NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 22400 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 847.4 | -115.85 | - | 103 | 68 | 158 | |||
| 2 Apr | 23332.35 | 960 | 112 | - | 42 | 21 | 90 | |||
| 1 Apr | 23165.70 | 848 | -327.8 | 17.07 | 80 | 49 | 69 | |||
| 28 Mar | 23519.35 | 1175.8 | -47.35 | 14.93 | 8 | 4 | 20 | |||
| 27 Mar | 23591.95 | 1223.15 | -31.35 | - | 1 | 1 | 16 | |||
| 26 Mar | 23486.85 | 1254.5 | -184.45 | 26.43 | 31 | -29 | 15 | |||
| 25 Mar | 23668.65 | 1438.95 | 54.95 | 30.69 | 1 | -4 | 44 | |||
| 24 Mar | 23658.35 | 1384 | 259.9 | 16.66 | 6 | 0 | 48 | |||
| 21 Mar | 23350.40 | 1124.1 | 206.1 | 17.36 | 4 | 0 | 48 | |||
| 20 Mar | 23190.65 | 918 | 203 | 12.70 | 4 | 2 | 48 | |||
| 19 Mar | 22907.60 | 715 | 59.5 | 13.36 | 5 | 1 | 46 | |||
| 18 Mar | 22834.30 | 655.5 | 202.45 | 12.33 | 51 | 15 | 45 | |||
| 17 Mar | 22508.75 | 450 | 75.7 | 13.63 | 43 | 17 | 30 | |||
| 13 Mar | 22397.20 | 371.4 | -66.6 | 12.05 | 9 | 0 | 13 | |||
| 12 Mar | 22470.50 | 438 | -54.8 | 12.29 | 51 | -7 | 13 | |||
| 11 Mar | 22497.90 | 493 | -40.65 | 12.82 | 70 | 16 | 20 | |||
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| 10 Mar | 22460.30 | 534 | -63.55 | 16.12 | 28 | 4 | 4 | |||
| 7 Mar | 22552.50 | 597.55 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 22400 expiring on 09APR2025
Delta for 22400 CE is -
Historical price for 22400 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 847.4, which was -115.85 lower than the previous day. The implied volatity was -, the open interest changed by 68 which increased total open position to 158
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 960, which was 112 higher than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 90
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 848, which was -327.8 lower than the previous day. The implied volatity was 17.07, the open interest changed by 49 which increased total open position to 69
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1175.8, which was -47.35 lower than the previous day. The implied volatity was 14.93, the open interest changed by 4 which increased total open position to 20
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1223.15, which was -31.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 16
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1254.5, which was -184.45 lower than the previous day. The implied volatity was 26.43, the open interest changed by -29 which decreased total open position to 15
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1438.95, which was 54.95 higher than the previous day. The implied volatity was 30.69, the open interest changed by -4 which decreased total open position to 44
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1384, which was 259.9 higher than the previous day. The implied volatity was 16.66, the open interest changed by 0 which decreased total open position to 48
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1124.1, which was 206.1 higher than the previous day. The implied volatity was 17.36, the open interest changed by 0 which decreased total open position to 48
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 918, which was 203 higher than the previous day. The implied volatity was 12.70, the open interest changed by 2 which increased total open position to 48
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 715, which was 59.5 higher than the previous day. The implied volatity was 13.36, the open interest changed by 1 which increased total open position to 46
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 655.5, which was 202.45 higher than the previous day. The implied volatity was 12.33, the open interest changed by 15 which increased total open position to 45
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 450, which was 75.7 higher than the previous day. The implied volatity was 13.63, the open interest changed by 17 which increased total open position to 30
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 371.4, which was -66.6 lower than the previous day. The implied volatity was 12.05, the open interest changed by 0 which decreased total open position to 13
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 438, which was -54.8 lower than the previous day. The implied volatity was 12.29, the open interest changed by -7 which decreased total open position to 13
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 493, which was -40.65 lower than the previous day. The implied volatity was 12.82, the open interest changed by 16 which increased total open position to 20
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 534, which was -63.55 lower than the previous day. The implied volatity was 16.12, the open interest changed by 4 which increased total open position to 4
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 597.55, 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 22400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 2.53
Theta: -3.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 8.15 | -4.95 | 17.19 | 1,18,998 | 20,956 | 34,939 |
| 2 Apr | 23332.35 | 13.55 | -5.6 | 19.07 | 37,254 | 10,037 | 13,983 |
| 1 Apr | 23165.70 | 20.45 | 7.8 | 17.31 | 20,677 | 2,221 | 3,946 |
| 28 Mar | 23519.35 | 11 | -5.25 | 16.14 | 6,420 | 704 | 1,725 |
| 27 Mar | 23591.95 | 17.8 | -3.1 | 18.31 | 2,466 | 160 | 1,021 |
| 26 Mar | 23486.85 | 22.45 | 2.5 | 17.11 | 1,877 | 13 | 861 |
| 25 Mar | 23668.65 | 21.6 | 0.75 | 17.95 | 2,410 | 183 | 848 |
| 24 Mar | 23658.35 | 20.15 | -8.6 | 17.71 | 3,441 | -795 | 665 |
| 21 Mar | 23350.40 | 27.9 | -19.2 | 14.69 | 4,110 | 1,098 | 1,460 |
| 20 Mar | 23190.65 | 50.3 | -38.4 | 14.71 | 739 | 181 | 362 |
| 19 Mar | 22907.60 | 87.4 | -18.15 | 14.20 | 318 | 41 | 181 |
| 18 Mar | 22834.30 | 101.05 | -87 | 13.95 | 283 | 100 | 140 |
| 17 Mar | 22508.75 | 184.65 | -67.5 | 13.15 | 180 | 7 | 40 |
| 13 Mar | 22397.20 | 246.55 | 6.85 | 13.02 | 41 | -9 | 33 |
| 12 Mar | 22470.50 | 242 | -7.15 | 14.13 | 63 | -6 | 42 |
| 11 Mar | 22497.90 | 249.15 | -4.3 | 15.11 | 86 | 17 | 48 |
| 10 Mar | 22460.30 | 250 | -53.3 | 13.75 | 37 | 31 | 31 |
| 7 Mar | 22552.50 | 303.3 | 0 | 1.26 | 0 | 0 | 0 |
For Nifty - strike price 22400 expiring on 09APR2025
Delta for 22400 PE is -0.04
Historical price for 22400 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 8.15, which was -4.95 lower than the previous day. The implied volatity was 17.19, the open interest changed by 20956 which increased total open position to 34939
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 13.55, which was -5.6 lower than the previous day. The implied volatity was 19.07, the open interest changed by 10037 which increased total open position to 13983
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 20.45, which was 7.8 higher than the previous day. The implied volatity was 17.31, the open interest changed by 2221 which increased total open position to 3946
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 11, which was -5.25 lower than the previous day. The implied volatity was 16.14, the open interest changed by 704 which increased total open position to 1725
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 17.8, which was -3.1 lower than the previous day. The implied volatity was 18.31, the open interest changed by 160 which increased total open position to 1021
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 22.45, which was 2.5 higher than the previous day. The implied volatity was 17.11, the open interest changed by 13 which increased total open position to 861
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 21.6, which was 0.75 higher than the previous day. The implied volatity was 17.95, the open interest changed by 183 which increased total open position to 848
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 20.15, which was -8.6 lower than the previous day. The implied volatity was 17.71, the open interest changed by -795 which decreased total open position to 665
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 27.9, which was -19.2 lower than the previous day. The implied volatity was 14.69, the open interest changed by 1098 which increased total open position to 1460
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 50.3, which was -38.4 lower than the previous day. The implied volatity was 14.71, the open interest changed by 181 which increased total open position to 362
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 87.4, which was -18.15 lower than the previous day. The implied volatity was 14.20, the open interest changed by 41 which increased total open position to 181
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 101.05, which was -87 lower than the previous day. The implied volatity was 13.95, the open interest changed by 100 which increased total open position to 140
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 184.65, which was -67.5 lower than the previous day. The implied volatity was 13.15, the open interest changed by 7 which increased total open position to 40
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 246.55, which was 6.85 higher than the previous day. The implied volatity was 13.02, the open interest changed by -9 which decreased total open position to 33
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 242, which was -7.15 lower than the previous day. The implied volatity was 14.13, the open interest changed by -6 which decreased total open position to 42
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 249.15, which was -4.3 lower than the previous day. The implied volatity was 15.11, the open interest changed by 17 which increased total open position to 48
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 250, which was -53.3 lower than the previous day. The implied volatity was 13.75, the open interest changed by 31 which increased total open position to 31
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 303.3, which was 0 lower than the previous day. The implied volatity was 1.26, the open interest changed by 0 which decreased total open position to 0
