NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 21600 CE | ||||||||||
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Delta: 0.94
Vega: 3.64
Theta: -17.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 1709 | -37.5 | 38.62 | 4 | 3 | 15 | |||
| 2 Apr | 23332.35 | 1740 | -421.55 | - | 11 | 12 | 12 | |||
| 1 Apr | 23165.70 | 2161.4 | -0.15 | 0.00 | 0 | 1 | 0 | |||
| 28 Mar | 23519.35 | 2161.4 | -0.15 | 0.00 | 0 | 1 | 0 | |||
| 27 Mar | 23591.95 | 2161.4 | -0.15 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 23486.85 | 2161.4 | -0.15 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 2161.4 | -44.95 | 34.39 | 2 | 1 | 2 | |||
| 24 Mar | 23658.35 | 2206.35 | 340.55 | 29.15 | 1 | 1 | 1 | |||
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| 21 Mar | 23350.40 | 1865.8 | 690.5 | - | 1 | 0 | 0 | |||
| 20 Mar | 23190.65 | 1175.3 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 22907.60 | 1175.3 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 1175.3 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 22508.75 | 1175.3 | 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 21600 expiring on 09APR2025
Delta for 21600 CE is 0.94
Historical price for 21600 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1709, which was -37.5 lower than the previous day. The implied volatity was 38.62, the open interest changed by 3 which increased total open position to 15
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1740, which was -421.55 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 12
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2161.4, which was -0.15 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 2161.4, which was -0.15 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 2161.4, which was -0.15 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 2161.4, which was -0.15 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 2161.4, which was -44.95 lower than the previous day. The implied volatity was 34.39, 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 2206.35, which was 340.55 higher than the previous day. The implied volatity was 29.15, 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 1865.8, which was 690.5 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 1175.3, 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 1175.3, 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 1175.3, 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 1175.3, 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 21600 PE | |||||||
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Delta: -0.01
Vega: 0.52
Theta: -0.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 1.4 | -2.25 | 23.48 | 50,556 | 9,109 | 11,389 |
| 2 Apr | 23332.35 | 3.55 | -0.5 | 25.57 | 5,871 | 970 | 2,280 |
| 1 Apr | 23165.70 | 3.45 | 0.1 | 22.18 | 3,882 | 522 | 1,310 |
| 28 Mar | 23519.35 | 2.85 | -2.7 | 20.70 | 2,010 | 466 | 788 |
| 27 Mar | 23591.95 | 5 | -2.45 | 22.58 | 621 | 213 | 322 |
| 26 Mar | 23486.85 | 7.95 | -0.2 | 21.98 | 174 | 17 | 109 |
| 25 Mar | 23668.65 | 8.15 | 0.5 | 22.61 | 65 | -28 | 92 |
| 24 Mar | 23658.35 | 7.65 | -1.75 | 22.17 | 348 | 22 | 120 |
| 21 Mar | 23350.40 | 9.25 | -4.3 | 18.72 | 213 | -34 | 98 |
| 20 Mar | 23190.65 | 12.2 | -10.7 | 17.62 | 207 | -44 | 132 |
| 19 Mar | 22907.60 | 23 | -0.55 | 17.22 | 133 | 98 | 176 |
| 18 Mar | 22834.30 | 22.2 | -18.7 | 16.17 | 90 | 32 | 78 |
| 17 Mar | 22508.75 | 40.9 | -45.55 | 15.07 | 73 | 46 | 46 |
| 13 Mar | 22397.20 | 86.45 | 0 | 3.67 | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 86.45 | 0 | 3.93 | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 86.45 | 0 | 4.08 | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 86.45 | 0 | 3.76 | 0 | 0 | 0 |
For Nifty - strike price 21600 expiring on 09APR2025
Delta for 21600 PE is -0.01
Historical price for 21600 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1.4, which was -2.25 lower than the previous day. The implied volatity was 23.48, the open interest changed by 9109 which increased total open position to 11389
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 3.55, which was -0.5 lower than the previous day. The implied volatity was 25.57, the open interest changed by 970 which increased total open position to 2280
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 3.45, which was 0.1 higher than the previous day. The implied volatity was 22.18, the open interest changed by 522 which increased total open position to 1310
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2.85, which was -2.7 lower than the previous day. The implied volatity was 20.70, the open interest changed by 466 which increased total open position to 788
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 5, which was -2.45 lower than the previous day. The implied volatity was 22.58, the open interest changed by 213 which increased total open position to 322
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 7.95, which was -0.2 lower than the previous day. The implied volatity was 21.98, the open interest changed by 17 which increased total open position to 109
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 8.15, which was 0.5 higher than the previous day. The implied volatity was 22.61, the open interest changed by -28 which decreased total open position to 92
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 7.65, which was -1.75 lower than the previous day. The implied volatity was 22.17, the open interest changed by 22 which increased total open position to 120
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 9.25, which was -4.3 lower than the previous day. The implied volatity was 18.72, the open interest changed by -34 which decreased total open position to 98
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 12.2, which was -10.7 lower than the previous day. The implied volatity was 17.62, the open interest changed by -44 which decreased total open position to 132
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 23, which was -0.55 lower than the previous day. The implied volatity was 17.22, the open interest changed by 98 which increased total open position to 176
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 22.2, which was -18.7 lower than the previous day. The implied volatity was 16.17, the open interest changed by 32 which increased total open position to 78
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 40.9, which was -45.55 lower than the previous day. The implied volatity was 15.07, the open interest changed by 46 which increased total open position to 46
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 86.45, which was 0 lower than the previous day. The implied volatity was 3.67, 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 86.45, which was 0 lower than the previous day. The implied volatity was 3.93, 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 86.45, which was 0 lower than the previous day. The implied volatity was 4.08, 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 86.45, which was 0 lower than the previous day. The implied volatity was 3.76, the open interest changed by 0 which decreased total open position to 0
