NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
NIFTY 09APR2025 21650 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 | |||
3 Apr | 23250.10 | 2117.3 | 0 | 0.00 | 0 | 1 | 0 | |||
2 Apr | 23332.35 | 2117.3 | 0 | 0.00 | 0 | 1 | 0 | |||
1 Apr | 23165.70 | 2117.3 | 0 | 0.00 | 0 | 1 | 0 | |||
28 Mar | 23519.35 | 2117.3 | 0 | 0.00 | 0 | 1 | 0 | |||
27 Mar | 23591.95 | 2117.3 | 0 | 0.00 | 0 | 1 | 0 | |||
26 Mar | 23486.85 | 2117.3 | 0 | 0.00 | 0 | 1 | 0 | |||
25 Mar | 23668.65 | 2117.3 | -33.3 | 34.48 | 1 | 1 | 2 | |||
24 Mar | 23658.35 | 2150.6 | 333.25 | 28.21 | 1 | 1 | 1 | |||
21 Mar | 23350.40 | 1817.35 | 683.45 | - | 1 | 0 | 0 | |||
20 Mar | 23190.65 | 1133.9 | 0 | - | 0 | 0 | 0 | |||
19 Mar | 22907.60 | 1133.9 | 0 | - | 0 | 0 | 0 | |||
18 Mar | 22834.30 | 1133.9 | 0 | - | 0 | 0 | 0 | |||
17 Mar | 22508.75 | 0 | 0 | - | 0 | 0 | 0 | |||
13 Mar | 22397.20 | 0 | 0 | - | 0 | 0 | 0 | |||
12 Mar | 22470.50 | 0 | 0 | - | 0 | 0 | 0 | |||
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11 Mar | 22497.90 | 0 | 0 | - | 0 | 0 | 0 | |||
10 Mar | 22460.30 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 21650 expiring on 09APR2025
Delta for 21650 CE is 0.00
Historical price for 21650 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 2117.3, 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 2117.3, 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 2117.3, 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 2117.3, 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 2117.3, 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 2117.3, 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 2117.3, which was -33.3 lower than the previous day. The implied volatity was 34.48, 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 2150.6, which was 333.25 higher than the previous day. The implied volatity was 28.21, 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 1817.35, which was 683.45 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 1133.9, 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 1133.9, 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 1133.9, 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 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 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 21650 PE | |||||||
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Delta: -0.01
Vega: 0.66
Theta: -1.24
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
3 Apr | 23250.10 | 1.9 | -2 | 23.68 | 13,446 | 1,787 | 2,201 |
2 Apr | 23332.35 | 3.95 | -0.35 | 25.28 | 1,706 | 44 | 414 |
1 Apr | 23165.70 | 4.2 | 0.75 | 22.19 | 1,466 | 318 | 370 |
28 Mar | 23519.35 | 3.25 | -5.1 | 20.57 | 271 | 52 | 52 |
27 Mar | 23591.95 | 8.35 | 0 | 0.00 | 0 | -13 | 0 |
26 Mar | 23486.85 | 8.35 | 0 | 0.00 | 0 | -13 | 0 |
25 Mar | 23668.65 | 8.35 | -1.3 | 22.21 | 30 | -13 | 70 |
24 Mar | 23658.35 | 9.65 | -13.8 | 22.64 | 224 | 83 | 83 |
21 Mar | 23350.40 | 23.45 | 0 | 0.00 | 0 | 13 | 0 |
20 Mar | 23190.65 | 23.45 | 0 | 0.00 | 0 | 13 | 0 |
19 Mar | 22907.60 | 23.45 | -9.3 | 16.80 | 17 | 13 | 13 |
18 Mar | 22834.30 | 32.75 | -61.95 | 17.15 | 3 | 0 | 0 |
17 Mar | 22508.75 | 94.7 | 0 | 4.19 | 0 | 0 | 0 |
13 Mar | 22397.20 | 94.7 | 0 | 3.48 | 0 | 0 | 0 |
12 Mar | 22470.50 | 94.7 | 0 | 3.75 | 0 | 0 | 0 |
11 Mar | 22497.90 | 94.7 | 0 | 3.90 | 0 | 0 | 0 |
10 Mar | 22460.30 | 94.7 | 0 | 3.58 | 0 | 0 | 0 |
For Nifty - strike price 21650 expiring on 09APR2025
Delta for 21650 PE is -0.01
Historical price for 21650 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1.9, which was -2 lower than the previous day. The implied volatity was 23.68, the open interest changed by 1787 which increased total open position to 2201
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 3.95, which was -0.35 lower than the previous day. The implied volatity was 25.28, the open interest changed by 44 which increased total open position to 414
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 4.2, which was 0.75 higher than the previous day. The implied volatity was 22.19, the open interest changed by 318 which increased total open position to 370
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 3.25, which was -5.1 lower than the previous day. The implied volatity was 20.57, the open interest changed by 52 which increased total open position to 52
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 8.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -13 which decreased total open position to 0
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 8.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -13 which decreased total open position to 0
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 8.35, which was -1.3 lower than the previous day. The implied volatity was 22.21, the open interest changed by -13 which decreased total open position to 70
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 9.65, which was -13.8 lower than the previous day. The implied volatity was 22.64, the open interest changed by 83 which increased total open position to 83
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 23.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 23.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 23.45, which was -9.3 lower than the previous day. The implied volatity was 16.80, the open interest changed by 13 which increased total open position to 13
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 32.75, which was -61.95 lower than the previous day. The implied volatity was 17.15, 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 94.7, which was 0 lower than the previous day. The implied volatity was 4.19, 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 94.7, which was 0 lower than the previous day. The implied volatity was 3.48, 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 94.7, which was 0 lower than the previous day. The implied volatity was 3.75, 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 94.7, which was 0 lower than the previous day. The implied volatity was 3.90, 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 94.7, which was 0 lower than the previous day. The implied volatity was 3.58, the open interest changed by 0 which decreased total open position to 0