NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 12:56 PM IST
| NIFTY 09APR2025 21850 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 | 1395.85 | 0 | 0.00 | 0 | 7 | 0 | |||
| 3 Apr | 23250.10 | 1395.85 | -519.8 | - | 2 | 7 | 7 | |||
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| 2 Apr | 23332.35 | 1914.45 | -1.2 | 0.00 | 0 | 1 | 0 | |||
| 1 Apr | 23165.70 | 1914.45 | -1.2 | 0.00 | 0 | 1 | 0 | |||
| 28 Mar | 23519.35 | 1914.45 | -1.2 | 0.00 | 0 | 1 | 0 | |||
| 27 Mar | 23591.95 | 1914.45 | -1.2 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 23486.85 | 1914.45 | -1.2 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 1914.45 | -37.65 | 31.41 | 4 | 1 | 2 | |||
| 24 Mar | 23658.35 | 1952.1 | 312.5 | 25.93 | 1 | 1 | 1 | |||
| 21 Mar | 23350.40 | 1639.6 | 665.1 | 19.12 | 1 | 0 | 0 | |||
| 20 Mar | 23190.65 | 974.5 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 22907.60 | 974.5 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 974.5 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 22508.75 | 974.5 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 22397.20 | 974.5 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 974.5 | 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 21850 expiring on 09APR2025
Delta for 21850 CE is 0.00
Historical price for 21850 CE is as follows
On 4 Apr NIFTY was trading at 22946.85. The strike last trading price was 1395.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1395.85, which was -519.8 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1914.45, which was -1.2 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 1914.45, which was -1.2 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 1914.45, which was -1.2 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 1914.45, which was -1.2 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 1914.45, which was -1.2 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 1914.45, which was -37.65 lower than the previous day. The implied volatity was 31.41, 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 1952.1, which was 312.5 higher than the previous day. The implied volatity was 25.93, 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 1639.6, which was 665.1 higher than the previous day. The implied volatity was 19.12, 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 974.5, 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 974.5, 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 974.5, 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 974.5, 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 974.5, 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 974.5, 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 21850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 1.01
Theta: -1.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 22946.85 | 2.8 | 0.6 | 19.67 | 73,609 | 4,872 | 6,504 |
| 3 Apr | 23250.10 | 1.95 | -3.05 | 21.09 | 8,937 | 256 | 1,632 |
| 2 Apr | 23332.35 | 4.85 | -0.95 | 23.32 | 4,301 | 844 | 1,376 |
| 1 Apr | 23165.70 | 6 | 1.4 | 20.78 | 1,708 | 306 | 532 |
| 28 Mar | 23519.35 | 4.35 | -2.65 | 19.37 | 766 | 195 | 226 |
| 27 Mar | 23591.95 | 7 | -3.3 | 21.07 | 201 | 4 | 31 |
| 26 Mar | 23486.85 | 10.35 | -0.55 | 20.35 | 30 | 0 | 27 |
| 25 Mar | 23668.65 | 11.1 | 0.7 | 21.26 | 109 | -10 | 27 |
| 24 Mar | 23658.35 | 10.3 | -1.65 | 20.97 | 94 | -4 | 37 |
| 21 Mar | 23350.40 | 11.95 | -5.35 | 17.27 | 73 | 28 | 41 |
| 20 Mar | 23190.65 | 17.3 | -116.65 | 16.44 | 22 | 13 | 13 |
| 19 Mar | 22907.60 | 133.95 | 0 | 5.08 | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 133.95 | 0 | 4.74 | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 133.95 | 0 | 3.37 | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 133.95 | 0 | 2.71 | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 133.95 | 0 | 3.00 | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 133.95 | 0 | 3.17 | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 133.95 | 0 | 2.85 | 0 | 0 | 0 |
For Nifty - strike price 21850 expiring on 09APR2025
Delta for 21850 PE is -0.01
Historical price for 21850 PE is as follows
On 4 Apr NIFTY was trading at 22946.85. The strike last trading price was 2.8, which was 0.6 higher than the previous day. The implied volatity was 19.67, the open interest changed by 4872 which increased total open position to 6504
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1.95, which was -3.05 lower than the previous day. The implied volatity was 21.09, the open interest changed by 256 which increased total open position to 1632
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 4.85, which was -0.95 lower than the previous day. The implied volatity was 23.32, the open interest changed by 844 which increased total open position to 1376
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 6, which was 1.4 higher than the previous day. The implied volatity was 20.78, the open interest changed by 306 which increased total open position to 532
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 4.35, which was -2.65 lower than the previous day. The implied volatity was 19.37, the open interest changed by 195 which increased total open position to 226
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 7, which was -3.3 lower than the previous day. The implied volatity was 21.07, the open interest changed by 4 which increased total open position to 31
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 10.35, which was -0.55 lower than the previous day. The implied volatity was 20.35, the open interest changed by 0 which decreased total open position to 27
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 11.1, which was 0.7 higher than the previous day. The implied volatity was 21.26, the open interest changed by -10 which decreased total open position to 27
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 10.3, which was -1.65 lower than the previous day. The implied volatity was 20.97, the open interest changed by -4 which decreased total open position to 37
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 11.95, which was -5.35 lower than the previous day. The implied volatity was 17.27, the open interest changed by 28 which increased total open position to 41
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 17.3, which was -116.65 lower than the previous day. The implied volatity was 16.44, the open interest changed by 13 which increased total open position to 13
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 133.95, which was 0 lower than the previous day. The implied volatity was 5.08, 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 133.95, which was 0 lower than the previous day. The implied volatity was 4.74, 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 133.95, 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 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 133.95, which was 0 lower than the previous day. The implied volatity was 2.71, 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 133.95, which was 0 lower than the previous day. The implied volatity was 3.00, 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 133.95, which was 0 lower than the previous day. The implied volatity was 3.17, 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 133.95, which was 0 lower than the previous day. The implied volatity was 2.85, the open interest changed by 0 which decreased total open position to 0
