NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 22000 CE | ||||||||||
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Delta: 0.96
Vega: 1.38
Theta: -19.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 1202 | -350.8 | 40.21 | 1,511 | -840 | 3,002 | |||
| 28 Mar | 23519.35 | 1540.4 | -131.35 | 27.77 | 2,284 | 1,146 | 3,842 | |||
| 27 Mar | 23591.95 | 1694.5 | 108.5 | 38.78 | 1,402 | 624 | 2,696 | |||
| 26 Mar | 23486.85 | 1570.2 | -197.2 | 35.40 | 490 | 152 | 2,072 | |||
| 25 Mar | 23668.65 | 1726.9 | -19.05 | 37.07 | 435 | 143 | 1,920 | |||
| 24 Mar | 23658.35 | 1764.75 | 327.05 | 29.96 | 482 | 94 | 1,777 | |||
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| 21 Mar | 23350.40 | 1444.25 | 190.15 | 18.32 | 187 | 90 | 1,683 | |||
| 20 Mar | 23190.65 | 1243.15 | 201 | - | 191 | 55 | 1,593 | |||
| 19 Mar | 22907.60 | 1040.65 | 72 | 17.41 | 1,776 | -129 | 1,538 | |||
| 18 Mar | 22834.30 | 972 | 282.05 | 15.09 | 81 | -2 | 1,667 | |||
| 17 Mar | 22508.75 | 696.1 | 108.85 | 15.06 | 1,508 | 82 | 1,669 | |||
| 13 Mar | 22397.20 | 584.45 | -89.5 | 11.94 | 1,703 | 1,318 | 1,587 | |||
| 12 Mar | 22470.50 | 670 | -52.8 | 12.45 | 57 | 10 | 269 | |||
| 11 Mar | 22497.90 | 722.8 | 40.65 | 12.42 | 87 | 23 | 259 | |||
| 10 Mar | 22460.30 | 670.95 | -128.3 | 12.71 | 75 | 0 | 236 | |||
| 7 Mar | 22552.50 | 790.5 | 15.5 | 13.69 | 131 | -6 | 236 | |||
| 6 Mar | 22544.70 | 775 | 137.9 | 12.56 | 46 | -2 | 242 | |||
| 5 Mar | 22337.30 | 640.3 | 171.8 | 12.59 | 227 | 78 | 244 | |||
| 4 Mar | 22082.65 | 463.5 | -56 | 12.60 | 247 | 140 | 166 | |||
| 3 Mar | 22119.30 | 518.95 | -26.75 | 12.85 | 60 | 14 | 26 | |||
| 28 Feb | 22124.70 | 538.3 | -676.25 | 13.03 | 25 | 12 | 12 | |||
| 27 Feb | 22545.05 | 1214.55 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 1214.55 | 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 22000 expiring on 03APR2025
Delta for 22000 CE is 0.96
Historical price for 22000 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1202, which was -350.8 lower than the previous day. The implied volatity was 40.21, the open interest changed by -840 which decreased total open position to 3002
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1540.4, which was -131.35 lower than the previous day. The implied volatity was 27.77, the open interest changed by 1146 which increased total open position to 3842
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1694.5, which was 108.5 higher than the previous day. The implied volatity was 38.78, the open interest changed by 624 which increased total open position to 2696
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1570.2, which was -197.2 lower than the previous day. The implied volatity was 35.40, the open interest changed by 152 which increased total open position to 2072
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1726.9, which was -19.05 lower than the previous day. The implied volatity was 37.07, the open interest changed by 143 which increased total open position to 1920
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1764.75, which was 327.05 higher than the previous day. The implied volatity was 29.96, the open interest changed by 94 which increased total open position to 1777
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1444.25, which was 190.15 higher than the previous day. The implied volatity was 18.32, the open interest changed by 90 which increased total open position to 1683
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 1243.15, which was 201 higher than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 1593
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1040.65, which was 72 higher than the previous day. The implied volatity was 17.41, the open interest changed by -129 which decreased total open position to 1538
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 972, which was 282.05 higher than the previous day. The implied volatity was 15.09, the open interest changed by -2 which decreased total open position to 1667
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 696.1, which was 108.85 higher than the previous day. The implied volatity was 15.06, the open interest changed by 82 which increased total open position to 1669
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 584.45, which was -89.5 lower than the previous day. The implied volatity was 11.94, the open interest changed by 1318 which increased total open position to 1587
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 670, which was -52.8 lower than the previous day. The implied volatity was 12.45, the open interest changed by 10 which increased total open position to 269
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 722.8, which was 40.65 higher than the previous day. The implied volatity was 12.42, the open interest changed by 23 which increased total open position to 259
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 670.95, which was -128.3 lower than the previous day. The implied volatity was 12.71, the open interest changed by 0 which decreased total open position to 236
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 790.5, which was 15.5 higher than the previous day. The implied volatity was 13.69, the open interest changed by -6 which decreased total open position to 236
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 775, which was 137.9 higher than the previous day. The implied volatity was 12.56, the open interest changed by -2 which decreased total open position to 242
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 640.3, which was 171.8 higher than the previous day. The implied volatity was 12.59, the open interest changed by 78 which increased total open position to 244
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 463.5, which was -56 lower than the previous day. The implied volatity was 12.60, the open interest changed by 140 which increased total open position to 166
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 518.95, which was -26.75 lower than the previous day. The implied volatity was 12.85, the open interest changed by 14 which increased total open position to 26
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 538.3, which was -676.25 lower than the previous day. The implied volatity was 13.03, the open interest changed by 12 which increased total open position to 12
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 1214.55, 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 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 1214.55, 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 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 22000 PE | |||||||
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Delta: -0.01
Vega: 0.37
Theta: -2.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 1.35 | -1.05 | 29.71 | 5,10,336 | 26,790 | 97,446 |
| 28 Mar | 23519.35 | 2.6 | -0.55 | 23.04 | 3,72,748 | 13,994 | 70,656 |
| 27 Mar | 23591.95 | 2.65 | -0.9 | 22.70 | 1,64,104 | 27,432 | 56,662 |
| 26 Mar | 23486.85 | 4.3 | -0.6 | 21.19 | 58,257 | 11,026 | 29,230 |
| 25 Mar | 23668.65 | 5.1 | 0.4 | 22.11 | 48,304 | 2,768 | 18,204 |
| 24 Mar | 23658.35 | 4.5 | -2.45 | 21.19 | 26,689 | 2,239 | 15,436 |
| 21 Mar | 23350.40 | 7.1 | -4.5 | 17.21 | 34,125 | 6,131 | 13,197 |
| 20 Mar | 23190.65 | 10.1 | -14.25 | 15.79 | 18,190 | 2,527 | 7,066 |
| 19 Mar | 22907.60 | 24 | -5.85 | 15.42 | 12,115 | 58 | 4,539 |
| 18 Mar | 22834.30 | 29.1 | -31.2 | 14.97 | 14,857 | -268 | 4,481 |
| 17 Mar | 22508.75 | 59.25 | -39.5 | 13.53 | 10,769 | 3,163 | 4,749 |
| 13 Mar | 22397.20 | 97.1 | -1.9 | 13.30 | 2,552 | 388 | 1,586 |
| 12 Mar | 22470.50 | 102.2 | -4.3 | 14.54 | 2,379 | 187 | 1,198 |
| 11 Mar | 22497.90 | 104.55 | -15.1 | 15.14 | 1,469 | 286 | 1,011 |
| 10 Mar | 22460.30 | 125 | 25.7 | 15.04 | 889 | 229 | 725 |
| 7 Mar | 22552.50 | 100 | -14 | 14.21 | 488 | 57 | 496 |
| 6 Mar | 22544.70 | 113.4 | -41.9 | 14.68 | 347 | -4 | 439 |
| 5 Mar | 22337.30 | 153 | -83.85 | 14.26 | 705 | 244 | 443 |
| 4 Mar | 22082.65 | 239.95 | 23.2 | 14.15 | 200 | 72 | 199 |
| 3 Mar | 22119.30 | 214.95 | -15.2 | 13.92 | 157 | 17 | 127 |
| 28 Feb | 22124.70 | 231 | 109.55 | 13.96 | 306 | 29 | 110 |
| 27 Feb | 22545.05 | 121.45 | -5.8 | 13.79 | 26 | 12 | 81 |
| 25 Feb | 22547.55 | 127.55 | -7.55 | 13.99 | 31 | 11 | 69 |
| 24 Feb | 22553.35 | 137.15 | 16.75 | 14.55 | 126 | 58 | 58 |
| 21 Feb | 22795.90 | 120.4 | 0 | 3.16 | 0 | 0 | 0 |
For Nifty - strike price 22000 expiring on 03APR2025
Delta for 22000 PE is -0.01
Historical price for 22000 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1.35, which was -1.05 lower than the previous day. The implied volatity was 29.71, the open interest changed by 26790 which increased total open position to 97446
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2.6, which was -0.55 lower than the previous day. The implied volatity was 23.04, the open interest changed by 13994 which increased total open position to 70656
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 2.65, which was -0.9 lower than the previous day. The implied volatity was 22.70, the open interest changed by 27432 which increased total open position to 56662
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 4.3, which was -0.6 lower than the previous day. The implied volatity was 21.19, the open interest changed by 11026 which increased total open position to 29230
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 5.1, which was 0.4 higher than the previous day. The implied volatity was 22.11, the open interest changed by 2768 which increased total open position to 18204
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 4.5, which was -2.45 lower than the previous day. The implied volatity was 21.19, the open interest changed by 2239 which increased total open position to 15436
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 7.1, which was -4.5 lower than the previous day. The implied volatity was 17.21, the open interest changed by 6131 which increased total open position to 13197
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 10.1, which was -14.25 lower than the previous day. The implied volatity was 15.79, the open interest changed by 2527 which increased total open position to 7066
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 24, which was -5.85 lower than the previous day. The implied volatity was 15.42, the open interest changed by 58 which increased total open position to 4539
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 29.1, which was -31.2 lower than the previous day. The implied volatity was 14.97, the open interest changed by -268 which decreased total open position to 4481
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 59.25, which was -39.5 lower than the previous day. The implied volatity was 13.53, the open interest changed by 3163 which increased total open position to 4749
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 97.1, which was -1.9 lower than the previous day. The implied volatity was 13.30, the open interest changed by 388 which increased total open position to 1586
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 102.2, which was -4.3 lower than the previous day. The implied volatity was 14.54, the open interest changed by 187 which increased total open position to 1198
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 104.55, which was -15.1 lower than the previous day. The implied volatity was 15.14, the open interest changed by 286 which increased total open position to 1011
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 125, which was 25.7 higher than the previous day. The implied volatity was 15.04, the open interest changed by 229 which increased total open position to 725
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 100, which was -14 lower than the previous day. The implied volatity was 14.21, the open interest changed by 57 which increased total open position to 496
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 113.4, which was -41.9 lower than the previous day. The implied volatity was 14.68, the open interest changed by -4 which decreased total open position to 439
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 153, which was -83.85 lower than the previous day. The implied volatity was 14.26, the open interest changed by 244 which increased total open position to 443
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 239.95, which was 23.2 higher than the previous day. The implied volatity was 14.15, the open interest changed by 72 which increased total open position to 199
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 214.95, which was -15.2 lower than the previous day. The implied volatity was 13.92, the open interest changed by 17 which increased total open position to 127
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 231, which was 109.55 higher than the previous day. The implied volatity was 13.96, the open interest changed by 29 which increased total open position to 110
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 121.45, which was -5.8 lower than the previous day. The implied volatity was 13.79, the open interest changed by 12 which increased total open position to 81
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 127.55, which was -7.55 lower than the previous day. The implied volatity was 13.99, the open interest changed by 11 which increased total open position to 69
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 137.15, which was 16.75 higher than the previous day. The implied volatity was 14.55, the open interest changed by 58 which increased total open position to 58
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 120.4, which was 0 lower than the previous day. The implied volatity was 3.16, the open interest changed by 0 which decreased total open position to 0
