NIFTY
Nifty
Historical option data for NIFTY
07 Apr 2025 04:10 PM IST
| NIFTY 09APR2025 21550 CE | ||||||||||
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Delta: 0.76
Vega: 5.06
Theta: -83.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Apr | 22161.60 | 848.25 | -1361.95 | 62.17 | 7,811 | 770 | 770 | |||
| 4 Apr | 22904.45 | 2210.2 | 0 | 0.00 | 0 | 1 | 0 | |||
| 3 Apr | 23250.10 | 2210.2 | 0 | 0.00 | 0 | 1 | 0 | |||
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| 2 Apr | 23332.35 | 2210.2 | 0 | 0.00 | 0 | 1 | 0 | |||
| 1 Apr | 23165.70 | 2210.2 | 0 | 0.00 | 0 | 1 | 0 | |||
| 28 Mar | 23519.35 | 2210.2 | 0 | 0.00 | 0 | 1 | 0 | |||
| 27 Mar | 23591.95 | 2210.2 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 23486.85 | 2210.2 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 2210.2 | -45.05 | 34.90 | 1 | 1 | 2 | |||
| 24 Mar | 23658.35 | 2255.25 | 340.45 | 29.29 | 1 | 1 | 1 | |||
| 21 Mar | 23350.40 | 1914.8 | 697.5 | - | 1 | 0 | 0 | |||
| 20 Mar | 23190.65 | 1217.3 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 22907.60 | 1217.3 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 1217.3 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 22508.75 | 1217.3 | 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 21550 expiring on 09APR2025
Delta for 21550 CE is 0.76
Historical price for 21550 CE is as follows
On 7 Apr NIFTY was trading at 22161.60. The strike last trading price was 848.25, which was -1361.95 lower than the previous day. The implied volatity was 62.17, the open interest changed by 770 which increased total open position to 770
On 4 Apr NIFTY was trading at 22904.45. The strike last trading price was 2210.2, 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 2210.2, 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 2210.2, 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 2210.2, 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 2210.2, 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 2210.2, 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 2210.2, 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 2210.2, which was -45.05 lower than the previous day. The implied volatity was 34.90, 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 2255.25, which was 340.45 higher than the previous day. The implied volatity was 29.29, 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 1914.8, which was 697.5 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 1217.3, 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 1217.3, 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 1217.3, 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 1217.3, 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 21550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.23
Vega: 4.98
Theta: -73.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Apr | 22161.60 | 134 | 131.75 | 60.15 | 2,50,921 | 3,976 | 13,096 |
| 4 Apr | 22904.45 | 2.1 | 0.4 | 23.16 | 1,06,971 | 7,744 | 9,120 |
| 3 Apr | 23250.10 | 1.35 | -2.15 | 24.03 | 6,699 | 911 | 1,376 |
| 2 Apr | 23332.35 | 3.55 | -0.2 | 26.22 | 1,145 | 198 | 465 |
| 1 Apr | 23165.70 | 3.6 | 0.4 | 22.95 | 855 | 234 | 267 |
| 28 Mar | 23519.35 | 3.15 | -3.45 | 21.46 | 95 | 12 | 33 |
| 27 Mar | 23591.95 | 6.6 | -72.15 | 23.92 | 74 | 21 | 21 |
| 26 Mar | 23486.85 | 78.75 | 0 | 10.20 | 0 | 0 | 0 |
| 25 Mar | 23668.65 | 78.75 | 0 | 10.50 | 0 | 0 | 0 |
| 24 Mar | 23658.35 | 78.75 | 0 | 10.50 | 0 | 0 | 0 |
| 21 Mar | 23350.40 | 78.75 | 0 | 8.65 | 0 | 0 | 0 |
| 20 Mar | 23190.65 | 78.75 | 0 | 7.76 | 0 | 0 | 0 |
| 19 Mar | 22907.60 | 78.75 | 0 | 6.63 | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 78.75 | 0 | 6.25 | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 78.75 | 0 | 4.59 | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 78.75 | 0 | 3.86 | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 78.75 | 0 | 4.12 | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 78.75 | 0 | 4.26 | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 78.75 | 0 | 3.94 | 0 | 0 | 0 |
For Nifty - strike price 21550 expiring on 09APR2025
Delta for 21550 PE is -0.23
Historical price for 21550 PE is as follows
On 7 Apr NIFTY was trading at 22161.60. The strike last trading price was 134, which was 131.75 higher than the previous day. The implied volatity was 60.15, the open interest changed by 3976 which increased total open position to 13096
On 4 Apr NIFTY was trading at 22904.45. The strike last trading price was 2.1, which was 0.4 higher than the previous day. The implied volatity was 23.16, the open interest changed by 7744 which increased total open position to 9120
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1.35, which was -2.15 lower than the previous day. The implied volatity was 24.03, the open interest changed by 911 which increased total open position to 1376
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 3.55, which was -0.2 lower than the previous day. The implied volatity was 26.22, the open interest changed by 198 which increased total open position to 465
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 3.6, which was 0.4 higher than the previous day. The implied volatity was 22.95, the open interest changed by 234 which increased total open position to 267
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 3.15, which was -3.45 lower than the previous day. The implied volatity was 21.46, the open interest changed by 12 which increased total open position to 33
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 6.6, which was -72.15 lower than the previous day. The implied volatity was 23.92, the open interest changed by 21 which increased total open position to 21
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 78.75, which was 0 lower than the previous day. The implied volatity was 10.20, 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 78.75, which was 0 lower than the previous day. The implied volatity was 10.50, 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 78.75, which was 0 lower than the previous day. The implied volatity was 10.50, 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 78.75, which was 0 lower than the previous day. The implied volatity was 8.65, 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 78.75, which was 0 lower than the previous day. The implied volatity was 7.76, 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 78.75, which was 0 lower than the previous day. The implied volatity was 6.63, 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 78.75, which was 0 lower than the previous day. The implied volatity was 6.25, 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 78.75, which was 0 lower than the previous day. The implied volatity was 4.59, 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 78.75, which was 0 lower than the previous day. The implied volatity was 3.86, 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 78.75, which was 0 lower than the previous day. The implied volatity was 4.12, 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 78.75, which was 0 lower than the previous day. The implied volatity was 4.26, 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 78.75, which was 0 lower than the previous day. The implied volatity was 3.94, the open interest changed by 0 which decreased total open position to 0
