NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 21850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 1952.9 | 0 | 0.00 | 0 | 2 | 0 | |||
| 28 Mar | 23519.35 | 1952.9 | 0 | 0.00 | 0 | 2 | 0 | |||
| 27 Mar | 23591.95 | 1952.9 | 0 | 0.00 | 0 | 2 | 0 | |||
| 26 Mar | 23486.85 | 1952.9 | 0 | 0.00 | 0 | 2 | 0 | |||
| 25 Mar | 23668.65 | 1952.9 | 41.7 | 49.89 | 2 | 2 | 7 | |||
|
|
||||||||||
| 24 Mar | 23658.35 | 1912 | 320.95 | 31.79 | 2 | 1 | 5 | |||
| 21 Mar | 23350.40 | 1591.05 | 178.9 | 19.63 | 1 | 3 | 4 | |||
| 20 Mar | 23190.65 | 1411.75 | 336.75 | 15.19 | 3 | 1 | 1 | |||
| 19 Mar | 22907.60 | 1075 | 0 | 0.00 | 0 | 1 | 0 | |||
| 18 Mar | 22834.30 | 1075 | 545 | - | 1 | 1 | 1 | |||
| 17 Mar | 22508.75 | 530 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 22397.20 | 530 | 0 | 0.00 | 0 | 0 | 1 | |||
| 12 Mar | 22470.50 | 530 | 0 | 0.00 | 0 | 1 | 1 | |||
| 11 Mar | 22497.90 | 530 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 530 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 530 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 22544.70 | 530 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 22337.30 | 530 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 22082.65 | 530 | -807.55 | 11.13 | 1 | 0 | 0 | |||
| 3 Mar | 22119.30 | 1337.55 | 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 21850 expiring on 03APR2025
Delta for 21850 CE is 0.00
Historical price for 21850 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1952.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1952.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1952.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1952.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1952.9, which was 41.7 higher than the previous day. The implied volatity was 49.89, the open interest changed by 2 which increased total open position to 7
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1912, which was 320.95 higher than the previous day. The implied volatity was 31.79, the open interest changed by 1 which increased total open position to 5
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1591.05, which was 178.9 higher than the previous day. The implied volatity was 19.63, the open interest changed by 3 which increased total open position to 4
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 1411.75, which was 336.75 higher than the previous day. The implied volatity was 15.19, the open interest changed by 1 which increased total open position to 1
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1075, 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 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 1075, which was 545 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 530, 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 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 530, 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 1
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 530, 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 1
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 530, 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 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 530, 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 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 530, 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 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 530, 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 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 530, 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 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 530, which was -807.55 lower than the previous day. The implied volatity was 11.13, 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 1337.55, 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 21850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.29
Theta: -2.27
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 1.05 | -0.9 | 32.14 | 35,649 | 229 | 1,753 |
| 28 Mar | 23519.35 | 2 | -0.75 | 24.26 | 36,551 | 920 | 1,524 |
| 27 Mar | 23591.95 | 2.25 | -0.95 | 24.10 | 8,552 | -1,283 | 604 |
| 26 Mar | 23486.85 | 2.85 | -1.35 | 21.82 | 4,884 | 1,733 | 1,887 |
| 25 Mar | 23668.65 | 4.3 | 0.4 | 23.31 | 2,969 | -185 | 154 |
| 24 Mar | 23658.35 | 3.55 | -2.35 | 22.12 | 890 | 253 | 339 |
| 21 Mar | 23350.40 | 5.95 | -2.85 | 18.25 | 709 | 18 | 86 |
| 20 Mar | 23190.65 | 6.6 | -11.25 | 16.18 | 240 | -40 | 68 |
| 19 Mar | 22907.60 | 18 | -3.7 | 16.15 | 284 | -55 | 108 |
| 18 Mar | 22834.30 | 21.25 | -21.45 | 15.57 | 518 | 14 | 163 |
| 17 Mar | 22508.75 | 42.2 | -33.05 | 14.03 | 310 | 119 | 149 |
| 13 Mar | 22397.20 | 71.7 | -0.1 | 13.70 | 116 | 9 | 30 |
| 12 Mar | 22470.50 | 74.5 | -16.5 | 14.71 | 24 | 21 | 21 |
| 11 Mar | 22497.90 | 91 | 0 | 0.00 | 0 | 1 | 0 |
| 10 Mar | 22460.30 | 91 | -3.6 | 15.02 | 5 | 1 | 1 |
| 7 Mar | 22552.50 | 94.6 | 0 | 3.29 | 0 | 0 | 0 |
| 6 Mar | 22544.70 | 94.6 | 0 | 3.23 | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 94.6 | 0 | 2.54 | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 94.6 | 0 | 1.63 | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 94.6 | 0 | 1.87 | 0 | 0 | 0 |
| 28 Feb | 22124.70 | 94.6 | 0 | 1.80 | 0 | 0 | 0 |
| 27 Feb | 22545.05 | 94.6 | 0 | 2.97 | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 94.6 | 0 | 2.98 | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 94.6 | 0 | 3.04 | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 94.6 | 0 | 3.79 | 0 | 0 | 0 |
For Nifty - strike price 21850 expiring on 03APR2025
Delta for 21850 PE is -0.01
Historical price for 21850 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1.05, which was -0.9 lower than the previous day. The implied volatity was 32.14, the open interest changed by 229 which increased total open position to 1753
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 24.26, the open interest changed by 920 which increased total open position to 1524
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 2.25, which was -0.95 lower than the previous day. The implied volatity was 24.10, the open interest changed by -1283 which decreased total open position to 604
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 2.85, which was -1.35 lower than the previous day. The implied volatity was 21.82, the open interest changed by 1733 which increased total open position to 1887
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 4.3, which was 0.4 higher than the previous day. The implied volatity was 23.31, the open interest changed by -185 which decreased total open position to 154
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 3.55, which was -2.35 lower than the previous day. The implied volatity was 22.12, the open interest changed by 253 which increased total open position to 339
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 5.95, which was -2.85 lower than the previous day. The implied volatity was 18.25, the open interest changed by 18 which increased total open position to 86
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 6.6, which was -11.25 lower than the previous day. The implied volatity was 16.18, the open interest changed by -40 which decreased total open position to 68
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 18, which was -3.7 lower than the previous day. The implied volatity was 16.15, the open interest changed by -55 which decreased total open position to 108
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 21.25, which was -21.45 lower than the previous day. The implied volatity was 15.57, the open interest changed by 14 which increased total open position to 163
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 42.2, which was -33.05 lower than the previous day. The implied volatity was 14.03, the open interest changed by 119 which increased total open position to 149
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 71.7, which was -0.1 lower than the previous day. The implied volatity was 13.70, the open interest changed by 9 which increased total open position to 30
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 74.5, which was -16.5 lower than the previous day. The implied volatity was 14.71, the open interest changed by 21 which increased total open position to 21
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 91, 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 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 91, which was -3.6 lower than the previous day. The implied volatity was 15.02, the open interest changed by 1 which increased total open position to 1
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 94.6, which was 0 lower than the previous day. The implied volatity was 3.29, 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 94.6, which was 0 lower than the previous day. The implied volatity was 3.23, 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 94.6, which was 0 lower than the previous day. The implied volatity was 2.54, 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 94.6, which was 0 lower than the previous day. The implied volatity was 1.63, 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 94.6, which was 0 lower than the previous day. The implied volatity was 1.87, 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 94.6, which was 0 lower than the previous day. The implied volatity was 1.80, 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 94.6, which was 0 lower than the previous day. The implied volatity was 2.97, 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 94.6, which was 0 lower than the previous day. The implied volatity was 2.98, 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 94.6, which was 0 lower than the previous day. The implied volatity was 3.04, 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 94.6, which was 0 lower than the previous day. The implied volatity was 3.79, the open interest changed by 0 which decreased total open position to 0
