NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 22650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 610 | -117.8 | - | 144 | 93 | 184 | |||
| 2 Apr | 23332.35 | 727.8 | 102.85 | 11.63 | 82 | 20 | 91 | |||
| 1 Apr | 23165.70 | 620 | -259 | 16.15 | 104 | 46 | 71 | |||
| 28 Mar | 23519.35 | 879 | -175.45 | - | 6 | 5 | 25 | |||
| 27 Mar | 23591.95 | 1054.45 | -154.85 | 16.15 | 10 | 20 | 20 | |||
| 26 Mar | 23486.85 | 1209.3 | 0 | 0.00 | 0 | -2 | 0 | |||
|
|
||||||||||
| 25 Mar | 23668.65 | 1209.3 | 39.3 | 28.23 | 2 | -2 | 17 | |||
| 24 Mar | 23658.35 | 1170 | 279.5 | 18.74 | 2 | 0 | 19 | |||
| 21 Mar | 23350.40 | 890.5 | 165.2 | 15.62 | 2 | 0 | 19 | |||
| 20 Mar | 23190.65 | 725.3 | 192.45 | 14.38 | 3 | -2 | 19 | |||
| 19 Mar | 22907.60 | 526.5 | 41.15 | 13.32 | 2 | 1 | 21 | |||
| 18 Mar | 22834.30 | 477.6 | 177.6 | 12.65 | 19 | 11 | 20 | |||
| 17 Mar | 22508.75 | 300 | 43.7 | 13.15 | 10 | 1 | 9 | |||
| 13 Mar | 22397.20 | 256.3 | -66.45 | 12.49 | 2 | 8 | 8 | |||
| 12 Mar | 22470.50 | 322.75 | 0 | 0.00 | 0 | 4 | 0 | |||
| 11 Mar | 22497.90 | 322.75 | 17.85 | 11.73 | 1 | 4 | 9 | |||
| 10 Mar | 22460.30 | 304.9 | -155.5 | 12.31 | 9 | 5 | 5 | |||
| 7 Mar | 22552.50 | 460.4 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 22650 expiring on 09APR2025
Delta for 22650 CE is -
Historical price for 22650 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 610, which was -117.8 lower than the previous day. The implied volatity was -, the open interest changed by 93 which increased total open position to 184
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 727.8, which was 102.85 higher than the previous day. The implied volatity was 11.63, the open interest changed by 20 which increased total open position to 91
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 620, which was -259 lower than the previous day. The implied volatity was 16.15, the open interest changed by 46 which increased total open position to 71
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 879, which was -175.45 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 25
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1054.45, which was -154.85 lower than the previous day. The implied volatity was 16.15, the open interest changed by 20 which increased total open position to 20
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1209.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1209.3, which was 39.3 higher than the previous day. The implied volatity was 28.23, the open interest changed by -2 which decreased total open position to 17
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1170, which was 279.5 higher than the previous day. The implied volatity was 18.74, the open interest changed by 0 which decreased total open position to 19
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 890.5, which was 165.2 higher than the previous day. The implied volatity was 15.62, the open interest changed by 0 which decreased total open position to 19
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 725.3, which was 192.45 higher than the previous day. The implied volatity was 14.38, the open interest changed by -2 which decreased total open position to 19
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 526.5, which was 41.15 higher than the previous day. The implied volatity was 13.32, the open interest changed by 1 which increased total open position to 21
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 477.6, which was 177.6 higher than the previous day. The implied volatity was 12.65, the open interest changed by 11 which increased total open position to 20
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 300, which was 43.7 higher than the previous day. The implied volatity was 13.15, the open interest changed by 1 which increased total open position to 9
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 256.3, which was -66.45 lower than the previous day. The implied volatity was 12.49, the open interest changed by 8 which increased total open position to 8
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 322.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 322.75, which was 17.85 higher than the previous day. The implied volatity was 11.73, the open interest changed by 4 which increased total open position to 9
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 304.9, which was -155.5 lower than the previous day. The implied volatity was 12.31, the open interest changed by 5 which increased total open position to 5
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 460.4, 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 22650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 4.82
Theta: -5.87
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 20 | -4.9 | 16.05 | 44,677 | 4,166 | 7,997 |
| 2 Apr | 23332.35 | 26 | -11.4 | 17.63 | 20,389 | 2,154 | 3,831 |
| 1 Apr | 23165.70 | 40.15 | 18.55 | 16.08 | 9,828 | 847 | 1,677 |
| 28 Mar | 23519.35 | 21.6 | -2.95 | 15.31 | 3,280 | 678 | 830 |
| 27 Mar | 23591.95 | 23.95 | -8.2 | 16.44 | 227 | -22 | 152 |
| 26 Mar | 23486.85 | 33.8 | 4.1 | 15.67 | 342 | 40 | 174 |
| 25 Mar | 23668.65 | 36.2 | 5.35 | 17.18 | 246 | 0 | 134 |
| 24 Mar | 23658.35 | 30 | -18 | 16.66 | 535 | 76 | 134 |
| 21 Mar | 23350.40 | 47 | -34.4 | 13.91 | 167 | 42 | 58 |
| 20 Mar | 23190.65 | 82.65 | -54.8 | 14.07 | 23 | 11 | 16 |
| 19 Mar | 22907.60 | 137.45 | -34 | 13.46 | 13 | -3 | 5 |
| 18 Mar | 22834.30 | 171.95 | -113.05 | 13.96 | 18 | 7 | 8 |
| 17 Mar | 22508.75 | 285 | -23.2 | 12.80 | 4 | 0 | 1 |
| 13 Mar | 22397.20 | 308.2 | 1.2 | 10.95 | 4 | 1 | 1 |
| 12 Mar | 22470.50 | 307 | 0 | 0.00 | 0 | 7 | 0 |
| 11 Mar | 22497.90 | 307 | 0 | 0.00 | 0 | 7 | 0 |
| 10 Mar | 22460.30 | 307 | -107.55 | 13.39 | 14 | 7 | 7 |
| 7 Mar | 22552.50 | 414.55 | 0 | 0.37 | 0 | 0 | 0 |
For Nifty - strike price 22650 expiring on 09APR2025
Delta for 22650 PE is -0.09
Historical price for 22650 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 20, which was -4.9 lower than the previous day. The implied volatity was 16.05, the open interest changed by 4166 which increased total open position to 7997
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 26, which was -11.4 lower than the previous day. The implied volatity was 17.63, the open interest changed by 2154 which increased total open position to 3831
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 40.15, which was 18.55 higher than the previous day. The implied volatity was 16.08, the open interest changed by 847 which increased total open position to 1677
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 21.6, which was -2.95 lower than the previous day. The implied volatity was 15.31, the open interest changed by 678 which increased total open position to 830
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 23.95, which was -8.2 lower than the previous day. The implied volatity was 16.44, the open interest changed by -22 which decreased total open position to 152
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 33.8, which was 4.1 higher than the previous day. The implied volatity was 15.67, the open interest changed by 40 which increased total open position to 174
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 36.2, which was 5.35 higher than the previous day. The implied volatity was 17.18, the open interest changed by 0 which decreased total open position to 134
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 30, which was -18 lower than the previous day. The implied volatity was 16.66, the open interest changed by 76 which increased total open position to 134
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 47, which was -34.4 lower than the previous day. The implied volatity was 13.91, the open interest changed by 42 which increased total open position to 58
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 82.65, which was -54.8 lower than the previous day. The implied volatity was 14.07, the open interest changed by 11 which increased total open position to 16
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 137.45, which was -34 lower than the previous day. The implied volatity was 13.46, the open interest changed by -3 which decreased total open position to 5
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 171.95, which was -113.05 lower than the previous day. The implied volatity was 13.96, the open interest changed by 7 which increased total open position to 8
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 285, which was -23.2 lower than the previous day. The implied volatity was 12.80, the open interest changed by 0 which decreased total open position to 1
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 308.2, which was 1.2 higher than the previous day. The implied volatity was 10.95, the open interest changed by 1 which increased total open position to 1
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 307, 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 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 307, 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 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 307, which was -107.55 lower than the previous day. The implied volatity was 13.39, the open interest changed by 7 which increased total open position to 7
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 414.55, which was 0 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0
