NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 22350 CE | ||||||||||
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Delta: 0.93
Vega: 2.42
Theta: -26.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 862.35 | -336.8 | 34.98 | 2,188 | -53 | 12,449 | |||
| 28 Mar | 23519.35 | 1200.45 | -99.55 | 25.71 | 8,359 | -1 | 12,502 | |||
| 27 Mar | 23591.95 | 1300 | -15 | 18.88 | 13 | 10 | 12,503 | |||
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| 26 Mar | 23486.85 | 1315 | -89.05 | 40.52 | 8 | 0 | 12,493 | |||
| 25 Mar | 23668.65 | 1404.05 | 27.95 | 34.46 | 25 | -14 | 12,493 | |||
| 24 Mar | 23658.35 | 1389.1 | 290.2 | 17.18 | 3,394 | -12 | 12,507 | |||
| 21 Mar | 23350.40 | 1099.1 | 175.1 | 15.35 | 1,352 | 0 | 12,519 | |||
| 20 Mar | 23190.65 | 922 | 260.95 | 14.01 | 9 | 12,519 | 12,519 | |||
| 19 Mar | 22907.60 | 667.15 | 6.1 | 0.00 | 0 | -7 | 0 | |||
| 18 Mar | 22834.30 | 667.15 | 251.95 | 14.55 | 2,440 | -7 | 12,520 | |||
| 17 Mar | 22508.75 | 420.1 | 78.35 | 13.72 | 467 | 70 | 12,527 | |||
| 13 Mar | 22397.20 | 343.85 | -74.9 | 11.98 | 44 | -2 | 12,457 | |||
| 12 Mar | 22470.50 | 415.85 | -40.95 | 12.39 | 755 | 668 | 12,459 | |||
| 11 Mar | 22497.90 | 459.55 | 27.75 | 12.32 | 102 | 18 | 11,791 | |||
| 10 Mar | 22460.30 | 431.8 | -92.15 | 13.03 | 11 | -4 | 11,773 | |||
| 7 Mar | 22552.50 | 521.15 | 3.6 | 12.96 | 14 | 5 | 11,777 | |||
| 6 Mar | 22544.70 | 521.1 | 122.4 | 12.75 | 57 | 0 | 11,772 | |||
| 5 Mar | 22337.30 | 403.85 | 148.85 | 12.34 | 2,056 | 2,018 | 11,772 | |||
| 4 Mar | 22082.65 | 255 | -58.5 | 11.70 | 5 | 0 | 9,754 | |||
| 3 Mar | 22119.30 | 310.7 | -229.3 | 12.41 | 9,833 | 9,753 | 9,754 | |||
| 28 Feb | 22124.70 | 540 | -408 | 20.32 | 2 | 1 | 1 | |||
| 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 22350 expiring on 03APR2025
Delta for 22350 CE is 0.93
Historical price for 22350 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 862.35, which was -336.8 lower than the previous day. The implied volatity was 34.98, the open interest changed by -53 which decreased total open position to 12449
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1200.45, which was -99.55 lower than the previous day. The implied volatity was 25.71, the open interest changed by -1 which decreased total open position to 12502
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1300, which was -15 lower than the previous day. The implied volatity was 18.88, the open interest changed by 10 which increased total open position to 12503
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1315, which was -89.05 lower than the previous day. The implied volatity was 40.52, the open interest changed by 0 which decreased total open position to 12493
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1404.05, which was 27.95 higher than the previous day. The implied volatity was 34.46, the open interest changed by -14 which decreased total open position to 12493
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1389.1, which was 290.2 higher than the previous day. The implied volatity was 17.18, the open interest changed by -12 which decreased total open position to 12507
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1099.1, which was 175.1 higher than the previous day. The implied volatity was 15.35, the open interest changed by 0 which decreased total open position to 12519
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 922, which was 260.95 higher than the previous day. The implied volatity was 14.01, the open interest changed by 12519 which increased total open position to 12519
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 667.15, which was 6.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 667.15, which was 251.95 higher than the previous day. The implied volatity was 14.55, the open interest changed by -7 which decreased total open position to 12520
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 420.1, which was 78.35 higher than the previous day. The implied volatity was 13.72, the open interest changed by 70 which increased total open position to 12527
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 343.85, which was -74.9 lower than the previous day. The implied volatity was 11.98, the open interest changed by -2 which decreased total open position to 12457
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 415.85, which was -40.95 lower than the previous day. The implied volatity was 12.39, the open interest changed by 668 which increased total open position to 12459
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 459.55, which was 27.75 higher than the previous day. The implied volatity was 12.32, the open interest changed by 18 which increased total open position to 11791
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 431.8, which was -92.15 lower than the previous day. The implied volatity was 13.03, the open interest changed by -4 which decreased total open position to 11773
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 521.15, which was 3.6 higher than the previous day. The implied volatity was 12.96, the open interest changed by 5 which increased total open position to 11777
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 521.1, which was 122.4 higher than the previous day. The implied volatity was 12.75, the open interest changed by 0 which decreased total open position to 11772
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 403.85, which was 148.85 higher than the previous day. The implied volatity was 12.34, the open interest changed by 2018 which increased total open position to 11772
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 255, which was -58.5 lower than the previous day. The implied volatity was 11.70, the open interest changed by 0 which decreased total open position to 9754
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 310.7, which was -229.3 lower than the previous day. The implied volatity was 12.41, the open interest changed by 9753 which increased total open position to 9754
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 540, which was -408 lower than the previous day. The implied volatity was 20.32, the open interest changed by 1 which increased total open position to 1
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 22350 PE | |||||||
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Delta: -0.02
Vega: 0.74
Theta: -4.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 2.6 | -1.35 | 23.81 | 2,41,072 | -519 | 20,349 |
| 28 Mar | 23519.35 | 4 | -0.7 | 19.43 | 96,541 | 6,440 | 20,868 |
| 27 Mar | 23591.95 | 4 | -2.4 | 19.41 | 12,753 | 441 | 14,428 |
| 26 Mar | 23486.85 | 7.6 | 0 | 18.44 | 8,498 | 925 | 13,987 |
| 25 Mar | 23668.65 | 6 | -2.35 | 18.41 | 5,111 | 32 | 13,062 |
| 24 Mar | 23658.35 | 8.2 | -4.85 | 19.06 | 16,652 | -775 | 13,030 |
| 21 Mar | 23350.40 | 14.4 | -8.1 | 15.46 | 18,071 | 323 | 13,805 |
| 20 Mar | 23190.65 | 21 | -31.2 | 14.07 | 7,788 | 356 | 13,482 |
| 19 Mar | 22907.60 | 52.75 | -11.15 | 14.12 | 781 | 239 | 13,126 |
| 18 Mar | 22834.30 | 62.55 | -73.25 | 13.67 | 1,094 | 266 | 12,887 |
| 17 Mar | 22508.75 | 133.2 | -66.75 | 12.68 | 343 | 91 | 12,621 |
| 13 Mar | 22397.20 | 204.85 | 16.8 | 13.04 | 82 | -4 | 12,530 |
| 12 Mar | 22470.50 | 192.55 | -8.9 | 13.81 | 851 | 745 | 12,534 |
| 11 Mar | 22497.90 | 201.4 | -18.75 | 14.94 | 50 | -1 | 11,789 |
| 10 Mar | 22460.30 | 220.15 | 36.65 | 14.25 | 53 | 20 | 11,790 |
| 7 Mar | 22552.50 | 183.5 | -11.1 | 13.60 | 70 | -13 | 11,770 |
| 6 Mar | 22544.70 | 192.5 | -64 | 13.75 | 26 | -1 | 11,783 |
| 5 Mar | 22337.30 | 251.6 | -91.9 | 13.24 | 2,447 | 11,784 | 11,784 |
| 4 Mar | 22082.65 | 343.5 | 0 | 0.00 | 0 | 9,753 | 0 |
| 3 Mar | 22119.30 | 343.5 | 142.5 | 12.99 | 9,850 | 9,753 | 9,753 |
| 28 Feb | 22124.70 | 201 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 22545.05 | 201 | 0 | 1.35 | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 201 | 0 | 1.42 | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 201 | 0 | 1.50 | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 201 | 0 | 2.08 | 0 | 0 | 0 |
For Nifty - strike price 22350 expiring on 03APR2025
Delta for 22350 PE is -0.02
Historical price for 22350 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2.6, which was -1.35 lower than the previous day. The implied volatity was 23.81, the open interest changed by -519 which decreased total open position to 20349
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 4, which was -0.7 lower than the previous day. The implied volatity was 19.43, the open interest changed by 6440 which increased total open position to 20868
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 4, which was -2.4 lower than the previous day. The implied volatity was 19.41, the open interest changed by 441 which increased total open position to 14428
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 7.6, which was 0 lower than the previous day. The implied volatity was 18.44, the open interest changed by 925 which increased total open position to 13987
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 6, which was -2.35 lower than the previous day. The implied volatity was 18.41, the open interest changed by 32 which increased total open position to 13062
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 8.2, which was -4.85 lower than the previous day. The implied volatity was 19.06, the open interest changed by -775 which decreased total open position to 13030
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 14.4, which was -8.1 lower than the previous day. The implied volatity was 15.46, the open interest changed by 323 which increased total open position to 13805
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 21, which was -31.2 lower than the previous day. The implied volatity was 14.07, the open interest changed by 356 which increased total open position to 13482
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 52.75, which was -11.15 lower than the previous day. The implied volatity was 14.12, the open interest changed by 239 which increased total open position to 13126
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 62.55, which was -73.25 lower than the previous day. The implied volatity was 13.67, the open interest changed by 266 which increased total open position to 12887
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 133.2, which was -66.75 lower than the previous day. The implied volatity was 12.68, the open interest changed by 91 which increased total open position to 12621
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 204.85, which was 16.8 higher than the previous day. The implied volatity was 13.04, the open interest changed by -4 which decreased total open position to 12530
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 192.55, which was -8.9 lower than the previous day. The implied volatity was 13.81, the open interest changed by 745 which increased total open position to 12534
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 201.4, which was -18.75 lower than the previous day. The implied volatity was 14.94, the open interest changed by -1 which decreased total open position to 11789
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 220.15, which was 36.65 higher than the previous day. The implied volatity was 14.25, the open interest changed by 20 which increased total open position to 11790
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 183.5, which was -11.1 lower than the previous day. The implied volatity was 13.60, the open interest changed by -13 which decreased total open position to 11770
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 192.5, which was -64 lower than the previous day. The implied volatity was 13.75, the open interest changed by -1 which decreased total open position to 11783
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 251.6, which was -91.9 lower than the previous day. The implied volatity was 13.24, the open interest changed by 11784 which increased total open position to 11784
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 343.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9753 which increased total open position to 0
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 343.5, which was 142.5 higher than the previous day. The implied volatity was 12.99, the open interest changed by 9753 which increased total open position to 9753
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 201, 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 201, which was 0 lower than the previous day. The implied volatity was 1.35, 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 201, which was 0 lower than the previous day. The implied volatity was 1.42, 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 201, which was 0 lower than the previous day. The implied volatity was 1.50, 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 201, which was 0 lower than the previous day. The implied volatity was 2.08, the open interest changed by 0 which decreased total open position to 0
