NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 22600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.91
Vega: 2.70
Theta: -23.07
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 609.95 | -334.25 | 25.82 | 3,069 | -576 | 7,594 | |||
| 28 Mar | 23519.35 | 937.85 | -135.5 | 16.70 | 730 | -110 | 8,170 | |||
| 27 Mar | 23591.95 | 1091.65 | 101.8 | 26.89 | 761 | -471 | 8,280 | |||
| 26 Mar | 23486.85 | 983.5 | -178.1 | 26.04 | 316 | 1 | 8,751 | |||
| 25 Mar | 23668.65 | 1136 | -22.1 | 27.63 | 917 | -274 | 8,750 | |||
| 24 Mar | 23658.35 | 1170.65 | 319.45 | 22.08 | 358 | -77 | 9,024 | |||
| 21 Mar | 23350.40 | 856.2 | 170.05 | 13.51 | 14,057 | -4,637 | 9,101 | |||
| 20 Mar | 23190.65 | 678.6 | 170.7 | 11.65 | 15,497 | -96 | 13,738 | |||
| 19 Mar | 22907.60 | 512.35 | 64.8 | 14.27 | 19,014 | 6,666 | 13,834 | |||
| 18 Mar | 22834.30 | 460.25 | 205.45 | 13.27 | 4,622 | 32 | 7,168 | |||
| 17 Mar | 22508.75 | 264.85 | 60.2 | 13.16 | 4,821 | 1,612 | 7,136 | |||
| 13 Mar | 22397.20 | 203.5 | -62.55 | 11.42 | 1,148 | 601 | 5,524 | |||
| 12 Mar | 22470.50 | 268.45 | -34.3 | 12.11 | 1,362 | 1,141 | 4,923 | |||
| 11 Mar | 22497.90 | 305.5 | 20.2 | 12.10 | 410 | 310 | 3,782 | |||
|
|
||||||||||
| 10 Mar | 22460.30 | 275 | -90.5 | 12.20 | 138 | 3 | 3,472 | |||
| 7 Mar | 22552.50 | 359.25 | 4.3 | 12.46 | 146 | 32 | 3,469 | |||
| 6 Mar | 22544.70 | 347 | 106.15 | 11.79 | 3,693 | 3,374 | 3,437 | |||
| 5 Mar | 22337.30 | 240.85 | 71.35 | 10.97 | 32 | 6 | 63 | |||
| 4 Mar | 22082.65 | 169.5 | -27 | 12.11 | 22 | 4 | 57 | |||
| 3 Mar | 22119.30 | 197.05 | -32 | 12.05 | 14 | -6 | 53 | |||
| 28 Feb | 22124.70 | 226.15 | -194.75 | 12.62 | 149 | -15 | 59 | |||
| 27 Feb | 22545.05 | 422 | -42.4 | 12.83 | 61 | 39 | 74 | |||
| 25 Feb | 22547.55 | 464.4 | -35.35 | 13.41 | 25 | 19 | 35 | |||
| 24 Feb | 22553.35 | 495.55 | -282.55 | 13.73 | 20 | 16 | 16 | |||
| 21 Feb | 22795.90 | 778.1 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 22600 expiring on 03APR2025
Delta for 22600 CE is 0.91
Historical price for 22600 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 609.95, which was -334.25 lower than the previous day. The implied volatity was 25.82, the open interest changed by -576 which decreased total open position to 7594
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 937.85, which was -135.5 lower than the previous day. The implied volatity was 16.70, the open interest changed by -110 which decreased total open position to 8170
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1091.65, which was 101.8 higher than the previous day. The implied volatity was 26.89, the open interest changed by -471 which decreased total open position to 8280
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 983.5, which was -178.1 lower than the previous day. The implied volatity was 26.04, the open interest changed by 1 which increased total open position to 8751
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1136, which was -22.1 lower than the previous day. The implied volatity was 27.63, the open interest changed by -274 which decreased total open position to 8750
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1170.65, which was 319.45 higher than the previous day. The implied volatity was 22.08, the open interest changed by -77 which decreased total open position to 9024
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 856.2, which was 170.05 higher than the previous day. The implied volatity was 13.51, the open interest changed by -4637 which decreased total open position to 9101
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 678.6, which was 170.7 higher than the previous day. The implied volatity was 11.65, the open interest changed by -96 which decreased total open position to 13738
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 512.35, which was 64.8 higher than the previous day. The implied volatity was 14.27, the open interest changed by 6666 which increased total open position to 13834
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 460.25, which was 205.45 higher than the previous day. The implied volatity was 13.27, the open interest changed by 32 which increased total open position to 7168
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 264.85, which was 60.2 higher than the previous day. The implied volatity was 13.16, the open interest changed by 1612 which increased total open position to 7136
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 203.5, which was -62.55 lower than the previous day. The implied volatity was 11.42, the open interest changed by 601 which increased total open position to 5524
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 268.45, which was -34.3 lower than the previous day. The implied volatity was 12.11, the open interest changed by 1141 which increased total open position to 4923
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 305.5, which was 20.2 higher than the previous day. The implied volatity was 12.10, the open interest changed by 310 which increased total open position to 3782
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 275, which was -90.5 lower than the previous day. The implied volatity was 12.20, the open interest changed by 3 which increased total open position to 3472
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 359.25, which was 4.3 higher than the previous day. The implied volatity was 12.46, the open interest changed by 32 which increased total open position to 3469
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 347, which was 106.15 higher than the previous day. The implied volatity was 11.79, the open interest changed by 3374 which increased total open position to 3437
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 240.85, which was 71.35 higher than the previous day. The implied volatity was 10.97, the open interest changed by 6 which increased total open position to 63
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 169.5, which was -27 lower than the previous day. The implied volatity was 12.11, the open interest changed by 4 which increased total open position to 57
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 197.05, which was -32 lower than the previous day. The implied volatity was 12.05, the open interest changed by -6 which decreased total open position to 53
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 226.15, which was -194.75 lower than the previous day. The implied volatity was 12.62, the open interest changed by -15 which decreased total open position to 59
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 422, which was -42.4 lower than the previous day. The implied volatity was 12.83, the open interest changed by 39 which increased total open position to 74
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 464.4, which was -35.35 lower than the previous day. The implied volatity was 13.41, the open interest changed by 19 which increased total open position to 35
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 495.55, which was -282.55 lower than the previous day. The implied volatity was 13.73, the open interest changed by 16 which increased total open position to 16
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 778.1, 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 22600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 1.67
Theta: -8.45
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 6.95 | 0.8 | 20.92 | 5,11,562 | 9,841 | 49,911 |
| 28 Mar | 23519.35 | 6.3 | -1 | 17.05 | 2,53,701 | 11,472 | 40,070 |
| 27 Mar | 23591.95 | 6.25 | -5.05 | 17.29 | 71,309 | 10,305 | 28,598 |
| 26 Mar | 23486.85 | 12.45 | 0.95 | 16.55 | 35,771 | 3,937 | 18,293 |
| 25 Mar | 23668.65 | 14.4 | 1.1 | 18.06 | 22,584 | 55 | 14,356 |
| 24 Mar | 23658.35 | 12.9 | -9.2 | 17.47 | 27,848 | 2,182 | 14,301 |
| 21 Mar | 23350.40 | 21.75 | -16.15 | 13.78 | 37,705 | -1,510 | 12,119 |
| 20 Mar | 23190.65 | 38.35 | -51.05 | 13.02 | 32,659 | -1,021 | 13,629 |
| 19 Mar | 22907.60 | 91 | -18.7 | 13.13 | 19,135 | 6,865 | 14,650 |
| 18 Mar | 22834.30 | 106.5 | -120.4 | 12.70 | 20,870 | 711 | 7,785 |
| 17 Mar | 22508.75 | 225.95 | -82.65 | 12.16 | 4,877 | 1,589 | 7,074 |
| 13 Mar | 22397.20 | 315.9 | 31.55 | 12.56 | 1,148 | 659 | 5,485 |
| 12 Mar | 22470.50 | 297.4 | 2.4 | 13.60 | 1,182 | 1,078 | 4,826 |
| 11 Mar | 22497.90 | 282.4 | -28.4 | 13.88 | 388 | 310 | 3,748 |
| 10 Mar | 22460.30 | 318 | 56.7 | 13.63 | 284 | -21 | 3,438 |
| 7 Mar | 22552.50 | 266 | -21.85 | 12.91 | 173 | 12 | 3,459 |
| 6 Mar | 22544.70 | 284.3 | -56.4 | 13.42 | 3,816 | 3,384 | 3,447 |
| 5 Mar | 22337.30 | 340.7 | -209.3 | 12.02 | 14 | 11 | 63 |
| 4 Mar | 22082.65 | 550 | 37.3 | 14.09 | 1 | -1 | 52 |
| 3 Mar | 22119.30 | 512.7 | -7.3 | 14.08 | 3 | -3 | 53 |
| 28 Feb | 22124.70 | 520 | 222.55 | 13.77 | 35 | 20 | 56 |
| 27 Feb | 22545.05 | 297.45 | -10.4 | 12.86 | 28 | 16 | 36 |
| 25 Feb | 22547.55 | 311 | -1 | 13.44 | 35 | 19 | 20 |
| 24 Feb | 22553.35 | 312 | 33 | 13.73 | 2 | 1 | 1 |
| 21 Feb | 22795.90 | 279 | 0 | 1.38 | 0 | 0 | 0 |
For Nifty - strike price 22600 expiring on 03APR2025
Delta for 22600 PE is -0.05
Historical price for 22600 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 6.95, which was 0.8 higher than the previous day. The implied volatity was 20.92, the open interest changed by 9841 which increased total open position to 49911
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 6.3, which was -1 lower than the previous day. The implied volatity was 17.05, the open interest changed by 11472 which increased total open position to 40070
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 6.25, which was -5.05 lower than the previous day. The implied volatity was 17.29, the open interest changed by 10305 which increased total open position to 28598
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 12.45, which was 0.95 higher than the previous day. The implied volatity was 16.55, the open interest changed by 3937 which increased total open position to 18293
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 14.4, which was 1.1 higher than the previous day. The implied volatity was 18.06, the open interest changed by 55 which increased total open position to 14356
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 12.9, which was -9.2 lower than the previous day. The implied volatity was 17.47, the open interest changed by 2182 which increased total open position to 14301
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 21.75, which was -16.15 lower than the previous day. The implied volatity was 13.78, the open interest changed by -1510 which decreased total open position to 12119
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 38.35, which was -51.05 lower than the previous day. The implied volatity was 13.02, the open interest changed by -1021 which decreased total open position to 13629
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 91, which was -18.7 lower than the previous day. The implied volatity was 13.13, the open interest changed by 6865 which increased total open position to 14650
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 106.5, which was -120.4 lower than the previous day. The implied volatity was 12.70, the open interest changed by 711 which increased total open position to 7785
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 225.95, which was -82.65 lower than the previous day. The implied volatity was 12.16, the open interest changed by 1589 which increased total open position to 7074
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 315.9, which was 31.55 higher than the previous day. The implied volatity was 12.56, the open interest changed by 659 which increased total open position to 5485
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 297.4, which was 2.4 higher than the previous day. The implied volatity was 13.60, the open interest changed by 1078 which increased total open position to 4826
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 282.4, which was -28.4 lower than the previous day. The implied volatity was 13.88, the open interest changed by 310 which increased total open position to 3748
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 318, which was 56.7 higher than the previous day. The implied volatity was 13.63, the open interest changed by -21 which decreased total open position to 3438
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 266, which was -21.85 lower than the previous day. The implied volatity was 12.91, the open interest changed by 12 which increased total open position to 3459
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 284.3, which was -56.4 lower than the previous day. The implied volatity was 13.42, the open interest changed by 3384 which increased total open position to 3447
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 340.7, which was -209.3 lower than the previous day. The implied volatity was 12.02, the open interest changed by 11 which increased total open position to 63
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 550, which was 37.3 higher than the previous day. The implied volatity was 14.09, the open interest changed by -1 which decreased total open position to 52
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 512.7, which was -7.3 lower than the previous day. The implied volatity was 14.08, the open interest changed by -3 which decreased total open position to 53
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 520, which was 222.55 higher than the previous day. The implied volatity was 13.77, the open interest changed by 20 which increased total open position to 56
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 297.45, which was -10.4 lower than the previous day. The implied volatity was 12.86, the open interest changed by 16 which increased total open position to 36
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 311, which was -1 lower than the previous day. The implied volatity was 13.44, the open interest changed by 19 which increased total open position to 20
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 312, which was 33 higher than the previous day. The implied volatity was 13.73, the open interest changed by 1 which increased total open position to 1
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 279, which was 0 lower than the previous day. The implied volatity was 1.38, the open interest changed by 0 which decreased total open position to 0
