NIFTY
Nifty
Historical option data for NIFTY
28 Apr 2025 10:55 AM IST
| NIFTY 30APR2025 22700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.98
Vega: 1.05
Theta: -16.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 28 Apr | 24270.75 | 1592 | 237.65 | 44.37 | 125 | -69 | 944 | |||
| 25 Apr | 24039.35 | 1323.3 | -239.95 | - | 62 | -23 | 1,013 | |||
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| 24 Apr | 24246.70 | 1579.1 | -79.25 | - | 511 | -353 | 1,036 | |||
| 23 Apr | 24328.95 | 1652.1 | 143.85 | 25.73 | 796 | 727 | 1,389 | |||
| 22 Apr | 24167.25 | 1506 | 19.9 | 25.04 | 65 | 6 | 668 | |||
| 21 Apr | 24125.55 | 1500.55 | 314.25 | 25.85 | 207 | -41 | 662 | |||
| 17 Apr | 23851.65 | 1214.3 | 387.4 | - | 460 | 77 | 703 | |||
| 16 Apr | 23437.20 | 830.2 | 59.35 | 11.00 | 387 | 10 | 626 | |||
| 15 Apr | 23328.55 | 783.45 | 226.65 | 14.38 | 502 | -207 | 616 | |||
| 11 Apr | 22828.55 | 570 | 204.5 | 20.66 | 3,702 | 157 | 823 | |||
| 9 Apr | 22399.15 | 381.8 | -47.9 | 21.03 | 1,337 | 198 | 666 | |||
| 8 Apr | 22535.85 | 444.8 | 131.25 | 20.51 | 3,013 | -360 | 468 | |||
| 7 Apr | 22161.60 | 351 | -137.5 | 22.04 | 2,295 | 792 | 828 | |||
| 4 Apr | 22904.45 | 490 | -280 | 10.73 | 87 | 36 | 36 | |||
| 3 Apr | 23250.10 | 770 | -122.75 | 11.50 | 1 | 0 | 0 | |||
| 2 Apr | 23332.35 | 892.75 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 23165.70 | 892.75 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 23519.35 | 0 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 23591.95 | 0 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 23486.85 | 0 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 23668.65 | 0 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 23658.35 | 0 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 23350.40 | 0 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 22700 expiring on 30APR2025
Delta for 22700 CE is 0.98
Historical price for 22700 CE is as follows
On 28 Apr NIFTY was trading at 24270.75. The strike last trading price was 1592, which was 237.65 higher than the previous day. The implied volatity was 44.37, the open interest changed by -69 which decreased total open position to 944
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 1323.3, which was -239.95 lower than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 1013
On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 1579.1, which was -79.25 lower than the previous day. The implied volatity was -, the open interest changed by -353 which decreased total open position to 1036
On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 1652.1, which was 143.85 higher than the previous day. The implied volatity was 25.73, the open interest changed by 727 which increased total open position to 1389
On 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 1506, which was 19.9 higher than the previous day. The implied volatity was 25.04, the open interest changed by 6 which increased total open position to 668
On 21 Apr NIFTY was trading at 24125.55. The strike last trading price was 1500.55, which was 314.25 higher than the previous day. The implied volatity was 25.85, the open interest changed by -41 which decreased total open position to 662
On 17 Apr NIFTY was trading at 23851.65. The strike last trading price was 1214.3, which was 387.4 higher than the previous day. The implied volatity was -, the open interest changed by 77 which increased total open position to 703
On 16 Apr NIFTY was trading at 23437.20. The strike last trading price was 830.2, which was 59.35 higher than the previous day. The implied volatity was 11.00, the open interest changed by 10 which increased total open position to 626
On 15 Apr NIFTY was trading at 23328.55. The strike last trading price was 783.45, which was 226.65 higher than the previous day. The implied volatity was 14.38, the open interest changed by -207 which decreased total open position to 616
On 11 Apr NIFTY was trading at 22828.55. The strike last trading price was 570, which was 204.5 higher than the previous day. The implied volatity was 20.66, the open interest changed by 157 which increased total open position to 823
On 9 Apr NIFTY was trading at 22399.15. The strike last trading price was 381.8, which was -47.9 lower than the previous day. The implied volatity was 21.03, the open interest changed by 198 which increased total open position to 666
On 8 Apr NIFTY was trading at 22535.85. The strike last trading price was 444.8, which was 131.25 higher than the previous day. The implied volatity was 20.51, the open interest changed by -360 which decreased total open position to 468
On 7 Apr NIFTY was trading at 22161.60. The strike last trading price was 351, which was -137.5 lower than the previous day. The implied volatity was 22.04, the open interest changed by 792 which increased total open position to 828
On 4 Apr NIFTY was trading at 22904.45. The strike last trading price was 490, which was -280 lower than the previous day. The implied volatity was 10.73, the open interest changed by 36 which increased total open position to 36
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 770, which was -122.75 lower than the previous day. The implied volatity was 11.50, the open interest changed by 0 which decreased total open position to 0
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 892.75, 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 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 892.75, 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 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 0, 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 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 0, 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 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 0, 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 Mar NIFTY was trading at 23668.65. The strike last trading price was 0, 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 Mar NIFTY was trading at 23658.35. The strike last trading price was 0, 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 Mar NIFTY was trading at 23350.40. The strike last trading price was 0, 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 30APR2025 22700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.96
Theta: -9.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Apr | 24270.75 | 6.45 | -8 | 43.29 | 90,576 | 2,718 | 24,183 |
| 25 Apr | 24039.35 | 15.1 | 7.15 | 28.85 | 2,35,197 | 8,572 | 21,465 |
| 24 Apr | 24246.70 | 8.55 | -4.7 | 27.36 | 42,636 | 5,157 | 12,893 |
| 23 Apr | 24328.95 | 13.3 | -2.4 | 27.96 | 28,415 | 3,631 | 7,736 |
| 22 Apr | 24167.25 | 15.55 | -8.05 | 25.18 | 15,302 | -1,413 | 2,692 |
| 21 Apr | 24125.55 | 24.7 | -9.6 | 25.91 | 29,309 | -1,014 | 4,105 |
| 17 Apr | 23851.65 | 25.3 | -46.2 | 18.82 | 21,354 | 3,176 | 5,119 |
| 16 Apr | 23437.20 | 69 | -25.75 | 18.25 | 7,694 | 260 | 1,943 |
| 15 Apr | 23328.55 | 88.55 | -216.45 | 18.10 | 5,446 | 313 | 1,683 |
| 11 Apr | 22828.55 | 289.1 | -261.7 | 19.65 | 6,156 | 620 | 1,370 |
| 9 Apr | 22399.15 | 536 | 81.35 | 21.25 | 814 | -152 | 750 |
| 8 Apr | 22535.85 | 455.45 | -215.9 | 20.25 | 1,432 | 214 | 902 |
| 7 Apr | 22161.60 | 665.2 | 470.15 | 21.59 | 2,322 | -631 | 688 |
| 4 Apr | 22904.45 | 187.75 | 74.7 | 14.15 | 4,206 | 313 | 1,319 |
| 3 Apr | 23250.10 | 116.15 | 17.1 | 14.77 | 1,037 | 157 | 1,006 |
| 2 Apr | 23332.35 | 99.7 | -24.65 | 14.65 | 1,219 | 295 | 849 |
| 1 Apr | 23165.70 | 128 | 52.15 | 14.30 | 1,665 | 364 | 554 |
| 28 Mar | 23519.35 | 76.1 | -3.9 | 14.02 | 364 | 152 | 190 |
| 27 Mar | 23591.95 | 75 | -15.05 | 14.74 | 90 | 29 | 38 |
| 26 Mar | 23486.85 | 88.3 | -130.2 | 14.17 | 11 | 9 | 9 |
| 25 Mar | 23668.65 | 218.5 | 0 | 3.63 | 0 | 0 | 0 |
| 24 Mar | 23658.35 | 218.5 | 0 | 3.80 | 0 | 0 | 0 |
| 21 Mar | 23350.40 | 218.5 | 0 | 2.79 | 0 | 0 | 0 |
For Nifty - strike price 22700 expiring on 30APR2025
Delta for 22700 PE is -0.02
Historical price for 22700 PE is as follows
On 28 Apr NIFTY was trading at 24270.75. The strike last trading price was 6.45, which was -8 lower than the previous day. The implied volatity was 43.29, the open interest changed by 2718 which increased total open position to 24183
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 15.1, which was 7.15 higher than the previous day. The implied volatity was 28.85, the open interest changed by 8572 which increased total open position to 21465
On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 8.55, which was -4.7 lower than the previous day. The implied volatity was 27.36, the open interest changed by 5157 which increased total open position to 12893
On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 13.3, which was -2.4 lower than the previous day. The implied volatity was 27.96, the open interest changed by 3631 which increased total open position to 7736
On 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 15.55, which was -8.05 lower than the previous day. The implied volatity was 25.18, the open interest changed by -1413 which decreased total open position to 2692
On 21 Apr NIFTY was trading at 24125.55. The strike last trading price was 24.7, which was -9.6 lower than the previous day. The implied volatity was 25.91, the open interest changed by -1014 which decreased total open position to 4105
On 17 Apr NIFTY was trading at 23851.65. The strike last trading price was 25.3, which was -46.2 lower than the previous day. The implied volatity was 18.82, the open interest changed by 3176 which increased total open position to 5119
On 16 Apr NIFTY was trading at 23437.20. The strike last trading price was 69, which was -25.75 lower than the previous day. The implied volatity was 18.25, the open interest changed by 260 which increased total open position to 1943
On 15 Apr NIFTY was trading at 23328.55. The strike last trading price was 88.55, which was -216.45 lower than the previous day. The implied volatity was 18.10, the open interest changed by 313 which increased total open position to 1683
On 11 Apr NIFTY was trading at 22828.55. The strike last trading price was 289.1, which was -261.7 lower than the previous day. The implied volatity was 19.65, the open interest changed by 620 which increased total open position to 1370
On 9 Apr NIFTY was trading at 22399.15. The strike last trading price was 536, which was 81.35 higher than the previous day. The implied volatity was 21.25, the open interest changed by -152 which decreased total open position to 750
On 8 Apr NIFTY was trading at 22535.85. The strike last trading price was 455.45, which was -215.9 lower than the previous day. The implied volatity was 20.25, the open interest changed by 214 which increased total open position to 902
On 7 Apr NIFTY was trading at 22161.60. The strike last trading price was 665.2, which was 470.15 higher than the previous day. The implied volatity was 21.59, the open interest changed by -631 which decreased total open position to 688
On 4 Apr NIFTY was trading at 22904.45. The strike last trading price was 187.75, which was 74.7 higher than the previous day. The implied volatity was 14.15, the open interest changed by 313 which increased total open position to 1319
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 116.15, which was 17.1 higher than the previous day. The implied volatity was 14.77, the open interest changed by 157 which increased total open position to 1006
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 99.7, which was -24.65 lower than the previous day. The implied volatity was 14.65, the open interest changed by 295 which increased total open position to 849
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 128, which was 52.15 higher than the previous day. The implied volatity was 14.30, the open interest changed by 364 which increased total open position to 554
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 76.1, which was -3.9 lower than the previous day. The implied volatity was 14.02, the open interest changed by 152 which increased total open position to 190
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 75, which was -15.05 lower than the previous day. The implied volatity was 14.74, the open interest changed by 29 which increased total open position to 38
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 88.3, which was -130.2 lower than the previous day. The implied volatity was 14.17, the open interest changed by 9 which increased total open position to 9
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 218.5, which was 0 lower than the previous day. The implied volatity was 3.63, the open interest changed by 0 which decreased total open position to 0
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 218.5, which was 0 lower than the previous day. The implied volatity was 3.80, the open interest changed by 0 which decreased total open position to 0
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 218.5, which was 0 lower than the previous day. The implied volatity was 2.79, the open interest changed by 0 which decreased total open position to 0
