NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 12:20 PM IST
| NIFTY 09APR2025 21350 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 | |||
| 4 Apr | 22979.90 | 2412.65 | 0.2 | 0.00 | 0 | 1 | 0 | |||
| 3 Apr | 23250.10 | 2412.65 | 0.2 | 0.00 | 0 | 1 | 0 | |||
| 2 Apr | 23332.35 | 2412.65 | 0.2 | 0.00 | 0 | 1 | 0 | |||
| 1 Apr | 23165.70 | 2412.65 | 0.2 | 0.00 | 0 | 1 | 0 | |||
| 28 Mar | 23519.35 | 2412.65 | 0.2 | 0.00 | 0 | 1 | 0 | |||
| 27 Mar | 23591.95 | 2412.65 | 0.2 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 23486.85 | 2412.65 | 0.2 | 0.00 | 0 | 1 | 0 | |||
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| 25 Mar | 23668.65 | 2412.65 | -43.6 | 37.93 | 2 | 1 | 2 | |||
| 24 Mar | 23658.35 | 2456.25 | 344.15 | 32.87 | 1 | 1 | 1 | |||
| 21 Mar | 23350.40 | 2112.1 | 721.65 | - | 1 | 0 | 0 | |||
| 20 Mar | 23190.65 | 1390.45 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 22907.60 | 1390.45 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 1390.45 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 22508.75 | 1390.45 | 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 21350 expiring on 09APR2025
Delta for 21350 CE is 0.00
Historical price for 21350 CE is as follows
On 4 Apr NIFTY was trading at 22979.90. The strike last trading price was 2412.65, 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 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 2412.65, 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 2412.65, 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 2412.65, 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 2412.65, 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 2412.65, 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 2412.65, 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 2412.65, which was -43.6 lower than the previous day. The implied volatity was 37.93, 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 2456.25, which was 344.15 higher than the previous day. The implied volatity was 32.87, 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 2112.1, which was 721.65 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 1390.45, 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 1390.45, 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 1390.45, 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 1390.45, 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 21350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.54
Theta: -1.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 22979.90 | 1.65 | 0.2 | 25.95 | 40,962 | 3,494 | 4,583 |
| 3 Apr | 23250.10 | 1.45 | -1.4 | 26.81 | 5,672 | 859 | 1,089 |
| 2 Apr | 23332.35 | 2.85 | -0.2 | 28.02 | 794 | 15 | 230 |
| 1 Apr | 23165.70 | 2.7 | -0.25 | 24.48 | 618 | 144 | 215 |
| 28 Mar | 23519.35 | 2.9 | -2.35 | 23.16 | 297 | 61 | 71 |
| 27 Mar | 23591.95 | 5.25 | -0.4 | 25.23 | 11 | -5 | 10 |
| 26 Mar | 23486.85 | 5.65 | -1.6 | 23.28 | 27 | -2 | 15 |
| 25 Mar | 23668.65 | 7.25 | 1.1 | 24.58 | 127 | 14 | 17 |
| 24 Mar | 23658.35 | 6.15 | -20.65 | 23.83 | 76 | 3 | 3 |
| 21 Mar | 23350.40 | 26.8 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 23190.65 | 26.8 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 22907.60 | 26.8 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 26.8 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 26.8 | -26.45 | 15.98 | 3 | 0 | 0 |
| 13 Mar | 22397.20 | 53.25 | 0 | 4.68 | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 53.25 | 0 | 4.72 | 0 | 0 | 0 |
For Nifty - strike price 21350 expiring on 09APR2025
Delta for 21350 PE is -0.01
Historical price for 21350 PE is as follows
On 4 Apr NIFTY was trading at 22979.90. The strike last trading price was 1.65, which was 0.2 higher than the previous day. The implied volatity was 25.95, the open interest changed by 3494 which increased total open position to 4583
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1.45, which was -1.4 lower than the previous day. The implied volatity was 26.81, the open interest changed by 859 which increased total open position to 1089
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 2.85, which was -0.2 lower than the previous day. The implied volatity was 28.02, the open interest changed by 15 which increased total open position to 230
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 24.48, the open interest changed by 144 which increased total open position to 215
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2.9, which was -2.35 lower than the previous day. The implied volatity was 23.16, the open interest changed by 61 which increased total open position to 71
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 5.25, which was -0.4 lower than the previous day. The implied volatity was 25.23, the open interest changed by -5 which decreased total open position to 10
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 5.65, which was -1.6 lower than the previous day. The implied volatity was 23.28, the open interest changed by -2 which decreased total open position to 15
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 7.25, which was 1.1 higher than the previous day. The implied volatity was 24.58, the open interest changed by 14 which increased total open position to 17
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 6.15, which was -20.65 lower than the previous day. The implied volatity was 23.83, the open interest changed by 3 which increased total open position to 3
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 26.8, 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 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 26.8, 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 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 26.8, 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 26.8, 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 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 26.8, which was -26.45 lower than the previous day. The implied volatity was 15.98, 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 53.25, which was 0 lower than the previous day. The implied volatity was 4.68, 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 53.25, which was 0 lower than the previous day. The implied volatity was 4.72, the open interest changed by 0 which decreased total open position to 0
