NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 22650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.90
Vega: 2.99
Theta: -24.30
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 562.55 | -327.45 | 25.04 | 1,799 | 75 | 4,788 | |||
| 28 Mar | 23519.35 | 886.2 | -129.55 | 14.99 | 4,605 | -33 | 4,713 | |||
| 27 Mar | 23591.95 | 1015.75 | 80.05 | 18.83 | 70 | 42 | 4,746 | |||
| 26 Mar | 23486.85 | 946.1 | -232.9 | 26.53 | 17 | -9 | 4,704 | |||
| 25 Mar | 23668.65 | 1179 | 69 | 36.29 | 12 | -4 | 4,713 | |||
| 24 Mar | 23658.35 | 1110 | 303.25 | 19.44 | 78 | 20 | 4,717 | |||
| 21 Mar | 23350.40 | 809.3 | 174.7 | 13.33 | 38 | -6 | 4,697 | |||
|
|
||||||||||
| 20 Mar | 23190.65 | 629.05 | 157.05 | 11.02 | 817 | -36 | 4,703 | |||
| 19 Mar | 22907.60 | 465.75 | 48.45 | 13.56 | 107 | 12 | 4,739 | |||
| 18 Mar | 22834.30 | 424.5 | 194.9 | 13.18 | 902 | -13 | 4,727 | |||
| 17 Mar | 22508.75 | 232.6 | 50.7 | 12.75 | 363 | 66 | 4,740 | |||
| 13 Mar | 22397.20 | 183.75 | -61.9 | 11.47 | 359 | 266 | 4,674 | |||
| 12 Mar | 22470.50 | 242 | -43.85 | 12.00 | 64 | 1 | 4,408 | |||
| 11 Mar | 22497.90 | 285.85 | 26.2 | 12.39 | 355 | 343 | 4,407 | |||
| 10 Mar | 22460.30 | 249.8 | -79.8 | 12.12 | 106 | 46 | 4,064 | |||
| 7 Mar | 22552.50 | 329.6 | 13.3 | 12.34 | 25 | 10 | 4,018 | |||
| 6 Mar | 22544.70 | 320.1 | 145.1 | 11.79 | 14 | 4,008 | 4,008 | |||
| 5 Mar | 22337.30 | 175 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 22082.65 | 175 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 22119.30 | 175 | -116.85 | 11.85 | 2 | 0 | 4,005 | |||
| 28 Feb | 22124.70 | 291.85 | -91 | 15.87 | 4 | 2 | 4,005 | |||
| 27 Feb | 22545.05 | 382.4 | -363.95 | 12.36 | 4,022 | 4,003 | 4,003 | |||
| 25 Feb | 22547.55 | 746.35 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 22553.35 | 746.35 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 22795.90 | 746.35 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 22650 expiring on 03APR2025
Delta for 22650 CE is 0.90
Historical price for 22650 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 562.55, which was -327.45 lower than the previous day. The implied volatity was 25.04, the open interest changed by 75 which increased total open position to 4788
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 886.2, which was -129.55 lower than the previous day. The implied volatity was 14.99, the open interest changed by -33 which decreased total open position to 4713
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1015.75, which was 80.05 higher than the previous day. The implied volatity was 18.83, the open interest changed by 42 which increased total open position to 4746
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 946.1, which was -232.9 lower than the previous day. The implied volatity was 26.53, the open interest changed by -9 which decreased total open position to 4704
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1179, which was 69 higher than the previous day. The implied volatity was 36.29, the open interest changed by -4 which decreased total open position to 4713
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1110, which was 303.25 higher than the previous day. The implied volatity was 19.44, the open interest changed by 20 which increased total open position to 4717
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 809.3, which was 174.7 higher than the previous day. The implied volatity was 13.33, the open interest changed by -6 which decreased total open position to 4697
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 629.05, which was 157.05 higher than the previous day. The implied volatity was 11.02, the open interest changed by -36 which decreased total open position to 4703
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 465.75, which was 48.45 higher than the previous day. The implied volatity was 13.56, the open interest changed by 12 which increased total open position to 4739
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 424.5, which was 194.9 higher than the previous day. The implied volatity was 13.18, the open interest changed by -13 which decreased total open position to 4727
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 232.6, which was 50.7 higher than the previous day. The implied volatity was 12.75, the open interest changed by 66 which increased total open position to 4740
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 183.75, which was -61.9 lower than the previous day. The implied volatity was 11.47, the open interest changed by 266 which increased total open position to 4674
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 242, which was -43.85 lower than the previous day. The implied volatity was 12.00, the open interest changed by 1 which increased total open position to 4408
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 285.85, which was 26.2 higher than the previous day. The implied volatity was 12.39, the open interest changed by 343 which increased total open position to 4407
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 249.8, which was -79.8 lower than the previous day. The implied volatity was 12.12, the open interest changed by 46 which increased total open position to 4064
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 329.6, which was 13.3 higher than the previous day. The implied volatity was 12.34, the open interest changed by 10 which increased total open position to 4018
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 320.1, which was 145.1 higher than the previous day. The implied volatity was 11.79, the open interest changed by 4008 which increased total open position to 4008
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 175, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 175, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 175, which was -116.85 lower than the previous day. The implied volatity was 11.85, the open interest changed by 0 which decreased total open position to 4005
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 291.85, which was -91 lower than the previous day. The implied volatity was 15.87, the open interest changed by 2 which increased total open position to 4005
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 382.4, which was -363.95 lower than the previous day. The implied volatity was 12.36, the open interest changed by 4003 which increased total open position to 4003
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 746.35, 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 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 746.35, 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 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 746.35, 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
| NIFTY 03APR2025 22650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 1.97
Theta: -9.67
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 8.6 | 1.75 | 20.36 | 3,61,143 | 4,946 | 25,869 |
| 28 Mar | 23519.35 | 6.95 | -1.15 | 16.57 | 1,45,459 | 13,155 | 20,923 |
| 27 Mar | 23591.95 | 6.15 | -6.4 | 16.54 | 19,031 | 1,737 | 7,768 |
| 26 Mar | 23486.85 | 13.9 | 1.1 | 16.18 | 11,465 | -207 | 6,031 |
| 25 Mar | 23668.65 | 14.05 | -0.7 | 17.28 | 5,571 | 883 | 6,238 |
| 24 Mar | 23658.35 | 11.25 | -13.8 | 16.38 | 10,219 | 245 | 5,355 |
| 21 Mar | 23350.40 | 24.7 | -18.05 | 13.57 | 11,421 | 119 | 5,110 |
| 20 Mar | 23190.65 | 41.65 | -59.2 | 12.64 | 2,535 | 39 | 4,991 |
| 19 Mar | 22907.60 | 100.05 | -23.4 | 12.85 | 1,561 | -187 | 4,952 |
| 18 Mar | 22834.30 | 120.5 | -129.75 | 12.64 | 2,192 | 502 | 5,139 |
| 17 Mar | 22508.75 | 244.75 | -91.2 | 11.83 | 459 | 29 | 4,637 |
| 13 Mar | 22397.20 | 339.25 | 19.25 | 12.35 | 468 | 235 | 4,608 |
| 12 Mar | 22470.50 | 320 | 1.05 | 13.46 | 56 | -6 | 4,373 |
| 11 Mar | 22497.90 | 304.95 | -37.65 | 13.83 | 295 | 257 | 4,379 |
| 10 Mar | 22460.30 | 350.25 | 77.95 | 13.90 | 1,614 | 112 | 4,122 |
| 7 Mar | 22552.50 | 272.3 | -45.7 | 12.22 | 20 | 6 | 4,010 |
| 6 Mar | 22544.70 | 318 | 0.55 | 13.82 | 1 | 4,004 | 4,004 |
| 5 Mar | 22337.30 | 318 | 0.55 | 0.00 | 0 | 4,004 | 0 |
| 4 Mar | 22082.65 | 318 | 0.55 | 0.00 | 0 | 4,004 | 0 |
| 3 Mar | 22119.30 | 318 | 0.55 | 0.00 | 0 | 4,004 | 4,004 |
| 28 Feb | 22124.70 | 318 | 0.55 | 0.00 | 0 | 4,014 | 0 |
| 27 Feb | 22545.05 | 318 | 21.15 | 12.77 | 4,041 | 4,014 | 4,014 |
| 25 Feb | 22547.55 | 296.85 | 0 | 0.39 | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 296.85 | 0 | 0.49 | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 296.85 | 0 | 1.22 | 0 | 0 | 0 |
For Nifty - strike price 22650 expiring on 03APR2025
Delta for 22650 PE is -0.06
Historical price for 22650 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 8.6, which was 1.75 higher than the previous day. The implied volatity was 20.36, the open interest changed by 4946 which increased total open position to 25869
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 6.95, which was -1.15 lower than the previous day. The implied volatity was 16.57, the open interest changed by 13155 which increased total open position to 20923
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 6.15, which was -6.4 lower than the previous day. The implied volatity was 16.54, the open interest changed by 1737 which increased total open position to 7768
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 13.9, which was 1.1 higher than the previous day. The implied volatity was 16.18, the open interest changed by -207 which decreased total open position to 6031
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 14.05, which was -0.7 lower than the previous day. The implied volatity was 17.28, the open interest changed by 883 which increased total open position to 6238
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 11.25, which was -13.8 lower than the previous day. The implied volatity was 16.38, the open interest changed by 245 which increased total open position to 5355
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 24.7, which was -18.05 lower than the previous day. The implied volatity was 13.57, the open interest changed by 119 which increased total open position to 5110
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 41.65, which was -59.2 lower than the previous day. The implied volatity was 12.64, the open interest changed by 39 which increased total open position to 4991
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 100.05, which was -23.4 lower than the previous day. The implied volatity was 12.85, the open interest changed by -187 which decreased total open position to 4952
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 120.5, which was -129.75 lower than the previous day. The implied volatity was 12.64, the open interest changed by 502 which increased total open position to 5139
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 244.75, which was -91.2 lower than the previous day. The implied volatity was 11.83, the open interest changed by 29 which increased total open position to 4637
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 339.25, which was 19.25 higher than the previous day. The implied volatity was 12.35, the open interest changed by 235 which increased total open position to 4608
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 320, which was 1.05 higher than the previous day. The implied volatity was 13.46, the open interest changed by -6 which decreased total open position to 4373
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 304.95, which was -37.65 lower than the previous day. The implied volatity was 13.83, the open interest changed by 257 which increased total open position to 4379
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 350.25, which was 77.95 higher than the previous day. The implied volatity was 13.90, the open interest changed by 112 which increased total open position to 4122
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 272.3, which was -45.7 lower than the previous day. The implied volatity was 12.22, the open interest changed by 6 which increased total open position to 4010
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 318, which was 0.55 higher than the previous day. The implied volatity was 13.82, the open interest changed by 4004 which increased total open position to 4004
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 318, which was 0.55 higher than the previous day. The implied volatity was 0.00, the open interest changed by 4004 which increased total open position to 0
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 318, which was 0.55 higher than the previous day. The implied volatity was 0.00, the open interest changed by 4004 which increased total open position to 0
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 318, which was 0.55 higher than the previous day. The implied volatity was 0.00, the open interest changed by 4004 which increased total open position to 4004
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 318, which was 0.55 higher than the previous day. The implied volatity was 0.00, the open interest changed by 4014 which increased total open position to 0
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 318, which was 21.15 higher than the previous day. The implied volatity was 12.77, the open interest changed by 4014 which increased total open position to 4014
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 296.85, 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 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 296.85, which was 0 lower than the previous day. The implied volatity was 0.49, 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 296.85, which was 0 lower than the previous day. The implied volatity was 1.22, the open interest changed by 0 which decreased total open position to 0
