NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 22700 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 565.05 | -112.65 | - | 781 | 3 | 938 | |||
| 2 Apr | 23332.35 | 675.85 | 96.55 | 9.59 | 420 | 172 | 935 | |||
| 1 Apr | 23165.70 | 579.2 | -302 | 16.53 | 609 | 277 | 763 | |||
| 28 Mar | 23519.35 | 877.05 | -150.55 | 11.83 | 506 | 412 | 486 | |||
| 27 Mar | 23591.95 | 1027.6 | 23.6 | 18.68 | 8 | 1 | 74 | |||
| 26 Mar | 23486.85 | 1004 | -106.95 | 25.43 | 48 | -32 | 73 | |||
| 25 Mar | 23668.65 | 1110.95 | 10.95 | 23.74 | 2 | -6 | 105 | |||
| 24 Mar | 23658.35 | 1100 | 292 | 15.64 | 6 | 20 | 111 | |||
| 21 Mar | 23350.40 | 808 | 130.4 | 12.14 | 53 | 28 | 91 | |||
| 20 Mar | 23190.65 | 677.6 | 175.35 | 13.72 | 27 | -13 | 63 | |||
| 19 Mar | 22907.60 | 500.55 | 52.4 | 13.74 | 81 | 0 | 76 | |||
| 18 Mar | 22834.30 | 459 | 178.85 | 13.35 | 133 | 14 | 76 | |||
| 17 Mar | 22508.75 | 277.15 | 2.15 | 13.21 | 159 | 62 | 62 | |||
| 13 Mar | 22397.20 | 275 | 0 | 0.00 | 0 | 16 | 0 | |||
| 12 Mar | 22470.50 | 275 | -28.85 | 12.20 | 40 | 16 | 22 | |||
| 11 Mar | 22497.90 | 303.85 | 8.85 | 11.97 | 13 | -4 | 6 | |||
| 10 Mar | 22460.30 | 295 | -140.6 | 12.84 | 18 | 10 | 10 | |||
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| 7 Mar | 22552.50 | 435.6 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 22700 expiring on 09APR2025
Delta for 22700 CE is -
Historical price for 22700 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 565.05, which was -112.65 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 938
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 675.85, which was 96.55 higher than the previous day. The implied volatity was 9.59, the open interest changed by 172 which increased total open position to 935
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 579.2, which was -302 lower than the previous day. The implied volatity was 16.53, the open interest changed by 277 which increased total open position to 763
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 877.05, which was -150.55 lower than the previous day. The implied volatity was 11.83, the open interest changed by 412 which increased total open position to 486
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1027.6, which was 23.6 higher than the previous day. The implied volatity was 18.68, the open interest changed by 1 which increased total open position to 74
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1004, which was -106.95 lower than the previous day. The implied volatity was 25.43, the open interest changed by -32 which decreased total open position to 73
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1110.95, which was 10.95 higher than the previous day. The implied volatity was 23.74, the open interest changed by -6 which decreased total open position to 105
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1100, which was 292 higher than the previous day. The implied volatity was 15.64, the open interest changed by 20 which increased total open position to 111
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 808, which was 130.4 higher than the previous day. The implied volatity was 12.14, the open interest changed by 28 which increased total open position to 91
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 677.6, which was 175.35 higher than the previous day. The implied volatity was 13.72, the open interest changed by -13 which decreased total open position to 63
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 500.55, which was 52.4 higher than the previous day. The implied volatity was 13.74, the open interest changed by 0 which decreased total open position to 76
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 459, which was 178.85 higher than the previous day. The implied volatity was 13.35, the open interest changed by 14 which increased total open position to 76
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 277.15, which was 2.15 higher than the previous day. The implied volatity was 13.21, the open interest changed by 62 which increased total open position to 62
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 275, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 275, which was -28.85 lower than the previous day. The implied volatity was 12.20, the open interest changed by 16 which increased total open position to 22
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 303.85, which was 8.85 higher than the previous day. The implied volatity was 11.97, the open interest changed by -4 which decreased total open position to 6
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 295, which was -140.6 lower than the previous day. The implied volatity was 12.84, the open interest changed by 10 which increased total open position to 10
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 435.6, 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 22700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 5.52
Theta: -6.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 24.9 | -3.4 | 16.02 | 1,39,248 | 18,172 | 32,807 |
| 2 Apr | 23332.35 | 28.65 | -13.8 | 17.17 | 54,647 | 8,616 | 14,635 |
| 1 Apr | 23165.70 | 44.25 | 21 | 15.63 | 37,566 | 2,538 | 6,019 |
| 28 Mar | 23519.35 | 23.75 | -3.6 | 15.01 | 14,607 | 1,317 | 3,481 |
| 27 Mar | 23591.95 | 26 | -9.6 | 16.13 | 4,063 | 833 | 2,164 |
| 26 Mar | 23486.85 | 37 | 6.6 | 15.40 | 2,529 | 252 | 1,331 |
| 25 Mar | 23668.65 | 37 | 2.35 | 16.66 | 2,938 | 268 | 1,079 |
| 24 Mar | 23658.35 | 32.7 | -21.25 | 16.27 | 3,466 | -121 | 811 |
| 21 Mar | 23350.40 | 51.05 | -34.8 | 13.66 | 2,155 | 351 | 932 |
| 20 Mar | 23190.65 | 86.85 | -66.25 | 13.66 | 2,165 | 183 | 581 |
| 19 Mar | 22907.60 | 153 | -23.3 | 13.45 | 471 | 199 | 398 |
| 18 Mar | 22834.30 | 170.75 | -164.25 | 13.05 | 395 | 199 | 199 |
| 17 Mar | 22508.75 | 335 | -104.35 | 13.88 | 1 | 0 | 0 |
| 13 Mar | 22397.20 | 439.35 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 439.35 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 439.35 | 0 | 0.01 | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 439.35 | 0 | 0.37 | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 439.35 | 0 | 0.18 | 0 | 0 | 0 |
For Nifty - strike price 22700 expiring on 09APR2025
Delta for 22700 PE is -0.11
Historical price for 22700 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 24.9, which was -3.4 lower than the previous day. The implied volatity was 16.02, the open interest changed by 18172 which increased total open position to 32807
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 28.65, which was -13.8 lower than the previous day. The implied volatity was 17.17, the open interest changed by 8616 which increased total open position to 14635
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 44.25, which was 21 higher than the previous day. The implied volatity was 15.63, the open interest changed by 2538 which increased total open position to 6019
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 23.75, which was -3.6 lower than the previous day. The implied volatity was 15.01, the open interest changed by 1317 which increased total open position to 3481
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 26, which was -9.6 lower than the previous day. The implied volatity was 16.13, the open interest changed by 833 which increased total open position to 2164
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 37, which was 6.6 higher than the previous day. The implied volatity was 15.40, the open interest changed by 252 which increased total open position to 1331
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 37, which was 2.35 higher than the previous day. The implied volatity was 16.66, the open interest changed by 268 which increased total open position to 1079
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 32.7, which was -21.25 lower than the previous day. The implied volatity was 16.27, the open interest changed by -121 which decreased total open position to 811
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 51.05, which was -34.8 lower than the previous day. The implied volatity was 13.66, the open interest changed by 351 which increased total open position to 932
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 86.85, which was -66.25 lower than the previous day. The implied volatity was 13.66, the open interest changed by 183 which increased total open position to 581
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 153, which was -23.3 lower than the previous day. The implied volatity was 13.45, the open interest changed by 199 which increased total open position to 398
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 170.75, which was -164.25 lower than the previous day. The implied volatity was 13.05, the open interest changed by 199 which increased total open position to 199
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 335, which was -104.35 lower than the previous day. The implied volatity was 13.88, the open interest changed by 0 which decreased total open position to 0
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 439.35, 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 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 439.35, 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 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 439.35, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 439.35, 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
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 439.35, which was 0 lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0
