NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 21700 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 | 1946 | 0 | 0.00 | 0 | 16 | 0 | |||
| 28 Mar | 23519.35 | 1946 | 0 | 0.00 | 0 | 16 | 0 | |||
| 27 Mar | 23591.95 | 1946 | -121.45 | 26.48 | 7 | 16 | 16 | |||
| 26 Mar | 23486.85 | 2067.6 | 0.15 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 2067.6 | 14.9 | 48.00 | 7 | 1 | 10 | |||
| 24 Mar | 23658.35 | 2052.7 | 318.45 | 31.19 | 2 | 3 | 9 | |||
| 21 Mar | 23350.40 | 1733.3 | 173.7 | 14.37 | 3 | 2 | 6 | |||
| 20 Mar | 23190.65 | 1559.5 | 330.95 | 19.13 | 2 | 4 | 4 | |||
| 19 Mar | 22907.60 | 1228.4 | -0.15 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 1228.4 | 168.4 | - | 4 | 0 | 0 | |||
| 17 Mar | 22508.75 | 1060 | 0 | 0.00 | 0 | 9 | 0 | |||
| 13 Mar | 22397.20 | 1060 | 0 | 0.00 | 0 | 9 | 0 | |||
| 12 Mar | 22470.50 | 1060 | 0 | 0.00 | 0 | 9 | 0 | |||
| 11 Mar | 22497.90 | 1060 | 0 | 0.00 | 0 | 9 | 0 | |||
| 10 Mar | 22460.30 | 1060 | 0 | 0.00 | 0 | 9 | 0 | |||
| 7 Mar | 22552.50 | 1060 | 373.25 | 15.12 | 9 | 9 | 9 | |||
| 6 Mar | 22544.70 | 686.75 | 0 | 0.00 | 0 | 5 | 0 | |||
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| 5 Mar | 22337.30 | 686.75 | 0 | 0.00 | 0 | 5 | 0 | |||
| 4 Mar | 22082.65 | 686.75 | -778.3 | 13.49 | 9 | 5 | 5 | |||
| 3 Mar | 22119.30 | 1465.05 | 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 21700 expiring on 03APR2025
Delta for 21700 CE is 0.00
Historical price for 21700 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1946, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1946, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1946, which was -121.45 lower than the previous day. The implied volatity was 26.48, the open interest changed by 16 which increased total open position to 16
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 2067.6, which was 0.15 higher 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 2067.6, which was 14.9 higher than the previous day. The implied volatity was 48.00, the open interest changed by 1 which increased total open position to 10
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 2052.7, which was 318.45 higher than the previous day. The implied volatity was 31.19, the open interest changed by 3 which increased total open position to 9
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1733.3, which was 173.7 higher than the previous day. The implied volatity was 14.37, the open interest changed by 2 which increased total open position to 6
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 1559.5, which was 330.95 higher than the previous day. The implied volatity was 19.13, the open interest changed by 4 which increased total open position to 4
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1228.4, which was -0.15 lower 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 1228.4, which was 168.4 higher 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 1060, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1060, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1060, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1060, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1060, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1060, which was 373.25 higher than the previous day. The implied volatity was 15.12, the open interest changed by 9 which increased total open position to 9
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 686.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 686.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 686.75, which was -778.3 lower than the previous day. The implied volatity was 13.49, the open interest changed by 5 which increased total open position to 5
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 1465.05, 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 21700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.24
Theta: -2.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 0.9 | -0.85 | 34.83 | 64,672 | 4,597 | 11,571 |
| 28 Mar | 23519.35 | 1.65 | -1 | 25.65 | 63,302 | 915 | 6,974 |
| 27 Mar | 23591.95 | 2.2 | -1.05 | 25.95 | 25,445 | 1,137 | 6,059 |
| 26 Mar | 23486.85 | 3.75 | -0.05 | 24.44 | 14,604 | 4,091 | 4,922 |
| 25 Mar | 23668.65 | 3.15 | -0.6 | 24.03 | 6,484 | -353 | 831 |
| 24 Mar | 23658.35 | 3.05 | -2.15 | 23.41 | 3,815 | 195 | 1,184 |
| 21 Mar | 23350.40 | 5.15 | -2.2 | 19.35 | 3,568 | 253 | 989 |
| 20 Mar | 23190.65 | 6.2 | -7.25 | 17.51 | 4,335 | -634 | 736 |
| 19 Mar | 22907.60 | 13 | -2.85 | 16.72 | 5,136 | -753 | 1,370 |
| 18 Mar | 22834.30 | 16 | -14.35 | 16.26 | 7,604 | 489 | 2,123 |
| 17 Mar | 22508.75 | 29.75 | -23.25 | 14.51 | 3,683 | 830 | 1,634 |
| 13 Mar | 22397.20 | 55.3 | -1.6 | 14.34 | 1,178 | 601 | 804 |
| 12 Mar | 22470.50 | 56.7 | -5.6 | 15.17 | 194 | 22 | 203 |
| 11 Mar | 22497.90 | 60.9 | -8.4 | 15.84 | 280 | 40 | 181 |
| 10 Mar | 22460.30 | 73.35 | 15.55 | 15.65 | 235 | 7 | 141 |
| 7 Mar | 22552.50 | 60.3 | -5.55 | 14.99 | 252 | 3 | 134 |
| 6 Mar | 22544.70 | 69.75 | -22.25 | 15.40 | 123 | 66 | 131 |
| 5 Mar | 22337.30 | 92 | -50.05 | 14.76 | 75 | 59 | 65 |
| 4 Mar | 22082.65 | 142.05 | 6.8 | 14.17 | 10 | 5 | 6 |
| 3 Mar | 22119.30 | 135.25 | 61.9 | 14.44 | 2 | 1 | 1 |
| 28 Feb | 22124.70 | 73.35 | 0 | 2.22 | 0 | 0 | 0 |
| 27 Feb | 22545.05 | 73.35 | 0 | 3.48 | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 73.35 | 0 | 3.47 | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 73.35 | 0 | 3.52 | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 73.35 | 0 | 4.08 | 0 | 0 | 0 |
For Nifty - strike price 21700 expiring on 03APR2025
Delta for 21700 PE is -0.00
Historical price for 21700 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 0.9, which was -0.85 lower than the previous day. The implied volatity was 34.83, the open interest changed by 4597 which increased total open position to 11571
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1.65, which was -1 lower than the previous day. The implied volatity was 25.65, the open interest changed by 915 which increased total open position to 6974
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 2.2, which was -1.05 lower than the previous day. The implied volatity was 25.95, the open interest changed by 1137 which increased total open position to 6059
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 3.75, which was -0.05 lower than the previous day. The implied volatity was 24.44, the open interest changed by 4091 which increased total open position to 4922
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 3.15, which was -0.6 lower than the previous day. The implied volatity was 24.03, the open interest changed by -353 which decreased total open position to 831
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 3.05, which was -2.15 lower than the previous day. The implied volatity was 23.41, the open interest changed by 195 which increased total open position to 1184
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 5.15, which was -2.2 lower than the previous day. The implied volatity was 19.35, the open interest changed by 253 which increased total open position to 989
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 6.2, which was -7.25 lower than the previous day. The implied volatity was 17.51, the open interest changed by -634 which decreased total open position to 736
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 13, which was -2.85 lower than the previous day. The implied volatity was 16.72, the open interest changed by -753 which decreased total open position to 1370
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 16, which was -14.35 lower than the previous day. The implied volatity was 16.26, the open interest changed by 489 which increased total open position to 2123
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 29.75, which was -23.25 lower than the previous day. The implied volatity was 14.51, the open interest changed by 830 which increased total open position to 1634
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 55.3, which was -1.6 lower than the previous day. The implied volatity was 14.34, the open interest changed by 601 which increased total open position to 804
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 56.7, which was -5.6 lower than the previous day. The implied volatity was 15.17, the open interest changed by 22 which increased total open position to 203
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 60.9, which was -8.4 lower than the previous day. The implied volatity was 15.84, the open interest changed by 40 which increased total open position to 181
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 73.35, which was 15.55 higher than the previous day. The implied volatity was 15.65, the open interest changed by 7 which increased total open position to 141
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 60.3, which was -5.55 lower than the previous day. The implied volatity was 14.99, the open interest changed by 3 which increased total open position to 134
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 69.75, which was -22.25 lower than the previous day. The implied volatity was 15.40, the open interest changed by 66 which increased total open position to 131
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 92, which was -50.05 lower than the previous day. The implied volatity was 14.76, the open interest changed by 59 which increased total open position to 65
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 142.05, which was 6.8 higher than the previous day. The implied volatity was 14.17, the open interest changed by 5 which increased total open position to 6
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 135.25, which was 61.9 higher than the previous day. The implied volatity was 14.44, 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 73.35, which was 0 lower than the previous day. The implied volatity was 2.22, 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 73.35, 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 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 73.35, which was 0 lower than the previous day. The implied volatity was 3.47, 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 73.35, which was 0 lower than the previous day. The implied volatity was 3.52, 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 73.35, 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
