NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 22450 CE | ||||||||||
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Delta: 0.95
Vega: 1.78
Theta: -17.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 752 | -339.7 | 26.97 | 9 | -2 | 13,152 | |||
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| 28 Mar | 23519.35 | 1095.25 | -140.4 | 22.33 | 5,405 | -5 | 13,154 | |||
| 27 Mar | 23591.95 | 1240.4 | 98.95 | 29.65 | 122 | 23 | 13,159 | |||
| 26 Mar | 23486.85 | 1139.4 | -76.9 | 29.72 | 5 | -1 | 13,136 | |||
| 25 Mar | 23668.65 | 1173.25 | -142.95 | - | 7,558 | 6,992 | 13,137 | |||
| 24 Mar | 23658.35 | 1313.75 | 313.1 | 23.09 | 177 | 43 | 6,145 | |||
| 21 Mar | 23350.40 | 1002.15 | 169.15 | 14.73 | 294 | -89 | 6,102 | |||
| 20 Mar | 23190.65 | 833 | 204.1 | 14.25 | 5 | -1 | 6,191 | |||
| 19 Mar | 22907.60 | 628.9 | 61.15 | 14.46 | 31 | -1 | 6,192 | |||
| 18 Mar | 22834.30 | 577.75 | 233.05 | 13.57 | 422 | 16 | 6,193 | |||
| 17 Mar | 22508.75 | 349.4 | 66.6 | 13.26 | 616 | 107 | 6,177 | |||
| 13 Mar | 22397.20 | 277.3 | -76.45 | 11.45 | 167 | 3 | 6,070 | |||
| 12 Mar | 22470.50 | 351.3 | -41.3 | 12.22 | 100 | 2 | 6,067 | |||
| 11 Mar | 22497.90 | 395 | 30 | 12.28 | 66 | 26 | 6,065 | |||
| 10 Mar | 22460.30 | 365 | -120.05 | 12.72 | 28 | 16 | 6,039 | |||
| 7 Mar | 22552.50 | 485.05 | 33.05 | 14.13 | 22 | -4 | 6,023 | |||
| 6 Mar | 22544.70 | 452 | 113.65 | 12.52 | 24 | 0 | 6,027 | |||
| 5 Mar | 22337.30 | 338.35 | 107.65 | 11.93 | 3,365 | 3,346 | 6,027 | |||
| 4 Mar | 22082.65 | 230.7 | -1.25 | 12.41 | 6 | 0 | 2,681 | |||
| 3 Mar | 22119.30 | 231.95 | -53.6 | 11.11 | 8 | 4 | 2,681 | |||
| 28 Feb | 22124.70 | 288.2 | -589.7 | 12.69 | 2,755 | 2,677 | 2,677 | |||
| 27 Feb | 22545.05 | 877.9 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 877.9 | 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 22450 expiring on 03APR2025
Delta for 22450 CE is 0.95
Historical price for 22450 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 752, which was -339.7 lower than the previous day. The implied volatity was 26.97, the open interest changed by -2 which decreased total open position to 13152
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1095.25, which was -140.4 lower than the previous day. The implied volatity was 22.33, the open interest changed by -5 which decreased total open position to 13154
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1240.4, which was 98.95 higher than the previous day. The implied volatity was 29.65, the open interest changed by 23 which increased total open position to 13159
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1139.4, which was -76.9 lower than the previous day. The implied volatity was 29.72, the open interest changed by -1 which decreased total open position to 13136
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1173.25, which was -142.95 lower than the previous day. The implied volatity was -, the open interest changed by 6992 which increased total open position to 13137
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1313.75, which was 313.1 higher than the previous day. The implied volatity was 23.09, the open interest changed by 43 which increased total open position to 6145
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1002.15, which was 169.15 higher than the previous day. The implied volatity was 14.73, the open interest changed by -89 which decreased total open position to 6102
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 833, which was 204.1 higher than the previous day. The implied volatity was 14.25, the open interest changed by -1 which decreased total open position to 6191
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 628.9, which was 61.15 higher than the previous day. The implied volatity was 14.46, the open interest changed by -1 which decreased total open position to 6192
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 577.75, which was 233.05 higher than the previous day. The implied volatity was 13.57, the open interest changed by 16 which increased total open position to 6193
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 349.4, which was 66.6 higher than the previous day. The implied volatity was 13.26, the open interest changed by 107 which increased total open position to 6177
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 277.3, which was -76.45 lower than the previous day. The implied volatity was 11.45, the open interest changed by 3 which increased total open position to 6070
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 351.3, which was -41.3 lower than the previous day. The implied volatity was 12.22, the open interest changed by 2 which increased total open position to 6067
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 395, which was 30 higher than the previous day. The implied volatity was 12.28, the open interest changed by 26 which increased total open position to 6065
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 365, which was -120.05 lower than the previous day. The implied volatity was 12.72, the open interest changed by 16 which increased total open position to 6039
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 485.05, which was 33.05 higher than the previous day. The implied volatity was 14.13, the open interest changed by -4 which decreased total open position to 6023
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 452, which was 113.65 higher than the previous day. The implied volatity was 12.52, the open interest changed by 0 which decreased total open position to 6027
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 338.35, which was 107.65 higher than the previous day. The implied volatity was 11.93, the open interest changed by 3346 which increased total open position to 6027
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 230.7, which was -1.25 lower than the previous day. The implied volatity was 12.41, the open interest changed by 0 which decreased total open position to 2681
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 231.95, which was -53.6 lower than the previous day. The implied volatity was 11.11, the open interest changed by 4 which increased total open position to 2681
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 288.2, which was -589.7 lower than the previous day. The implied volatity was 12.69, the open interest changed by 2677 which increased total open position to 2677
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 877.9, 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 877.9, 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 22450 PE | |||||||
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Delta: -0.03
Vega: 1.02
Theta: -5.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 3.75 | -0.95 | 22.60 | 2,23,204 | 8,480 | 26,460 |
| 28 Mar | 23519.35 | 4.9 | -0.4 | 18.57 | 89,501 | 8,922 | 17,980 |
| 27 Mar | 23591.95 | 4 | -3.95 | 18.13 | 18,893 | 933 | 9,058 |
| 26 Mar | 23486.85 | 8.7 | -0.05 | 17.50 | 8,384 | 912 | 8,125 |
| 25 Mar | 23668.65 | 7 | -3.1 | 17.64 | 4,333 | 295 | 7,213 |
| 24 Mar | 23658.35 | 10.15 | -5.75 | 18.54 | 4,049 | 265 | 6,918 |
| 21 Mar | 23350.40 | 14.4 | -12.65 | 14.30 | 4,629 | -6 | 6,653 |
| 20 Mar | 23190.65 | 27.25 | -36.85 | 13.72 | 14,243 | 155 | 6,659 |
| 19 Mar | 22907.60 | 63.65 | -14.7 | 13.56 | 728 | 76 | 6,504 |
| 18 Mar | 22834.30 | 77.2 | -89.7 | 13.27 | 1,322 | 109 | 6,428 |
| 17 Mar | 22508.75 | 163.75 | -78.1 | 12.37 | 653 | 159 | 6,319 |
| 13 Mar | 22397.20 | 240.25 | 17 | 12.61 | 220 | 16 | 6,160 |
| 12 Mar | 22470.50 | 231 | -14 | 13.74 | 210 | 76 | 6,144 |
| 11 Mar | 22497.90 | 234.75 | -13.8 | 14.71 | 121 | 20 | 6,068 |
| 10 Mar | 22460.30 | 250.2 | 56.3 | 13.75 | 33 | 5 | 6,048 |
| 7 Mar | 22552.50 | 193.9 | -41.7 | 12.50 | 39 | 5 | 6,043 |
| 6 Mar | 22544.70 | 229.85 | -62.05 | 13.76 | 74 | 24 | 6,038 |
| 5 Mar | 22337.30 | 291.9 | -144.95 | 13.08 | 3,415 | 3,337 | 6,014 |
| 4 Mar | 22082.65 | 436.85 | 37.8 | 13.25 | 16 | 0 | 2,677 |
| 3 Mar | 22119.30 | 399.05 | -13.65 | 13.07 | 4 | -5 | 2,677 |
| 28 Feb | 22124.70 | 413.45 | 183.45 | 13.06 | 2,739 | 2,682 | 2,682 |
| 27 Feb | 22545.05 | 230 | 0 | 0.99 | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 230 | 0 | 1.07 | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 230 | 0 | 1.15 | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 230 | 0 | 1.87 | 0 | 0 | 0 |
For Nifty - strike price 22450 expiring on 03APR2025
Delta for 22450 PE is -0.03
Historical price for 22450 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 3.75, which was -0.95 lower than the previous day. The implied volatity was 22.60, the open interest changed by 8480 which increased total open position to 26460
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 4.9, which was -0.4 lower than the previous day. The implied volatity was 18.57, the open interest changed by 8922 which increased total open position to 17980
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 4, which was -3.95 lower than the previous day. The implied volatity was 18.13, the open interest changed by 933 which increased total open position to 9058
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 8.7, which was -0.05 lower than the previous day. The implied volatity was 17.50, the open interest changed by 912 which increased total open position to 8125
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 7, which was -3.1 lower than the previous day. The implied volatity was 17.64, the open interest changed by 295 which increased total open position to 7213
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 10.15, which was -5.75 lower than the previous day. The implied volatity was 18.54, the open interest changed by 265 which increased total open position to 6918
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 14.4, which was -12.65 lower than the previous day. The implied volatity was 14.30, the open interest changed by -6 which decreased total open position to 6653
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 27.25, which was -36.85 lower than the previous day. The implied volatity was 13.72, the open interest changed by 155 which increased total open position to 6659
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 63.65, which was -14.7 lower than the previous day. The implied volatity was 13.56, the open interest changed by 76 which increased total open position to 6504
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 77.2, which was -89.7 lower than the previous day. The implied volatity was 13.27, the open interest changed by 109 which increased total open position to 6428
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 163.75, which was -78.1 lower than the previous day. The implied volatity was 12.37, the open interest changed by 159 which increased total open position to 6319
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 240.25, which was 17 higher than the previous day. The implied volatity was 12.61, the open interest changed by 16 which increased total open position to 6160
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 231, which was -14 lower than the previous day. The implied volatity was 13.74, the open interest changed by 76 which increased total open position to 6144
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 234.75, which was -13.8 lower than the previous day. The implied volatity was 14.71, the open interest changed by 20 which increased total open position to 6068
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 250.2, which was 56.3 higher than the previous day. The implied volatity was 13.75, the open interest changed by 5 which increased total open position to 6048
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 193.9, which was -41.7 lower than the previous day. The implied volatity was 12.50, the open interest changed by 5 which increased total open position to 6043
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 229.85, which was -62.05 lower than the previous day. The implied volatity was 13.76, the open interest changed by 24 which increased total open position to 6038
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 291.9, which was -144.95 lower than the previous day. The implied volatity was 13.08, the open interest changed by 3337 which increased total open position to 6014
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 436.85, which was 37.8 higher than the previous day. The implied volatity was 13.25, the open interest changed by 0 which decreased total open position to 2677
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 399.05, which was -13.65 lower than the previous day. The implied volatity was 13.07, the open interest changed by -5 which decreased total open position to 2677
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 413.45, which was 183.45 higher than the previous day. The implied volatity was 13.06, the open interest changed by 2682 which increased total open position to 2682
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 230, which was 0 lower than the previous day. The implied volatity was 0.99, 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 230, which was 0 lower than the previous day. The implied volatity was 1.07, 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 230, which was 0 lower than the previous day. The implied volatity was 1.15, 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 230, which was 0 lower than the previous day. The implied volatity was 1.87, the open interest changed by 0 which decreased total open position to 0
