NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 03:17 PM IST
| NIFTY 09APR2025 21450 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 | 22900.95 | 2313.15 | 0 | 0.00 | 0 | 1 | 0 | |||
| 3 Apr | 23250.10 | 2313.15 | 0 | 0.00 | 0 | 1 | 0 | |||
| 2 Apr | 23332.35 | 2313.15 | 0 | 0.00 | 0 | 1 | 0 | |||
| 1 Apr | 23165.70 | 2313.15 | 0 | 0.00 | 0 | 1 | 0 | |||
| 28 Mar | 23519.35 | 2313.15 | 0 | 0.00 | 0 | 1 | 0 | |||
| 27 Mar | 23591.95 | 2313.15 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 23486.85 | 2313.15 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 2313.15 | -43.15 | 36.65 | 2 | 1 | 2 | |||
| 24 Mar | 23658.35 | 2356.3 | 342.75 | 30.96 | 1 | 1 | 1 | |||
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| 21 Mar | 23350.40 | 2013.55 | 710.65 | - | 1 | 0 | 0 | |||
| 20 Mar | 23190.65 | 1302.9 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 22907.60 | 1302.9 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 1302.9 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 22508.75 | 1302.9 | 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 21450 expiring on 09APR2025
Delta for 21450 CE is 0.00
Historical price for 21450 CE is as follows
On 4 Apr NIFTY was trading at 22900.95. The strike last trading price was 2313.15, 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 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 2313.15, 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 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 2313.15, 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 2313.15, 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 2313.15, 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 2313.15, 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 2313.15, 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 2313.15, which was -43.15 lower than the previous day. The implied volatity was 36.65, 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 2356.3, which was 342.75 higher than the previous day. The implied volatity was 30.96, 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 2013.55, which was 710.65 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 1302.9, 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 1302.9, 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 1302.9, 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 1302.9, 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 21450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.65
Theta: -1.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 22900.95 | 1.95 | 0.4 | 24.21 | 73,854 | 6,863 | 7,978 |
| 3 Apr | 23250.10 | 1.6 | -1.6 | 25.81 | 5,655 | 687 | 1,115 |
| 2 Apr | 23332.35 | 3.2 | -0.15 | 27.15 | 1,080 | 182 | 428 |
| 1 Apr | 23165.70 | 3.05 | 0.15 | 23.65 | 639 | 224 | 246 |
| 28 Mar | 23519.35 | 2.9 | -62.1 | 22.20 | 152 | 22 | 22 |
| 27 Mar | 23591.95 | 65 | 0 | 12.09 | 0 | 0 | 0 |
| 26 Mar | 23486.85 | 65 | 0 | 10.65 | 0 | 0 | 0 |
| 25 Mar | 23668.65 | 65 | 0 | 11.47 | 0 | 0 | 0 |
| 24 Mar | 23658.35 | 65 | 0 | 11.46 | 0 | 0 | 0 |
| 21 Mar | 23350.40 | 65 | 0 | 9.06 | 0 | 0 | 0 |
| 20 Mar | 23190.65 | 65 | 0 | 8.17 | 0 | 0 | 0 |
| 19 Mar | 22907.60 | 65 | 0 | 7.05 | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 65 | 0 | 6.67 | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 65 | 0 | 5.00 | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 65 | 0 | 4.30 | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 65 | 0 | 4.34 | 0 | 0 | 0 |
For Nifty - strike price 21450 expiring on 09APR2025
Delta for 21450 PE is -0.01
Historical price for 21450 PE is as follows
On 4 Apr NIFTY was trading at 22900.95. The strike last trading price was 1.95, which was 0.4 higher than the previous day. The implied volatity was 24.21, the open interest changed by 6863 which increased total open position to 7978
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1.6, which was -1.6 lower than the previous day. The implied volatity was 25.81, the open interest changed by 687 which increased total open position to 1115
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 3.2, which was -0.15 lower than the previous day. The implied volatity was 27.15, the open interest changed by 182 which increased total open position to 428
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 3.05, which was 0.15 higher than the previous day. The implied volatity was 23.65, the open interest changed by 224 which increased total open position to 246
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2.9, which was -62.1 lower than the previous day. The implied volatity was 22.20, the open interest changed by 22 which increased total open position to 22
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 65, which was 0 lower than the previous day. The implied volatity was 12.09, the open interest changed by 0 which decreased total open position to 0
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 65, which was 0 lower than the previous day. The implied volatity was 10.65, the open interest changed by 0 which decreased total open position to 0
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 65, which was 0 lower than the previous day. The implied volatity was 11.47, the open interest changed by 0 which decreased total open position to 0
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 65, which was 0 lower than the previous day. The implied volatity was 11.46, the open interest changed by 0 which decreased total open position to 0
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 65, which was 0 lower than the previous day. The implied volatity was 9.06, 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 65, which was 0 lower than the previous day. The implied volatity was 8.17, 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 65, which was 0 lower than the previous day. The implied volatity was 7.05, 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 65, which was 0 lower than the previous day. The implied volatity was 6.67, 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 65, which was 0 lower than the previous day. The implied volatity was 5.00, 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 65, which was 0 lower than the previous day. The implied volatity was 4.30, 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 65, which was 0 lower than the previous day. The implied volatity was 4.34, the open interest changed by 0 which decreased total open position to 0
