NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 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 | |||
| 1 Apr | 23165.70 | 1747 | 0 | 0.00 | 0 | 1 | 0 | |||
| 28 Mar | 23519.35 | 1747 | -112 | 34.30 | 3 | 1 | 29 | |||
| 27 Mar | 23591.95 | 1859 | 79.9 | 32.82 | 13 | 8 | 28 | |||
| 26 Mar | 23486.85 | 1779.1 | -136.9 | 40.54 | 10 | 2 | 20 | |||
| 25 Mar | 23668.65 | 1916 | -44.25 | 38.69 | 14 | 0 | 18 | |||
| 24 Mar | 23658.35 | 1960.25 | 338.4 | 31.83 | 5 | 1 | 18 | |||
| 21 Mar | 23350.40 | 1621.85 | 163.8 | - | 1 | 0 | 17 | |||
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| 20 Mar | 23190.65 | 1443.6 | 223.6 | - | 6 | 4 | 17 | |||
| 19 Mar | 22907.60 | 1220 | 147 | 17.06 | 1 | 3 | 13 | |||
| 18 Mar | 22834.30 | 1073 | 202.35 | - | 5 | 2 | 10 | |||
| 17 Mar | 22508.75 | 870.65 | 51.45 | 15.91 | 4 | 8 | 8 | |||
| 13 Mar | 22397.20 | 819.2 | 0 | 0.00 | 0 | 3 | 0 | |||
| 12 Mar | 22470.50 | 819.2 | 0 | 0.00 | 0 | 3 | 0 | |||
| 11 Mar | 22497.90 | 819.2 | -172.25 | - | 12 | 3 | 3 | |||
| 10 Mar | 22460.30 | 991.45 | 0 | 0.00 | 0 | 3 | 0 | |||
| 7 Mar | 22552.50 | 991.45 | 91.9 | 16.17 | 6 | 3 | 9 | |||
| 6 Mar | 22544.70 | 899.55 | 107.35 | 7.00 | 2 | 1 | 6 | |||
| 5 Mar | 22337.30 | 792.2 | 198.15 | 12.45 | 13 | -4 | 5 | |||
| 4 Mar | 22082.65 | 595.75 | -64.4 | 12.57 | 11 | 9 | 9 | |||
| 3 Mar | 22119.30 | 660.15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Feb | 22124.70 | 660.15 | -719.4 | 12.31 | 1 | 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 21800 expiring on 03APR2025
Delta for 21800 CE is 0.00
Historical price for 21800 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1747, 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 1747, which was -112 lower than the previous day. The implied volatity was 34.30, the open interest changed by 1 which increased total open position to 29
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1859, which was 79.9 higher than the previous day. The implied volatity was 32.82, the open interest changed by 8 which increased total open position to 28
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1779.1, which was -136.9 lower than the previous day. The implied volatity was 40.54, the open interest changed by 2 which increased total open position to 20
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1916, which was -44.25 lower than the previous day. The implied volatity was 38.69, the open interest changed by 0 which decreased total open position to 18
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1960.25, which was 338.4 higher than the previous day. The implied volatity was 31.83, the open interest changed by 1 which increased total open position to 18
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1621.85, which was 163.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 1443.6, which was 223.6 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 17
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1220, which was 147 higher than the previous day. The implied volatity was 17.06, the open interest changed by 3 which increased total open position to 13
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 1073, which was 202.35 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 10
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 870.65, which was 51.45 higher than the previous day. The implied volatity was 15.91, the open interest changed by 8 which increased total open position to 8
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 819.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 819.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 819.2, which was -172.25 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 991.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 991.45, which was 91.9 higher than the previous day. The implied volatity was 16.17, the open interest changed by 3 which increased total open position to 9
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 899.55, which was 107.35 higher than the previous day. The implied volatity was 7.00, the open interest changed by 1 which increased total open position to 6
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 792.2, which was 198.15 higher than the previous day. The implied volatity was 12.45, the open interest changed by -4 which decreased total open position to 5
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 595.75, which was -64.4 lower than the previous day. The implied volatity was 12.57, the open interest changed by 9 which increased total open position to 9
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 660.15, which was 0 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 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 660.15, which was -719.4 lower than the previous day. The implied volatity was 12.31, 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 21800 PE | |||||||
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Delta: -0.01
Vega: 0.27
Theta: -2.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 1 | -0.85 | 33.05 | 1,13,512 | 7,389 | 16,556 |
| 28 Mar | 23519.35 | 2 | -0.75 | 24.92 | 78,091 | 927 | 9,167 |
| 27 Mar | 23591.95 | 2.5 | -0.7 | 25.06 | 32,533 | 3,071 | 8,240 |
| 26 Mar | 23486.85 | 3.6 | -0.35 | 23.09 | 16,917 | 3,468 | 5,169 |
| 25 Mar | 23668.65 | 3.4 | -0.3 | 23.14 | 12,625 | 366 | 1,701 |
| 24 Mar | 23658.35 | 3.25 | -2.25 | 22.39 | 6,958 | 252 | 1,335 |
| 21 Mar | 23350.40 | 5.55 | -2.85 | 18.56 | 4,998 | -55 | 1,083 |
| 20 Mar | 23190.65 | 8 | -8.15 | 17.21 | 6,135 | -531 | 1,138 |
| 19 Mar | 22907.60 | 16.95 | -2.9 | 16.50 | 4,771 | -486 | 1,669 |
| 18 Mar | 22834.30 | 19.3 | -19.5 | 15.80 | 6,914 | 566 | 2,155 |
| 17 Mar | 22508.75 | 36.85 | -28.55 | 14.11 | 3,808 | 1,224 | 1,589 |
| 13 Mar | 22397.20 | 67.6 | 1.55 | 14.06 | 762 | 106 | 365 |
| 12 Mar | 22470.50 | 67.25 | -9.85 | 14.77 | 596 | 20 | 259 |
| 11 Mar | 22497.90 | 73 | -9.85 | 15.59 | 342 | 146 | 239 |
| 10 Mar | 22460.30 | 87.8 | 18.8 | 15.44 | 239 | 31 | 93 |
| 7 Mar | 22552.50 | 71.45 | -9.6 | 14.72 | 199 | 12 | 62 |
| 6 Mar | 22544.70 | 80 | -33.7 | 15.02 | 85 | -4 | 50 |
| 5 Mar | 22337.30 | 113.65 | -58.15 | 14.83 | 80 | 26 | 54 |
| 4 Mar | 22082.65 | 174.9 | 16.3 | 14.36 | 29 | 11 | 28 |
| 3 Mar | 22119.30 | 158.6 | -8.5 | 14.27 | 28 | 8 | 17 |
| 28 Feb | 22124.70 | 167.1 | 73.4 | 14.03 | 18 | 6 | 9 |
| 27 Feb | 22545.05 | 93.7 | -6.5 | 14.45 | 2 | 1 | 3 |
| 25 Feb | 22547.55 | 100.2 | 3.05 | 14.69 | 2 | 2 | 2 |
| 24 Feb | 22553.35 | 97.15 | 10.1 | 14.59 | 1 | 0 | 0 |
| 21 Feb | 22795.90 | 87.05 | 0 | 3.77 | 0 | 0 | 0 |
For Nifty - strike price 21800 expiring on 03APR2025
Delta for 21800 PE is -0.01
Historical price for 21800 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1, which was -0.85 lower than the previous day. The implied volatity was 33.05, the open interest changed by 7389 which increased total open position to 16556
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2, which was -0.75 lower than the previous day. The implied volatity was 24.92, the open interest changed by 927 which increased total open position to 9167
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 2.5, which was -0.7 lower than the previous day. The implied volatity was 25.06, the open interest changed by 3071 which increased total open position to 8240
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 3.6, which was -0.35 lower than the previous day. The implied volatity was 23.09, the open interest changed by 3468 which increased total open position to 5169
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 3.4, which was -0.3 lower than the previous day. The implied volatity was 23.14, the open interest changed by 366 which increased total open position to 1701
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 3.25, which was -2.25 lower than the previous day. The implied volatity was 22.39, the open interest changed by 252 which increased total open position to 1335
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 5.55, which was -2.85 lower than the previous day. The implied volatity was 18.56, the open interest changed by -55 which decreased total open position to 1083
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 8, which was -8.15 lower than the previous day. The implied volatity was 17.21, the open interest changed by -531 which decreased total open position to 1138
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 16.95, which was -2.9 lower than the previous day. The implied volatity was 16.50, the open interest changed by -486 which decreased total open position to 1669
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 19.3, which was -19.5 lower than the previous day. The implied volatity was 15.80, the open interest changed by 566 which increased total open position to 2155
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 36.85, which was -28.55 lower than the previous day. The implied volatity was 14.11, the open interest changed by 1224 which increased total open position to 1589
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 67.6, which was 1.55 higher than the previous day. The implied volatity was 14.06, the open interest changed by 106 which increased total open position to 365
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 67.25, which was -9.85 lower than the previous day. The implied volatity was 14.77, the open interest changed by 20 which increased total open position to 259
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 73, which was -9.85 lower than the previous day. The implied volatity was 15.59, the open interest changed by 146 which increased total open position to 239
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 87.8, which was 18.8 higher than the previous day. The implied volatity was 15.44, the open interest changed by 31 which increased total open position to 93
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 71.45, which was -9.6 lower than the previous day. The implied volatity was 14.72, the open interest changed by 12 which increased total open position to 62
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 80, which was -33.7 lower than the previous day. The implied volatity was 15.02, the open interest changed by -4 which decreased total open position to 50
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 113.65, which was -58.15 lower than the previous day. The implied volatity was 14.83, the open interest changed by 26 which increased total open position to 54
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 174.9, which was 16.3 higher than the previous day. The implied volatity was 14.36, the open interest changed by 11 which increased total open position to 28
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 158.6, which was -8.5 lower than the previous day. The implied volatity was 14.27, the open interest changed by 8 which increased total open position to 17
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 167.1, which was 73.4 higher than the previous day. The implied volatity was 14.03, the open interest changed by 6 which increased total open position to 9
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 93.7, which was -6.5 lower than the previous day. The implied volatity was 14.45, the open interest changed by 1 which increased total open position to 3
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 100.2, which was 3.05 higher than the previous day. The implied volatity was 14.69, the open interest changed by 2 which increased total open position to 2
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 97.15, which was 10.1 higher than the previous day. The implied volatity was 14.59, 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 87.05, which was 0 lower than the previous day. The implied volatity was 3.77, the open interest changed by 0 which decreased total open position to 0
