NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 22550 CE | ||||||||||
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Delta: 0.92
Vega: 2.63
Theta: -23.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 660.35 | -341.5 | 27.63 | 1,365 | 2 | 15,052 | |||
| 28 Mar | 23519.35 | 988.1 | -143.2 | 17.63 | 4,821 | 57 | 15,050 | |||
| 27 Mar | 23591.95 | 1150.45 | 116.55 | 29.27 | 1,927 | -4 | 14,993 | |||
| 26 Mar | 23486.85 | 1029.55 | -190.1 | 26.49 | 1,465 | 4 | 14,997 | |||
| 25 Mar | 23668.65 | 1180.5 | -24.2 | 27.86 | 1,672 | -64 | 14,993 | |||
| 24 Mar | 23658.35 | 1231.3 | 335.65 | 24.47 | 5,618 | -48 | 15,057 | |||
| 21 Mar | 23350.40 | 904.15 | 180.05 | 13.82 | 718 | -10 | 15,105 | |||
| 20 Mar | 23190.65 | 715.1 | 165.6 | 10.35 | 2,478 | -10 | 15,115 | |||
| 19 Mar | 22907.60 | 549.55 | 58.6 | 14.30 | 1,972 | -164 | 15,125 | |||
| 18 Mar | 22834.30 | 498.4 | 212.4 | 13.28 | 904 | 144 | 15,289 | |||
| 17 Mar | 22508.75 | 290.45 | 63.6 | 13.14 | 766 | 76 | 15,145 | |||
| 13 Mar | 22397.20 | 225 | -67.2 | 11.35 | 123 | 31 | 15,069 | |||
| 12 Mar | 22470.50 | 294.45 | -41.95 | 12.14 | 1,600 | 1,067 | 15,038 | |||
| 11 Mar | 22497.90 | 336.4 | 18.35 | 12.27 | 42 | 5 | 13,971 | |||
| 10 Mar | 22460.30 | 318.05 | -76.05 | 13.00 | 56 | 12 | 13,966 | |||
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| 7 Mar | 22552.50 | 386.85 | 2.6 | 12.45 | 136 | 16 | 13,954 | |||
| 6 Mar | 22544.70 | 381.55 | 101.15 | 12.06 | 3,730 | 3,337 | 13,938 | |||
| 5 Mar | 22337.30 | 280.4 | 96.9 | 11.62 | 143 | 115 | 10,601 | |||
| 4 Mar | 22082.65 | 183.5 | -40.2 | 12.00 | 8 | 0 | 10,486 | |||
| 3 Mar | 22119.30 | 223.7 | -22.9 | 12.38 | 9 | 9 | 10,486 | |||
| 28 Feb | 22124.70 | 249.6 | -561.05 | 12.80 | 10,683 | 10,477 | 10,477 | |||
| 27 Feb | 22545.05 | 810.65 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 810.65 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 22553.35 | 810.65 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 22795.90 | 810.65 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 22550 expiring on 03APR2025
Delta for 22550 CE is 0.92
Historical price for 22550 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 660.35, which was -341.5 lower than the previous day. The implied volatity was 27.63, the open interest changed by 2 which increased total open position to 15052
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 988.1, which was -143.2 lower than the previous day. The implied volatity was 17.63, the open interest changed by 57 which increased total open position to 15050
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1150.45, which was 116.55 higher than the previous day. The implied volatity was 29.27, the open interest changed by -4 which decreased total open position to 14993
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1029.55, which was -190.1 lower than the previous day. The implied volatity was 26.49, the open interest changed by 4 which increased total open position to 14997
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1180.5, which was -24.2 lower than the previous day. The implied volatity was 27.86, the open interest changed by -64 which decreased total open position to 14993
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1231.3, which was 335.65 higher than the previous day. The implied volatity was 24.47, the open interest changed by -48 which decreased total open position to 15057
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 904.15, which was 180.05 higher than the previous day. The implied volatity was 13.82, the open interest changed by -10 which decreased total open position to 15105
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 715.1, which was 165.6 higher than the previous day. The implied volatity was 10.35, the open interest changed by -10 which decreased total open position to 15115
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 549.55, which was 58.6 higher than the previous day. The implied volatity was 14.30, the open interest changed by -164 which decreased total open position to 15125
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 498.4, which was 212.4 higher than the previous day. The implied volatity was 13.28, the open interest changed by 144 which increased total open position to 15289
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 290.45, which was 63.6 higher than the previous day. The implied volatity was 13.14, the open interest changed by 76 which increased total open position to 15145
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 225, which was -67.2 lower than the previous day. The implied volatity was 11.35, the open interest changed by 31 which increased total open position to 15069
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 294.45, which was -41.95 lower than the previous day. The implied volatity was 12.14, the open interest changed by 1067 which increased total open position to 15038
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 336.4, which was 18.35 higher than the previous day. The implied volatity was 12.27, the open interest changed by 5 which increased total open position to 13971
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 318.05, which was -76.05 lower than the previous day. The implied volatity was 13.00, the open interest changed by 12 which increased total open position to 13966
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 386.85, which was 2.6 higher than the previous day. The implied volatity was 12.45, the open interest changed by 16 which increased total open position to 13954
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 381.55, which was 101.15 higher than the previous day. The implied volatity was 12.06, the open interest changed by 3337 which increased total open position to 13938
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 280.4, which was 96.9 higher than the previous day. The implied volatity was 11.62, the open interest changed by 115 which increased total open position to 10601
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 183.5, which was -40.2 lower than the previous day. The implied volatity was 12.00, the open interest changed by 0 which decreased total open position to 10486
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 223.7, which was -22.9 lower than the previous day. The implied volatity was 12.38, the open interest changed by 9 which increased total open position to 10486
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 249.6, which was -561.05 lower than the previous day. The implied volatity was 12.80, the open interest changed by 10477 which increased total open position to 10477
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 810.65, 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 810.65, 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 810.65, 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 810.65, 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 22550 PE | |||||||
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Delta: -0.04
Vega: 1.40
Theta: -7.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 5.55 | -0.1 | 21.42 | 2,49,234 | 1,788 | 28,410 |
| 28 Mar | 23519.35 | 5.55 | -1.05 | 17.44 | 1,22,518 | 8,935 | 26,622 |
| 27 Mar | 23591.95 | 5.35 | -4.65 | 17.54 | 19,016 | 561 | 17,687 |
| 26 Mar | 23486.85 | 10.25 | -0.1 | 16.63 | 14,822 | 1,338 | 17,126 |
| 25 Mar | 23668.65 | 11.5 | -0.35 | 17.93 | 6,999 | -141 | 15,788 |
| 24 Mar | 23658.35 | 11.15 | -8.75 | 17.61 | 12,750 | -250 | 15,929 |
| 21 Mar | 23350.40 | 18 | -16.15 | 13.78 | 10,293 | 391 | 16,179 |
| 20 Mar | 23190.65 | 32.6 | -47.35 | 13.07 | 6,765 | 358 | 15,788 |
| 19 Mar | 22907.60 | 79.45 | -18.2 | 13.17 | 1,621 | -45 | 15,430 |
| 18 Mar | 22834.30 | 95.8 | -108.95 | 12.95 | 11,182 | 206 | 15,475 |
| 17 Mar | 22508.75 | 199.95 | -87.2 | 12.04 | 778 | 113 | 15,269 |
| 13 Mar | 22397.20 | 284.45 | 15.65 | 12.36 | 111 | -14 | 15,156 |
| 12 Mar | 22470.50 | 270.85 | -3.2 | 13.52 | 1,345 | 1,003 | 15,170 |
| 11 Mar | 22497.90 | 274.05 | -18.9 | 14.56 | 62 | -19 | 14,167 |
| 10 Mar | 22460.30 | 294.95 | 53.25 | 13.70 | 594 | 187 | 14,186 |
| 7 Mar | 22552.50 | 247.2 | -19.2 | 13.07 | 90 | -6 | 13,999 |
| 6 Mar | 22544.70 | 271.8 | -87.95 | 13.80 | 3,802 | 3,376 | 14,005 |
| 5 Mar | 22337.30 | 359.75 | -106.35 | 13.83 | 177 | 10,629 | 10,629 |
| 4 Mar | 22082.65 | 454.55 | -11.55 | 0.00 | 0 | 10,491 | 0 |
| 3 Mar | 22119.30 | 454.55 | -11.55 | 0.00 | 0 | 10,491 | 0 |
| 28 Feb | 22124.70 | 454.55 | 168.9 | 12.43 | 10,571 | 10,491 | 10,492 |
| 27 Feb | 22545.05 | 285.65 | 23.7 | 13.23 | 2 | 1 | 1 |
| 25 Feb | 22547.55 | 261.95 | 0 | 0.72 | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 261.95 | 0 | 0.81 | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 261.95 | 0 | 1.54 | 0 | 0 | 0 |
For Nifty - strike price 22550 expiring on 03APR2025
Delta for 22550 PE is -0.04
Historical price for 22550 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 5.55, which was -0.1 lower than the previous day. The implied volatity was 21.42, the open interest changed by 1788 which increased total open position to 28410
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 5.55, which was -1.05 lower than the previous day. The implied volatity was 17.44, the open interest changed by 8935 which increased total open position to 26622
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 5.35, which was -4.65 lower than the previous day. The implied volatity was 17.54, the open interest changed by 561 which increased total open position to 17687
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 10.25, which was -0.1 lower than the previous day. The implied volatity was 16.63, the open interest changed by 1338 which increased total open position to 17126
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 11.5, which was -0.35 lower than the previous day. The implied volatity was 17.93, the open interest changed by -141 which decreased total open position to 15788
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 11.15, which was -8.75 lower than the previous day. The implied volatity was 17.61, the open interest changed by -250 which decreased total open position to 15929
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 18, which was -16.15 lower than the previous day. The implied volatity was 13.78, the open interest changed by 391 which increased total open position to 16179
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 32.6, which was -47.35 lower than the previous day. The implied volatity was 13.07, the open interest changed by 358 which increased total open position to 15788
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 79.45, which was -18.2 lower than the previous day. The implied volatity was 13.17, the open interest changed by -45 which decreased total open position to 15430
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 95.8, which was -108.95 lower than the previous day. The implied volatity was 12.95, the open interest changed by 206 which increased total open position to 15475
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 199.95, which was -87.2 lower than the previous day. The implied volatity was 12.04, the open interest changed by 113 which increased total open position to 15269
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 284.45, which was 15.65 higher than the previous day. The implied volatity was 12.36, the open interest changed by -14 which decreased total open position to 15156
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 270.85, which was -3.2 lower than the previous day. The implied volatity was 13.52, the open interest changed by 1003 which increased total open position to 15170
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 274.05, which was -18.9 lower than the previous day. The implied volatity was 14.56, the open interest changed by -19 which decreased total open position to 14167
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 294.95, which was 53.25 higher than the previous day. The implied volatity was 13.70, the open interest changed by 187 which increased total open position to 14186
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 247.2, which was -19.2 lower than the previous day. The implied volatity was 13.07, the open interest changed by -6 which decreased total open position to 13999
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 271.8, which was -87.95 lower than the previous day. The implied volatity was 13.80, the open interest changed by 3376 which increased total open position to 14005
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 359.75, which was -106.35 lower than the previous day. The implied volatity was 13.83, the open interest changed by 10629 which increased total open position to 10629
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 454.55, which was -11.55 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10491 which increased total open position to 0
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 454.55, which was -11.55 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10491 which increased total open position to 0
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 454.55, which was 168.9 higher than the previous day. The implied volatity was 12.43, the open interest changed by 10491 which increased total open position to 10492
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 285.65, which was 23.7 higher than the previous day. The implied volatity was 13.23, the open interest changed by 1 which increased total open position to 1
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 261.95, which was 0 lower than the previous day. The implied volatity was 0.72, 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 261.95, 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 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 261.95, which was 0 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0
