NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 03:29 PM IST
| NIFTY 09APR2025 21800 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 | 22915.15 | 1553 | 0 | 0.00 | 0 | 12 | 0 | |||
| 3 Apr | 23250.10 | 1553 | 0 | 0.00 | 0 | 12 | 0 | |||
| 2 Apr | 23332.35 | 1553 | -302 | - | 7 | 12 | 12 | |||
| 1 Apr | 23165.70 | 1855 | 0 | 0.00 | 0 | 4 | 0 | |||
| 28 Mar | 23519.35 | 1855 | 0 | 0.00 | 0 | 4 | 0 | |||
| 27 Mar | 23591.95 | 1855 | 0 | 0.00 | 0 | 4 | 0 | |||
| 26 Mar | 23486.85 | 1855 | -109.25 | 35.73 | 2 | 4 | 6 | |||
| 25 Mar | 23668.65 | 1963.75 | -35.4 | 32.00 | 3 | 1 | 2 | |||
| 24 Mar | 23658.35 | 1999.15 | 310.7 | 25.42 | 1 | 1 | 1 | |||
| 21 Mar | 23350.40 | 1688.45 | 675.1 | 19.43 | 1 | 0 | 0 | |||
| 20 Mar | 23190.65 | 1013.35 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 22907.60 | 1013.35 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 1013.35 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 22508.75 | 1013.35 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 22397.20 | 1013.35 | 0 | - | 0 | 0 | 0 | |||
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| 12 Mar | 22470.50 | 1013.35 | 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 21800 expiring on 09APR2025
Delta for 21800 CE is 0.00
Historical price for 21800 CE is as follows
On 4 Apr NIFTY was trading at 22915.15. The strike last trading price was 1553, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1553, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1553, which was -302 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 12
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1855, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1855, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1855, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1855, which was -109.25 lower than the previous day. The implied volatity was 35.73, the open interest changed by 4 which increased total open position to 6
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1963.75, which was -35.4 lower than the previous day. The implied volatity was 32.00, 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 1999.15, which was 310.7 higher than the previous day. The implied volatity was 25.42, 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 1688.45, which was 675.1 higher than the previous day. The implied volatity was 19.43, 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 1013.35, 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 1013.35, 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 1013.35, 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 1013.35, 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 1013.35, 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 1013.35, 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 21800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 1.04
Theta: -2.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 22915.15 | 3 | 0.9 | 20.36 | 2,80,626 | 19,493 | 38,854 |
| 3 Apr | 23250.10 | 2.2 | -2.5 | 22.09 | 73,613 | 11,971 | 19,361 |
| 2 Apr | 23332.35 | 4.5 | -0.75 | 23.74 | 17,742 | 5,332 | 7,390 |
| 1 Apr | 23165.70 | 5.25 | 1 | 20.96 | 6,919 | 1,282 | 2,058 |
| 28 Mar | 23519.35 | 3.7 | -3.25 | 19.44 | 2,586 | 403 | 776 |
| 27 Mar | 23591.95 | 8 | -0.55 | 22.01 | 549 | -72 | 373 |
| 26 Mar | 23486.85 | 9.3 | -1.35 | 20.50 | 956 | 202 | 445 |
| 25 Mar | 23668.65 | 10.5 | -0.05 | 21.56 | 433 | 53 | 243 |
| 24 Mar | 23658.35 | 10.45 | -1.75 | 21.37 | 398 | -12 | 190 |
| 21 Mar | 23350.40 | 12.5 | -4.6 | 17.87 | 731 | -157 | 202 |
| 20 Mar | 23190.65 | 16.55 | -13.4 | 16.76 | 643 | 161 | 359 |
| 19 Mar | 22907.60 | 29.2 | -4.75 | 16.12 | 195 | 32 | 198 |
| 18 Mar | 22834.30 | 34.05 | -26.5 | 15.80 | 375 | 106 | 166 |
| 17 Mar | 22508.75 | 55.15 | -44.7 | 14.13 | 117 | 47 | 60 |
| 13 Mar | 22397.20 | 99.85 | 8.6 | 14.83 | 15 | 8 | 13 |
| 12 Mar | 22470.50 | 86.6 | -10.4 | 14.78 | 2 | 1 | 5 |
| 11 Mar | 22497.90 | 97 | -8.7 | 15.80 | 6 | 0 | 4 |
| 10 Mar | 22460.30 | 108.5 | 18.8 | 15.42 | 9 | 4 | 4 |
For Nifty - strike price 21800 expiring on 09APR2025
Delta for 21800 PE is -0.02
Historical price for 21800 PE is as follows
On 4 Apr NIFTY was trading at 22915.15. The strike last trading price was 3, which was 0.9 higher than the previous day. The implied volatity was 20.36, the open interest changed by 19493 which increased total open position to 38854
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 2.2, which was -2.5 lower than the previous day. The implied volatity was 22.09, the open interest changed by 11971 which increased total open position to 19361
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 4.5, which was -0.75 lower than the previous day. The implied volatity was 23.74, the open interest changed by 5332 which increased total open position to 7390
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 5.25, which was 1 higher than the previous day. The implied volatity was 20.96, the open interest changed by 1282 which increased total open position to 2058
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 3.7, which was -3.25 lower than the previous day. The implied volatity was 19.44, the open interest changed by 403 which increased total open position to 776
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 8, which was -0.55 lower than the previous day. The implied volatity was 22.01, the open interest changed by -72 which decreased total open position to 373
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 9.3, which was -1.35 lower than the previous day. The implied volatity was 20.50, the open interest changed by 202 which increased total open position to 445
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 10.5, which was -0.05 lower than the previous day. The implied volatity was 21.56, the open interest changed by 53 which increased total open position to 243
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 10.45, which was -1.75 lower than the previous day. The implied volatity was 21.37, the open interest changed by -12 which decreased total open position to 190
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 12.5, which was -4.6 lower than the previous day. The implied volatity was 17.87, the open interest changed by -157 which decreased total open position to 202
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 16.55, which was -13.4 lower than the previous day. The implied volatity was 16.76, the open interest changed by 161 which increased total open position to 359
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 29.2, which was -4.75 lower than the previous day. The implied volatity was 16.12, the open interest changed by 32 which increased total open position to 198
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 34.05, which was -26.5 lower than the previous day. The implied volatity was 15.80, the open interest changed by 106 which increased total open position to 166
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 55.15, which was -44.7 lower than the previous day. The implied volatity was 14.13, the open interest changed by 47 which increased total open position to 60
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 99.85, which was 8.6 higher than the previous day. The implied volatity was 14.83, the open interest changed by 8 which increased total open position to 13
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 86.6, which was -10.4 lower than the previous day. The implied volatity was 14.78, the open interest changed by 1 which increased total open position to 5
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 97, which was -8.7 lower than the previous day. The implied volatity was 15.80, the open interest changed by 0 which decreased total open position to 4
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 108.5, which was 18.8 higher than the previous day. The implied volatity was 15.42, the open interest changed by 4 which increased total open position to 4
