NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 02:24 PM IST
| NIFTY 09APR2025 22800 CE | ||||||||||
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Delta: 0.73
Vega: 8.83
Theta: -11.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 22898.60 | 163.5 | -315.7 | 7.77 | 2,34,677 | 21,298 | 23,823 | |||
| 3 Apr | 23250.10 | 475.05 | -110.95 | - | 3,252 | 999 | 2,525 | |||
| 2 Apr | 23332.35 | 584.6 | 90.85 | 11.73 | 1,640 | -98 | 1,526 | |||
| 1 Apr | 23165.70 | 489.8 | -313.9 | 15.35 | 3,887 | 557 | 1,624 | |||
| 28 Mar | 23519.35 | 787.55 | -151.5 | 12.77 | 1,143 | 852 | 1,067 | |||
| 27 Mar | 23591.95 | 941 | 90.65 | 18.75 | 23 | 15 | 215 | |||
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| 26 Mar | 23486.85 | 842.4 | -175.6 | 19.02 | 69 | 15 | 200 | |||
| 25 Mar | 23668.65 | 1018 | -3.3 | 22.70 | 32 | -2 | 185 | |||
| 24 Mar | 23658.35 | 1133.35 | 404.25 | 26.02 | 57 | -8 | 187 | |||
| 21 Mar | 23350.40 | 726.4 | 175.8 | 12.53 | 238 | 61 | 195 | |||
| 20 Mar | 23190.65 | 574.95 | 144.2 | 12.11 | 156 | -32 | 134 | |||
| 19 Mar | 22907.60 | 427.8 | 48.4 | 13.33 | 236 | 23 | 166 | |||
| 18 Mar | 22834.30 | 393.75 | 176.55 | 13.16 | 260 | 43 | 143 | |||
| 17 Mar | 22508.75 | 217.2 | 40.6 | 12.49 | 94 | 32 | 100 | |||
| 13 Mar | 22397.20 | 180 | -45 | 11.78 | 85 | 64 | 68 | |||
| 12 Mar | 22470.50 | 225 | -15 | 11.92 | 2 | 2 | 4 | |||
| 11 Mar | 22497.90 | 240 | 7.75 | 11.28 | 1 | 2 | 2 | |||
| 10 Mar | 22460.30 | 232.25 | -156.55 | 12.05 | 2 | 0 | 0 | |||
| 7 Mar | 22552.50 | 388.8 | 0 | 0.23 | 0 | 0 | 0 | |||
For Nifty - strike price 22800 expiring on 09APR2025
Delta for 22800 CE is 0.73
Historical price for 22800 CE is as follows
On 4 Apr NIFTY was trading at 22898.60. The strike last trading price was 163.5, which was -315.7 lower than the previous day. The implied volatity was 7.77, the open interest changed by 21298 which increased total open position to 23823
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 475.05, which was -110.95 lower than the previous day. The implied volatity was -, the open interest changed by 999 which increased total open position to 2525
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 584.6, which was 90.85 higher than the previous day. The implied volatity was 11.73, the open interest changed by -98 which decreased total open position to 1526
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 489.8, which was -313.9 lower than the previous day. The implied volatity was 15.35, the open interest changed by 557 which increased total open position to 1624
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 787.55, which was -151.5 lower than the previous day. The implied volatity was 12.77, the open interest changed by 852 which increased total open position to 1067
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 941, which was 90.65 higher than the previous day. The implied volatity was 18.75, the open interest changed by 15 which increased total open position to 215
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 842.4, which was -175.6 lower than the previous day. The implied volatity was 19.02, the open interest changed by 15 which increased total open position to 200
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1018, which was -3.3 lower than the previous day. The implied volatity was 22.70, the open interest changed by -2 which decreased total open position to 185
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1133.35, which was 404.25 higher than the previous day. The implied volatity was 26.02, the open interest changed by -8 which decreased total open position to 187
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 726.4, which was 175.8 higher than the previous day. The implied volatity was 12.53, the open interest changed by 61 which increased total open position to 195
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 574.95, which was 144.2 higher than the previous day. The implied volatity was 12.11, the open interest changed by -32 which decreased total open position to 134
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 427.8, which was 48.4 higher than the previous day. The implied volatity was 13.33, the open interest changed by 23 which increased total open position to 166
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 393.75, which was 176.55 higher than the previous day. The implied volatity was 13.16, the open interest changed by 43 which increased total open position to 143
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 217.2, which was 40.6 higher than the previous day. The implied volatity was 12.49, the open interest changed by 32 which increased total open position to 100
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 180, which was -45 lower than the previous day. The implied volatity was 11.78, the open interest changed by 64 which increased total open position to 68
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 225, which was -15 lower than the previous day. The implied volatity was 11.92, the open interest changed by 2 which increased total open position to 4
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 240, which was 7.75 higher than the previous day. The implied volatity was 11.28, the open interest changed by 2 which increased total open position to 2
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 232.25, which was -156.55 lower than the previous day. The implied volatity was 12.05, 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 388.8, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09APR2025 22800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.36
Vega: 10.03
Theta: -11.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 22898.60 | 87.4 | 53.45 | 13.34 | 19,06,022 | 28,382 | 94,435 |
| 3 Apr | 23250.10 | 36 | -1.45 | 15.70 | 2,30,472 | 53,663 | 66,053 |
| 2 Apr | 23332.35 | 37.85 | -18.05 | 16.65 | 72,575 | 5,468 | 12,390 |
| 1 Apr | 23165.70 | 59 | 30.25 | 15.23 | 52,743 | 3,542 | 6,922 |
| 28 Mar | 23519.35 | 32 | -0.65 | 14.81 | 15,893 | 1,314 | 3,380 |
| 27 Mar | 23591.95 | 30.25 | -12.8 | 15.45 | 4,396 | 592 | 2,066 |
| 26 Mar | 23486.85 | 44.95 | 8.15 | 14.91 | 3,361 | -120 | 1,474 |
| 25 Mar | 23668.65 | 42.3 | 1.05 | 16.00 | 5,239 | 750 | 1,594 |
| 24 Mar | 23658.35 | 38.7 | -27.05 | 15.79 | 3,264 | 315 | 844 |
| 21 Mar | 23350.40 | 64.3 | -39.95 | 13.42 | 2,078 | 147 | 529 |
| 20 Mar | 23190.65 | 105 | -76.15 | 13.35 | 899 | 154 | 382 |
| 19 Mar | 22907.60 | 178.9 | -30.65 | 13.01 | 258 | 66 | 228 |
| 18 Mar | 22834.30 | 206.25 | -285.7 | 12.94 | 259 | 162 | 162 |
| 17 Mar | 22508.75 | 491.95 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 491.95 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 491.95 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 491.95 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 491.95 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 22800 expiring on 09APR2025
Delta for 22800 PE is -0.36
Historical price for 22800 PE is as follows
On 4 Apr NIFTY was trading at 22898.60. The strike last trading price was 87.4, which was 53.45 higher than the previous day. The implied volatity was 13.34, the open interest changed by 28382 which increased total open position to 94435
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 36, which was -1.45 lower than the previous day. The implied volatity was 15.70, the open interest changed by 53663 which increased total open position to 66053
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 37.85, which was -18.05 lower than the previous day. The implied volatity was 16.65, the open interest changed by 5468 which increased total open position to 12390
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 59, which was 30.25 higher than the previous day. The implied volatity was 15.23, the open interest changed by 3542 which increased total open position to 6922
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 32, which was -0.65 lower than the previous day. The implied volatity was 14.81, the open interest changed by 1314 which increased total open position to 3380
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 30.25, which was -12.8 lower than the previous day. The implied volatity was 15.45, the open interest changed by 592 which increased total open position to 2066
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 44.95, which was 8.15 higher than the previous day. The implied volatity was 14.91, the open interest changed by -120 which decreased total open position to 1474
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 42.3, which was 1.05 higher than the previous day. The implied volatity was 16.00, the open interest changed by 750 which increased total open position to 1594
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 38.7, which was -27.05 lower than the previous day. The implied volatity was 15.79, the open interest changed by 315 which increased total open position to 844
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 64.3, which was -39.95 lower than the previous day. The implied volatity was 13.42, the open interest changed by 147 which increased total open position to 529
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 105, which was -76.15 lower than the previous day. The implied volatity was 13.35, the open interest changed by 154 which increased total open position to 382
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 178.9, which was -30.65 lower than the previous day. The implied volatity was 13.01, the open interest changed by 66 which increased total open position to 228
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 206.25, which was -285.7 lower than the previous day. The implied volatity was 12.94, the open interest changed by 162 which increased total open position to 162
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 491.95, 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 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 491.95, 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 491.95, 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 491.95, 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 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 491.95, 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 7 Mar NIFTY was trading at 22552.50. 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
