NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 21500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 1745.9 | -94.05 | - | 149 | 130 | 175 | |||
| 2 Apr | 23332.35 | 1840 | 75.6 | - | 31 | 31 | 45 | |||
| 1 Apr | 23165.70 | 1764.4 | -440 | 35.75 | 2 | 14 | 14 | |||
| 28 Mar | 23519.35 | 2204.4 | 0 | 0.00 | 0 | 6 | 0 | |||
| 27 Mar | 23591.95 | 2204.4 | -54.3 | 30.86 | 4 | 6 | 10 | |||
| 26 Mar | 23486.85 | 2258.7 | -5.5 | 50.37 | 7 | 2 | 4 | |||
|
|
||||||||||
| 25 Mar | 23668.65 | 2264.2 | -41.15 | 36.12 | 2 | 1 | 2 | |||
| 24 Mar | 23658.35 | 2305.35 | 341.35 | 30.88 | 1 | 1 | 1 | |||
| 21 Mar | 23350.40 | 1964 | 704.15 | - | 1 | 0 | 0 | |||
| 20 Mar | 23190.65 | 1259.85 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 22907.60 | 1259.85 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 1259.85 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 22508.75 | 1259.85 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 22397.20 | 0 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 0 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 0 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 0 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 21500 expiring on 09APR2025
Delta for 21500 CE is -
Historical price for 21500 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1745.9, which was -94.05 lower than the previous day. The implied volatity was -, the open interest changed by 130 which increased total open position to 175
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1840, which was 75.6 higher than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 45
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1764.4, which was -440 lower than the previous day. The implied volatity was 35.75, the open interest changed by 14 which increased total open position to 14
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2204.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 2204.4, which was -54.3 lower than the previous day. The implied volatity was 30.86, the open interest changed by 6 which increased total open position to 10
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 2258.7, which was -5.5 lower than the previous day. The implied volatity was 50.37, the open interest changed by 2 which increased total open position to 4
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 2264.2, which was -41.15 lower than the previous day. The implied volatity was 36.12, 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 2305.35, which was 341.35 higher than the previous day. The implied volatity was 30.88, 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 1964, which was 704.15 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 1259.85, 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 1259.85, 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 1259.85, 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 1259.85, 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
On 11 Mar NIFTY was trading at 22497.90. 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
On 10 Mar NIFTY was trading at 22460.30. 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 21500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.53
Theta: -1.07
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 1.55 | -1.85 | 25.06 | 1,11,934 | 19,283 | 32,790 |
| 2 Apr | 23332.35 | 3.35 | -0.05 | 26.66 | 31,064 | 9,791 | 13,507 |
| 1 Apr | 23165.70 | 3.15 | -0.15 | 23.15 | 10,801 | 1,919 | 3,716 |
| 28 Mar | 23519.35 | 3.35 | -2 | 22.12 | 4,535 | 849 | 1,797 |
| 27 Mar | 23591.95 | 5.1 | -1.45 | 23.49 | 1,515 | -47 | 948 |
| 26 Mar | 23486.85 | 6.9 | -1.4 | 22.49 | 1,135 | 303 | 995 |
| 25 Mar | 23668.65 | 7.95 | 0.4 | 23.48 | 1,276 | 108 | 692 |
| 24 Mar | 23658.35 | 7.05 | -1.45 | 22.81 | 1,550 | -47 | 584 |
| 21 Mar | 23350.40 | 8.85 | -2.1 | 19.46 | 873 | -55 | 631 |
| 20 Mar | 23190.65 | 11 | -7.05 | 18.19 | 837 | 140 | 686 |
| 19 Mar | 22907.60 | 19.9 | 0.35 | 17.65 | 467 | 117 | 546 |
| 18 Mar | 22834.30 | 19.2 | -14.6 | 16.61 | 574 | 170 | 429 |
| 17 Mar | 22508.75 | 34.8 | -20.95 | 15.46 | 498 | 196 | 259 |
| 13 Mar | 22397.20 | 54.6 | -4.35 | 15.10 | 45 | 26 | 63 |
| 12 Mar | 22470.50 | 59.95 | -1.55 | 16.14 | 52 | 20 | 37 |
| 11 Mar | 22497.90 | 61.5 | 13.5 | 16.54 | 21 | 3 | 17 |
| 10 Mar | 22460.30 | 48 | -23.6 | 14.48 | 15 | 14 | 14 |
For Nifty - strike price 21500 expiring on 09APR2025
Delta for 21500 PE is -0.01
Historical price for 21500 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1.55, which was -1.85 lower than the previous day. The implied volatity was 25.06, the open interest changed by 19283 which increased total open position to 32790
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 3.35, which was -0.05 lower than the previous day. The implied volatity was 26.66, the open interest changed by 9791 which increased total open position to 13507
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 3.15, which was -0.15 lower than the previous day. The implied volatity was 23.15, the open interest changed by 1919 which increased total open position to 3716
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 3.35, which was -2 lower than the previous day. The implied volatity was 22.12, the open interest changed by 849 which increased total open position to 1797
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 5.1, which was -1.45 lower than the previous day. The implied volatity was 23.49, the open interest changed by -47 which decreased total open position to 948
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 6.9, which was -1.4 lower than the previous day. The implied volatity was 22.49, the open interest changed by 303 which increased total open position to 995
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 7.95, which was 0.4 higher than the previous day. The implied volatity was 23.48, the open interest changed by 108 which increased total open position to 692
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 7.05, which was -1.45 lower than the previous day. The implied volatity was 22.81, the open interest changed by -47 which decreased total open position to 584
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 8.85, which was -2.1 lower than the previous day. The implied volatity was 19.46, the open interest changed by -55 which decreased total open position to 631
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 11, which was -7.05 lower than the previous day. The implied volatity was 18.19, the open interest changed by 140 which increased total open position to 686
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 19.9, which was 0.35 higher than the previous day. The implied volatity was 17.65, the open interest changed by 117 which increased total open position to 546
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 19.2, which was -14.6 lower than the previous day. The implied volatity was 16.61, the open interest changed by 170 which increased total open position to 429
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 34.8, which was -20.95 lower than the previous day. The implied volatity was 15.46, the open interest changed by 196 which increased total open position to 259
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 54.6, which was -4.35 lower than the previous day. The implied volatity was 15.10, the open interest changed by 26 which increased total open position to 63
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 59.95, which was -1.55 lower than the previous day. The implied volatity was 16.14, the open interest changed by 20 which increased total open position to 37
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 61.5, which was 13.5 higher than the previous day. The implied volatity was 16.54, the open interest changed by 3 which increased total open position to 17
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 48, which was -23.6 lower than the previous day. The implied volatity was 14.48, the open interest changed by 14 which increased total open position to 14
