NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 22100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 3 Apr | 23250.10 | 1134.8 | -86.8 | - | 26 | 26 | 135 | |||
| 2 Apr | 23332.35 | 1221.6 | 79.6 | - | 22 | 39 | 109 | |||
| 1 Apr | 23165.70 | 1142 | -381.65 | 20.33 | 103 | 64 | 70 | |||
| 28 Mar | 23519.35 | 1523.65 | -209 | 28.06 | 1 | 6 | 6 | |||
| 27 Mar | 23591.95 | 1732.65 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 23486.85 | 1732.65 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 23668.65 | 1732.65 | 29.2 | 34.81 | 1 | 0 | 6 | |||
| 24 Mar | 23658.35 | 1703.45 | 420.2 | 22.26 | 5 | 0 | 6 | |||
| 21 Mar | 23350.40 | 1283.25 | 433.05 | - | 4 | 6 | 6 | |||
| 20 Mar | 23190.65 | 850.2 | 0 | 0.00 | 0 | 4 | 0 | |||
| 19 Mar | 22907.60 | 850.2 | 0 | 0.00 | 0 | 4 | 0 | |||
| 18 Mar | 22834.30 | 850.2 | 176.6 | - | 1 | 4 | 4 | |||
| 17 Mar | 22508.75 | 673.85 | -117.1 | 14.59 | 4 | 0 | 0 | |||
| 13 Mar | 22397.20 | 790.95 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 790.95 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 790.95 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 790.95 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 790.95 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 22100 expiring on 09APR2025
Delta for 22100 CE is -
Historical price for 22100 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1134.8, which was -86.8 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 135
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1221.6, which was 79.6 higher than the previous day. The implied volatity was -, the open interest changed by 39 which increased total open position to 109
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1142, which was -381.65 lower than the previous day. The implied volatity was 20.33, the open interest changed by 64 which increased total open position to 70
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1523.65, which was -209 lower than the previous day. The implied volatity was 28.06, the open interest changed by 6 which increased total open position to 6
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1732.65, 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 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1732.65, 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 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1732.65, which was 29.2 higher than the previous day. The implied volatity was 34.81, the open interest changed by 0 which decreased total open position to 6
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1703.45, which was 420.2 higher than the previous day. The implied volatity was 22.26, 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 1283.25, which was 433.05 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 850.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 850.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 850.2, which was 176.6 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 673.85, which was -117.1 lower than the previous day. The implied volatity was 14.59, 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 790.95, 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 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 790.95, 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 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 790.95, 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 790.95, 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 790.95, 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 22100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 1.27
Theta: -1.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 3.6 | -3.8 | 19.30 | 60,810 | 4,939 | 11,708 |
| 2 Apr | 23332.35 | 7.7 | -1.7 | 21.47 | 21,941 | 2,981 | 6,769 |
| 1 Apr | 23165.70 | 10.95 | 4.35 | 19.44 | 15,813 | 1,081 | 3,788 |
| 28 Mar | 23519.35 | 6.45 | -3.85 | 17.88 | 7,727 | 2,434 | 2,707 |
| 27 Mar | 23591.95 | 10.75 | -2.35 | 19.85 | 640 | 83 | 273 |
| 26 Mar | 23486.85 | 15.4 | 1.1 | 19.10 | 452 | 17 | 190 |
| 25 Mar | 23668.65 | 14.8 | 0.4 | 19.75 | 266 | 17 | 173 |
| 24 Mar | 23658.35 | 14.45 | -3.75 | 19.59 | 481 | -30 | 156 |
| 21 Mar | 23350.40 | 19.6 | -8.25 | 16.51 | 733 | -25 | 186 |
| 20 Mar | 23190.65 | 29 | -23 | 15.78 | 362 | 111 | 211 |
| 19 Mar | 22907.60 | 52.15 | -7.85 | 15.30 | 97 | 7 | 100 |
| 18 Mar | 22834.30 | 57.25 | -57.75 | 14.72 | 407 | 74 | 93 |
| 17 Mar | 22508.75 | 115 | -43.15 | 14.28 | 13 | 19 | 19 |
| 13 Mar | 22397.20 | 158.15 | 0 | 0.00 | 0 | 3 | 0 |
| 12 Mar | 22470.50 | 158.15 | -11.85 | 14.87 | 9 | 3 | 11 |
| 11 Mar | 22497.90 | 170 | 41.1 | 15.98 | 3 | 0 | 8 |
| 10 Mar | 22460.30 | 128.9 | -10.55 | 12.84 | 8 | 1 | 8 |
| 7 Mar | 22552.50 | 141.5 | -57.25 | 14.17 | 8 | 7 | 7 |
For Nifty - strike price 22100 expiring on 09APR2025
Delta for 22100 PE is -0.02
Historical price for 22100 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 3.6, which was -3.8 lower than the previous day. The implied volatity was 19.30, the open interest changed by 4939 which increased total open position to 11708
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 7.7, which was -1.7 lower than the previous day. The implied volatity was 21.47, the open interest changed by 2981 which increased total open position to 6769
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 10.95, which was 4.35 higher than the previous day. The implied volatity was 19.44, the open interest changed by 1081 which increased total open position to 3788
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 6.45, which was -3.85 lower than the previous day. The implied volatity was 17.88, the open interest changed by 2434 which increased total open position to 2707
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 10.75, which was -2.35 lower than the previous day. The implied volatity was 19.85, the open interest changed by 83 which increased total open position to 273
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 15.4, which was 1.1 higher than the previous day. The implied volatity was 19.10, the open interest changed by 17 which increased total open position to 190
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 14.8, which was 0.4 higher than the previous day. The implied volatity was 19.75, the open interest changed by 17 which increased total open position to 173
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 14.45, which was -3.75 lower than the previous day. The implied volatity was 19.59, the open interest changed by -30 which decreased total open position to 156
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 19.6, which was -8.25 lower than the previous day. The implied volatity was 16.51, the open interest changed by -25 which decreased total open position to 186
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 29, which was -23 lower than the previous day. The implied volatity was 15.78, the open interest changed by 111 which increased total open position to 211
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 52.15, which was -7.85 lower than the previous day. The implied volatity was 15.30, the open interest changed by 7 which increased total open position to 100
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 57.25, which was -57.75 lower than the previous day. The implied volatity was 14.72, the open interest changed by 74 which increased total open position to 93
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 115, which was -43.15 lower than the previous day. The implied volatity was 14.28, the open interest changed by 19 which increased total open position to 19
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 158.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 158.15, which was -11.85 lower than the previous day. The implied volatity was 14.87, the open interest changed by 3 which increased total open position to 11
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 170, which was 41.1 higher than the previous day. The implied volatity was 15.98, the open interest changed by 0 which decreased total open position to 8
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 128.9, which was -10.55 lower than the previous day. The implied volatity was 12.84, the open interest changed by 1 which increased total open position to 8
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 141.5, which was -57.25 lower than the previous day. The implied volatity was 14.17, the open interest changed by 7 which increased total open position to 7
