NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 03:17 PM IST
| NIFTY 09APR2025 22500 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 22900.95 | 402.4 | -355.8 | - | 28,970 | 3,243 | 4,722 | |||
| 3 Apr | 23250.10 | 753.85 | -112.4 | - | 1,809 | 686 | 1,479 | |||
| 2 Apr | 23332.35 | 865.05 | 102.6 | - | 625 | 324 | 793 | |||
| 1 Apr | 23165.70 | 758.2 | -310.2 | 17.20 | 963 | 67 | 469 | |||
| 28 Mar | 23519.35 | 1068.85 | -156.15 | - | 366 | 249 | 402 | |||
| 27 Mar | 23591.95 | 1230 | 90.9 | 21.83 | 20 | -3 | 153 | |||
| 26 Mar | 23486.85 | 1147.1 | -128.55 | 24.22 | 34 | -1 | 156 | |||
| 25 Mar | 23668.65 | 1261.25 | -47.95 | 22.15 | 68 | 35 | 157 | |||
| 24 Mar | 23658.35 | 1309.2 | 320.2 | 19.32 | 40 | -2 | 122 | |||
| 21 Mar | 23350.40 | 997.5 | 165.05 | 13.25 | 67 | 36 | 124 | |||
| 20 Mar | 23190.65 | 815.95 | 161.45 | 11.34 | 115 | -31 | 88 | |||
| 19 Mar | 22907.60 | 653.05 | 56.95 | 14.33 | 186 | -87 | 119 | |||
| 18 Mar | 22834.30 | 613.05 | 225.4 | 14.16 | 224 | -97 | 206 | |||
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| 17 Mar | 22508.75 | 390 | 72.65 | 13.61 | 462 | 244 | 303 | |||
| 13 Mar | 22397.20 | 319 | -72.35 | 12.11 | 66 | -8 | 59 | |||
| 12 Mar | 22470.50 | 395.6 | -22.3 | 12.96 | 68 | -20 | 67 | |||
| 11 Mar | 22497.90 | 422.55 | 17.1 | 12.40 | 39 | -15 | 87 | |||
| 10 Mar | 22460.30 | 397.65 | -142.35 | 12.93 | 115 | 102 | 102 | |||
| 7 Mar | 22552.50 | 540 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 22500 expiring on 09APR2025
Delta for 22500 CE is -
Historical price for 22500 CE is as follows
On 4 Apr NIFTY was trading at 22900.95. The strike last trading price was 402.4, which was -355.8 lower than the previous day. The implied volatity was -, the open interest changed by 3243 which increased total open position to 4722
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 753.85, which was -112.4 lower than the previous day. The implied volatity was -, the open interest changed by 686 which increased total open position to 1479
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 865.05, which was 102.6 higher than the previous day. The implied volatity was -, the open interest changed by 324 which increased total open position to 793
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 758.2, which was -310.2 lower than the previous day. The implied volatity was 17.20, the open interest changed by 67 which increased total open position to 469
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1068.85, which was -156.15 lower than the previous day. The implied volatity was -, the open interest changed by 249 which increased total open position to 402
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1230, which was 90.9 higher than the previous day. The implied volatity was 21.83, the open interest changed by -3 which decreased total open position to 153
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1147.1, which was -128.55 lower than the previous day. The implied volatity was 24.22, the open interest changed by -1 which decreased total open position to 156
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1261.25, which was -47.95 lower than the previous day. The implied volatity was 22.15, the open interest changed by 35 which increased total open position to 157
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1309.2, which was 320.2 higher than the previous day. The implied volatity was 19.32, the open interest changed by -2 which decreased total open position to 122
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 997.5, which was 165.05 higher than the previous day. The implied volatity was 13.25, the open interest changed by 36 which increased total open position to 124
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 815.95, which was 161.45 higher than the previous day. The implied volatity was 11.34, the open interest changed by -31 which decreased total open position to 88
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 653.05, which was 56.95 higher than the previous day. The implied volatity was 14.33, the open interest changed by -87 which decreased total open position to 119
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 613.05, which was 225.4 higher than the previous day. The implied volatity was 14.16, the open interest changed by -97 which decreased total open position to 206
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 390, which was 72.65 higher than the previous day. The implied volatity was 13.61, the open interest changed by 244 which increased total open position to 303
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 319, which was -72.35 lower than the previous day. The implied volatity was 12.11, the open interest changed by -8 which decreased total open position to 59
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 395.6, which was -22.3 lower than the previous day. The implied volatity was 12.96, the open interest changed by -20 which decreased total open position to 67
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 422.55, which was 17.1 higher than the previous day. The implied volatity was 12.40, the open interest changed by -15 which decreased total open position to 87
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 397.65, which was -142.35 lower than the previous day. The implied volatity was 12.93, the open interest changed by 102 which increased total open position to 102
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 540, 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 22500 PE | |||||||
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Delta: -0.12
Vega: 5.41
Theta: -6.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 22900.95 | 22.75 | 11.95 | 14.04 | 16,76,185 | 40,544 | 1,02,691 |
| 3 Apr | 23250.10 | 11.85 | -5.25 | 16.78 | 2,32,636 | 43,293 | 62,147 |
| 2 Apr | 23332.35 | 17.8 | -6.85 | 18.55 | 76,753 | 9,154 | 18,854 |
| 1 Apr | 23165.70 | 27 | 11.75 | 16.86 | 48,738 | 4,011 | 9,700 |
| 28 Mar | 23519.35 | 15 | -3.75 | 15.94 | 23,965 | 1,206 | 5,689 |
| 27 Mar | 23591.95 | 17 | -7.65 | 16.98 | 9,536 | 1,455 | 4,483 |
| 26 Mar | 23486.85 | 26.75 | 4.15 | 16.59 | 6,197 | 59 | 3,028 |
| 25 Mar | 23668.65 | 28.6 | 4.85 | 17.95 | 4,519 | -44 | 2,969 |
| 24 Mar | 23658.35 | 23 | -11.5 | 17.13 | 7,525 | -550 | 3,013 |
| 21 Mar | 23350.40 | 33.5 | -24.3 | 14.28 | 8,887 | 2,141 | 3,563 |
| 20 Mar | 23190.65 | 58.95 | -47.7 | 14.27 | 3,292 | 360 | 1,422 |
| 19 Mar | 22907.60 | 106.75 | -18.15 | 14.01 | 1,292 | 78 | 1,062 |
| 18 Mar | 22834.30 | 123.35 | -97.4 | 13.80 | 1,820 | 784 | 984 |
| 17 Mar | 22508.75 | 220 | -75.1 | 12.97 | 331 | 145 | 200 |
| 13 Mar | 22397.20 | 281.7 | 6.2 | 12.58 | 137 | 7 | 55 |
| 12 Mar | 22470.50 | 284.55 | 13.15 | 14.15 | 86 | 10 | 48 |
| 11 Mar | 22497.90 | 271.4 | -31.75 | 14.38 | 38 | -17 | 38 |
| 10 Mar | 22460.30 | 298.65 | -46.45 | 13.99 | 72 | 55 | 55 |
| 7 Mar | 22552.50 | 345.1 | 0 | 0.90 | 0 | 0 | 0 |
For Nifty - strike price 22500 expiring on 09APR2025
Delta for 22500 PE is -0.12
Historical price for 22500 PE is as follows
On 4 Apr NIFTY was trading at 22900.95. The strike last trading price was 22.75, which was 11.95 higher than the previous day. The implied volatity was 14.04, the open interest changed by 40544 which increased total open position to 102691
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 11.85, which was -5.25 lower than the previous day. The implied volatity was 16.78, the open interest changed by 43293 which increased total open position to 62147
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 17.8, which was -6.85 lower than the previous day. The implied volatity was 18.55, the open interest changed by 9154 which increased total open position to 18854
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 27, which was 11.75 higher than the previous day. The implied volatity was 16.86, the open interest changed by 4011 which increased total open position to 9700
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 15, which was -3.75 lower than the previous day. The implied volatity was 15.94, the open interest changed by 1206 which increased total open position to 5689
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 17, which was -7.65 lower than the previous day. The implied volatity was 16.98, the open interest changed by 1455 which increased total open position to 4483
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 26.75, which was 4.15 higher than the previous day. The implied volatity was 16.59, the open interest changed by 59 which increased total open position to 3028
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 28.6, which was 4.85 higher than the previous day. The implied volatity was 17.95, the open interest changed by -44 which decreased total open position to 2969
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 23, which was -11.5 lower than the previous day. The implied volatity was 17.13, the open interest changed by -550 which decreased total open position to 3013
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 33.5, which was -24.3 lower than the previous day. The implied volatity was 14.28, the open interest changed by 2141 which increased total open position to 3563
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 58.95, which was -47.7 lower than the previous day. The implied volatity was 14.27, the open interest changed by 360 which increased total open position to 1422
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 106.75, which was -18.15 lower than the previous day. The implied volatity was 14.01, the open interest changed by 78 which increased total open position to 1062
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 123.35, which was -97.4 lower than the previous day. The implied volatity was 13.80, the open interest changed by 784 which increased total open position to 984
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 220, which was -75.1 lower than the previous day. The implied volatity was 12.97, the open interest changed by 145 which increased total open position to 200
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 281.7, which was 6.2 higher than the previous day. The implied volatity was 12.58, the open interest changed by 7 which increased total open position to 55
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 284.55, which was 13.15 higher than the previous day. The implied volatity was 14.15, the open interest changed by 10 which increased total open position to 48
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 271.4, which was -31.75 lower than the previous day. The implied volatity was 14.38, the open interest changed by -17 which decreased total open position to 38
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 298.65, which was -46.45 lower than the previous day. The implied volatity was 13.99, the open interest changed by 55 which increased total open position to 55
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 345.1, which was 0 lower than the previous day. The implied volatity was 0.90, the open interest changed by 0 which decreased total open position to 0
