changed by 181 which increased total open position to 772
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 4.05, which was -0.4 lower than the previous day. The implied volatity was 22.57, the open interest changed by 22 which increased total open position to 591
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 3.5, which was -3 lower than the previous day. The implied volatity was 19.81, the open interest changed by 1 which increased total open position to 569
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 7.1, which was -0.4 lower than the previous day. The implied volatity was 18.96, the open interest changed by -78 which decreased total open position to 568
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 6.7, which was -5.8 lower than the previous day. The implied volatity was 17.67, the open interest changed by -91 which decreased total open position to 646
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 12.2, which was -10.35 lower than the previous day. The implied volatity was 15.93, the open interest changed by -71 which decreased total open position to 737
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 23.6, which was -2.05 lower than the previous day. The implied volatity was 15.39, the open interest changed by 408 which increased total open position to 808
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 25.9, which was -6.15 lower than the previous day. The implied volatity was 16.22, the open interest changed by 255 which increased total open position to 400
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 32.05, which was -4.05 lower than the previous day. The implied volatity was 17.23, the open interest changed by 75 which increased total open position to 145
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 37.65, which was 8.05 higher than the previous day. The implied volatity was 16.85, the open interest changed by 32 which increased total open position to 70
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 29.6, which was -9.15 lower than the previous day. The implied volatity was 15.96, the open interest changed by 9 which increased total open position to 38
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 38.75, which was -5.75 lower than the previous day. The implied volatity was 16.71, the open interest changed by -5 which decreased total open position to 29
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 44.5, which was -27.85 lower than the previous day. The implied volatity was 15.45, the open interest changed by 15 which increased total open position to 34
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 72.35, which was 2.95 higher than the previous day. The implied volatity was 14.94, the open interest changed by 10 which increased total open position to 19
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 69.4, which was 26.4 higher than the previous day. The implied volatity was 15.16, the open interest changed by 9 which increased total open position to 9
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 43, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 43, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 43, which was 3 higher than the previous day. The implied volatity was 15.32, the open interest changed by 3 which increased total open position to 3
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 40, which was 5.3 higher than the previous day. The implied volatity was 16.13, the open interest changed by 2 which increased total open position to 2
