NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 22050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 1496.65 | 0 | 0.00 | 0 | 19 | 0 | |||
| 28 Mar | 23519.35 | 1496.65 | -223.25 | 29.80 | 9 | 19 | 19 | |||
| 27 Mar | 23591.95 | 1719.95 | 0.05 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 23486.85 | 1719.95 | 0.05 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 1719.95 | 7.4 | 42.06 | 5 | 1 | 20 | |||
| 24 Mar | 23658.35 | 1712.95 | 320.65 | 28.83 | 2 | 0 | 19 | |||
| 21 Mar | 23350.40 | 1398.35 | 181.35 | 18.87 | 8 | 11 | 19 | |||
| 20 Mar | 23190.65 | 1216.6 | 371.6 | 16.76 | 4 | 8 | 8 | |||
| 19 Mar | 22907.60 | 845 | 0 | 0.00 | 0 | 11 | 0 | |||
| 18 Mar | 22834.30 | 845 | 210.85 | - | 4 | 11 | 11 | |||
| 17 Mar | 22508.75 | 634.25 | 0.1 | 0.00 | 0 | 6 | 0 | |||
| 13 Mar | 22397.20 | 634.25 | 0.1 | 0.00 | 0 | 6 | 0 | |||
| 12 Mar | 22470.50 | 634.25 | 86.25 | 12.69 | 8 | 6 | 6 | |||
| 11 Mar | 22497.90 | 548 | 0 | 0.00 | 0 | 1 | 0 | |||
| 10 Mar | 22460.30 | 548 | 0 | 0.00 | 0 | 1 | 0 | |||
| 7 Mar | 22552.50 | 548 | 0 | 0.00 | 0 | 1 | 0 | |||
| 6 Mar | 22544.70 | 548 | 0 | 0.00 | 0 | 1 | 0 | |||
| 5 Mar | 22337.30 | 548 | 113.4 | 9.75 | 11 | 1 | 7 | |||
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| 4 Mar | 22082.65 | 434.6 | -740.05 | 12.65 | 15 | 6 | 6 | |||
| 3 Mar | 22119.30 | 1174.65 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 22124.70 | 1174.65 | 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 22050 expiring on 03APR2025
Delta for 22050 CE is 0.00
Historical price for 22050 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1496.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 19 which increased total open position to 0
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1496.65, which was -223.25 lower than the previous day. The implied volatity was 29.80, the open interest changed by 19 which increased total open position to 19
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1719.95, which was 0.05 higher 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 1719.95, which was 0.05 higher 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 1719.95, which was 7.4 higher than the previous day. The implied volatity was 42.06, the open interest changed by 1 which increased total open position to 20
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1712.95, which was 320.65 higher than the previous day. The implied volatity was 28.83, the open interest changed by 0 which decreased total open position to 19
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1398.35, which was 181.35 higher than the previous day. The implied volatity was 18.87, the open interest changed by 11 which increased total open position to 19
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 1216.6, which was 371.6 higher than the previous day. The implied volatity was 16.76, the open interest changed by 8 which increased total open position to 8
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 845, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 845, which was 210.85 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 11
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 634.25, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 634.25, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 634.25, which was 86.25 higher than the previous day. The implied volatity was 12.69, the open interest changed by 6 which increased total open position to 6
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 548, 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 548, 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 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 548, 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 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 548, 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 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 548, which was 113.4 higher than the previous day. The implied volatity was 9.75, the open interest changed by 1 which increased total open position to 7
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 434.6, which was -740.05 lower than the previous day. The implied volatity was 12.65, the open interest changed by 6 which increased total open position to 6
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 1174.65, 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 1174.65, 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 22050 PE | |||||||
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Delta: -0.01
Vega: 0.41
Theta: -2.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 1.45 | -1.15 | 28.84 | 66,898 | 1,488 | 4,349 |
| 28 Mar | 23519.35 | 2.6 | -0.7 | 22.36 | 64,605 | 743 | 2,861 |
| 27 Mar | 23591.95 | 1.7 | -1.85 | 20.98 | 11,214 | 484 | 2,118 |
| 26 Mar | 23486.85 | 4 | -1 | 20.38 | 5,548 | 1,083 | 1,634 |
| 25 Mar | 23668.65 | 4.95 | 0.2 | 21.42 | 4,648 | -877 | 551 |
| 24 Mar | 23658.35 | 4.35 | -3.15 | 20.54 | 2,906 | 1,260 | 1,428 |
| 21 Mar | 23350.40 | 6.9 | -8.2 | 16.61 | 914 | 43 | 168 |
| 20 Mar | 23190.65 | 12.4 | -14.65 | 15.86 | 714 | -47 | 125 |
| 19 Mar | 22907.60 | 27.2 | -5.7 | 15.28 | 491 | 30 | 172 |
| 18 Mar | 22834.30 | 29.65 | -37.95 | 14.44 | 512 | 30 | 142 |
| 17 Mar | 22508.75 | 66.65 | -40.75 | 13.41 | 246 | 75 | 112 |
| 13 Mar | 22397.20 | 103.65 | -6 | 12.93 | 36 | 5 | 37 |
| 12 Mar | 22470.50 | 112.05 | -5.9 | 14.42 | 38 | 19 | 32 |
| 11 Mar | 22497.90 | 114.35 | 21.55 | 15.04 | 15 | 0 | 13 |
| 10 Mar | 22460.30 | 92.8 | -15.2 | 12.51 | 9 | 4 | 13 |
| 7 Mar | 22552.50 | 108 | -137.05 | 14.04 | 1 | 9 | 9 |
| 6 Mar | 22544.70 | 245.05 | 0 | 0.00 | 0 | -4 | 0 |
| 5 Mar | 22337.30 | 245.05 | 0 | 0.00 | 0 | -4 | 0 |
| 4 Mar | 22082.65 | 245.05 | 12.45 | 13.54 | 8 | -4 | 9 |
| 3 Mar | 22119.30 | 232.6 | 102.5 | 13.88 | 26 | 13 | 13 |
| 28 Feb | 22124.70 | 130.1 | 0 | 1.06 | 0 | 0 | 0 |
| 27 Feb | 22545.05 | 130.1 | 0 | 2.30 | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 130.1 | 0 | 2.33 | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 130.1 | 0 | 2.39 | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 130.1 | 0 | 3.01 | 0 | 0 | 0 |
For Nifty - strike price 22050 expiring on 03APR2025
Delta for 22050 PE is -0.01
Historical price for 22050 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1.45, which was -1.15 lower than the previous day. The implied volatity was 28.84, the open interest changed by 1488 which increased total open position to 4349
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2.6, which was -0.7 lower than the previous day. The implied volatity was 22.36, the open interest changed by 743 which increased total open position to 2861
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1.7, which was -1.85 lower than the previous day. The implied volatity was 20.98, the open interest changed by 484 which increased total open position to 2118
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 4, which was -1 lower than the previous day. The implied volatity was 20.38, the open interest changed by 1083 which increased total open position to 1634
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 4.95, which was 0.2 higher than the previous day. The implied volatity was 21.42, the open interest changed by -877 which decreased total open position to 551
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 4.35, which was -3.15 lower than the previous day. The implied volatity was 20.54, the open interest changed by 1260 which increased total open position to 1428
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 6.9, which was -8.2 lower than the previous day. The implied volatity was 16.61, the open interest changed by 43 which increased total open position to 168
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 12.4, which was -14.65 lower than the previous day. The implied volatity was 15.86, the open interest changed by -47 which decreased total open position to 125
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 27.2, which was -5.7 lower than the previous day. The implied volatity was 15.28, the open interest changed by 30 which increased total open position to 172
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 29.65, which was -37.95 lower than the previous day. The implied volatity was 14.44, the open interest changed by 30 which increased total open position to 142
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 66.65, which was -40.75 lower than the previous day. The implied volatity was 13.41, the open interest changed by 75 which increased total open position to 112
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 103.65, which was -6 lower than the previous day. The implied volatity was 12.93, the open interest changed by 5 which increased total open position to 37
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 112.05, which was -5.9 lower than the previous day. The implied volatity was 14.42, the open interest changed by 19 which increased total open position to 32
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 114.35, which was 21.55 higher than the previous day. The implied volatity was 15.04, the open interest changed by 0 which decreased total open position to 13
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 92.8, which was -15.2 lower than the previous day. The implied volatity was 12.51, the open interest changed by 4 which increased total open position to 13
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 108, which was -137.05 lower than the previous day. The implied volatity was 14.04, the open interest changed by 9 which increased total open position to 9
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 245.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 245.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 245.05, which was 12.45 higher than the previous day. The implied volatity was 13.54, the open interest changed by -4 which decreased total open position to 9
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 232.6, which was 102.5 higher than the previous day. The implied volatity was 13.88, the open interest changed by 13 which increased total open position to 13
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 130.1, which was 0 lower than the previous day. The implied volatity was 1.06, 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 130.1, which was 0 lower than the previous day. The implied volatity was 2.30, 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 130.1, which was 0 lower than the previous day. The implied volatity was 2.33, 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 130.1, which was 0 lower than the previous day. The implied volatity was 2.39, 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 130.1, which was 0 lower than the previous day. The implied volatity was 3.01, the open interest changed by 0 which decreased total open position to 0
