NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 22300 CE | ||||||||||
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Delta: 0.95
Vega: 1.77
Theta: -20.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 903.65 | -338.75 | 32.46 | 408 | -42 | 20,309 | |||
| 28 Mar | 23519.35 | 1233.35 | -133.5 | 18.33 | 379 | -93 | 20,351 | |||
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| 27 Mar | 23591.95 | 1366.85 | 93.45 | 27.25 | 85 | 28 | 20,444 | |||
| 26 Mar | 23486.85 | 1266.2 | -206 | 29.29 | 139 | 68 | 20,416 | |||
| 25 Mar | 23668.65 | 1470 | 16.95 | 37.31 | 98 | -7 | 20,348 | |||
| 24 Mar | 23658.35 | 1462.05 | 323.25 | 24.95 | 242 | -138 | 20,355 | |||
| 21 Mar | 23350.40 | 1148.55 | 175.85 | 15.84 | 365 | 75 | 20,493 | |||
| 20 Mar | 23190.65 | 970 | 203.35 | 14.64 | 502 | -23 | 20,418 | |||
| 19 Mar | 22907.60 | 766.8 | 75.05 | 15.83 | 454 | 30 | 20,441 | |||
| 18 Mar | 22834.30 | 710.1 | 259.75 | 14.76 | 284 | -65 | 20,411 | |||
| 17 Mar | 22508.75 | 459.9 | 85.2 | 14.11 | 656 | 181 | 20,476 | |||
| 13 Mar | 22397.20 | 369.8 | -80.1 | 11.75 | 46 | 15 | 20,295 | |||
| 12 Mar | 22470.50 | 448.8 | -40.6 | 12.42 | 870 | 681 | 20,280 | |||
| 11 Mar | 22497.90 | 493.3 | 32.8 | 12.38 | 167 | 68 | 19,599 | |||
| 10 Mar | 22460.30 | 451.5 | -108.6 | 12.48 | 86 | 4 | 19,531 | |||
| 7 Mar | 22552.50 | 554.95 | 16.95 | 12.94 | 23 | -7 | 19,527 | |||
| 6 Mar | 22544.70 | 538 | 111.9 | 11.98 | 409 | 273 | 19,534 | |||
| 5 Mar | 22337.30 | 433 | 139.2 | 12.32 | 271 | 118 | 19,261 | |||
| 4 Mar | 22082.65 | 290.6 | -51.3 | 12.21 | 1,433 | 1,327 | 19,143 | |||
| 3 Mar | 22119.30 | 345.35 | -16.65 | 12.80 | 18,334 | 17,749 | 17,816 | |||
| 28 Feb | 22124.70 | 362 | -623.15 | 12.82 | 93 | 67 | 67 | |||
| 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 22300 expiring on 03APR2025
Delta for 22300 CE is 0.95
Historical price for 22300 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 903.65, which was -338.75 lower than the previous day. The implied volatity was 32.46, the open interest changed by -42 which decreased total open position to 20309
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1233.35, which was -133.5 lower than the previous day. The implied volatity was 18.33, the open interest changed by -93 which decreased total open position to 20351
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1366.85, which was 93.45 higher than the previous day. The implied volatity was 27.25, the open interest changed by 28 which increased total open position to 20444
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1266.2, which was -206 lower than the previous day. The implied volatity was 29.29, the open interest changed by 68 which increased total open position to 20416
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1470, which was 16.95 higher than the previous day. The implied volatity was 37.31, the open interest changed by -7 which decreased total open position to 20348
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1462.05, which was 323.25 higher than the previous day. The implied volatity was 24.95, the open interest changed by -138 which decreased total open position to 20355
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1148.55, which was 175.85 higher than the previous day. The implied volatity was 15.84, the open interest changed by 75 which increased total open position to 20493
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 970, which was 203.35 higher than the previous day. The implied volatity was 14.64, the open interest changed by -23 which decreased total open position to 20418
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 766.8, which was 75.05 higher than the previous day. The implied volatity was 15.83, the open interest changed by 30 which increased total open position to 20441
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 710.1, which was 259.75 higher than the previous day. The implied volatity was 14.76, the open interest changed by -65 which decreased total open position to 20411
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 459.9, which was 85.2 higher than the previous day. The implied volatity was 14.11, the open interest changed by 181 which increased total open position to 20476
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 369.8, which was -80.1 lower than the previous day. The implied volatity was 11.75, the open interest changed by 15 which increased total open position to 20295
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 448.8, which was -40.6 lower than the previous day. The implied volatity was 12.42, the open interest changed by 681 which increased total open position to 20280
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 493.3, which was 32.8 higher than the previous day. The implied volatity was 12.38, the open interest changed by 68 which increased total open position to 19599
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 451.5, which was -108.6 lower than the previous day. The implied volatity was 12.48, the open interest changed by 4 which increased total open position to 19531
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 554.95, which was 16.95 higher than the previous day. The implied volatity was 12.94, the open interest changed by -7 which decreased total open position to 19527
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 538, which was 111.9 higher than the previous day. The implied volatity was 11.98, the open interest changed by 273 which increased total open position to 19534
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 433, which was 139.2 higher than the previous day. The implied volatity was 12.32, the open interest changed by 118 which increased total open position to 19261
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 290.6, which was -51.3 lower than the previous day. The implied volatity was 12.21, the open interest changed by 1327 which increased total open position to 19143
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 345.35, which was -16.65 lower than the previous day. The implied volatity was 12.80, the open interest changed by 17749 which increased total open position to 17816
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 362, which was -623.15 lower than the previous day. The implied volatity was 12.82, the open interest changed by 67 which increased total open position to 67
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 22300 PE | |||||||
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Delta: -0.02
Vega: 0.67
Theta: -4.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 2.35 | -1.3 | 24.68 | 4,78,018 | 15,169 | 57,479 |
| 28 Mar | 23519.35 | 3.7 | -0.6 | 19.92 | 1,89,889 | 8,881 | 42,310 |
| 27 Mar | 23591.95 | 3.3 | -2.6 | 19.51 | 51,676 | 4,271 | 33,429 |
| 26 Mar | 23486.85 | 6.9 | -0.05 | 18.82 | 29,226 | 4,449 | 29,158 |
| 25 Mar | 23668.65 | 10.5 | 2.95 | 20.91 | 20,152 | -2,173 | 24,709 |
| 24 Mar | 23658.35 | 6.5 | -5.2 | 18.92 | 23,511 | 3,963 | 26,882 |
| 21 Mar | 23350.40 | 11.2 | -9.1 | 15.27 | 57,725 | 0 | 22,919 |
| 20 Mar | 23190.65 | 20.5 | -25.35 | 14.60 | 13,907 | 471 | 22,919 |
| 19 Mar | 22907.60 | 45.9 | -10.9 | 14.18 | 6,966 | 645 | 22,448 |
| 18 Mar | 22834.30 | 54.65 | -66.85 | 13.73 | 44,236 | 676 | 21,803 |
| 17 Mar | 22508.75 | 117 | -64.45 | 12.67 | 3,398 | 413 | 21,127 |
| 13 Mar | 22397.20 | 185.25 | 13.75 | 13.03 | 708 | 84 | 20,714 |
| 12 Mar | 22470.50 | 177.5 | -6.65 | 13.96 | 1,777 | 746 | 20,630 |
| 11 Mar | 22497.90 | 176.55 | -20.55 | 14.54 | 714 | 282 | 19,884 |
| 10 Mar | 22460.30 | 197.4 | 34.1 | 14.07 | 198 | 14 | 19,602 |
| 7 Mar | 22552.50 | 168.95 | -12.95 | 13.70 | 167 | 53 | 19,588 |
| 6 Mar | 22544.70 | 183 | -62.7 | 14.06 | 504 | 254 | 19,535 |
| 5 Mar | 22337.30 | 246 | -113.85 | 13.86 | 340 | 117 | 19,281 |
| 4 Mar | 22082.65 | 360 | 34.9 | 13.51 | 1,379 | 1,341 | 19,164 |
| 3 Mar | 22119.30 | 325.1 | -32.2 | 13.25 | 18,298 | 17,791 | 17,823 |
| 28 Feb | 22124.70 | 354.5 | 166 | 13.78 | 45 | 32 | 32 |
| 27 Feb | 22545.05 | 188.5 | 0 | 1.53 | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 188.5 | 0 | 1.59 | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 188.5 | 0 | 1.67 | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 188.5 | 0 | 2.23 | 0 | 0 | 0 |
For Nifty - strike price 22300 expiring on 03APR2025
Delta for 22300 PE is -0.02
Historical price for 22300 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2.35, which was -1.3 lower than the previous day. The implied volatity was 24.68, the open interest changed by 15169 which increased total open position to 57479
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 3.7, which was -0.6 lower than the previous day. The implied volatity was 19.92, the open interest changed by 8881 which increased total open position to 42310
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 3.3, which was -2.6 lower than the previous day. The implied volatity was 19.51, the open interest changed by 4271 which increased total open position to 33429
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 6.9, which was -0.05 lower than the previous day. The implied volatity was 18.82, the open interest changed by 4449 which increased total open position to 29158
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 10.5, which was 2.95 higher than the previous day. The implied volatity was 20.91, the open interest changed by -2173 which decreased total open position to 24709
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 6.5, which was -5.2 lower than the previous day. The implied volatity was 18.92, the open interest changed by 3963 which increased total open position to 26882
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 11.2, which was -9.1 lower than the previous day. The implied volatity was 15.27, the open interest changed by 0 which decreased total open position to 22919
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 20.5, which was -25.35 lower than the previous day. The implied volatity was 14.60, the open interest changed by 471 which increased total open position to 22919
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 45.9, which was -10.9 lower than the previous day. The implied volatity was 14.18, the open interest changed by 645 which increased total open position to 22448
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 54.65, which was -66.85 lower than the previous day. The implied volatity was 13.73, the open interest changed by 676 which increased total open position to 21803
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 117, which was -64.45 lower than the previous day. The implied volatity was 12.67, the open interest changed by 413 which increased total open position to 21127
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 185.25, which was 13.75 higher than the previous day. The implied volatity was 13.03, the open interest changed by 84 which increased total open position to 20714
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 177.5, which was -6.65 lower than the previous day. The implied volatity was 13.96, the open interest changed by 746 which increased total open position to 20630
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 176.55, which was -20.55 lower than the previous day. The implied volatity was 14.54, the open interest changed by 282 which increased total open position to 19884
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 197.4, which was 34.1 higher than the previous day. The implied volatity was 14.07, the open interest changed by 14 which increased total open position to 19602
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 168.95, which was -12.95 lower than the previous day. The implied volatity was 13.70, the open interest changed by 53 which increased total open position to 19588
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 183, which was -62.7 lower than the previous day. The implied volatity was 14.06, the open interest changed by 254 which increased total open position to 19535
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 246, which was -113.85 lower than the previous day. The implied volatity was 13.86, the open interest changed by 117 which increased total open position to 19281
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 360, which was 34.9 higher than the previous day. The implied volatity was 13.51, the open interest changed by 1341 which increased total open position to 19164
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 325.1, which was -32.2 lower than the previous day. The implied volatity was 13.25, the open interest changed by 17791 which increased total open position to 17823
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 354.5, which was 166 higher than the previous day. The implied volatity was 13.78, the open interest changed by 32 which increased total open position to 32
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 188.5, which was 0 lower than the previous day. The implied volatity was 1.53, 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 188.5, which was 0 lower than the previous day. The implied volatity was 1.59, 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 188.5, which was 0 lower than the previous day. The implied volatity was 1.67, 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 188.5, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0
