NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 22550 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 | 700.35 | -120.95 | - | 34 | 12 | 45 | |||
| 2 Apr | 23332.35 | 821.3 | 104.7 | - | 9 | 7 | 33 | |||
| 1 Apr | 23165.70 | 713.85 | -308.4 | 17.17 | 19 | 5 | 26 | |||
| 28 Mar | 23519.35 | 1018 | -108 | - | 8 | 21 | 21 | |||
| 27 Mar | 23591.95 | 1126 | 0 | 0.00 | 0 | 7 | 0 | |||
| 26 Mar | 23486.85 | 1126 | -141.05 | 25.84 | 7 | 7 | 17 | |||
| 25 Mar | 23668.65 | 1265.15 | 7.1 | 26.39 | 2 | 3 | 10 | |||
| 24 Mar | 23658.35 | 1261.7 | 317.6 | 19.03 | 4 | 2 | 7 | |||
| 21 Mar | 23350.40 | 944.1 | 305.1 | 12.24 | 4 | 3 | 5 | |||
| 20 Mar | 23190.65 | 639 | 28.3 | - | 1 | 0 | 2 | |||
| 19 Mar | 22907.60 | 610.7 | 304.2 | 14.03 | 1 | 2 | 2 | |||
| 18 Mar | 22834.30 | 306.5 | 0 | 0.00 | 0 | 1 | 0 | |||
| 17 Mar | 22508.75 | 306.5 | 0 | 0.00 | 0 | 1 | 0 | |||
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| 13 Mar | 22397.20 | 306.5 | 0.25 | 12.63 | 3 | 1 | 2 | |||
| 12 Mar | 22470.50 | 306.25 | -206.35 | 10.44 | 2 | 1 | 1 | |||
| 11 Mar | 22497.90 | 512.6 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 512.6 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 512.6 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 22550 expiring on 09APR2025
Delta for 22550 CE is -
Historical price for 22550 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 700.35, which was -120.95 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 45
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 821.3, which was 104.7 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 33
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 713.85, which was -308.4 lower than the previous day. The implied volatity was 17.17, the open interest changed by 5 which increased total open position to 26
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1018, which was -108 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 21
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1126, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1126, which was -141.05 lower than the previous day. The implied volatity was 25.84, the open interest changed by 7 which increased total open position to 17
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1265.15, which was 7.1 higher than the previous day. The implied volatity was 26.39, the open interest changed by 3 which increased total open position to 10
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1261.7, which was 317.6 higher than the previous day. The implied volatity was 19.03, the open interest changed by 2 which increased total open position to 7
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 944.1, which was 305.1 higher than the previous day. The implied volatity was 12.24, the open interest changed by 3 which increased total open position to 5
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 639, which was 28.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 610.7, which was 304.2 higher than the previous day. The implied volatity was 14.03, the open interest changed by 2 which increased total open position to 2
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 306.5, 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 306.5, 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 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 306.5, which was 0.25 higher than the previous day. The implied volatity was 12.63, the open interest changed by 1 which increased total open position to 2
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 306.25, which was -206.35 lower than the previous day. The implied volatity was 10.44, the open interest changed by 1 which increased total open position to 1
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 512.6, 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 512.6, 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 512.6, 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 22550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 3.72
Theta: -4.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 13.7 | -5.7 | 16.43 | 49,177 | 7,455 | 9,272 |
| 2 Apr | 23332.35 | 19.1 | -9.3 | 18.01 | 9,960 | 1,059 | 1,817 |
| 1 Apr | 23165.70 | 30.4 | 13.3 | 16.53 | 6,660 | 455 | 758 |
| 28 Mar | 23519.35 | 17.4 | -2.2 | 15.81 | 1,848 | 159 | 303 |
| 27 Mar | 23591.95 | 18.95 | -9.6 | 16.78 | 375 | 4 | 144 |
| 26 Mar | 23486.85 | 41.65 | 17.2 | 17.95 | 226 | 66 | 140 |
| 25 Mar | 23668.65 | 25.85 | -0.5 | 17.00 | 64 | -16 | 74 |
| 24 Mar | 23658.35 | 25.8 | -12.5 | 17.02 | 356 | -61 | 90 |
| 21 Mar | 23350.40 | 37.55 | -31.6 | 14.16 | 243 | 140 | 151 |
| 20 Mar | 23190.65 | 69.15 | -48.1 | 14.43 | 19 | -1 | 11 |
| 19 Mar | 22907.60 | 115.95 | -17.95 | 13.82 | 24 | 5 | 12 |
| 18 Mar | 22834.30 | 133.3 | -111.3 | 13.58 | 7 | 2 | 7 |
| 17 Mar | 22508.75 | 244.6 | -122.75 | 13.10 | 24 | 5 | 5 |
| 13 Mar | 22397.20 | 367.35 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 367.35 | 0 | 0.39 | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 367.35 | 0 | 0.64 | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 367.35 | 0 | 0.90 | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 367.35 | 0 | 0.71 | 0 | 0 | 0 |
For Nifty - strike price 22550 expiring on 09APR2025
Delta for 22550 PE is -0.06
Historical price for 22550 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 13.7, which was -5.7 lower than the previous day. The implied volatity was 16.43, the open interest changed by 7455 which increased total open position to 9272
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 19.1, which was -9.3 lower than the previous day. The implied volatity was 18.01, the open interest changed by 1059 which increased total open position to 1817
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 30.4, which was 13.3 higher than the previous day. The implied volatity was 16.53, the open interest changed by 455 which increased total open position to 758
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 17.4, which was -2.2 lower than the previous day. The implied volatity was 15.81, the open interest changed by 159 which increased total open position to 303
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 18.95, which was -9.6 lower than the previous day. The implied volatity was 16.78, the open interest changed by 4 which increased total open position to 144
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 41.65, which was 17.2 higher than the previous day. The implied volatity was 17.95, the open interest changed by 66 which increased total open position to 140
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 25.85, which was -0.5 lower than the previous day. The implied volatity was 17.00, the open interest changed by -16 which decreased total open position to 74
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 25.8, which was -12.5 lower than the previous day. The implied volatity was 17.02, the open interest changed by -61 which decreased total open position to 90
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 37.55, which was -31.6 lower than the previous day. The implied volatity was 14.16, the open interest changed by 140 which increased total open position to 151
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 69.15, which was -48.1 lower than the previous day. The implied volatity was 14.43, the open interest changed by -1 which decreased total open position to 11
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 115.95, which was -17.95 lower than the previous day. The implied volatity was 13.82, the open interest changed by 5 which increased total open position to 12
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 133.3, which was -111.3 lower than the previous day. The implied volatity was 13.58, the open interest changed by 2 which increased total open position to 7
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 244.6, which was -122.75 lower than the previous day. The implied volatity was 13.10, the open interest changed by 5 which increased total open position to 5
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 367.35, 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 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 367.35, which was 0 lower than the previous day. The implied volatity was 0.39, 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 367.35, which was 0 lower than the previous day. The implied volatity was 0.64, 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 367.35, 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
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 367.35, which was 0 lower than the previous day. The implied volatity was 0.71, the open interest changed by 0 which decreased total open position to 0
