NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 02:53 PM IST
| NIFTY 09APR2025 22350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 22871.80 | 532.6 | -379.95 | - | 481 | 15 | 64 | |||
| 3 Apr | 23250.10 | 912.55 | -87.75 | - | 11 | 33 | 49 | |||
| 2 Apr | 23332.35 | 1000 | 87.25 | - | 36 | 7 | 16 | |||
| 1 Apr | 23165.70 | 917.45 | -300.6 | 21.38 | 4 | 3 | 9 | |||
| 28 Mar | 23519.35 | 1218.45 | -258.3 | - | 3 | 6 | 6 | |||
| 27 Mar | 23591.95 | 1476.75 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 23486.85 | 1476.75 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 1476.75 | 17.35 | 30.45 | 1 | 1 | 4 | |||
| 24 Mar | 23658.35 | 1459.4 | 300.7 | 20.88 | 1 | 1 | 3 | |||
| 21 Mar | 23350.40 | 1158.7 | 168.05 | 16.33 | 1 | 2 | 2 | |||
| 20 Mar | 23190.65 | 990.65 | 530.65 | 15.54 | 2 | 0 | 0 | |||
| 19 Mar | 22907.60 | 460 | 0 | 0.00 | 0 | 1 | 0 | |||
| 18 Mar | 22834.30 | 460 | 0 | 0.00 | 0 | 1 | 0 | |||
| 17 Mar | 22508.75 | 460 | -0.15 | 12.57 | 2 | 1 | 1 | |||
| 13 Mar | 22397.20 | 460.15 | 0 | 0.00 | 0 | 1 | 0 | |||
| 12 Mar | 22470.50 | 460.15 | -167.5 | 11.89 | 6 | 1 | 1 | |||
| 11 Mar | 22497.90 | 627.65 | 0 | - | 0 | 0 | 0 | |||
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| 10 Mar | 22460.30 | 627.65 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 627.65 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 22350 expiring on 09APR2025
Delta for 22350 CE is -
Historical price for 22350 CE is as follows
On 4 Apr NIFTY was trading at 22871.80. The strike last trading price was 532.6, which was -379.95 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 64
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 912.55, which was -87.75 lower than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 49
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1000, which was 87.25 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 16
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 917.45, which was -300.6 lower than the previous day. The implied volatity was 21.38, the open interest changed by 3 which increased total open position to 9
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1218.45, which was -258.3 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1476.75, 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 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1476.75, 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 1476.75, which was 17.35 higher than the previous day. The implied volatity was 30.45, the open interest changed by 1 which increased total open position to 4
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1459.4, which was 300.7 higher than the previous day. The implied volatity was 20.88, the open interest changed by 1 which increased total open position to 3
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1158.7, which was 168.05 higher than the previous day. The implied volatity was 16.33, the open interest changed by 2 which increased total open position to 2
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 990.65, which was 530.65 higher than the previous day. The implied volatity was 15.54, 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 460, 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 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 460, 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 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 460, which was -0.15 lower than the previous day. The implied volatity was 12.57, the open interest changed by 1 which increased total open position to 1
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 460.15, 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 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 460.15, which was -167.5 lower than the previous day. The implied volatity was 11.89, the open interest changed by 1 which increased total open position to 1
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 627.65, 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 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 627.65, 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 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 627.65, 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
| NIFTY 09APR2025 22350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 3.67
Theta: -4.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 22871.80 | 12.3 | 6.05 | 14.30 | 3,32,883 | 2,243 | 15,756 |
| 3 Apr | 23250.10 | 6.65 | -5.2 | 17.35 | 42,717 | 11,165 | 13,513 |
| 2 Apr | 23332.35 | 11.8 | -5.25 | 19.32 | 9,439 | 1,594 | 2,348 |
| 1 Apr | 23165.70 | 19 | 7.75 | 17.81 | 6,573 | 402 | 754 |
| 28 Mar | 23519.35 | 11.05 | -4.45 | 16.72 | 1,374 | 267 | 352 |
| 27 Mar | 23591.95 | 14.05 | -5.4 | 18.03 | 733 | -314 | 85 |
| 26 Mar | 23486.85 | 21.55 | 2 | 17.54 | 1,205 | -411 | 399 |
| 25 Mar | 23668.65 | 20.75 | 0.35 | 18.35 | 794 | 267 | 810 |
| 24 Mar | 23658.35 | 21.25 | -5.75 | 18.60 | 1,067 | 234 | 543 |
| 21 Mar | 23350.40 | 26.35 | -21.3 | 15.01 | 180 | 98 | 309 |
| 20 Mar | 23190.65 | 47.65 | -236.1 | 15.08 | 259 | 211 | 211 |
| 19 Mar | 22907.60 | 283.75 | 0 | 3.15 | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 283.75 | 0 | 2.82 | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 283.75 | 0 | 1.36 | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 283.75 | 0 | 0.82 | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 283.75 | 0 | 1.18 | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 283.75 | 0 | 1.39 | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 283.75 | 0 | 1.08 | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 283.75 | 0 | 1.45 | 0 | 0 | 0 |
For Nifty - strike price 22350 expiring on 09APR2025
Delta for 22350 PE is -0.07
Historical price for 22350 PE is as follows
On 4 Apr NIFTY was trading at 22871.80. The strike last trading price was 12.3, which was 6.05 higher than the previous day. The implied volatity was 14.30, the open interest changed by 2243 which increased total open position to 15756
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 6.65, which was -5.2 lower than the previous day. The implied volatity was 17.35, the open interest changed by 11165 which increased total open position to 13513
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 11.8, which was -5.25 lower than the previous day. The implied volatity was 19.32, the open interest changed by 1594 which increased total open position to 2348
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 19, which was 7.75 higher than the previous day. The implied volatity was 17.81, the open interest changed by 402 which increased total open position to 754
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 11.05, which was -4.45 lower than the previous day. The implied volatity was 16.72, the open interest changed by 267 which increased total open position to 352
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 14.05, which was -5.4 lower than the previous day. The implied volatity was 18.03, the open interest changed by -314 which decreased total open position to 85
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 21.55, which was 2 higher than the previous day. The implied volatity was 17.54, the open interest changed by -411 which decreased total open position to 399
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 20.75, which was 0.35 higher than the previous day. The implied volatity was 18.35, the open interest changed by 267 which increased total open position to 810
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 21.25, which was -5.75 lower than the previous day. The implied volatity was 18.60, the open interest changed by 234 which increased total open position to 543
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 26.35, which was -21.3 lower than the previous day. The implied volatity was 15.01, the open interest changed by 98 which increased total open position to 309
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 47.65, which was -236.1 lower than the previous day. The implied volatity was 15.08, the open interest changed by 211 which increased total open position to 211
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 283.75, which was 0 lower than the previous day. The implied volatity was 3.15, 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 283.75, which was 0 lower than the previous day. The implied volatity was 2.82, 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 283.75, which was 0 lower than the previous day. The implied volatity was 1.36, 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 283.75, which was 0 lower than the previous day. The implied volatity was 0.82, 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 283.75, which was 0 lower than the previous day. The implied volatity was 1.18, 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 283.75, which was 0 lower than the previous day. The implied volatity was 1.39, 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 283.75, which was 0 lower than the previous day. The implied volatity was 1.08, 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 283.75, which was 0 lower than the previous day. The implied volatity was 1.45, the open interest changed by 0 which decreased total open position to 0
