NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 21400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 1875 | -485.55 | - | 1 | 3 | 3 | |||
| 2 Apr | 23332.35 | 2360.55 | 0 | 0.00 | 0 | 1 | 0 | |||
| 1 Apr | 23165.70 | 2360.55 | 0 | 0.00 | 0 | 1 | 0 | |||
| 28 Mar | 23519.35 | 2360.55 | 0 | 0.00 | 0 | 1 | 0 | |||
| 27 Mar | 23591.95 | 2360.55 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 23486.85 | 2360.55 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 2360.55 | -46.05 | 36.97 | 1 | 1 | 2 | |||
| 24 Mar | 23658.35 | 2406.6 | 343.65 | 31.56 | 1 | 1 | 1 | |||
| 21 Mar | 23350.40 | 2062.95 | 716.5 | - | 1 | 0 | 0 | |||
| 20 Mar | 23190.65 | 1346.45 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 22907.60 | 1346.45 | 0 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 18 Mar | 22834.30 | 1346.45 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 22508.75 | 1346.45 | 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 21400 expiring on 09APR2025
Delta for 21400 CE is -
Historical price for 21400 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1875, which was -485.55 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 2360.55, 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 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2360.55, 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 2360.55, 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 2360.55, 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 2360.55, 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 2360.55, which was -46.05 lower than the previous day. The implied volatity was 36.97, 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 2406.6, which was 343.65 higher than the previous day. The implied volatity was 31.56, 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 2062.95, which was 716.5 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 1346.45, 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 1346.45, 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 1346.45, 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 1346.45, 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 21400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.00
Vega: 0.43
Theta: -0.88
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 1.2 | -1.8 | 25.62 | 21,553 | 2,783 | 4,030 |
| 2 Apr | 23332.35 | 3.05 | -0.2 | 27.62 | 3,472 | 764 | 1,247 |
| 1 Apr | 23165.70 | 3.55 | 0.45 | 24.75 | 1,666 | 121 | 483 |
| 28 Mar | 23519.35 | 3.75 | -1.35 | 23.44 | 720 | 300 | 362 |
| 27 Mar | 23591.95 | 4.75 | -1.5 | 24.27 | 97 | -4 | 62 |
| 26 Mar | 23486.85 | 6.25 | -1.9 | 23.14 | 108 | -11 | 66 |
| 25 Mar | 23668.65 | 8.3 | 2.2 | 24.60 | 158 | 14 | 77 |
| 24 Mar | 23658.35 | 5.9 | -0.9 | 23.25 | 152 | 42 | 63 |
| 21 Mar | 23350.40 | 6.8 | -11.55 | 19.53 | 35 | 21 | 21 |
| 20 Mar | 23190.65 | 18.35 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 22907.60 | 18.35 | -0.4 | 18.30 | 3 | 0 | 28 |
| 18 Mar | 22834.30 | 18.75 | -8.3 | 17.46 | 16 | 13 | 28 |
| 17 Mar | 22508.75 | 27.05 | -31.85 | 15.52 | 16 | 15 | 15 |
| 13 Mar | 22397.20 | 58.9 | 0 | 4.43 | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 58.9 | 0 | 4.68 | 0 | 0 | 0 |
For Nifty - strike price 21400 expiring on 09APR2025
Delta for 21400 PE is -0.00
Historical price for 21400 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1.2, which was -1.8 lower than the previous day. The implied volatity was 25.62, the open interest changed by 2783 which increased total open position to 4030
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 3.05, which was -0.2 lower than the previous day. The implied volatity was 27.62, the open interest changed by 764 which increased total open position to 1247
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 3.55, which was 0.45 higher than the previous day. The implied volatity was 24.75, the open interest changed by 121 which increased total open position to 483
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 3.75, which was -1.35 lower than the previous day. The implied volatity was 23.44, the open interest changed by 300 which increased total open position to 362
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 4.75, which was -1.5 lower than the previous day. The implied volatity was 24.27, the open interest changed by -4 which decreased total open position to 62
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 6.25, which was -1.9 lower than the previous day. The implied volatity was 23.14, the open interest changed by -11 which decreased total open position to 66
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 8.3, which was 2.2 higher than the previous day. The implied volatity was 24.60, the open interest changed by 14 which increased total open position to 77
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 5.9, which was -0.9 lower than the previous day. The implied volatity was 23.25, the open interest changed by 42 which increased total open position to 63
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 6.8, which was -11.55 lower than the previous day. The implied volatity was 19.53, the open interest changed by 21 which increased total open position to 21
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 18.35, 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 18.35, which was -0.4 lower than the previous day. The implied volatity was 18.30, the open interest changed by 0 which decreased total open position to 28
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 18.75, which was -8.3 lower than the previous day. The implied volatity was 17.46, the open interest changed by 13 which increased total open position to 28
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 27.05, which was -31.85 lower than the previous day. The implied volatity was 15.52, the open interest changed by 15 which increased total open position to 15
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 58.9, which was 0 lower than the previous day. The implied volatity was 4.43, 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 58.9, 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
