NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 21600 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 | 2040 | 0 | 0.00 | 0 | 7 | 0 | |||
| 28 Mar | 23519.35 | 2040 | 0 | 0.00 | 0 | 7 | 0 | |||
| 27 Mar | 23591.95 | 2040 | 0 | - | 6 | 7 | 9 | |||
| 26 Mar | 23486.85 | 2040 | -225.75 | 52.87 | 2 | -1 | 2 | |||
| 25 Mar | 23668.65 | 2265.75 | 117.2 | 61.64 | 2 | 1 | 3 | |||
| 24 Mar | 23658.35 | 2148.55 | 339.35 | 31.20 | 4 | -2 | 2 | |||
| 21 Mar | 23350.40 | 1809.2 | 150.6 | - | 4 | 2 | 4 | |||
| 20 Mar | 23190.65 | 1658.45 | 333.35 | 19.97 | 2 | 2 | 2 | |||
| 19 Mar | 22907.60 | 1325.55 | 0.45 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 1325.55 | -226.75 | - | 2 | 0 | 0 | |||
| 17 Mar | 22508.75 | 1552.3 | 0 | - | 0 | 0 | 0 | |||
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| 13 Mar | 22397.20 | 1552.3 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 1552.3 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 1552.3 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 1552.3 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 1552.3 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 22544.70 | 1552.3 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 22337.30 | 1552.3 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 22082.65 | 1552.3 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 22119.30 | 1552.3 | 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 | |||
| 24 Feb | 22553.35 | 0 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 22795.90 | 0 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 21600 expiring on 03APR2025
Delta for 21600 CE is 0.00
Historical price for 21600 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2040, 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 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2040, 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 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 2040, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 9
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 2040, which was -225.75 lower than the previous day. The implied volatity was 52.87, the open interest changed by -1 which decreased total open position to 2
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 2265.75, which was 117.2 higher than the previous day. The implied volatity was 61.64, the open interest changed by 1 which increased total open position to 3
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 2148.55, which was 339.35 higher than the previous day. The implied volatity was 31.20, the open interest changed by -2 which decreased total open position to 2
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1809.2, which was 150.6 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 1658.45, which was 333.35 higher than the previous day. The implied volatity was 19.97, the open interest changed by 2 which increased total open position to 2
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1325.55, which was 0.45 higher 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 1325.55, which was -226.75 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 1552.3, 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 1552.3, 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 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1552.3, 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 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1552.3, 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 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1552.3, 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 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1552.3, 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 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1552.3, 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 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 1552.3, 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 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 1552.3, 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 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 1552.3, 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 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 24 Feb NIFTY was trading at 22553.35. 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 21600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.16
Theta: -1.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 0.55 | -1.1 | 35.14 | 44,240 | 740 | 5,819 |
| 28 Mar | 23519.35 | 1.8 | -0.75 | 27.22 | 43,587 | 496 | 5,079 |
| 27 Mar | 23591.95 | 2 | -0.95 | 26.83 | 18,563 | 1,801 | 4,583 |
| 26 Mar | 23486.85 | 3.7 | 0.3 | 25.61 | 6,345 | 2,056 | 2,782 |
| 25 Mar | 23668.65 | 3.25 | -0.35 | 25.25 | 5,687 | -410 | 726 |
| 24 Mar | 23658.35 | 3.15 | -1.5 | 24.57 | 3,786 | 490 | 1,136 |
| 21 Mar | 23350.40 | 4.8 | -1.5 | 20.14 | 3,223 | -171 | 646 |
| 20 Mar | 23190.65 | 4.6 | -6.65 | 17.69 | 3,012 | -140 | 817 |
| 19 Mar | 22907.60 | 12.6 | -0.6 | 17.69 | 4,320 | -224 | 957 |
| 18 Mar | 22834.30 | 16.05 | -7.85 | 17.35 | 3,723 | 203 | 1,181 |
| 17 Mar | 22508.75 | 23.95 | -19 | 14.89 | 2,253 | 358 | 978 |
| 13 Mar | 22397.20 | 44.75 | -1.95 | 14.60 | 613 | 405 | 620 |
| 12 Mar | 22470.50 | 47 | -6.7 | 15.46 | 221 | 76 | 215 |
| 11 Mar | 22497.90 | 50.65 | -9.45 | 16.08 | 144 | 1 | 139 |
| 10 Mar | 22460.30 | 60 | 8.65 | 15.78 | 113 | 31 | 138 |
| 7 Mar | 22552.50 | 51.35 | -8 | 15.30 | 218 | 67 | 107 |
| 6 Mar | 22544.70 | 58.95 | -16.6 | 15.63 | 34 | 21 | 40 |
| 5 Mar | 22337.30 | 75.55 | -44.45 | 14.82 | 23 | -6 | 19 |
| 4 Mar | 22082.65 | 120 | 20 | 14.33 | 23 | 24 | 25 |
| 3 Mar | 22119.30 | 100 | 0 | 13.80 | 3 | 1 | 1 |
| 28 Feb | 22124.70 | 100 | 38.6 | 13.19 | 1 | 0 | 0 |
| 27 Feb | 22545.05 | 61.4 | 0 | 3.81 | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 61.4 | 0 | 3.80 | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 61.4 | 0 | 3.84 | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 61.4 | 0 | 4.39 | 0 | 0 | 0 |
For Nifty - strike price 21600 expiring on 03APR2025
Delta for 21600 PE is -0.00
Historical price for 21600 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 0.55, which was -1.1 lower than the previous day. The implied volatity was 35.14, the open interest changed by 740 which increased total open position to 5819
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1.8, which was -0.75 lower than the previous day. The implied volatity was 27.22, the open interest changed by 496 which increased total open position to 5079
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 2, which was -0.95 lower than the previous day. The implied volatity was 26.83, the open interest changed by 1801 which increased total open position to 4583
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 3.7, which was 0.3 higher than the previous day. The implied volatity was 25.61, the open interest changed by 2056 which increased total open position to 2782
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 3.25, which was -0.35 lower than the previous day. The implied volatity was 25.25, the open interest changed by -410 which decreased total open position to 726
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 3.15, which was -1.5 lower than the previous day. The implied volatity was 24.57, the open interest changed by 490 which increased total open position to 1136
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 4.8, which was -1.5 lower than the previous day. The implied volatity was 20.14, the open interest changed by -171 which decreased total open position to 646
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 4.6, which was -6.65 lower than the previous day. The implied volatity was 17.69, the open interest changed by -140 which decreased total open position to 817
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 12.6, which was -0.6 lower than the previous day. The implied volatity was 17.69, the open interest changed by -224 which decreased total open position to 957
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 16.05, which was -7.85 lower than the previous day. The implied volatity was 17.35, the open interest changed by 203 which increased total open position to 1181
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 23.95, which was -19 lower than the previous day. The implied volatity was 14.89, the open interest changed by 358 which increased total open position to 978
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 44.75, which was -1.95 lower than the previous day. The implied volatity was 14.60, the open interest changed by 405 which increased total open position to 620
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 47, which was -6.7 lower than the previous day. The implied volatity was 15.46, the open interest changed by 76 which increased total open position to 215
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 50.65, which was -9.45 lower than the previous day. The implied volatity was 16.08, the open interest changed by 1 which increased total open position to 139
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 60, which was 8.65 higher than the previous day. The implied volatity was 15.78, the open interest changed by 31 which increased total open position to 138
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 51.35, which was -8 lower than the previous day. The implied volatity was 15.30, the open interest changed by 67 which increased total open position to 107
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 58.95, which was -16.6 lower than the previous day. The implied volatity was 15.63, the open interest changed by 21 which increased total open position to 40
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 75.55, which was -44.45 lower than the previous day. The implied volatity was 14.82, the open interest changed by -6 which decreased total open position to 19
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 120, which was 20 higher than the previous day. The implied volatity was 14.33, the open interest changed by 24 which increased total open position to 25
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 100, which was 0 lower than the previous day. The implied volatity was 13.80, the open interest changed by 1 which increased total open position to 1
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 100, which was 38.6 higher than the previous day. The implied volatity was 13.19, 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 61.4, which was 0 lower than the previous day. The implied volatity was 3.81, 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 61.4, which was 0 lower than the previous day. The implied volatity was 3.80, the open interest changed by 0 which decreased total open position to 0
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 61.4, which was 0 lower than the previous day. The implied volatity was 3.84, 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 61.4, which was 0 lower than the previous day. The implied volatity was 4.39, the open interest changed by 0 which decreased total open position to 0
