NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 01:20 PM IST
| NIFTY 09APR2025 22750 CE | ||||||||||
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Delta: 0.94
Vega: 3.05
Theta: -7.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 22958.35 | 242.95 | -283.5 | 5.59 | 23,578 | 1,777 | 1,913 | |||
| 3 Apr | 23250.10 | 520.5 | -115.1 | - | 274 | 106 | 136 | |||
| 2 Apr | 23332.35 | 632.6 | 94.6 | 11.97 | 59 | 7 | 30 | |||
| 1 Apr | 23165.70 | 538 | -297.4 | 16.23 | 3 | 1 | 23 | |||
| 28 Mar | 23519.35 | 835.4 | -144.25 | 13.06 | 2 | -2 | 22 | |||
| 27 Mar | 23591.95 | 979.65 | 90.65 | 18.20 | 2 | 1 | 24 | |||
| 26 Mar | 23486.85 | 889 | -207.65 | 19.55 | 4 | 3 | 23 | |||
| 25 Mar | 23668.65 | 1096.65 | 35.55 | 25.65 | 1 | -6 | 20 | |||
| 24 Mar | 23658.35 | 1061.1 | 268.3 | 15.92 | 9 | 4 | 26 | |||
| 21 Mar | 23350.40 | 792.8 | 169.05 | 14.46 | 1 | 6 | 22 | |||
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| 20 Mar | 23190.65 | 623.75 | 369.7 | 12.76 | 31 | 16 | 16 | |||
| 19 Mar | 22907.60 | 254.05 | 0 | 0.00 | 0 | 18 | 0 | |||
| 18 Mar | 22834.30 | 254.05 | 0 | 0.00 | 0 | 18 | 0 | |||
| 17 Mar | 22508.75 | 254.05 | 39.05 | 13.19 | 51 | 18 | 24 | |||
| 13 Mar | 22397.20 | 215 | -40.2 | 12.49 | 9 | 1 | 6 | |||
| 12 Mar | 22470.50 | 255.2 | 0 | 12.30 | 2 | 5 | 5 | |||
| 11 Mar | 22497.90 | 255.2 | 0 | 0.00 | 0 | -1 | 0 | |||
| 10 Mar | 22460.30 | 255.2 | -98.3 | 12.14 | 4 | -1 | 0 | |||
| 7 Mar | 22552.50 | 353.5 | -58.25 | 13.21 | 2 | 1 | 1 | |||
For Nifty - strike price 22750 expiring on 09APR2025
Delta for 22750 CE is 0.94
Historical price for 22750 CE is as follows
On 4 Apr NIFTY was trading at 22958.35. The strike last trading price was 242.95, which was -283.5 lower than the previous day. The implied volatity was 5.59, the open interest changed by 1777 which increased total open position to 1913
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 520.5, which was -115.1 lower than the previous day. The implied volatity was -, the open interest changed by 106 which increased total open position to 136
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 632.6, which was 94.6 higher than the previous day. The implied volatity was 11.97, the open interest changed by 7 which increased total open position to 30
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 538, which was -297.4 lower than the previous day. The implied volatity was 16.23, the open interest changed by 1 which increased total open position to 23
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 835.4, which was -144.25 lower than the previous day. The implied volatity was 13.06, the open interest changed by -2 which decreased total open position to 22
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 979.65, which was 90.65 higher than the previous day. The implied volatity was 18.20, the open interest changed by 1 which increased total open position to 24
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 889, which was -207.65 lower than the previous day. The implied volatity was 19.55, the open interest changed by 3 which increased total open position to 23
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1096.65, which was 35.55 higher than the previous day. The implied volatity was 25.65, the open interest changed by -6 which decreased total open position to 20
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1061.1, which was 268.3 higher than the previous day. The implied volatity was 15.92, the open interest changed by 4 which increased total open position to 26
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 792.8, which was 169.05 higher than the previous day. The implied volatity was 14.46, the open interest changed by 6 which increased total open position to 22
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 623.75, which was 369.7 higher than the previous day. The implied volatity was 12.76, the open interest changed by 16 which increased total open position to 16
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 254.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 254.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 254.05, which was 39.05 higher than the previous day. The implied volatity was 13.19, the open interest changed by 18 which increased total open position to 24
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 215, which was -40.2 lower than the previous day. The implied volatity was 12.49, the open interest changed by 1 which increased total open position to 6
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 255.2, which was 0 lower than the previous day. The implied volatity was 12.30, the open interest changed by 5 which increased total open position to 5
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 255.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 255.2, which was -98.3 lower than the previous day. The implied volatity was 12.14, the open interest changed by -1 which decreased total open position to 0
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 353.5, which was -58.25 lower than the previous day. The implied volatity was 13.21, the open interest changed by 1 which increased total open position to 1
| NIFTY 09APR2025 22750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.25
Vega: 8.58
Theta: -9.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 22958.35 | 53.15 | 25.1 | 13.18 | 6,34,748 | 20,139 | 28,342 |
| 3 Apr | 23250.10 | 29.95 | -2.4 | 15.85 | 54,528 | 4,677 | 8,203 |
| 2 Apr | 23332.35 | 32.9 | -16.65 | 16.91 | 21,306 | 2,255 | 3,526 |
| 1 Apr | 23165.70 | 52 | 25.9 | 15.52 | 10,240 | 926 | 1,271 |
| 28 Mar | 23519.35 | 26.1 | -3.5 | 14.70 | 3,333 | 82 | 345 |
| 27 Mar | 23591.95 | 29.85 | -9.9 | 16.05 | 376 | 25 | 263 |
| 26 Mar | 23486.85 | 41.2 | 6.4 | 15.21 | 312 | 81 | 238 |
| 25 Mar | 23668.65 | 36.6 | -0.6 | 15.99 | 331 | 0 | 157 |
| 24 Mar | 23658.35 | 37 | -21.35 | 16.38 | 533 | 91 | 157 |
| 21 Mar | 23350.40 | 57.8 | -33.55 | 13.60 | 214 | -19 | 66 |
| 20 Mar | 23190.65 | 91.35 | -75.9 | 13.24 | 83 | 39 | 85 |
| 19 Mar | 22907.60 | 167.4 | -22.25 | 13.33 | 18 | -1 | 46 |
| 18 Mar | 22834.30 | 189.5 | -166.65 | 13.08 | 135 | 40 | 47 |
| 17 Mar | 22508.75 | 356.15 | -77.9 | 13.62 | 5 | 7 | 7 |
| 13 Mar | 22397.20 | 434.05 | 0 | 0.00 | 0 | 2 | 0 |
| 12 Mar | 22470.50 | 434.05 | 0 | 0.00 | 0 | 2 | 0 |
| 11 Mar | 22497.90 | 434.05 | 20.65 | 15.66 | 1 | 2 | 3 |
| 10 Mar | 22460.30 | 413.4 | -51.8 | 14.21 | 3 | 1 | 1 |
| 7 Mar | 22552.50 | 465.2 | 0 | 0.01 | 0 | 0 | 0 |
For Nifty - strike price 22750 expiring on 09APR2025
Delta for 22750 PE is -0.25
Historical price for 22750 PE is as follows
On 4 Apr NIFTY was trading at 22958.35. The strike last trading price was 53.15, which was 25.1 higher than the previous day. The implied volatity was 13.18, the open interest changed by 20139 which increased total open position to 28342
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 29.95, which was -2.4 lower than the previous day. The implied volatity was 15.85, the open interest changed by 4677 which increased total open position to 8203
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 32.9, which was -16.65 lower than the previous day. The implied volatity was 16.91, the open interest changed by 2255 which increased total open position to 3526
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 52, which was 25.9 higher than the previous day. The implied volatity was 15.52, the open interest changed by 926 which increased total open position to 1271
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 26.1, which was -3.5 lower than the previous day. The implied volatity was 14.70, the open interest changed by 82 which increased total open position to 345
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 29.85, which was -9.9 lower than the previous day. The implied volatity was 16.05, the open interest changed by 25 which increased total open position to 263
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 41.2, which was 6.4 higher than the previous day. The implied volatity was 15.21, the open interest changed by 81 which increased total open position to 238
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 36.6, which was -0.6 lower than the previous day. The implied volatity was 15.99, the open interest changed by 0 which decreased total open position to 157
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 37, which was -21.35 lower than the previous day. The implied volatity was 16.38, the open interest changed by 91 which increased total open position to 157
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 57.8, which was -33.55 lower than the previous day. The implied volatity was 13.60, the open interest changed by -19 which decreased total open position to 66
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 91.35, which was -75.9 lower than the previous day. The implied volatity was 13.24, the open interest changed by 39 which increased total open position to 85
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 167.4, which was -22.25 lower than the previous day. The implied volatity was 13.33, the open interest changed by -1 which decreased total open position to 46
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 189.5, which was -166.65 lower than the previous day. The implied volatity was 13.08, the open interest changed by 40 which increased total open position to 47
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 356.15, which was -77.9 lower than the previous day. The implied volatity was 13.62, the open interest changed by 7 which increased total open position to 7
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 434.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 434.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 434.05, which was 20.65 higher than the previous day. The implied volatity was 15.66, the open interest changed by 2 which increased total open position to 3
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 413.4, which was -51.8 lower than the previous day. The implied volatity was 14.21, the open interest changed by 1 which increased total open position to 1
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 465.2, 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
