NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 22250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.96
Vega: 1.48
Theta: -17.75
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 1 Apr | 23165.70 | 951.05 | -342.15 | 32.24 | 2,052 | -12 | 37,976 | |||
| 28 Mar | 23519.35 | 1283.05 | -126.95 | 18.72 | 4,693 | -14 | 37,988 | |||
| 27 Mar | 23591.95 | 1410 | 75.65 | 26.07 | 378 | -277 | 38,002 | |||
| 26 Mar | 23486.85 | 1334.35 | -187.55 | 32.92 | 4 | 24 | 38,279 | |||
| 25 Mar | 23668.65 | 1520 | 13.85 | 38.26 | 1,302 | 24 | 38,255 | |||
| 24 Mar | 23658.35 | 1521.25 | 332.65 | 27.51 | 3,636 | 115 | 38,231 | |||
| 21 Mar | 23350.40 | 1172.75 | 158.35 | - | 12,632 | 150 | 38,116 | |||
| 20 Mar | 23190.65 | 996.5 | 187.25 | - | 6,547 | -79 | 37,966 | |||
| 19 Mar | 22907.60 | 806.8 | 75.75 | 15.66 | 15,387 | -47 | 38,045 | |||
| 18 Mar | 22834.30 | 754.2 | 266.75 | 15.01 | 17,558 | 186 | 38,092 | |||
| 17 Mar | 22508.75 | 494.1 | 85.25 | 14.11 | 3,997 | 68 | 37,906 | |||
| 13 Mar | 22397.20 | 408.85 | -76.45 | 12.13 | 54 | 47 | 37,838 | |||
| 12 Mar | 22470.50 | 484.7 | -41.2 | 12.52 | 7 | 3 | 37,791 | |||
| 11 Mar | 22497.90 | 539.75 | 39.15 | 12.91 | 2,557 | 66 | 37,788 | |||
| 10 Mar | 22460.30 | 486 | -116 | 12.56 | 2,101 | -21 | 37,722 | |||
| 7 Mar | 22552.50 | 588 | -0.7 | 12.85 | 3,323 | 19 | 37,743 | |||
| 6 Mar | 22544.70 | 588.05 | 130.45 | 12.69 | 43 | -5 | 37,724 | |||
| 5 Mar | 22337.30 | 457.6 | 135 | 12.06 | 51 | -1 | 37,729 | |||
| 4 Mar | 22082.65 | 313.2 | -47.6 | 12.15 | 30,019 | 29,718 | 37,730 | |||
| 3 Mar | 22119.30 | 360.8 | -660.3 | 12.39 | 8,081 | 8,012 | 8,012 | |||
| 28 Feb | 22124.70 | 1021.1 | 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 22250 expiring on 03APR2025
Delta for 22250 CE is 0.96
Historical price for 22250 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 951.05, which was -342.15 lower than the previous day. The implied volatity was 32.24, the open interest changed by -12 which decreased total open position to 37976
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1283.05, which was -126.95 lower than the previous day. The implied volatity was 18.72, the open interest changed by -14 which decreased total open position to 37988
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1410, which was 75.65 higher than the previous day. The implied volatity was 26.07, the open interest changed by -277 which decreased total open position to 38002
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1334.35, which was -187.55 lower than the previous day. The implied volatity was 32.92, the open interest changed by 24 which increased total open position to 38279
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1520, which was 13.85 higher than the previous day. The implied volatity was 38.26, the open interest changed by 24 which increased total open position to 38255
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1521.25, which was 332.65 higher than the previous day. The implied volatity was 27.51, the open interest changed by 115 which increased total open position to 38231
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1172.75, which was 158.35 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 38116
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 996.5, which was 187.25 higher than the previous day. The implied volatity was -, the open interest changed by -79 which decreased total open position to 37966
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 806.8, which was 75.75 higher than the previous day. The implied volatity was 15.66, the open interest changed by -47 which decreased total open position to 38045
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 754.2, which was 266.75 higher than the previous day. The implied volatity was 15.01, the open interest changed by 186 which increased total open position to 38092
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 494.1, which was 85.25 higher than the previous day. The implied volatity was 14.11, the open interest changed by 68 which increased total open position to 37906
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 408.85, which was -76.45 lower than the previous day. The implied volatity was 12.13, the open interest changed by 47 which increased total open position to 37838
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 484.7, which was -41.2 lower than the previous day. The implied volatity was 12.52, the open interest changed by 3 which increased total open position to 37791
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 539.75, which was 39.15 higher than the previous day. The implied volatity was 12.91, the open interest changed by 66 which increased total open position to 37788
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 486, which was -116 lower than the previous day. The implied volatity was 12.56, the open interest changed by -21 which decreased total open position to 37722
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 588, which was -0.7 lower than the previous day. The implied volatity was 12.85, the open interest changed by 19 which increased total open position to 37743
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 588.05, which was 130.45 higher than the previous day. The implied volatity was 12.69, the open interest changed by -5 which decreased total open position to 37724
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 457.6, which was 135 higher than the previous day. The implied volatity was 12.06, the open interest changed by -1 which decreased total open position to 37729
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 313.2, which was -47.6 lower than the previous day. The implied volatity was 12.15, the open interest changed by 29718 which increased total open position to 37730
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 360.8, which was -660.3 lower than the previous day. The implied volatity was 12.39, the open interest changed by 8012 which increased total open position to 8012
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 1021.1, 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 22250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.60
Theta: -3.72
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 2.1 | -1.25 | 25.49 | 1,77,629 | -583 | 48,392 |
| 28 Mar | 23519.35 | 3.5 | -0.45 | 20.47 | 91,529 | 7,316 | 48,975 |
| 27 Mar | 23591.95 | 3.2 | -1.85 | 20.08 | 24,326 | -1,293 | 41,659 |
| 26 Mar | 23486.85 | 5.15 | -1.15 | 18.57 | 10,547 | 771 | 42,952 |
| 25 Mar | 23668.65 | 5.25 | -1.2 | 19.23 | 8,800 | -122 | 42,181 |
| 24 Mar | 23658.35 | 6.1 | -4.65 | 19.30 | 21,271 | 3,545 | 42,303 |
| 21 Mar | 23350.40 | 10 | -8.55 | 15.50 | 19,777 | 346 | 38,758 |
| 20 Mar | 23190.65 | 19 | -21.75 | 14.94 | 10,719 | 237 | 38,412 |
| 19 Mar | 22907.60 | 43 | -9.4 | 14.58 | 18,360 | 152 | 38,175 |
| 18 Mar | 22834.30 | 50.4 | -59.35 | 14.06 | 20,715 | -44 | 38,023 |
| 17 Mar | 22508.75 | 107 | -59.65 | 12.95 | 8,035 | 131 | 38,067 |
| 13 Mar | 22397.20 | 166.35 | 8.4 | 13.02 | 1,714 | 36 | 37,936 |
| 12 Mar | 22470.50 | 161.95 | -8.25 | 14.03 | 966 | 112 | 37,900 |
| 11 Mar | 22497.90 | 166.6 | -13.4 | 14.88 | 1,167 | 16 | 37,788 |
| 10 Mar | 22460.30 | 178.2 | 24.95 | 14.00 | 211 | 12 | 37,772 |
| 7 Mar | 22552.50 | 153.25 | -14.55 | 13.69 | 27 | 2 | 37,760 |
| 6 Mar | 22544.70 | 168.15 | -71.85 | 14.12 | 45 | 8 | 37,758 |
| 5 Mar | 22337.30 | 240 | -91.95 | 14.43 | 77 | 15 | 37,750 |
| 4 Mar | 22082.65 | 345.9 | 51.95 | 13.96 | 29,854 | 29,725 | 37,735 |
| 3 Mar | 22119.30 | 293.95 | 119.05 | 12.96 | 8,106 | 8,010 | 8,010 |
| 28 Feb | 22124.70 | 174.9 | 0 | 0.33 | 0 | 0 | 0 |
| 27 Feb | 22545.05 | 174.9 | 0 | 1.71 | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 174.9 | 0 | 1.76 | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 174.9 | 0 | 1.84 | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 174.9 | 0 | 2.39 | 0 | 0 | 0 |
For Nifty - strike price 22250 expiring on 03APR2025
Delta for 22250 PE is -0.01
Historical price for 22250 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2.1, which was -1.25 lower than the previous day. The implied volatity was 25.49, the open interest changed by -583 which decreased total open position to 48392
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 3.5, which was -0.45 lower than the previous day. The implied volatity was 20.47, the open interest changed by 7316 which increased total open position to 48975
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 3.2, which was -1.85 lower than the previous day. The implied volatity was 20.08, the open interest changed by -1293 which decreased total open position to 41659
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 5.15, which was -1.15 lower than the previous day. The implied volatity was 18.57, the open interest changed by 771 which increased total open position to 42952
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 5.25, which was -1.2 lower than the previous day. The implied volatity was 19.23, the open interest changed by -122 which decreased total open position to 42181
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 6.1, which was -4.65 lower than the previous day. The implied volatity was 19.30, the open interest changed by 3545 which increased total open position to 42303
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 10, which was -8.55 lower than the previous day. The implied volatity was 15.50, the open interest changed by 346 which increased total open position to 38758
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 19, which was -21.75 lower than the previous day. The implied volatity was 14.94, the open interest changed by 237 which increased total open position to 38412
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 43, which was -9.4 lower than the previous day. The implied volatity was 14.58, the open interest changed by 152 which increased total open position to 38175
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 50.4, which was -59.35 lower than the previous day. The implied volatity was 14.06, the open interest changed by -44 which decreased total open position to 38023
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 107, which was -59.65 lower than the previous day. The implied volatity was 12.95, the open interest changed by 131 which increased total open position to 38067
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 166.35, which was 8.4 higher than the previous day. The implied volatity was 13.02, the open interest changed by 36 which increased total open position to 37936
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 161.95, which was -8.25 lower than the previous day. The implied volatity was 14.03, the open interest changed by 112 which increased total open position to 37900
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 166.6, which was -13.4 lower than the previous day. The implied volatity was 14.88, the open interest changed by 16 which increased total open position to 37788
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 178.2, which was 24.95 higher than the previous day. The implied volatity was 14.00, the open interest changed by 12 which increased total open position to 37772
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 153.25, which was -14.55 lower than the previous day. The implied volatity was 13.69, the open interest changed by 2 which increased total open position to 37760
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 168.15, which was -71.85 lower than the previous day. The implied volatity was 14.12, the open interest changed by 8 which increased total open position to 37758
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 240, which was -91.95 lower than the previous day. The implied volatity was 14.43, the open interest changed by 15 which increased total open position to 37750
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 345.9, which was 51.95 higher than the previous day. The implied volatity was 13.96, the open interest changed by 29725 which increased total open position to 37735
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 293.95, which was 119.05 higher than the previous day. The implied volatity was 12.96, the open interest changed by 8010 which increased total open position to 8010
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 174.9, which was 0 lower than the previous day. The implied volatity was 0.33, 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 174.9, which was 0 lower than the previous day. The implied volatity was 1.71, 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 174.9, which was 0 lower than the previous day. The implied volatity was 1.76, 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 174.9, which was 0 lower than the previous day. The implied volatity was 1.84, 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 174.9, 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
