NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 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 | |||
| 1 Apr | 23165.70 | 2010.85 | -1.45 | 0.00 | 0 | -1 | 0 | |||
| 28 Mar | 23519.35 | 2010.85 | -1.45 | 0.00 | 0 | -1 | 0 | |||
| 27 Mar | 23591.95 | 2010.85 | -1.45 | 0.00 | 0 | -1 | 0 | |||
| 26 Mar | 23486.85 | 2010.85 | -1.45 | 0.00 | 0 | -1 | 0 | |||
| 25 Mar | 23668.65 | 2010.85 | 206.6 | 46.45 | 2 | -1 | 7 | |||
| 24 Mar | 23658.35 | 1804.25 | 118.95 | - | 2 | 1 | 8 | |||
| 21 Mar | 23350.40 | 1685.3 | 174.65 | 16.83 | 1 | 2 | 7 | |||
| 20 Mar | 23190.65 | 1510.5 | 329.7 | 18.85 | 2 | 5 | 5 | |||
| 19 Mar | 22907.60 | 1180.7 | -0.1 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 1180.7 | 411.1 | - | 5 | 0 | 0 | |||
| 17 Mar | 22508.75 | 769.6 | 0 | 0.00 | 0 | 1 | 0 | |||
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| 13 Mar | 22397.20 | 769.6 | -652.45 | 9.21 | 2 | 1 | 1 | |||
| 12 Mar | 22470.50 | 1422.05 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 1422.05 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 1422.05 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 1422.05 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 22544.70 | 1422.05 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 22337.30 | 1422.05 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 22082.65 | 1422.05 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 22119.30 | 1422.05 | 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 21750 expiring on 03APR2025
Delta for 21750 CE is 0.00
Historical price for 21750 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2010.85, which was -1.45 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2010.85, which was -1.45 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 2010.85, which was -1.45 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 2010.85, which was -1.45 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 2010.85, which was 206.6 higher than the previous day. The implied volatity was 46.45, the open interest changed by -1 which decreased total open position to 7
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1804.25, which was 118.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1685.3, which was 174.65 higher than the previous day. The implied volatity was 16.83, the open interest changed by 2 which increased total open position to 7
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 1510.5, which was 329.7 higher than the previous day. The implied volatity was 18.85, the open interest changed by 5 which increased total open position to 5
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1180.7, which was -0.1 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 1180.7, which was 411.1 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 769.6, 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 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 769.6, which was -652.45 lower than the previous day. The implied volatity was 9.21, the open interest changed by 1 which increased total open position to 1
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1422.05, 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 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1422.05, 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 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1422.05, 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 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1422.05, 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 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1422.05, 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 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 1422.05, 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 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 1422.05, 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 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 1422.05, 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 21750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.27
Theta: -2.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 1.05 | -0.75 | 34.33 | 34,840 | 785 | 3,455 |
| 28 Mar | 23519.35 | 1.95 | -0.85 | 25.51 | 35,405 | 678 | 2,670 |
| 27 Mar | 23591.95 | 2.15 | -0.95 | 25.17 | 8,968 | 362 | 1,992 |
| 26 Mar | 23486.85 | 3.45 | -0.55 | 23.56 | 4,555 | 1,466 | 1,630 |
| 25 Mar | 23668.65 | 4.1 | 0.35 | 24.31 | 2,057 | -103 | 164 |
| 24 Mar | 23658.35 | 3.3 | -1.95 | 23.12 | 767 | 159 | 267 |
| 21 Mar | 23350.40 | 5.3 | -2 | 18.93 | 751 | 75 | 108 |
| 20 Mar | 23190.65 | 6.9 | -7.5 | 17.30 | 330 | -209 | 33 |
| 19 Mar | 22907.60 | 14.75 | -3.1 | 16.59 | 457 | 160 | 242 |
| 18 Mar | 22834.30 | 17.7 | -16.5 | 16.06 | 347 | -63 | 82 |
| 17 Mar | 22508.75 | 34.2 | -36.95 | 14.44 | 290 | 145 | 145 |
| 13 Mar | 22397.20 | 71.15 | 0 | 0.00 | 0 | -7 | 0 |
| 12 Mar | 22470.50 | 71.15 | -1 | 15.72 | 57 | -7 | 39 |
| 11 Mar | 22497.90 | 72.15 | -7.8 | 16.13 | 49 | 46 | 46 |
| 10 Mar | 22460.30 | 79.95 | 0 | 3.44 | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 79.95 | 0 | 3.67 | 0 | 0 | 0 |
| 6 Mar | 22544.70 | 79.95 | 0 | 3.60 | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 79.95 | 0 | 2.91 | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 79.95 | 0 | 2.03 | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 79.95 | 0 | 2.26 | 0 | 0 | 0 |
| 28 Feb | 22124.70 | 79.95 | 0 | 2.16 | 0 | 0 | 0 |
| 27 Feb | 22545.05 | 79.95 | 0 | 3.43 | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 79.95 | 0 | 3.31 | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 79.95 | 0 | 3.36 | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 79.95 | 0 | 4.10 | 0 | 0 | 0 |
For Nifty - strike price 21750 expiring on 03APR2025
Delta for 21750 PE is -0.01
Historical price for 21750 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1.05, which was -0.75 lower than the previous day. The implied volatity was 34.33, the open interest changed by 785 which increased total open position to 3455
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1.95, which was -0.85 lower than the previous day. The implied volatity was 25.51, the open interest changed by 678 which increased total open position to 2670
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 2.15, which was -0.95 lower than the previous day. The implied volatity was 25.17, the open interest changed by 362 which increased total open position to 1992
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 3.45, which was -0.55 lower than the previous day. The implied volatity was 23.56, the open interest changed by 1466 which increased total open position to 1630
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 4.1, which was 0.35 higher than the previous day. The implied volatity was 24.31, the open interest changed by -103 which decreased total open position to 164
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 3.3, which was -1.95 lower than the previous day. The implied volatity was 23.12, the open interest changed by 159 which increased total open position to 267
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 5.3, which was -2 lower than the previous day. The implied volatity was 18.93, the open interest changed by 75 which increased total open position to 108
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 6.9, which was -7.5 lower than the previous day. The implied volatity was 17.30, the open interest changed by -209 which decreased total open position to 33
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 14.75, which was -3.1 lower than the previous day. The implied volatity was 16.59, the open interest changed by 160 which increased total open position to 242
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 17.7, which was -16.5 lower than the previous day. The implied volatity was 16.06, the open interest changed by -63 which decreased total open position to 82
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 34.2, which was -36.95 lower than the previous day. The implied volatity was 14.44, the open interest changed by 145 which increased total open position to 145
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 71.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 71.15, which was -1 lower than the previous day. The implied volatity was 15.72, the open interest changed by -7 which decreased total open position to 39
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 72.15, which was -7.8 lower than the previous day. The implied volatity was 16.13, the open interest changed by 46 which increased total open position to 46
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 79.95, which was 0 lower than the previous day. The implied volatity was 3.44, 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 79.95, 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 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 79.95, which was 0 lower than the previous day. The implied volatity was 3.60, 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 79.95, which was 0 lower than the previous day. The implied volatity was 2.91, 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 79.95, which was 0 lower than the previous day. The implied volatity was 2.03, 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 79.95, which was 0 lower than the previous day. The implied volatity was 2.26, 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 79.95, which was 0 lower than the previous day. The implied volatity was 2.16, 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 79.95, which was 0 lower than the previous day. The implied volatity was 3.43, 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 79.95, which was 0 lower than the previous day. The implied volatity was 3.31, 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 79.95, which was 0 lower than the previous day. The implied volatity was 3.36, 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 79.95, which was 0 lower than the previous day. The implied volatity was 4.10, the open interest changed by 0 which decreased total open position to 0
