NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 22200 CE | ||||||||||
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Delta: 0.93
Vega: 2.20
Theta: -27.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 1011.9 | -336.8 | 39.63 | 108 | -19 | 28,870 | |||
| 28 Mar | 23519.35 | 1327.65 | -146.35 | - | 428 | -77 | 28,889 | |||
| 27 Mar | 23591.95 | 1487 | 100.3 | 33.57 | 132 | -27 | 28,966 | |||
| 26 Mar | 23486.85 | 1374.95 | -177 | 32.48 | 17,297 | 45 | 28,993 | |||
| 25 Mar | 23668.65 | 1536.3 | 31.3 | 34.91 | 34 | 12 | 28,948 | |||
| 24 Mar | 23658.35 | 1505 | 263.15 | - | 214 | -20 | 28,936 | |||
| 21 Mar | 23350.40 | 1246.4 | 214.05 | 16.53 | 333 | 28 | 28,956 | |||
| 20 Mar | 23190.65 | 1056.5 | 198.35 | 12.33 | 291 | -21 | 28,928 | |||
| 19 Mar | 22907.60 | 861.9 | 106.2 | 16.87 | 335 | -76 | 28,949 | |||
| 18 Mar | 22834.30 | 755.7 | 230.9 | 9.71 | 163 | 1 | 29,025 | |||
| 17 Mar | 22508.75 | 528.4 | 88.85 | 14.04 | 271 | 150 | 29,024 | |||
| 13 Mar | 22397.20 | 438.5 | -86.65 | 11.92 | 75 | -9 | 28,874 | |||
| 12 Mar | 22470.50 | 520.95 | -46.3 | 12.60 | 95 | 17 | 28,883 | |||
| 11 Mar | 22497.90 | 567.25 | 34.25 | 12.45 | 104 | 38 | 28,866 | |||
| 10 Mar | 22460.30 | 531 | -89 | 13.10 | 14 | -5 | 28,828 | |||
| 7 Mar | 22552.50 | 620 | -7.3 | 12.65 | 20 | -4 | 28,833 | |||
| 6 Mar | 22544.70 | 627.3 | 131.95 | 12.90 | 171 | 108 | 28,837 | |||
| 5 Mar | 22337.30 | 496 | 145.6 | 12.34 | 722 | -53 | 28,729 | |||
| 4 Mar | 22082.65 | 341.35 | -51.2 | 12.26 | 30,348 | 28,743 | 28,782 | |||
| 3 Mar | 22119.30 | 398.2 | -22.25 | 12.80 | 46 | 9 | 39 | |||
| 28 Feb | 22124.70 | 420.45 | -638.1 | 13.05 | 46 | 30 | 30 | |||
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| 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 22200 expiring on 03APR2025
Delta for 22200 CE is 0.93
Historical price for 22200 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1011.9, which was -336.8 lower than the previous day. The implied volatity was 39.63, the open interest changed by -19 which decreased total open position to 28870
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1327.65, which was -146.35 lower than the previous day. The implied volatity was -, the open interest changed by -77 which decreased total open position to 28889
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1487, which was 100.3 higher than the previous day. The implied volatity was 33.57, the open interest changed by -27 which decreased total open position to 28966
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1374.95, which was -177 lower than the previous day. The implied volatity was 32.48, the open interest changed by 45 which increased total open position to 28993
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1536.3, which was 31.3 higher than the previous day. The implied volatity was 34.91, the open interest changed by 12 which increased total open position to 28948
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1505, which was 263.15 higher than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 28936
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1246.4, which was 214.05 higher than the previous day. The implied volatity was 16.53, the open interest changed by 28 which increased total open position to 28956
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 1056.5, which was 198.35 higher than the previous day. The implied volatity was 12.33, the open interest changed by -21 which decreased total open position to 28928
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 861.9, which was 106.2 higher than the previous day. The implied volatity was 16.87, the open interest changed by -76 which decreased total open position to 28949
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 755.7, which was 230.9 higher than the previous day. The implied volatity was 9.71, the open interest changed by 1 which increased total open position to 29025
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 528.4, which was 88.85 higher than the previous day. The implied volatity was 14.04, the open interest changed by 150 which increased total open position to 29024
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 438.5, which was -86.65 lower than the previous day. The implied volatity was 11.92, the open interest changed by -9 which decreased total open position to 28874
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 520.95, which was -46.3 lower than the previous day. The implied volatity was 12.60, the open interest changed by 17 which increased total open position to 28883
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 567.25, which was 34.25 higher than the previous day. The implied volatity was 12.45, the open interest changed by 38 which increased total open position to 28866
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 531, which was -89 lower than the previous day. The implied volatity was 13.10, the open interest changed by -5 which decreased total open position to 28828
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 620, which was -7.3 lower than the previous day. The implied volatity was 12.65, the open interest changed by -4 which decreased total open position to 28833
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 627.3, which was 131.95 higher than the previous day. The implied volatity was 12.90, the open interest changed by 108 which increased total open position to 28837
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 496, which was 145.6 higher than the previous day. The implied volatity was 12.34, the open interest changed by -53 which decreased total open position to 28729
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 341.35, which was -51.2 lower than the previous day. The implied volatity was 12.26, the open interest changed by 28743 which increased total open position to 28782
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 398.2, which was -22.25 lower than the previous day. The implied volatity was 12.80, the open interest changed by 9 which increased total open position to 39
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 420.45, which was -638.1 lower than the previous day. The implied volatity was 13.05, the open interest changed by 30 which increased total open position to 30
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 22200 PE | |||||||
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Delta: -0.01
Vega: 0.52
Theta: -3.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 1.8 | -1.25 | 26.14 | 3,49,687 | 3,792 | 68,392 |
| 28 Mar | 23519.35 | 3.15 | -0.4 | 20.86 | 2,00,857 | 14,584 | 64,600 |
| 27 Mar | 23591.95 | 3.15 | -1.4 | 20.68 | 66,986 | 2,551 | 50,016 |
| 26 Mar | 23486.85 | 5.85 | -0.1 | 19.60 | 52,150 | 6,523 | 47,465 |
| 25 Mar | 23668.65 | 8.8 | 2.85 | 21.54 | 29,340 | -1,735 | 40,942 |
| 24 Mar | 23658.35 | 5.3 | -4.35 | 19.45 | 32,377 | 11,055 | 42,677 |
| 21 Mar | 23350.40 | 9.9 | -6.65 | 16.02 | 50,574 | -199 | 31,622 |
| 20 Mar | 23190.65 | 16 | -21 | 14.96 | 12,904 | 1,062 | 31,821 |
| 19 Mar | 22907.60 | 36.45 | -11.5 | 14.54 | 7,124 | -221 | 30,759 |
| 18 Mar | 22834.30 | 44.2 | -53.35 | 14.14 | 61,907 | 1,167 | 30,980 |
| 17 Mar | 22508.75 | 94.75 | -55.9 | 13.02 | 5,878 | 199 | 29,813 |
| 13 Mar | 22397.20 | 152.15 | 8.3 | 13.19 | 1,043 | 62 | 29,614 |
| 12 Mar | 22470.50 | 147.4 | -6.25 | 14.09 | 772 | -46 | 29,552 |
| 11 Mar | 22497.90 | 148.85 | -18.3 | 14.74 | 1,179 | 625 | 29,598 |
| 10 Mar | 22460.30 | 172 | 33.3 | 14.51 | 182 | -10 | 28,973 |
| 7 Mar | 22552.50 | 140.55 | -14.5 | 13.77 | 276 | 101 | 28,983 |
| 6 Mar | 22544.70 | 155.95 | -53.1 | 14.24 | 209 | 81 | 28,882 |
| 5 Mar | 22337.30 | 207.1 | -101.6 | 13.81 | 961 | 68 | 28,801 |
| 4 Mar | 22082.65 | 319 | 19 | 13.85 | 29,014 | 28,730 | 28,733 |
| 3 Mar | 22119.30 | 300 | -15 | 14.09 | 23 | -2 | 3 |
| 28 Feb | 22124.70 | 315 | 152.25 | 14.05 | 15 | 5 | 5 |
| 27 Feb | 22545.05 | 162.75 | 0 | 1.89 | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 162.75 | 0 | 1.94 | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 162.75 | 0 | 2.01 | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 162.75 | 0 | 2.54 | 0 | 0 | 0 |
For Nifty - strike price 22200 expiring on 03APR2025
Delta for 22200 PE is -0.01
Historical price for 22200 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1.8, which was -1.25 lower than the previous day. The implied volatity was 26.14, the open interest changed by 3792 which increased total open position to 68392
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 3.15, which was -0.4 lower than the previous day. The implied volatity was 20.86, the open interest changed by 14584 which increased total open position to 64600
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 3.15, which was -1.4 lower than the previous day. The implied volatity was 20.68, the open interest changed by 2551 which increased total open position to 50016
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 5.85, which was -0.1 lower than the previous day. The implied volatity was 19.60, the open interest changed by 6523 which increased total open position to 47465
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 8.8, which was 2.85 higher than the previous day. The implied volatity was 21.54, the open interest changed by -1735 which decreased total open position to 40942
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 5.3, which was -4.35 lower than the previous day. The implied volatity was 19.45, the open interest changed by 11055 which increased total open position to 42677
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 9.9, which was -6.65 lower than the previous day. The implied volatity was 16.02, the open interest changed by -199 which decreased total open position to 31622
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 16, which was -21 lower than the previous day. The implied volatity was 14.96, the open interest changed by 1062 which increased total open position to 31821
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 36.45, which was -11.5 lower than the previous day. The implied volatity was 14.54, the open interest changed by -221 which decreased total open position to 30759
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 44.2, which was -53.35 lower than the previous day. The implied volatity was 14.14, the open interest changed by 1167 which increased total open position to 30980
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 94.75, which was -55.9 lower than the previous day. The implied volatity was 13.02, the open interest changed by 199 which increased total open position to 29813
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 152.15, which was 8.3 higher than the previous day. The implied volatity was 13.19, the open interest changed by 62 which increased total open position to 29614
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 147.4, which was -6.25 lower than the previous day. The implied volatity was 14.09, the open interest changed by -46 which decreased total open position to 29552
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 148.85, which was -18.3 lower than the previous day. The implied volatity was 14.74, the open interest changed by 625 which increased total open position to 29598
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 172, which was 33.3 higher than the previous day. The implied volatity was 14.51, the open interest changed by -10 which decreased total open position to 28973
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 140.55, which was -14.5 lower than the previous day. The implied volatity was 13.77, the open interest changed by 101 which increased total open position to 28983
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 155.95, which was -53.1 lower than the previous day. The implied volatity was 14.24, the open interest changed by 81 which increased total open position to 28882
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 207.1, which was -101.6 lower than the previous day. The implied volatity was 13.81, the open interest changed by 68 which increased total open position to 28801
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 319, which was 19 higher than the previous day. The implied volatity was 13.85, the open interest changed by 28730 which increased total open position to 28733
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 300, which was -15 lower than the previous day. The implied volatity was 14.09, the open interest changed by -2 which decreased total open position to 3
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 315, which was 152.25 higher than the previous day. The implied volatity was 14.05, the open interest changed by 5 which increased total open position to 5
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 162.75, which was 0 lower than the previous day. The implied volatity was 1.89, 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 162.75, which was 0 lower than the previous day. The implied volatity was 1.94, 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 162.75, which was 0 lower than the previous day. The implied volatity was 2.01, 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 162.75, which was 0 lower than the previous day. The implied volatity was 2.54, the open interest changed by 0 which decreased total open position to 0
