NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 12:46 PM IST
| NIFTY 09APR2025 22050 CE | ||||||||||
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Delta: 0.96
Vega: 2.35
Theta: -10.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 22956.70 | 947.1 | -359.7 | 20.30 | 13 | 9 | 9 | |||
| 3 Apr | 23250.10 | 1306.8 | 0 | 0.00 | 0 | 1 | 0 | |||
| 2 Apr | 23332.35 | 1306.8 | 109.8 | - | 2 | 1 | 8 | |||
| 1 Apr | 23165.70 | 1190.1 | -349.25 | 20.50 | 2 | 2 | 7 | |||
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| 28 Mar | 23519.35 | 1539.35 | -187.2 | 23.13 | 1 | 5 | 5 | |||
| 27 Mar | 23591.95 | 1723.55 | -3 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 23486.85 | 1723.55 | -3 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 1723.55 | -25.9 | 29.73 | 3 | 1 | 2 | |||
| 24 Mar | 23658.35 | 1749.45 | 302.6 | 22.38 | 1 | 1 | 1 | |||
| 21 Mar | 23350.40 | 1446.85 | 620.75 | 18.18 | 1 | 0 | 0 | |||
| 20 Mar | 23190.65 | 826.1 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 22907.60 | 826.1 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 826.1 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 22508.75 | 826.1 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 22397.20 | 826.1 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 826.1 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 826.1 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 0 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 0 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 22050 expiring on 09APR2025
Delta for 22050 CE is 0.96
Historical price for 22050 CE is as follows
On 4 Apr NIFTY was trading at 22956.70. The strike last trading price was 947.1, which was -359.7 lower than the previous day. The implied volatity was 20.30, the open interest changed by 9 which increased total open position to 9
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1306.8, 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 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1306.8, which was 109.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1190.1, which was -349.25 lower than the previous day. The implied volatity was 20.50, the open interest changed by 2 which increased total open position to 7
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1539.35, which was -187.2 lower than the previous day. The implied volatity was 23.13, the open interest changed by 5 which increased total open position to 5
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1723.55, which was -3 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 1723.55, which was -3 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 1723.55, which was -25.9 lower than the previous day. The implied volatity was 29.73, 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 1749.45, which was 302.6 higher than the previous day. The implied volatity was 22.38, 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 1446.85, which was 620.75 higher than the previous day. The implied volatity was 18.18, 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 826.1, 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 826.1, 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 826.1, 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 826.1, 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 826.1, 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 826.1, 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 826.1, 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
On 7 Mar NIFTY was trading at 22552.50. 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 22050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 1.42
Theta: -2.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 22956.70 | 3.9 | 0.8 | 17.57 | 97,916 | 6,652 | 8,796 |
| 3 Apr | 23250.10 | 3.55 | -3.3 | 19.98 | 12,549 | 1,192 | 2,144 |
| 2 Apr | 23332.35 | 6.6 | -1.8 | 21.63 | 3,639 | 220 | 952 |
| 1 Apr | 23165.70 | 8.95 | 2.5 | 19.42 | 3,655 | 559 | 732 |
| 28 Mar | 23519.35 | 6.2 | -4.2 | 18.30 | 614 | 115 | 173 |
| 27 Mar | 23591.95 | 10.4 | -1.4 | 20.37 | 95 | 28 | 58 |
| 26 Mar | 23486.85 | 11.8 | -1.4 | 18.70 | 27 | -7 | 30 |
| 25 Mar | 23668.65 | 13.5 | 0.25 | 19.94 | 56 | -2 | 37 |
| 24 Mar | 23658.35 | 13.25 | -3.6 | 19.92 | 79 | -1 | 39 |
| 21 Mar | 23350.40 | 16.8 | -9 | 16.48 | 146 | 33 | 40 |
| 20 Mar | 23190.65 | 25.8 | -158.4 | 15.86 | 13 | 7 | 7 |
| 19 Mar | 22907.60 | 184.2 | 0 | 4.25 | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 184.2 | 0 | 3.92 | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 184.2 | 0 | 2.68 | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 184.2 | 0 | 2.05 | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 184.2 | 0 | 2.38 | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 184.2 | 0 | 2.43 | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 184.2 | 0 | 2.24 | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 184.2 | 0 | 2.42 | 0 | 0 | 0 |
For Nifty - strike price 22050 expiring on 09APR2025
Delta for 22050 PE is -0.02
Historical price for 22050 PE is as follows
On 4 Apr NIFTY was trading at 22956.70. The strike last trading price was 3.9, which was 0.8 higher than the previous day. The implied volatity was 17.57, the open interest changed by 6652 which increased total open position to 8796
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 3.55, which was -3.3 lower than the previous day. The implied volatity was 19.98, the open interest changed by 1192 which increased total open position to 2144
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 6.6, which was -1.8 lower than the previous day. The implied volatity was 21.63, the open interest changed by 220 which increased total open position to 952
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 8.95, which was 2.5 higher than the previous day. The implied volatity was 19.42, the open interest changed by 559 which increased total open position to 732
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 6.2, which was -4.2 lower than the previous day. The implied volatity was 18.30, the open interest changed by 115 which increased total open position to 173
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 10.4, which was -1.4 lower than the previous day. The implied volatity was 20.37, the open interest changed by 28 which increased total open position to 58
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 11.8, which was -1.4 lower than the previous day. The implied volatity was 18.70, the open interest changed by -7 which decreased total open position to 30
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 13.5, which was 0.25 higher than the previous day. The implied volatity was 19.94, the open interest changed by -2 which decreased total open position to 37
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 13.25, which was -3.6 lower than the previous day. The implied volatity was 19.92, the open interest changed by -1 which decreased total open position to 39
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 16.8, which was -9 lower than the previous day. The implied volatity was 16.48, the open interest changed by 33 which increased total open position to 40
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 25.8, which was -158.4 lower than the previous day. The implied volatity was 15.86, the open interest changed by 7 which increased total open position to 7
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 184.2, which was 0 lower than the previous day. The implied volatity was 4.25, 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 184.2, which was 0 lower than the previous day. The implied volatity was 3.92, 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 184.2, which was 0 lower than the previous day. The implied volatity was 2.68, 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 184.2, which was 0 lower than the previous day. The implied volatity was 2.05, 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 184.2, which was 0 lower than the previous day. The implied volatity was 2.38, 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 184.2, which was 0 lower than the previous day. The implied volatity was 2.43, 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 184.2, which was 0 lower than the previous day. The implied volatity was 2.24, 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 184.2, which was 0 lower than the previous day. The implied volatity was 2.42, the open interest changed by 0 which decreased total open position to 0
