NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 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 | |||
| 1 Apr | 23165.70 | 2337.85 | 0 | 0.00 | 0 | 5 | 0 | |||
| 28 Mar | 23519.35 | 2337.85 | 0 | 0.00 | 0 | 5 | 0 | |||
| 27 Mar | 23591.95 | 2337.85 | 0 | 0.00 | 0 | 5 | 0 | |||
| 26 Mar | 23486.85 | 2337.85 | 0 | 0.00 | 0 | 5 | 0 | |||
| 25 Mar | 23668.65 | 2337.85 | 22.2 | 55.72 | 2 | 5 | 9 | |||
| 24 Mar | 23658.35 | 2316.8 | 328.45 | 39.06 | 7 | 2 | 4 | |||
| 21 Mar | 23350.40 | 1988.35 | 181.95 | 21.40 | 1 | 1 | 2 | |||
| 20 Mar | 23190.65 | 1806.4 | 335.25 | 19.89 | 1 | 1 | 1 | |||
| 19 Mar | 22907.60 | 1471.15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 1471.15 | -215 | - | 1 | 0 | 0 | |||
| 17 Mar | 22508.75 | 1686.15 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 22397.20 | 1686.15 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 1686.15 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 1686.15 | 0 | - | 0 | 0 | 0 | |||
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| 10 Mar | 22460.30 | 1686.15 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 1686.15 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 22544.70 | 1686.15 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 22337.30 | 1686.15 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 22082.65 | 1686.15 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 22119.30 | 1686.15 | 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 21450 expiring on 03APR2025
Delta for 21450 CE is 0.00
Historical price for 21450 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2337.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2337.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 2337.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 2337.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 2337.85, which was 22.2 higher than the previous day. The implied volatity was 55.72, the open interest changed by 5 which increased total open position to 9
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 2316.8, which was 328.45 higher than the previous day. The implied volatity was 39.06, the open interest changed by 2 which increased total open position to 4
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1988.35, which was 181.95 higher than the previous day. The implied volatity was 21.40, the open interest changed by 1 which increased total open position to 2
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 1806.4, which was 335.25 higher than the previous day. The implied volatity was 19.89, the open interest changed by 1 which increased total open position to 1
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1471.15, 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 1471.15, which was -215 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 1686.15, 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 1686.15, 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 1686.15, 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 1686.15, 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 1686.15, 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 1686.15, 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 1686.15, 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 1686.15, 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 1686.15, 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 1686.15, 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 21450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.15
Theta: -1.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 0.55 | -0.8 | 38.24 | 22,018 | 458 | 1,526 |
| 28 Mar | 23519.35 | 1.6 | -0.9 | 28.79 | 19,474 | 807 | 1,068 |
| 27 Mar | 23591.95 | 1.65 | -1.05 | 27.97 | 1,716 | 103 | 261 |
| 26 Mar | 23486.85 | 2.95 | -0.25 | 26.64 | 405 | 50 | 158 |
| 25 Mar | 23668.65 | 3.1 | -0.25 | 26.77 | 481 | -25 | 108 |
| 24 Mar | 23658.35 | 3.15 | -1.15 | 26.15 | 477 | 62 | 133 |
| 21 Mar | 23350.40 | 4.5 | 0.45 | 21.43 | 1,403 | -133 | 71 |
| 20 Mar | 23190.65 | 5 | -4.7 | 19.35 | 207 | 159 | 204 |
| 19 Mar | 22907.60 | 9.2 | -0.55 | 18.25 | 177 | -54 | 45 |
| 18 Mar | 22834.30 | 9.95 | -7.4 | 17.36 | 204 | -1 | 99 |
| 17 Mar | 22508.75 | 17.4 | -10.4 | 15.47 | 22 | 13 | 100 |
| 13 Mar | 22397.20 | 27.8 | -18.75 | 14.40 | 136 | 87 | 87 |
| 12 Mar | 22470.50 | 46.55 | 0 | 0.00 | 0 | 5 | 0 |
| 11 Mar | 22497.90 | 46.55 | 0 | 0.00 | 0 | 5 | 0 |
| 10 Mar | 22460.30 | 46.55 | -11.7 | 16.22 | 25 | 5 | 5 |
| 7 Mar | 22552.50 | 58.25 | 0 | 0.00 | 0 | 7 | 0 |
| 6 Mar | 22544.70 | 58.25 | -0.5 | 17.10 | 8 | 7 | 20 |
| 5 Mar | 22337.30 | 58.75 | -43.1 | 15.19 | 8 | 3 | 13 |
| 4 Mar | 22082.65 | 101.85 | 55.35 | 15.12 | 11 | 10 | 10 |
| 3 Mar | 22119.30 | 46.5 | 0 | 3.23 | 0 | 0 | 0 |
| 28 Feb | 22124.70 | 46.5 | 0 | 3.09 | 0 | 0 | 0 |
| 27 Feb | 22545.05 | 46.5 | 0 | 4.33 | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 46.5 | 0 | 4.30 | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 46.5 | 0 | 4.92 | 0 | 0 | 0 |
For Nifty - strike price 21450 expiring on 03APR2025
Delta for 21450 PE is -0.00
Historical price for 21450 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 0.55, which was -0.8 lower than the previous day. The implied volatity was 38.24, the open interest changed by 458 which increased total open position to 1526
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1.6, which was -0.9 lower than the previous day. The implied volatity was 28.79, the open interest changed by 807 which increased total open position to 1068
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1.65, which was -1.05 lower than the previous day. The implied volatity was 27.97, the open interest changed by 103 which increased total open position to 261
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 2.95, which was -0.25 lower than the previous day. The implied volatity was 26.64, the open interest changed by 50 which increased total open position to 158
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 3.1, which was -0.25 lower than the previous day. The implied volatity was 26.77, the open interest changed by -25 which decreased total open position to 108
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 3.15, which was -1.15 lower than the previous day. The implied volatity was 26.15, the open interest changed by 62 which increased total open position to 133
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 4.5, which was 0.45 higher than the previous day. The implied volatity was 21.43, the open interest changed by -133 which decreased total open position to 71
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 5, which was -4.7 lower than the previous day. The implied volatity was 19.35, the open interest changed by 159 which increased total open position to 204
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 9.2, which was -0.55 lower than the previous day. The implied volatity was 18.25, the open interest changed by -54 which decreased total open position to 45
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 9.95, which was -7.4 lower than the previous day. The implied volatity was 17.36, the open interest changed by -1 which decreased total open position to 99
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 17.4, which was -10.4 lower than the previous day. The implied volatity was 15.47, the open interest changed by 13 which increased total open position to 100
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 27.8, which was -18.75 lower than the previous day. The implied volatity was 14.40, the open interest changed by 87 which increased total open position to 87
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 46.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 46.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 46.55, which was -11.7 lower than the previous day. The implied volatity was 16.22, the open interest changed by 5 which increased total open position to 5
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 58.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 58.25, which was -0.5 lower than the previous day. The implied volatity was 17.10, the open interest changed by 7 which increased total open position to 20
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 58.75, which was -43.1 lower than the previous day. The implied volatity was 15.19, the open interest changed by 3 which increased total open position to 13
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 101.85, which was 55.35 higher than the previous day. The implied volatity was 15.12, the open interest changed by 10 which increased total open position to 10
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 46.5, which was 0 lower than the previous day. The implied volatity was 3.23, 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 46.5, which was 0 lower than the previous day. The implied volatity was 3.09, 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 46.5, which was 0 lower than the previous day. The implied volatity was 4.33, 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 46.5, 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 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 46.5, which was 0 lower than the previous day. The implied volatity was 4.92, the open interest changed by 0 which decreased total open position to 0
