NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 03:29 PM IST
| NIFTY 09APR2025 22450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 22915.15 | 460.75 | -353.25 | - | 1,303 | 383 | 444 | |||
| 3 Apr | 23250.10 | 814 | -103.25 | - | 46 | 46 | 61 | |||
| 2 Apr | 23332.35 | 908.9 | 92.7 | - | 15 | 5 | 15 | |||
| 1 Apr | 23165.70 | 819.55 | -314.45 | 20.09 | 2 | 2 | 10 | |||
| 28 Mar | 23519.35 | 1134 | -145.65 | 16.58 | 1 | 0 | 8 | |||
| 27 Mar | 23591.95 | 1279.65 | -91.2 | 21.44 | 4 | 8 | 8 | |||
|
|
||||||||||
| 26 Mar | 23486.85 | 1371.65 | 0.8 | 0.00 | 0 | 2 | 0 | |||
| 25 Mar | 23668.65 | 1371.65 | 14.95 | 28.48 | 3 | 2 | 6 | |||
| 24 Mar | 23658.35 | 1356.7 | 304.1 | 18.84 | 1 | 1 | 4 | |||
| 21 Mar | 23350.40 | 1052.6 | 165.6 | 14.45 | 1 | 2 | 3 | |||
| 20 Mar | 23190.65 | 887 | 462 | 13.99 | 3 | 1 | 1 | |||
| 19 Mar | 22907.60 | 425 | 0 | 0.00 | 0 | 1 | 0 | |||
| 18 Mar | 22834.30 | 425 | 0 | 0.00 | 0 | 1 | 0 | |||
| 17 Mar | 22508.75 | 425 | 41.3 | 13.88 | 4 | 1 | 2 | |||
| 13 Mar | 22397.20 | 383.7 | -184.65 | 13.72 | 2 | 1 | 1 | |||
| 12 Mar | 22470.50 | 568.35 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 568.35 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 568.35 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 568.35 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 22450 expiring on 09APR2025
Delta for 22450 CE is -
Historical price for 22450 CE is as follows
On 4 Apr NIFTY was trading at 22915.15. The strike last trading price was 460.75, which was -353.25 lower than the previous day. The implied volatity was -, the open interest changed by 383 which increased total open position to 444
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 814, which was -103.25 lower than the previous day. The implied volatity was -, the open interest changed by 46 which increased total open position to 61
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 908.9, which was 92.7 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 15
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 819.55, which was -314.45 lower than the previous day. The implied volatity was 20.09, the open interest changed by 2 which increased total open position to 10
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1134, which was -145.65 lower than the previous day. The implied volatity was 16.58, the open interest changed by 0 which decreased total open position to 8
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1279.65, which was -91.2 lower than the previous day. The implied volatity was 21.44, the open interest changed by 8 which increased total open position to 8
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1371.65, which was 0.8 higher than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1371.65, which was 14.95 higher than the previous day. The implied volatity was 28.48, the open interest changed by 2 which increased total open position to 6
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1356.7, which was 304.1 higher than the previous day. The implied volatity was 18.84, the open interest changed by 1 which increased total open position to 4
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1052.6, which was 165.6 higher than the previous day. The implied volatity was 14.45, the open interest changed by 2 which increased total open position to 3
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 887, which was 462 higher than the previous day. The implied volatity was 13.99, the open interest changed by 1 which increased total open position to 1
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 425, 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 425, 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 425, which was 41.3 higher than the previous day. The implied volatity was 13.88, the open interest changed by 1 which increased total open position to 2
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 383.7, which was -184.65 lower than the previous day. The implied volatity was 13.72, the open interest changed by 1 which increased total open position to 1
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 568.35, 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 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 568.35, 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 568.35, 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 568.35, 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 22450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 4.48
Theta: -5.79
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 22915.15 | 16.8 | 7.85 | 14.23 | 4,64,468 | 8,035 | 17,972 |
| 3 Apr | 23250.10 | 9.75 | -5.3 | 16.96 | 42,985 | 8,896 | 9,937 |
| 2 Apr | 23332.35 | 15.75 | -6.4 | 18.87 | 8,071 | 378 | 1,041 |
| 1 Apr | 23165.70 | 24.35 | 10.25 | 17.24 | 7,603 | 491 | 663 |
| 28 Mar | 23519.35 | 13.85 | -3.8 | 16.27 | 1,610 | -46 | 172 |
| 27 Mar | 23591.95 | 15.25 | -7.1 | 17.18 | 496 | 114 | 218 |
| 26 Mar | 23486.85 | 23.15 | 2.55 | 16.63 | 187 | 16 | 104 |
| 25 Mar | 23668.65 | 20.75 | -2.2 | 17.24 | 51 | 23 | 88 |
| 24 Mar | 23658.35 | 22.95 | -8.55 | 17.67 | 185 | -93 | 65 |
| 21 Mar | 23350.40 | 31.3 | -19.45 | 14.57 | 260 | 155 | 158 |
| 20 Mar | 23190.65 | 50.75 | -44.85 | 14.18 | 4 | 0 | 3 |
| 19 Mar | 22907.60 | 95.6 | -113.05 | 14.04 | 1 | 3 | 3 |
| 18 Mar | 22834.30 | 208.65 | 0 | 0.00 | 0 | 1 | 0 |
| 17 Mar | 22508.75 | 208.65 | -38.95 | 13.38 | 4 | 1 | 4 |
| 13 Mar | 22397.20 | 247.6 | -65.8 | 12.15 | 2 | 0 | 3 |
| 12 Mar | 22470.50 | 313.4 | 46.35 | 16.23 | 8 | 2 | 3 |
| 11 Mar | 22497.90 | 267.05 | -56.7 | 15.04 | 5 | 1 | 1 |
| 10 Mar | 22460.30 | 323.75 | 0 | 0.81 | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 323.75 | 0 | 1.08 | 0 | 0 | 0 |
For Nifty - strike price 22450 expiring on 09APR2025
Delta for 22450 PE is -0.09
Historical price for 22450 PE is as follows
On 4 Apr NIFTY was trading at 22915.15. The strike last trading price was 16.8, which was 7.85 higher than the previous day. The implied volatity was 14.23, the open interest changed by 8035 which increased total open position to 17972
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 9.75, which was -5.3 lower than the previous day. The implied volatity was 16.96, the open interest changed by 8896 which increased total open position to 9937
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 15.75, which was -6.4 lower than the previous day. The implied volatity was 18.87, the open interest changed by 378 which increased total open position to 1041
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 24.35, which was 10.25 higher than the previous day. The implied volatity was 17.24, the open interest changed by 491 which increased total open position to 663
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 13.85, which was -3.8 lower than the previous day. The implied volatity was 16.27, the open interest changed by -46 which decreased total open position to 172
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 15.25, which was -7.1 lower than the previous day. The implied volatity was 17.18, the open interest changed by 114 which increased total open position to 218
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 23.15, which was 2.55 higher than the previous day. The implied volatity was 16.63, the open interest changed by 16 which increased total open position to 104
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 20.75, which was -2.2 lower than the previous day. The implied volatity was 17.24, the open interest changed by 23 which increased total open position to 88
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 22.95, which was -8.55 lower than the previous day. The implied volatity was 17.67, the open interest changed by -93 which decreased total open position to 65
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 31.3, which was -19.45 lower than the previous day. The implied volatity was 14.57, the open interest changed by 155 which increased total open position to 158
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 50.75, which was -44.85 lower than the previous day. The implied volatity was 14.18, the open interest changed by 0 which decreased total open position to 3
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 95.6, which was -113.05 lower than the previous day. The implied volatity was 14.04, the open interest changed by 3 which increased total open position to 3
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 208.65, 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 208.65, which was -38.95 lower than the previous day. The implied volatity was 13.38, the open interest changed by 1 which increased total open position to 4
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 247.6, which was -65.8 lower than the previous day. The implied volatity was 12.15, the open interest changed by 0 which decreased total open position to 3
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 313.4, which was 46.35 higher than the previous day. The implied volatity was 16.23, the open interest changed by 2 which increased total open position to 3
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 267.05, which was -56.7 lower than the previous day. The implied volatity was 15.04, the open interest changed by 1 which increased total open position to 1
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 323.75, which was 0 lower than the previous day. The implied volatity was 0.81, 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 323.75, 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
