NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 21950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 1.76
Theta: -25.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 1258.1 | -534.3 | 45.57 | 7 | 7 | 7 | |||
| 28 Mar | 23519.35 | 1786.45 | -5.95 | 0.00 | 0 | 1 | 0 | |||
| 27 Mar | 23591.95 | 1786.45 | -5.95 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 23486.85 | 1786.45 | -5.95 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 1786.45 | -27.75 | 39.38 | 4 | 1 | 9 | |||
| 24 Mar | 23658.35 | 1813.75 | 322.55 | 30.45 | 2 | 2 | 8 | |||
| 21 Mar | 23350.40 | 1491.2 | 177.1 | 17.89 | 1 | 3 | 6 | |||
| 20 Mar | 23190.65 | 1313.7 | 321 | 17.57 | 3 | 3 | 3 | |||
| 19 Mar | 22907.60 | 1001.55 | 8.85 | 0.00 | 0 | 3 | 0 | |||
| 18 Mar | 22834.30 | 1001.55 | 248.95 | 11.12 | 3 | 3 | 3 | |||
| 17 Mar | 22508.75 | 752.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 22397.20 | 752.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 752.6 | -502.4 | 15.53 | 1 | 0 | 0 | |||
| 11 Mar | 22497.90 | 1255 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 1255 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 1255 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 22544.70 | 1255 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 22337.30 | 1255 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 22082.65 | 1255 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 22119.30 | 1255 | 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 | |||
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| 24 Feb | 22553.35 | 0 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 22795.90 | 0 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 21950 expiring on 03APR2025
Delta for 21950 CE is 0.95
Historical price for 21950 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1258.1, which was -534.3 lower than the previous day. The implied volatity was 45.57, the open interest changed by 7 which increased total open position to 7
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1786.45, which was -5.95 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 1786.45, which was -5.95 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 1786.45, which was -5.95 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 1786.45, which was -27.75 lower than the previous day. The implied volatity was 39.38, the open interest changed by 1 which increased total open position to 9
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1813.75, which was 322.55 higher than the previous day. The implied volatity was 30.45, the open interest changed by 2 which increased total open position to 8
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1491.2, which was 177.1 higher than the previous day. The implied volatity was 17.89, the open interest changed by 3 which increased total open position to 6
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 1313.7, which was 321 higher than the previous day. The implied volatity was 17.57, the open interest changed by 3 which increased total open position to 3
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1001.55, which was 8.85 higher than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 1001.55, which was 248.95 higher than the previous day. The implied volatity was 11.12, the open interest changed by 3 which increased total open position to 3
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 752.6, 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 752.6, 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 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 752.6, which was -502.4 lower than the previous day. The implied volatity was 15.53, 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 1255, 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 1255, 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 1255, 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 1255, 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 1255, 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 1255, 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 1255, 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 21950 PE | |||||||
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Delta: -0.01
Vega: 0.31
Theta: -2.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 1.1 | -1.1 | 30.10 | 62,308 | 816 | 3,236 |
| 28 Mar | 23519.35 | 2.2 | -0.8 | 23.22 | 53,378 | 1,336 | 2,420 |
| 27 Mar | 23591.95 | 2.35 | -0.95 | 22.98 | 5,984 | 102 | 1,084 |
| 26 Mar | 23486.85 | 3.9 | -0.55 | 21.58 | 3,388 | 330 | 982 |
| 25 Mar | 23668.65 | 4.45 | 0.2 | 22.26 | 3,127 | 73 | 652 |
| 24 Mar | 23658.35 | 3.95 | -2.55 | 21.35 | 1,178 | 28 | 579 |
| 21 Mar | 23350.40 | 5.95 | -4.95 | 17.24 | 2,392 | 453 | 551 |
| 20 Mar | 23190.65 | 8.3 | -13.7 | 15.77 | 322 | 14 | 98 |
| 19 Mar | 22907.60 | 22.65 | -4 | 15.80 | 247 | -55 | 84 |
| 18 Mar | 22834.30 | 26.25 | -27.25 | 15.18 | 391 | 53 | 139 |
| 17 Mar | 22508.75 | 52.5 | -34.55 | 13.66 | 161 | 32 | 86 |
| 13 Mar | 22397.20 | 83.4 | -9.6 | 13.13 | 52 | 23 | 54 |
| 12 Mar | 22470.50 | 93 | -5.75 | 14.65 | 33 | 23 | 31 |
| 11 Mar | 22497.90 | 100.2 | 6 | 15.54 | 2 | 1 | 8 |
| 10 Mar | 22460.30 | 94.2 | 8.75 | 13.92 | 3 | 0 | 7 |
| 7 Mar | 22552.50 | 85.45 | -144.5 | 13.93 | 5 | 7 | 7 |
| 6 Mar | 22544.70 | 229.95 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 229.95 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 229.95 | 0 | 14.53 | 3 | 0 | 2 |
| 3 Mar | 22119.30 | 229.95 | 118.7 | 15.30 | 7 | 2 | 2 |
| 28 Feb | 22124.70 | 111.25 | 0 | 1.42 | 0 | 0 | 0 |
| 27 Feb | 22545.05 | 111.25 | 0 | 2.63 | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 111.25 | 0 | 2.66 | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 111.25 | 0 | 2.71 | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 111.25 | 0 | 3.49 | 0 | 0 | 0 |
For Nifty - strike price 21950 expiring on 03APR2025
Delta for 21950 PE is -0.01
Historical price for 21950 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1.1, which was -1.1 lower than the previous day. The implied volatity was 30.10, the open interest changed by 816 which increased total open position to 3236
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2.2, which was -0.8 lower than the previous day. The implied volatity was 23.22, the open interest changed by 1336 which increased total open position to 2420
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 2.35, which was -0.95 lower than the previous day. The implied volatity was 22.98, the open interest changed by 102 which increased total open position to 1084
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 3.9, which was -0.55 lower than the previous day. The implied volatity was 21.58, the open interest changed by 330 which increased total open position to 982
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 4.45, which was 0.2 higher than the previous day. The implied volatity was 22.26, the open interest changed by 73 which increased total open position to 652
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 3.95, which was -2.55 lower than the previous day. The implied volatity was 21.35, the open interest changed by 28 which increased total open position to 579
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 5.95, which was -4.95 lower than the previous day. The implied volatity was 17.24, the open interest changed by 453 which increased total open position to 551
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 8.3, which was -13.7 lower than the previous day. The implied volatity was 15.77, the open interest changed by 14 which increased total open position to 98
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 22.65, which was -4 lower than the previous day. The implied volatity was 15.80, the open interest changed by -55 which decreased total open position to 84
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 26.25, which was -27.25 lower than the previous day. The implied volatity was 15.18, the open interest changed by 53 which increased total open position to 139
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 52.5, which was -34.55 lower than the previous day. The implied volatity was 13.66, the open interest changed by 32 which increased total open position to 86
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 83.4, which was -9.6 lower than the previous day. The implied volatity was 13.13, the open interest changed by 23 which increased total open position to 54
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 93, which was -5.75 lower than the previous day. The implied volatity was 14.65, the open interest changed by 23 which increased total open position to 31
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 100.2, which was 6 higher than the previous day. The implied volatity was 15.54, the open interest changed by 1 which increased total open position to 8
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 94.2, which was 8.75 higher than the previous day. The implied volatity was 13.92, the open interest changed by 0 which decreased total open position to 7
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 85.45, which was -144.5 lower than the previous day. The implied volatity was 13.93, the open interest changed by 7 which increased total open position to 7
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 229.95, 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 229.95, 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 229.95, which was 0 lower than the previous day. The implied volatity was 14.53, the open interest changed by 0 which decreased total open position to 2
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 229.95, which was 118.7 higher than the previous day. The implied volatity was 15.30, the open interest changed by 2 which increased total open position to 2
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 111.25, which was 0 lower than the previous day. The implied volatity was 1.42, 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 111.25, which was 0 lower than the previous day. The implied volatity was 2.63, 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 111.25, which was 0 lower than the previous day. The implied volatity was 2.66, 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 111.25, 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 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 111.25, which was 0 lower than the previous day. The implied volatity was 3.49, the open interest changed by 0 which decreased total open position to 0
