NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 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 | |||
| 1 Apr | 23165.70 | 2378.25 | -0.2 | 0.00 | 0 | 2 | 0 | |||
| 28 Mar | 23519.35 | 2378.25 | -0.2 | 0.00 | 0 | 2 | 0 | |||
| 27 Mar | 23591.95 | 2378.25 | -0.2 | 0.00 | 0 | 2 | 0 | |||
| 26 Mar | 23486.85 | 2378.25 | -0.2 | 0.00 | 0 | 2 | 0 | |||
| 25 Mar | 23668.65 | 2378.25 | -33.2 | 48.18 | 2 | 2 | 8 | |||
| 24 Mar | 23658.35 | 2411.6 | 329.6 | 38.44 | 3 | 3 | 6 | |||
| 21 Mar | 23350.40 | 2081.65 | 176.1 | - | 2 | 1 | 3 | |||
| 20 Mar | 23190.65 | 1905.55 | 327.75 | 19.46 | 1 | 2 | 2 | |||
| 19 Mar | 22907.60 | 1579.1 | 1.3 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 1579.1 | -198.05 | - | 2 | 0 | 0 | |||
| 17 Mar | 22508.75 | 1777.15 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 22397.20 | 1777.15 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 1777.15 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 1777.15 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 1777.15 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 1777.15 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 22544.70 | 1777.15 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 22337.30 | 1777.15 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 22082.65 | 1777.15 | 0 | - | 0 | 0 | 0 | |||
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| 3 Mar | 22119.30 | 1777.15 | 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 21350 expiring on 03APR2025
Delta for 21350 CE is 0.00
Historical price for 21350 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2378.25, which was -0.2 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 2378.25, which was -0.2 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 2378.25, which was -0.2 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 2378.25, which was -0.2 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 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 2378.25, which was -33.2 lower than the previous day. The implied volatity was 48.18, the open interest changed by 2 which increased total open position to 8
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 2411.6, which was 329.6 higher than the previous day. The implied volatity was 38.44, 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 2081.65, which was 176.1 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 1905.55, which was 327.75 higher than the previous day. The implied volatity was 19.46, 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 1579.1, which was 1.3 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 1579.1, which was -198.05 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 1777.15, 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 1777.15, 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 1777.15, 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 1777.15, 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 1777.15, 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 1777.15, 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 1777.15, 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 1777.15, 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 1777.15, 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 1777.15, 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 21350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.13
Theta: -1.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 0.5 | -0.8 | 39.94 | 22,002 | 385 | 1,353 |
| 28 Mar | 23519.35 | 1.1 | -1.3 | 28.87 | 17,974 | 794 | 968 |
| 27 Mar | 23591.95 | 2.2 | -0.45 | 30.14 | 2,530 | 22 | 174 |
| 26 Mar | 23486.85 | 2.7 | -0.3 | 27.52 | 522 | 30 | 152 |
| 25 Mar | 23668.65 | 3.05 | -0.2 | 27.83 | 640 | 2 | 122 |
| 24 Mar | 23658.35 | 3.1 | -1 | 27.16 | 344 | 68 | 120 |
| 21 Mar | 23350.40 | 4.25 | -0.6 | 22.23 | 259 | 32 | 52 |
| 20 Mar | 23190.65 | 4.15 | -2.4 | 19.79 | 209 | -8 | 20 |
| 19 Mar | 22907.60 | 6.55 | -1.5 | 18.23 | 49 | 8 | 28 |
| 18 Mar | 22834.30 | 8.05 | -5.95 | 17.71 | 39 | -3 | 20 |
| 17 Mar | 22508.75 | 13.55 | -12.45 | 15.74 | 18 | 7 | 23 |
| 13 Mar | 22397.20 | 26 | -6.45 | 15.21 | 2 | 0 | 16 |
| 12 Mar | 22470.50 | 32.45 | 0.2 | 16.58 | 1 | 16 | 16 |
| 11 Mar | 22497.90 | 32.25 | 0 | 0.00 | 0 | 16 | 0 |
| 10 Mar | 22460.30 | 32.25 | -22.15 | 15.72 | 105 | 16 | 16 |
| 7 Mar | 22552.50 | 54.4 | 0 | 0.00 | 0 | -1 | 0 |
| 6 Mar | 22544.70 | 54.4 | -10.6 | 17.76 | 6 | -1 | 17 |
| 5 Mar | 22337.30 | 65 | -15.65 | 16.70 | 1 | 1 | 18 |
| 4 Mar | 22082.65 | 80.65 | 42.3 | 14.95 | 18 | 17 | 17 |
| 3 Mar | 22119.30 | 38.35 | 0 | 3.59 | 0 | 0 | 0 |
| 28 Feb | 22124.70 | 38.35 | 0 | 3.44 | 0 | 0 | 0 |
| 27 Feb | 22545.05 | 38.35 | 0 | 4.67 | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 38.35 | 0 | 4.61 | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 38.35 | 0 | 5.23 | 0 | 0 | 0 |
For Nifty - strike price 21350 expiring on 03APR2025
Delta for 21350 PE is -0.00
Historical price for 21350 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 0.5, which was -0.8 lower than the previous day. The implied volatity was 39.94, the open interest changed by 385 which increased total open position to 1353
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1.1, which was -1.3 lower than the previous day. The implied volatity was 28.87, the open interest changed by 794 which increased total open position to 968
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 2.2, which was -0.45 lower than the previous day. The implied volatity was 30.14, the open interest changed by 22 which increased total open position to 174
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 2.7, which was -0.3 lower than the previous day. The implied volatity was 27.52, the open interest changed by 30 which increased total open position to 152
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 3.05, which was -0.2 lower than the previous day. The implied volatity was 27.83, the open interest changed by 2 which increased total open position to 122
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 3.1, which was -1 lower than the previous day. The implied volatity was 27.16, the open interest changed by 68 which increased total open position to 120
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 4.25, which was -0.6 lower than the previous day. The implied volatity was 22.23, the open interest changed by 32 which increased total open position to 52
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 4.15, which was -2.4 lower than the previous day. The implied volatity was 19.79, the open interest changed by -8 which decreased total open position to 20
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 6.55, which was -1.5 lower than the previous day. The implied volatity was 18.23, the open interest changed by 8 which increased total open position to 28
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 8.05, which was -5.95 lower than the previous day. The implied volatity was 17.71, the open interest changed by -3 which decreased total open position to 20
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 13.55, which was -12.45 lower than the previous day. The implied volatity was 15.74, the open interest changed by 7 which increased total open position to 23
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 26, which was -6.45 lower than the previous day. The implied volatity was 15.21, the open interest changed by 0 which decreased total open position to 16
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 32.45, which was 0.2 higher than the previous day. The implied volatity was 16.58, the open interest changed by 16 which increased total open position to 16
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 32.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 32.25, which was -22.15 lower than the previous day. The implied volatity was 15.72, the open interest changed by 16 which increased total open position to 16
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 54.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 54.4, which was -10.6 lower than the previous day. The implied volatity was 17.76, the open interest changed by -1 which decreased total open position to 17
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 65, which was -15.65 lower than the previous day. The implied volatity was 16.70, the open interest changed by 1 which increased total open position to 18
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 80.65, which was 42.3 higher than the previous day. The implied volatity was 14.95, the open interest changed by 17 which increased total open position to 17
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 38.35, which was 0 lower than the previous day. The implied volatity was 3.59, 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 38.35, which was 0 lower than the previous day. The implied volatity was 3.44, 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 38.35, which was 0 lower than the previous day. The implied volatity was 4.67, 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 38.35, which was 0 lower than the previous day. The implied volatity was 4.61, 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 38.35, which was 0 lower than the previous day. The implied volatity was 5.23, the open interest changed by 0 which decreased total open position to 0
