NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 03:17 PM IST
| NIFTY 09APR2025 22250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 22900.95 | 639.8 | -365.8 | - | 311 | 25 | 81 | |||
| 3 Apr | 23250.10 | 993.65 | -101.25 | - | 35 | 20 | 56 | |||
| 2 Apr | 23332.35 | 1094.9 | 87.9 | - | 108 | 30 | 36 | |||
| 1 Apr | 23165.70 | 1007 | -329.3 | 21.38 | 5 | 1 | 6 | |||
| 28 Mar | 23519.35 | 1328.75 | -30.5 | 17.86 | 2 | 2 | 5 | |||
| 27 Mar | 23591.95 | 1359.25 | -213.65 | - | 1 | 3 | 3 | |||
| 26 Mar | 23486.85 | 1572.9 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 1572.9 | 16.4 | 31.65 | 1 | 1 | 2 | |||
| 24 Mar | 23658.35 | 1556.5 | 302.35 | 21.46 | 1 | 0 | 1 | |||
| 21 Mar | 23350.40 | 1254.15 | 563.7 | 16.93 | 2 | 1 | 1 | |||
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| 20 Mar | 23190.65 | 690.45 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 22907.60 | 690.45 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 690.45 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 22508.75 | 690.45 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 22397.20 | 690.45 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 690.45 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 690.45 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 690.45 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 690.45 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 22250 expiring on 09APR2025
Delta for 22250 CE is -
Historical price for 22250 CE is as follows
On 4 Apr NIFTY was trading at 22900.95. The strike last trading price was 639.8, which was -365.8 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 81
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 993.65, which was -101.25 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 56
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1094.9, which was 87.9 higher than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 36
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1007, which was -329.3 lower than the previous day. The implied volatity was 21.38, the open interest changed by 1 which increased total open position to 6
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1328.75, which was -30.5 lower than the previous day. The implied volatity was 17.86, the open interest changed by 2 which increased total open position to 5
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1359.25, which was -213.65 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1572.9, 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 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1572.9, which was 16.4 higher than the previous day. The implied volatity was 31.65, 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 1556.5, which was 302.35 higher than the previous day. The implied volatity was 21.46, the open interest changed by 0 which decreased total open position to 1
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1254.15, which was 563.7 higher than the previous day. The implied volatity was 16.93, the open interest changed by 1 which increased total open position to 1
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 690.45, 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 690.45, 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 690.45, 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 690.45, 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 690.45, 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 690.45, 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 690.45, 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 690.45, 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 690.45, 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 22250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 2.68
Theta: -3.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 22900.95 | 8.4 | 3.75 | 15.60 | 2,88,750 | 2,573 | 9,595 |
| 3 Apr | 23250.10 | 4.8 | -4.95 | 17.92 | 35,939 | 5,184 | 7,022 |
| 2 Apr | 23332.35 | 9.3 | -4.25 | 19.95 | 9,391 | 777 | 1,838 |
| 1 Apr | 23165.70 | 13.9 | 4.35 | 18.12 | 7,332 | 690 | 1,061 |
| 28 Mar | 23519.35 | 9.3 | -3.05 | 17.32 | 2,207 | 283 | 371 |
| 27 Mar | 23591.95 | 12.5 | -4.2 | 18.87 | 226 | 65 | 88 |
| 26 Mar | 23486.85 | 17.8 | 0.15 | 17.96 | 160 | -16 | 23 |
| 25 Mar | 23668.65 | 17.6 | 0.5 | 18.84 | 68 | 16 | 39 |
| 24 Mar | 23658.35 | 15.05 | -8.05 | 18.36 | 134 | -11 | 23 |
| 21 Mar | 23350.40 | 22.6 | -13.75 | 15.50 | 71 | 34 | 34 |
| 20 Mar | 23190.65 | 36.35 | -210.85 | 15.06 | 1 | 0 | 0 |
| 19 Mar | 22907.60 | 247.2 | 0 | 3.41 | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 247.2 | 0 | 3.26 | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 247.2 | 0 | 1.80 | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 247.2 | 0 | 1.23 | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 247.2 | 0 | 1.58 | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 247.2 | 0 | 1.78 | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 247.2 | 0 | 1.47 | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 247.2 | 0 | 1.82 | 0 | 0 | 0 |
For Nifty - strike price 22250 expiring on 09APR2025
Delta for 22250 PE is -0.05
Historical price for 22250 PE is as follows
On 4 Apr NIFTY was trading at 22900.95. The strike last trading price was 8.4, which was 3.75 higher than the previous day. The implied volatity was 15.60, the open interest changed by 2573 which increased total open position to 9595
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 4.8, which was -4.95 lower than the previous day. The implied volatity was 17.92, the open interest changed by 5184 which increased total open position to 7022
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 9.3, which was -4.25 lower than the previous day. The implied volatity was 19.95, the open interest changed by 777 which increased total open position to 1838
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 13.9, which was 4.35 higher than the previous day. The implied volatity was 18.12, the open interest changed by 690 which increased total open position to 1061
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 9.3, which was -3.05 lower than the previous day. The implied volatity was 17.32, the open interest changed by 283 which increased total open position to 371
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 12.5, which was -4.2 lower than the previous day. The implied volatity was 18.87, the open interest changed by 65 which increased total open position to 88
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 17.8, which was 0.15 higher than the previous day. The implied volatity was 17.96, the open interest changed by -16 which decreased total open position to 23
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 17.6, which was 0.5 higher than the previous day. The implied volatity was 18.84, the open interest changed by 16 which increased total open position to 39
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 15.05, which was -8.05 lower than the previous day. The implied volatity was 18.36, the open interest changed by -11 which decreased total open position to 23
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 22.6, which was -13.75 lower than the previous day. The implied volatity was 15.50, the open interest changed by 34 which increased total open position to 34
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 36.35, which was -210.85 lower than the previous day. The implied volatity was 15.06, 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 247.2, which was 0 lower than the previous day. The implied volatity was 3.41, 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 247.2, which was 0 lower than the previous day. The implied volatity was 3.26, 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 247.2, which was 0 lower than the previous day. The implied volatity was 1.80, 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 247.2, which was 0 lower than the previous day. The implied volatity was 1.23, 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 247.2, which was 0 lower than the previous day. The implied volatity was 1.58, 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 247.2, which was 0 lower than the previous day. The implied volatity was 1.78, 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 247.2, which was 0 lower than the previous day. The implied volatity was 1.47, 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 247.2, which was 0 lower than the previous day. The implied volatity was 1.82, the open interest changed by 0 which decreased total open position to 0
