NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 22150 CE | ||||||||||
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Delta: 0.96
Vega: 1.45
Theta: -18.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 1051.45 | -342.75 | 35.49 | 8 | -10 | 21,368 | |||
| 28 Mar | 23519.35 | 1392.1 | -14.25 | 26.28 | 269 | 21,378 | 21,378 | |||
| 27 Mar | 23591.95 | 1406.35 | 0 | 0.00 | 0 | 16,004 | 0 | |||
| 26 Mar | 23486.85 | 1406.35 | -237.1 | 30.31 | 16,259 | 16,004 | 21,386 | |||
| 25 Mar | 23668.65 | 1643.45 | 33 | 43.16 | 2 | 1 | 5,382 | |||
| 24 Mar | 23658.35 | 1610.45 | 316.2 | 26.62 | 1 | 0 | 5,381 | |||
| 21 Mar | 23350.40 | 1296.35 | 107.65 | 17.12 | 5 | 1 | 5,381 | |||
| 20 Mar | 23190.65 | 1188.7 | 284.6 | 24.69 | 1,729 | -10 | 5,380 | |||
| 19 Mar | 22907.60 | 909.85 | 69 | 17.44 | 9,149 | -166 | 5,390 | |||
| 18 Mar | 22834.30 | 867.05 | 315.3 | 17.59 | 8,638 | 26 | 5,556 | |||
| 17 Mar | 22508.75 | 564.95 | 8.3 | 14.02 | 170 | 5,530 | 5,530 | |||
| 13 Mar | 22397.20 | 556.65 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 556.65 | 91.5 | 12.58 | 2 | 0 | 5,380 | |||
| 11 Mar | 22497.90 | 465.15 | -104.15 | - | 2 | -1 | 5,380 | |||
| 10 Mar | 22460.30 | 569.3 | -101.15 | 13.32 | 13 | -6 | 5,381 | |||
| 7 Mar | 22552.50 | 675.6 | 10.3 | 13.62 | 4,658 | 42 | 5,387 | |||
| 6 Mar | 22544.70 | 665.3 | 139.95 | 12.93 | 8,423 | -3 | 5,345 | |||
| 5 Mar | 22337.30 | 525.35 | 157.85 | 12.17 | 70 | 10 | 5,348 | |||
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| 4 Mar | 22082.65 | 367.5 | -67.65 | 12.24 | 5,357 | 5,338 | 5,338 | |||
| 3 Mar | 22119.30 | 435.15 | -661.5 | 13.15 | 1 | 0 | 0 | |||
| 28 Feb | 22124.70 | 1096.65 | 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 22150 expiring on 03APR2025
Delta for 22150 CE is 0.96
Historical price for 22150 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1051.45, which was -342.75 lower than the previous day. The implied volatity was 35.49, the open interest changed by -10 which decreased total open position to 21368
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1392.1, which was -14.25 lower than the previous day. The implied volatity was 26.28, the open interest changed by 21378 which increased total open position to 21378
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1406.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16004 which increased total open position to 0
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1406.35, which was -237.1 lower than the previous day. The implied volatity was 30.31, the open interest changed by 16004 which increased total open position to 21386
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1643.45, which was 33 higher than the previous day. The implied volatity was 43.16, the open interest changed by 1 which increased total open position to 5382
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1610.45, which was 316.2 higher than the previous day. The implied volatity was 26.62, the open interest changed by 0 which decreased total open position to 5381
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1296.35, which was 107.65 higher than the previous day. The implied volatity was 17.12, the open interest changed by 1 which increased total open position to 5381
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 1188.7, which was 284.6 higher than the previous day. The implied volatity was 24.69, the open interest changed by -10 which decreased total open position to 5380
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 909.85, which was 69 higher than the previous day. The implied volatity was 17.44, the open interest changed by -166 which decreased total open position to 5390
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 867.05, which was 315.3 higher than the previous day. The implied volatity was 17.59, the open interest changed by 26 which increased total open position to 5556
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 564.95, which was 8.3 higher than the previous day. The implied volatity was 14.02, the open interest changed by 5530 which increased total open position to 5530
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 556.65, 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 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 556.65, which was 91.5 higher than the previous day. The implied volatity was 12.58, the open interest changed by 0 which decreased total open position to 5380
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 465.15, which was -104.15 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 5380
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 569.3, which was -101.15 lower than the previous day. The implied volatity was 13.32, the open interest changed by -6 which decreased total open position to 5381
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 675.6, which was 10.3 higher than the previous day. The implied volatity was 13.62, the open interest changed by 42 which increased total open position to 5387
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 665.3, which was 139.95 higher than the previous day. The implied volatity was 12.93, the open interest changed by -3 which decreased total open position to 5345
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 525.35, which was 157.85 higher than the previous day. The implied volatity was 12.17, the open interest changed by 10 which increased total open position to 5348
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 367.5, which was -67.65 lower than the previous day. The implied volatity was 12.24, the open interest changed by 5338 which increased total open position to 5338
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 435.15, which was -661.5 lower than the previous day. The implied volatity was 13.15, 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 1096.65, 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 22150 PE | |||||||
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Delta: -0.01
Vega: 0.50
Theta: -3.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 1.8 | -1.15 | 27.30 | 90,272 | 2,562 | 13,241 |
| 28 Mar | 23519.35 | 2.9 | -0.45 | 21.31 | 67,782 | 2,885 | 10,679 |
| 27 Mar | 23591.95 | 2.9 | -1.25 | 21.08 | 12,230 | -925 | 7,794 |
| 26 Mar | 23486.85 | 3.1 | -2.3 | 18.45 | 8,241 | 979 | 8,719 |
| 25 Mar | 23668.65 | 4.3 | -1.2 | 19.83 | 4,681 | 63 | 7,740 |
| 24 Mar | 23658.35 | 5.2 | -3.95 | 19.96 | 5,435 | 1,800 | 7,677 |
| 21 Mar | 23350.40 | 8 | -7.3 | 15.96 | 10,712 | 159 | 5,877 |
| 20 Mar | 23190.65 | 14.2 | -19.65 | 15.16 | 1,709 | 203 | 5,718 |
| 19 Mar | 22907.60 | 35.05 | -6.35 | 15.03 | 1,098 | 53 | 5,515 |
| 18 Mar | 22834.30 | 36.45 | -50.85 | 13.99 | 639 | 15 | 5,462 |
| 17 Mar | 22508.75 | 85.75 | -48.15 | 13.24 | 146 | 34 | 5,447 |
| 13 Mar | 22397.20 | 136.25 | 2.25 | 13.20 | 87 | 44 | 5,413 |
| 12 Mar | 22470.50 | 138 | -2.5 | 14.38 | 28 | 20 | 5,369 |
| 11 Mar | 22497.90 | 140.5 | 10.85 | 15.07 | 20 | -3 | 5,349 |
| 10 Mar | 22460.30 | 129.65 | 5.05 | 13.14 | 19 | -3 | 5,352 |
| 7 Mar | 22552.50 | 124.6 | -28.4 | 13.64 | 5 | 1 | 5,355 |
| 6 Mar | 22544.70 | 153 | -33.2 | 14.79 | 8 | 5 | 5,354 |
| 5 Mar | 22337.30 | 186.2 | -101.85 | 13.67 | 9 | 0 | 5,349 |
| 4 Mar | 22082.65 | 292 | 20.85 | 13.70 | 5,403 | 5,348 | 5,349 |
| 3 Mar | 22119.30 | 271.15 | 119.9 | 13.81 | 6 | 1 | 1 |
| 28 Feb | 22124.70 | 151.25 | 0 | 0.68 | 0 | 0 | 0 |
| 27 Feb | 22545.05 | 151.25 | 0 | 2.07 | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 151.25 | 0 | 2.00 | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 151.25 | 0 | 2.07 | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 151.25 | 0 | 2.70 | 0 | 0 | 0 |
For Nifty - strike price 22150 expiring on 03APR2025
Delta for 22150 PE is -0.01
Historical price for 22150 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1.8, which was -1.15 lower than the previous day. The implied volatity was 27.30, the open interest changed by 2562 which increased total open position to 13241
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2.9, which was -0.45 lower than the previous day. The implied volatity was 21.31, the open interest changed by 2885 which increased total open position to 10679
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 2.9, which was -1.25 lower than the previous day. The implied volatity was 21.08, the open interest changed by -925 which decreased total open position to 7794
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 3.1, which was -2.3 lower than the previous day. The implied volatity was 18.45, the open interest changed by 979 which increased total open position to 8719
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 4.3, which was -1.2 lower than the previous day. The implied volatity was 19.83, the open interest changed by 63 which increased total open position to 7740
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 5.2, which was -3.95 lower than the previous day. The implied volatity was 19.96, the open interest changed by 1800 which increased total open position to 7677
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 8, which was -7.3 lower than the previous day. The implied volatity was 15.96, the open interest changed by 159 which increased total open position to 5877
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 14.2, which was -19.65 lower than the previous day. The implied volatity was 15.16, the open interest changed by 203 which increased total open position to 5718
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 35.05, which was -6.35 lower than the previous day. The implied volatity was 15.03, the open interest changed by 53 which increased total open position to 5515
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 36.45, which was -50.85 lower than the previous day. The implied volatity was 13.99, the open interest changed by 15 which increased total open position to 5462
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 85.75, which was -48.15 lower than the previous day. The implied volatity was 13.24, the open interest changed by 34 which increased total open position to 5447
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 136.25, which was 2.25 higher than the previous day. The implied volatity was 13.20, the open interest changed by 44 which increased total open position to 5413
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 138, which was -2.5 lower than the previous day. The implied volatity was 14.38, the open interest changed by 20 which increased total open position to 5369
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 140.5, which was 10.85 higher than the previous day. The implied volatity was 15.07, the open interest changed by -3 which decreased total open position to 5349
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 129.65, which was 5.05 higher than the previous day. The implied volatity was 13.14, the open interest changed by -3 which decreased total open position to 5352
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 124.6, which was -28.4 lower than the previous day. The implied volatity was 13.64, the open interest changed by 1 which increased total open position to 5355
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 153, which was -33.2 lower than the previous day. The implied volatity was 14.79, the open interest changed by 5 which increased total open position to 5354
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 186.2, which was -101.85 lower than the previous day. The implied volatity was 13.67, the open interest changed by 0 which decreased total open position to 5349
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 292, which was 20.85 higher than the previous day. The implied volatity was 13.70, the open interest changed by 5348 which increased total open position to 5349
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 271.15, which was 119.9 higher than the previous day. The implied volatity was 13.81, the open interest changed by 1 which increased total open position to 1
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 151.25, which was 0 lower than the previous day. The implied volatity was 0.68, 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 151.25, which was 0 lower than the previous day. The implied volatity was 2.07, 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 151.25, which was 0 lower than the previous day. The implied volatity was 2.00, 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 151.25, which was 0 lower than the previous day. The implied volatity was 2.07, 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 151.25, which was 0 lower than the previous day. The implied volatity was 2.70, the open interest changed by 0 which decreased total open position to 0
