NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 22000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 1242.55 | -108.3 | - | 445 | 205 | 637 | |||
| 2 Apr | 23332.35 | 1348.6 | 109.65 | - | 361 | 282 | 432 | |||
| 1 Apr | 23165.70 | 1234.25 | -284.75 | 18.92 | 143 | 119 | 150 | |||
| 28 Mar | 23519.35 | 1519 | -172 | - | 7 | 7 | 31 | |||
| 27 Mar | 23591.95 | 1691 | 86 | 21.24 | 17 | 6 | 24 | |||
| 26 Mar | 23486.85 | 1605 | -166 | 27.08 | 11 | 10 | 18 | |||
|
|
||||||||||
| 25 Mar | 23668.65 | 1769.7 | -31.3 | 29.98 | 4 | 2 | 8 | |||
| 24 Mar | 23658.35 | 1801 | 305.15 | 24.52 | 12 | 0 | 6 | |||
| 21 Mar | 23350.40 | 1495.85 | 315.85 | 17.44 | 1 | 2 | 6 | |||
| 20 Mar | 23190.65 | 1180 | 100 | - | 3 | 0 | 4 | |||
| 19 Mar | 22907.60 | 1080 | 260 | 15.49 | 10 | 4 | 4 | |||
| 18 Mar | 22834.30 | 820 | 0 | 0.00 | 0 | 1 | 0 | |||
| 17 Mar | 22508.75 | 820 | 135.05 | 18.62 | 1 | 1 | 1 | |||
| 13 Mar | 22397.20 | 684.95 | 17.9 | 14.46 | 1 | -1 | 0 | |||
| 12 Mar | 22470.50 | 667.05 | -195.9 | 8.74 | 3 | 1 | 1 | |||
| 11 Mar | 22497.90 | 862.95 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 862.95 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 862.95 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 22000 expiring on 09APR2025
Delta for 22000 CE is -
Historical price for 22000 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1242.55, which was -108.3 lower than the previous day. The implied volatity was -, the open interest changed by 205 which increased total open position to 637
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1348.6, which was 109.65 higher than the previous day. The implied volatity was -, the open interest changed by 282 which increased total open position to 432
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1234.25, which was -284.75 lower than the previous day. The implied volatity was 18.92, the open interest changed by 119 which increased total open position to 150
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1519, which was -172 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 31
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1691, which was 86 higher than the previous day. The implied volatity was 21.24, the open interest changed by 6 which increased total open position to 24
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1605, which was -166 lower than the previous day. The implied volatity was 27.08, the open interest changed by 10 which increased total open position to 18
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1769.7, which was -31.3 lower than the previous day. The implied volatity was 29.98, the open interest changed by 2 which increased total open position to 8
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1801, which was 305.15 higher than the previous day. The implied volatity was 24.52, the open interest changed by 0 which decreased total open position to 6
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1495.85, which was 315.85 higher than the previous day. The implied volatity was 17.44, the open interest changed by 2 which increased total open position to 6
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 1180, which was 100 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1080, which was 260 higher than the previous day. The implied volatity was 15.49, the open interest changed by 4 which increased total open position to 4
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 820, 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 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 820, which was 135.05 higher than the previous day. The implied volatity was 18.62, the open interest changed by 1 which increased total open position to 1
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 684.95, which was 17.9 higher than the previous day. The implied volatity was 14.46, the open interest changed by -1 which decreased total open position to 0
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 667.05, which was -195.9 lower than the previous day. The implied volatity was 8.74, 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 862.95, 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 862.95, 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 862.95, 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 22000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 1.08
Theta: -1.73
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 3.05 | -3.4 | 20.25 | 2,50,601 | 51,176 | 78,367 |
| 2 Apr | 23332.35 | 6.65 | -1.4 | 22.37 | 52,700 | 15,540 | 27,191 |
| 1 Apr | 23165.70 | 8.7 | 2.75 | 20.02 | 44,060 | 4,329 | 11,651 |
| 28 Mar | 23519.35 | 5.75 | -3.05 | 18.61 | 19,934 | 2,713 | 7,322 |
| 27 Mar | 23591.95 | 7.35 | -4 | 19.66 | 9,568 | 775 | 4,609 |
| 26 Mar | 23486.85 | 12.95 | 0.45 | 19.56 | 5,704 | 513 | 3,834 |
| 25 Mar | 23668.65 | 13.25 | 0.35 | 20.38 | 5,189 | 363 | 3,321 |
| 24 Mar | 23658.35 | 12.4 | -3.9 | 20.03 | 7,168 | 1,316 | 2,958 |
| 21 Mar | 23350.40 | 16.4 | -7.95 | 16.88 | 4,217 | 254 | 1,642 |
| 20 Mar | 23190.65 | 23 | -19.8 | 15.95 | 2,664 | 636 | 1,388 |
| 19 Mar | 22907.60 | 42.55 | -7.1 | 15.52 | 1,287 | 210 | 752 |
| 18 Mar | 22834.30 | 46.85 | -44.9 | 14.99 | 1,303 | 269 | 542 |
| 17 Mar | 22508.75 | 89.6 | -41.45 | 14.12 | 772 | 120 | 273 |
| 13 Mar | 22397.20 | 130 | 1.2 | 13.92 | 120 | 49 | 153 |
| 12 Mar | 22470.50 | 130.35 | -6.7 | 14.84 | 128 | 14 | 104 |
| 11 Mar | 22497.90 | 140 | -3.55 | 15.79 | 54 | 24 | 90 |
| 10 Mar | 22460.30 | 153.2 | 30.8 | 15.29 | 112 | 65 | 66 |
| 7 Mar | 22552.50 | 123.05 | -48.35 | 14.44 | 6 | 1 | 1 |
For Nifty - strike price 22000 expiring on 09APR2025
Delta for 22000 PE is -0.01
Historical price for 22000 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 3.05, which was -3.4 lower than the previous day. The implied volatity was 20.25, the open interest changed by 51176 which increased total open position to 78367
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 6.65, which was -1.4 lower than the previous day. The implied volatity was 22.37, the open interest changed by 15540 which increased total open position to 27191
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 8.7, which was 2.75 higher than the previous day. The implied volatity was 20.02, the open interest changed by 4329 which increased total open position to 11651
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 5.75, which was -3.05 lower than the previous day. The implied volatity was 18.61, the open interest changed by 2713 which increased total open position to 7322
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 7.35, which was -4 lower than the previous day. The implied volatity was 19.66, the open interest changed by 775 which increased total open position to 4609
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 12.95, which was 0.45 higher than the previous day. The implied volatity was 19.56, the open interest changed by 513 which increased total open position to 3834
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 13.25, which was 0.35 higher than the previous day. The implied volatity was 20.38, the open interest changed by 363 which increased total open position to 3321
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 12.4, which was -3.9 lower than the previous day. The implied volatity was 20.03, the open interest changed by 1316 which increased total open position to 2958
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 16.4, which was -7.95 lower than the previous day. The implied volatity was 16.88, the open interest changed by 254 which increased total open position to 1642
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 23, which was -19.8 lower than the previous day. The implied volatity was 15.95, the open interest changed by 636 which increased total open position to 1388
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 42.55, which was -7.1 lower than the previous day. The implied volatity was 15.52, the open interest changed by 210 which increased total open position to 752
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 46.85, which was -44.9 lower than the previous day. The implied volatity was 14.99, the open interest changed by 269 which increased total open position to 542
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 89.6, which was -41.45 lower than the previous day. The implied volatity was 14.12, the open interest changed by 120 which increased total open position to 273
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 130, which was 1.2 higher than the previous day. The implied volatity was 13.92, the open interest changed by 49 which increased total open position to 153
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 130.35, which was -6.7 lower than the previous day. The implied volatity was 14.84, the open interest changed by 14 which increased total open position to 104
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 140, which was -3.55 lower than the previous day. The implied volatity was 15.79, the open interest changed by 24 which increased total open position to 90
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 153.2, which was 30.8 higher than the previous day. The implied volatity was 15.29, the open interest changed by 65 which increased total open position to 66
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 123.05, which was -48.35 lower than the previous day. The implied volatity was 14.44, the open interest changed by 1 which increased total open position to 1
