NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 12:56 PM IST
| NIFTY 09APR2025 21750 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 | |||
| 4 Apr | 22946.85 | 2012.25 | 0 | 0.00 | 0 | 1 | 0 | |||
| 3 Apr | 23250.10 | 2012.25 | 0 | 0.00 | 0 | 1 | 0 | |||
| 2 Apr | 23332.35 | 2012.25 | 0 | 0.00 | 0 | 1 | 0 | |||
| 1 Apr | 23165.70 | 2012.25 | 0 | 0.00 | 0 | 1 | 0 | |||
| 28 Mar | 23519.35 | 2012.25 | 0 | 0.00 | 0 | 1 | 0 | |||
| 27 Mar | 23591.95 | 2012.25 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 23486.85 | 2012.25 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 2012.25 | -48.35 | 32.48 | 1 | 1 | 3 | |||
| 24 Mar | 23658.35 | 2065.15 | 345.8 | 29.70 | 2 | 2 | 2 | |||
| 21 Mar | 23350.40 | 1719.35 | 666.45 | 12.41 | 1 | 0 | 0 | |||
| 20 Mar | 23190.65 | 1052.9 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 22907.60 | 1052.9 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 1052.9 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 22508.75 | 1052.9 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 22397.20 | 0 | 0 | - | 0 | 0 | 0 | |||
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| 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 21750 expiring on 09APR2025
Delta for 21750 CE is 0.00
Historical price for 21750 CE is as follows
On 4 Apr NIFTY was trading at 22946.85. The strike last trading price was 2012.25, 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 2012.25, 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 2012.25, 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 2012.25, 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 2012.25, 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 2012.25, 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 2012.25, 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 2012.25, which was -48.35 lower than the previous day. The implied volatity was 32.48, 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 2065.15, which was 345.8 higher than the previous day. The implied volatity was 29.70, the open interest changed by 2 which increased total open position to 2
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1719.35, which was 666.45 higher than the previous day. The implied volatity was 12.41, 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 1052.9, 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 1052.9, 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 1052.9, 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 1052.9, 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 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 21750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.87
Theta: -1.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 22946.85 | 2.45 | 0.5 | 20.82 | 71,523 | 1,484 | 5,183 |
| 3 Apr | 23250.10 | 1.9 | -2.3 | 22.35 | 11,907 | 1,977 | 3,699 |
| 2 Apr | 23332.35 | 4.3 | -0.6 | 24.26 | 6,438 | 1,602 | 1,722 |
| 1 Apr | 23165.70 | 5.15 | -107.9 | 21.58 | 158 | 120 | 120 |
| 28 Mar | 23519.35 | 113.05 | 0 | 10.00 | 0 | 0 | 0 |
| 27 Mar | 23591.95 | 113.05 | 0 | 10.18 | 0 | 0 | 0 |
| 26 Mar | 23486.85 | 113.05 | 0 | 9.29 | 0 | 0 | 0 |
| 25 Mar | 23668.65 | 113.05 | 0 | 9.63 | 0 | 0 | 0 |
| 24 Mar | 23658.35 | 113.05 | 0 | 9.66 | 0 | 0 | 0 |
| 21 Mar | 23350.40 | 113.05 | 0 | 7.82 | 0 | 0 | 0 |
| 20 Mar | 23190.65 | 113.05 | 0 | 6.92 | 0 | 0 | 0 |
| 19 Mar | 22907.60 | 113.05 | 0 | 5.49 | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 113.05 | 0 | 5.14 | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 113.05 | 0 | 3.78 | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 113.05 | 0 | 3.10 | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 113.05 | 0 | 3.37 | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 113.05 | 0 | 3.53 | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 113.05 | 0 | 3.22 | 0 | 0 | 0 |
For Nifty - strike price 21750 expiring on 09APR2025
Delta for 21750 PE is -0.01
Historical price for 21750 PE is as follows
On 4 Apr NIFTY was trading at 22946.85. The strike last trading price was 2.45, which was 0.5 higher than the previous day. The implied volatity was 20.82, the open interest changed by 1484 which increased total open position to 5183
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1.9, which was -2.3 lower than the previous day. The implied volatity was 22.35, the open interest changed by 1977 which increased total open position to 3699
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 4.3, which was -0.6 lower than the previous day. The implied volatity was 24.26, the open interest changed by 1602 which increased total open position to 1722
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 5.15, which was -107.9 lower than the previous day. The implied volatity was 21.58, the open interest changed by 120 which increased total open position to 120
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 113.05, which was 0 lower than the previous day. The implied volatity was 10.00, the open interest changed by 0 which decreased total open position to 0
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 113.05, which was 0 lower than the previous day. The implied volatity was 10.18, the open interest changed by 0 which decreased total open position to 0
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 113.05, which was 0 lower than the previous day. The implied volatity was 9.29, 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 113.05, which was 0 lower than the previous day. The implied volatity was 9.63, 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 113.05, which was 0 lower than the previous day. The implied volatity was 9.66, 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 113.05, which was 0 lower than the previous day. The implied volatity was 7.82, 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 113.05, which was 0 lower than the previous day. The implied volatity was 6.92, 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 113.05, which was 0 lower than the previous day. The implied volatity was 5.49, 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 113.05, which was 0 lower than the previous day. The implied volatity was 5.14, 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 113.05, which was 0 lower than the previous day. The implied volatity was 3.78, 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 113.05, which was 0 lower than the previous day. The implied volatity was 3.10, 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 113.05, which was 0 lower than the previous day. The implied volatity was 3.37, 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 113.05, which was 0 lower than the previous day. The implied volatity was 3.53, 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 113.05, which was 0 lower than the previous day. The implied volatity was 3.22, the open interest changed by 0 which decreased total open position to 0
