NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 22800 CE | ||||||||||
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Delta: 0.87
Vega: 3.66
Theta: -24.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 416.05 | -317.25 | 20.76 | 9,830 | -283 | 10,860 | |||
| 28 Mar | 23519.35 | 745.95 | -132.2 | 16.33 | 4,891 | -1,265 | 11,143 | |||
| 27 Mar | 23591.95 | 898.8 | 103.7 | 24.04 | 4,856 | 215 | 12,408 | |||
| 26 Mar | 23486.85 | 781.85 | -205.65 | 21.82 | 1,512 | 235 | 12,193 | |||
| 25 Mar | 23668.65 | 930.75 | -21.15 | 23.31 | 1,822 | 874 | 11,958 | |||
| 24 Mar | 23658.35 | 991.7 | 326.7 | 21.80 | 8,060 | 4,491 | 11,084 | |||
| 21 Mar | 23350.40 | 664.45 | 156.75 | 11.95 | 8,989 | 4,005 | 6,593 | |||
| 20 Mar | 23190.65 | 503.2 | 144.1 | 11.17 | 3,472 | 121 | 2,588 | |||
| 19 Mar | 22907.60 | 360 | 47.95 | 13.22 | 5,181 | -262 | 2,467 | |||
| 18 Mar | 22834.30 | 321.95 | 162.85 | 12.74 | 8,176 | 2,017 | 2,729 | |||
| 17 Mar | 22508.75 | 159.5 | 36.6 | 12.26 | 3,347 | 305 | 712 | |||
| 13 Mar | 22397.20 | 123.8 | -52.15 | 11.16 | 797 | 225 | 407 | |||
| 12 Mar | 22470.50 | 163.05 | -40.4 | 11.24 | 381 | 53 | 182 | |||
| 11 Mar | 22497.90 | 209 | 21.4 | 11.99 | 283 | 29 | 129 | |||
| 10 Mar | 22460.30 | 185.75 | -67.45 | 12.04 | 183 | 20 | 100 | |||
| 7 Mar | 22552.50 | 250.35 | -0.25 | 12.06 | 119 | 25 | 80 | |||
| 6 Mar | 22544.70 | 248.4 | 70.4 | 11.77 | 83 | 30 | 55 | |||
| 5 Mar | 22337.30 | 175.15 | 66.75 | 11.52 | 20 | -5 | 25 | |||
| 4 Mar | 22082.65 | 109 | -21 | 11.89 | 44 | 19 | 30 | |||
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| 3 Mar | 22119.30 | 130 | -28.55 | 11.84 | 8 | 1 | 11 | |||
| 28 Feb | 22124.70 | 149.8 | -163.9 | 12.15 | 12 | 5 | 10 | |||
| 27 Feb | 22545.05 | 304.45 | -22.95 | 12.17 | 8 | 4 | 5 | |||
| 25 Feb | 22547.55 | 327.4 | -328.25 | 12.13 | 3 | 1 | 1 | |||
| 24 Feb | 22553.35 | 655.65 | 0 | 0.06 | 0 | 0 | 0 | |||
| 21 Feb | 22795.90 | 655.65 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 22800 expiring on 03APR2025
Delta for 22800 CE is 0.87
Historical price for 22800 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 416.05, which was -317.25 lower than the previous day. The implied volatity was 20.76, the open interest changed by -283 which decreased total open position to 10860
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 745.95, which was -132.2 lower than the previous day. The implied volatity was 16.33, the open interest changed by -1265 which decreased total open position to 11143
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 898.8, which was 103.7 higher than the previous day. The implied volatity was 24.04, the open interest changed by 215 which increased total open position to 12408
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 781.85, which was -205.65 lower than the previous day. The implied volatity was 21.82, the open interest changed by 235 which increased total open position to 12193
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 930.75, which was -21.15 lower than the previous day. The implied volatity was 23.31, the open interest changed by 874 which increased total open position to 11958
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 991.7, which was 326.7 higher than the previous day. The implied volatity was 21.80, the open interest changed by 4491 which increased total open position to 11084
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 664.45, which was 156.75 higher than the previous day. The implied volatity was 11.95, the open interest changed by 4005 which increased total open position to 6593
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 503.2, which was 144.1 higher than the previous day. The implied volatity was 11.17, the open interest changed by 121 which increased total open position to 2588
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 360, which was 47.95 higher than the previous day. The implied volatity was 13.22, the open interest changed by -262 which decreased total open position to 2467
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 321.95, which was 162.85 higher than the previous day. The implied volatity was 12.74, the open interest changed by 2017 which increased total open position to 2729
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 159.5, which was 36.6 higher than the previous day. The implied volatity was 12.26, the open interest changed by 305 which increased total open position to 712
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 123.8, which was -52.15 lower than the previous day. The implied volatity was 11.16, the open interest changed by 225 which increased total open position to 407
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 163.05, which was -40.4 lower than the previous day. The implied volatity was 11.24, the open interest changed by 53 which increased total open position to 182
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 209, which was 21.4 higher than the previous day. The implied volatity was 11.99, the open interest changed by 29 which increased total open position to 129
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 185.75, which was -67.45 lower than the previous day. The implied volatity was 12.04, the open interest changed by 20 which increased total open position to 100
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 250.35, which was -0.25 lower than the previous day. The implied volatity was 12.06, the open interest changed by 25 which increased total open position to 80
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 248.4, which was 70.4 higher than the previous day. The implied volatity was 11.77, the open interest changed by 30 which increased total open position to 55
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 175.15, which was 66.75 higher than the previous day. The implied volatity was 11.52, the open interest changed by -5 which decreased total open position to 25
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 109, which was -21 lower than the previous day. The implied volatity was 11.89, the open interest changed by 19 which increased total open position to 30
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 130, which was -28.55 lower than the previous day. The implied volatity was 11.84, the open interest changed by 1 which increased total open position to 11
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 149.8, which was -163.9 lower than the previous day. The implied volatity was 12.15, the open interest changed by 5 which increased total open position to 10
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 304.45, which was -22.95 lower than the previous day. The implied volatity was 12.17, the open interest changed by 4 which increased total open position to 5
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 327.4, which was -328.25 lower than the previous day. The implied volatity was 12.13, the open interest changed by 1 which increased total open position to 1
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 655.65, which was 0 lower than the previous day. The implied volatity was 0.06, 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 655.65, 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 22800 PE | |||||||
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Delta: -0.11
Vega: 3.18
Theta: -14.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 16.8 | 7.7 | 18.74 | 10,59,405 | 31,561 | 89,766 |
| 28 Mar | 23519.35 | 9 | -2.9 | 14.91 | 4,70,462 | 16,025 | 58,205 |
| 27 Mar | 23591.95 | 9.85 | -8.35 | 15.74 | 1,08,609 | 16,073 | 42,180 |
| 26 Mar | 23486.85 | 20.5 | 3.7 | 15.26 | 63,576 | 8,442 | 26,107 |
| 25 Mar | 23668.65 | 18.55 | -1.9 | 16.15 | 43,590 | -1,419 | 17,665 |
| 24 Mar | 23658.35 | 20.05 | -16.3 | 16.39 | 49,766 | 7,147 | 19,084 |
| 21 Mar | 23350.40 | 33.5 | -27.9 | 12.64 | 58,955 | 2,114 | 11,937 |
| 20 Mar | 23190.65 | 61.1 | -79.45 | 12.06 | 24,201 | 6,594 | 9,823 |
| 19 Mar | 22907.60 | 137.35 | -34.2 | 12.21 | 6,556 | 168 | 3,229 |
| 18 Mar | 22834.30 | 166.75 | -163.1 | 12.21 | 10,511 | 2,027 | 3,061 |
| 17 Mar | 22508.75 | 322.8 | -111 | 11.39 | 842 | 141 | 1,034 |
| 13 Mar | 22397.20 | 433.45 | -52.55 | 12.33 | 1,071 | 872 | 893 |
| 12 Mar | 22470.50 | 486 | 46 | 17.22 | 1 | 2 | 21 |
| 11 Mar | 22497.90 | 440 | 20.1 | 16.26 | 24 | -7 | 19 |
| 10 Mar | 22460.30 | 419.9 | 66.3 | 13.19 | 83 | 20 | 26 |
| 7 Mar | 22552.50 | 362.05 | -112.95 | 12.79 | 8 | 3 | 6 |
| 6 Mar | 22544.70 | 475 | 12.55 | 17.04 | 3 | 0 | 3 |
| 5 Mar | 22337.30 | 462.45 | -77.55 | 12.16 | 2 | 3 | 3 |
| 4 Mar | 22082.65 | 540 | 0 | 0.00 | 0 | -3 | 0 |
| 3 Mar | 22119.30 | 540 | 0 | 0.00 | 0 | -3 | 0 |
| 28 Feb | 22124.70 | 540 | 152.9 | 8.88 | 8 | -3 | 7 |
| 27 Feb | 22545.05 | 387.1 | 7.2 | 12.55 | 2 | 1 | 10 |
| 25 Feb | 22547.55 | 379.9 | 25 | 12.54 | 18 | 9 | 9 |
| 24 Feb | 22553.35 | 354.9 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 354.9 | 0 | 0.72 | 0 | 0 | 0 |
For Nifty - strike price 22800 expiring on 03APR2025
Delta for 22800 PE is -0.11
Historical price for 22800 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 16.8, which was 7.7 higher than the previous day. The implied volatity was 18.74, the open interest changed by 31561 which increased total open position to 89766
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 9, which was -2.9 lower than the previous day. The implied volatity was 14.91, the open interest changed by 16025 which increased total open position to 58205
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 9.85, which was -8.35 lower than the previous day. The implied volatity was 15.74, the open interest changed by 16073 which increased total open position to 42180
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 20.5, which was 3.7 higher than the previous day. The implied volatity was 15.26, the open interest changed by 8442 which increased total open position to 26107
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 18.55, which was -1.9 lower than the previous day. The implied volatity was 16.15, the open interest changed by -1419 which decreased total open position to 17665
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 20.05, which was -16.3 lower than the previous day. The implied volatity was 16.39, the open interest changed by 7147 which increased total open position to 19084
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 33.5, which was -27.9 lower than the previous day. The implied volatity was 12.64, the open interest changed by 2114 which increased total open position to 11937
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 61.1, which was -79.45 lower than the previous day. The implied volatity was 12.06, the open interest changed by 6594 which increased total open position to 9823
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 137.35, which was -34.2 lower than the previous day. The implied volatity was 12.21, the open interest changed by 168 which increased total open position to 3229
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 166.75, which was -163.1 lower than the previous day. The implied volatity was 12.21, the open interest changed by 2027 which increased total open position to 3061
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 322.8, which was -111 lower than the previous day. The implied volatity was 11.39, the open interest changed by 141 which increased total open position to 1034
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 433.45, which was -52.55 lower than the previous day. The implied volatity was 12.33, the open interest changed by 872 which increased total open position to 893
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 486, which was 46 higher than the previous day. The implied volatity was 17.22, the open interest changed by 2 which increased total open position to 21
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 440, which was 20.1 higher than the previous day. The implied volatity was 16.26, the open interest changed by -7 which decreased total open position to 19
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 419.9, which was 66.3 higher than the previous day. The implied volatity was 13.19, the open interest changed by 20 which increased total open position to 26
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 362.05, which was -112.95 lower than the previous day. The implied volatity was 12.79, the open interest changed by 3 which increased total open position to 6
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 475, which was 12.55 higher than the previous day. The implied volatity was 17.04, the open interest changed by 0 which decreased total open position to 3
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 462.45, which was -77.55 lower than the previous day. The implied volatity was 12.16, the open interest changed by 3 which increased total open position to 3
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 540, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 540, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 540, which was 152.9 higher than the previous day. The implied volatity was 8.88, the open interest changed by -3 which decreased total open position to 7
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 387.1, which was 7.2 higher than the previous day. The implied volatity was 12.55, the open interest changed by 1 which increased total open position to 10
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 379.9, which was 25 higher than the previous day. The implied volatity was 12.54, the open interest changed by 9 which increased total open position to 9
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 354.9, 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 354.9, which was 0 lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0
