NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 22900 CE | ||||||||||
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Delta: 0.81
Vega: 4.66
Theta: -27.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 328 | -320.8 | 19.70 | 16,097 | -138 | 10,392 | |||
| 28 Mar | 23519.35 | 647 | -132.75 | 14.67 | 2,893 | 1,419 | 10,530 | |||
| 27 Mar | 23591.95 | 809.6 | 111.1 | 23.42 | 1,877 | 1,541 | 9,111 | |||
| 26 Mar | 23486.85 | 689.2 | -193.55 | 20.56 | 298 | 90 | 7,570 | |||
| 25 Mar | 23668.65 | 827.35 | -40 | 21.06 | 482 | 74 | 7,480 | |||
| 24 Mar | 23658.35 | 882.3 | 306.8 | 18.97 | 1,036 | 165 | 7,406 | |||
| 21 Mar | 23350.40 | 575.9 | 150.05 | 11.74 | 3,852 | -195 | 7,241 | |||
| 20 Mar | 23190.65 | 420.15 | 126.65 | 10.82 | 5,555 | 74 | 7,436 | |||
| 19 Mar | 22907.60 | 292 | 44.15 | 12.73 | 12,281 | 3,914 | 7,362 | |||
| 18 Mar | 22834.30 | 265.4 | 144.55 | 12.68 | 8,640 | 2,912 | 3,448 | |||
| 17 Mar | 22508.75 | 123.1 | 30.85 | 12.15 | 2,139 | 138 | 536 | |||
| 13 Mar | 22397.20 | 90 | -47.1 | 10.84 | 574 | 251 | 398 | |||
| 12 Mar | 22470.50 | 136.15 | -35.8 | 11.60 | 205 | 44 | 147 | |||
| 11 Mar | 22497.90 | 176.15 | 21.1 | 12.25 | 96 | 25 | 103 | |||
| 10 Mar | 22460.30 | 155.7 | -53.3 | 12.27 | 90 | 32 | 78 | |||
| 7 Mar | 22552.50 | 207 | 2.2 | 11.94 | 50 | 0 | 46 | |||
| 6 Mar | 22544.70 | 207 | 62.15 | 11.77 | 58 | 12 | 46 | |||
| 5 Mar | 22337.30 | 145 | 59.85 | 11.61 | 164 | 8 | 34 | |||
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| 4 Mar | 22082.65 | 90.05 | -16.35 | 12.04 | 49 | 17 | 26 | |||
| 3 Mar | 22119.30 | 107.8 | -22.2 | 11.96 | 23 | 7 | 9 | |||
| 28 Feb | 22124.70 | 130 | -169 | 12.43 | 5 | 2 | 2 | |||
| 27 Feb | 22545.05 | 299 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 299 | -47.35 | 12.75 | 1 | 0 | 3 | |||
| 24 Feb | 22553.35 | 346.35 | -120.5 | 13.77 | 5 | 2 | 3 | |||
| 21 Feb | 22795.90 | 466.85 | -132.25 | 13.33 | 2 | 1 | 1 | |||
For Nifty - strike price 22900 expiring on 03APR2025
Delta for 22900 CE is 0.81
Historical price for 22900 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 328, which was -320.8 lower than the previous day. The implied volatity was 19.70, the open interest changed by -138 which decreased total open position to 10392
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 647, which was -132.75 lower than the previous day. The implied volatity was 14.67, the open interest changed by 1419 which increased total open position to 10530
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 809.6, which was 111.1 higher than the previous day. The implied volatity was 23.42, the open interest changed by 1541 which increased total open position to 9111
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 689.2, which was -193.55 lower than the previous day. The implied volatity was 20.56, the open interest changed by 90 which increased total open position to 7570
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 827.35, which was -40 lower than the previous day. The implied volatity was 21.06, the open interest changed by 74 which increased total open position to 7480
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 882.3, which was 306.8 higher than the previous day. The implied volatity was 18.97, the open interest changed by 165 which increased total open position to 7406
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 575.9, which was 150.05 higher than the previous day. The implied volatity was 11.74, the open interest changed by -195 which decreased total open position to 7241
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 420.15, which was 126.65 higher than the previous day. The implied volatity was 10.82, the open interest changed by 74 which increased total open position to 7436
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 292, which was 44.15 higher than the previous day. The implied volatity was 12.73, the open interest changed by 3914 which increased total open position to 7362
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 265.4, which was 144.55 higher than the previous day. The implied volatity was 12.68, the open interest changed by 2912 which increased total open position to 3448
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 123.1, which was 30.85 higher than the previous day. The implied volatity was 12.15, the open interest changed by 138 which increased total open position to 536
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 90, which was -47.1 lower than the previous day. The implied volatity was 10.84, the open interest changed by 251 which increased total open position to 398
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 136.15, which was -35.8 lower than the previous day. The implied volatity was 11.60, the open interest changed by 44 which increased total open position to 147
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 176.15, which was 21.1 higher than the previous day. The implied volatity was 12.25, the open interest changed by 25 which increased total open position to 103
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 155.7, which was -53.3 lower than the previous day. The implied volatity was 12.27, the open interest changed by 32 which increased total open position to 78
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 207, which was 2.2 higher than the previous day. The implied volatity was 11.94, the open interest changed by 0 which decreased total open position to 46
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 207, which was 62.15 higher than the previous day. The implied volatity was 11.77, the open interest changed by 12 which increased total open position to 46
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 145, which was 59.85 higher than the previous day. The implied volatity was 11.61, the open interest changed by 8 which increased total open position to 34
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 90.05, which was -16.35 lower than the previous day. The implied volatity was 12.04, the open interest changed by 17 which increased total open position to 26
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 107.8, which was -22.2 lower than the previous day. The implied volatity was 11.96, the open interest changed by 7 which increased total open position to 9
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 130, which was -169 lower than the previous day. The implied volatity was 12.43, the open interest changed by 2 which increased total open position to 2
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 299, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 299, which was -47.35 lower than the previous day. The implied volatity was 12.75, the open interest changed by 0 which decreased total open position to 3
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 346.35, which was -120.5 lower than the previous day. The implied volatity was 13.77, the open interest changed by 2 which increased total open position to 3
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 466.85, which was -132.25 lower than the previous day. The implied volatity was 13.33, the open interest changed by 1 which increased total open position to 1
| NIFTY 03APR2025 22900 PE | |||||||
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Delta: -0.16
Vega: 4.23
Theta: -17.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 26.3 | 14.9 | 17.61 | 9,13,658 | 11,249 | 48,378 |
| 28 Mar | 23519.35 | 11 | -4.05 | 13.82 | 4,23,107 | 12,292 | 37,129 |
| 27 Mar | 23591.95 | 13.95 | -10.2 | 15.30 | 74,294 | 10,900 | 24,837 |
| 26 Mar | 23486.85 | 25 | 4.25 | 14.36 | 58,698 | 1,017 | 13,937 |
| 25 Mar | 23668.65 | 21.1 | -3.95 | 15.14 | 31,755 | -1,088 | 12,920 |
| 24 Mar | 23658.35 | 23.15 | -23.9 | 15.52 | 31,508 | 1,825 | 14,008 |
| 21 Mar | 23350.40 | 44.05 | -37.15 | 12.26 | 54,781 | 1,990 | 12,183 |
| 20 Mar | 23190.65 | 81.4 | -93.4 | 11.87 | 16,467 | 2,411 | 10,193 |
| 19 Mar | 22907.60 | 173.65 | -38 | 12.04 | 12,148 | 4,797 | 7,782 |
| 18 Mar | 22834.30 | 200.1 | -189.95 | 11.66 | 6,859 | 2,830 | 2,985 |
| 17 Mar | 22508.75 | 384.9 | -103.1 | 11.16 | 338 | 143 | 155 |
| 13 Mar | 22397.20 | 488 | 21 | 11.51 | 4 | -2 | 12 |
| 12 Mar | 22470.50 | 467 | 20.3 | 13.41 | 12 | 0 | 14 |
| 11 Mar | 22497.90 | 446.7 | -40.5 | 13.93 | 9 | -5 | 14 |
| 10 Mar | 22460.30 | 488.85 | 88.05 | 13.41 | 96 | 11 | 19 |
| 7 Mar | 22552.50 | 415.15 | 17.6 | 12.58 | 10 | 8 | 8 |
| 6 Mar | 22544.70 | 397.55 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 397.55 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 397.55 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 397.55 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 22124.70 | 397.55 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 22545.05 | 397.55 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 397.55 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 397.55 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 397.55 | 0 | 0.42 | 0 | 0 | 0 |
For Nifty - strike price 22900 expiring on 03APR2025
Delta for 22900 PE is -0.16
Historical price for 22900 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 26.3, which was 14.9 higher than the previous day. The implied volatity was 17.61, the open interest changed by 11249 which increased total open position to 48378
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 11, which was -4.05 lower than the previous day. The implied volatity was 13.82, the open interest changed by 12292 which increased total open position to 37129
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 13.95, which was -10.2 lower than the previous day. The implied volatity was 15.30, the open interest changed by 10900 which increased total open position to 24837
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 25, which was 4.25 higher than the previous day. The implied volatity was 14.36, the open interest changed by 1017 which increased total open position to 13937
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 21.1, which was -3.95 lower than the previous day. The implied volatity was 15.14, the open interest changed by -1088 which decreased total open position to 12920
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 23.15, which was -23.9 lower than the previous day. The implied volatity was 15.52, the open interest changed by 1825 which increased total open position to 14008
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 44.05, which was -37.15 lower than the previous day. The implied volatity was 12.26, the open interest changed by 1990 which increased total open position to 12183
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 81.4, which was -93.4 lower than the previous day. The implied volatity was 11.87, the open interest changed by 2411 which increased total open position to 10193
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 173.65, which was -38 lower than the previous day. The implied volatity was 12.04, the open interest changed by 4797 which increased total open position to 7782
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 200.1, which was -189.95 lower than the previous day. The implied volatity was 11.66, the open interest changed by 2830 which increased total open position to 2985
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 384.9, which was -103.1 lower than the previous day. The implied volatity was 11.16, the open interest changed by 143 which increased total open position to 155
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 488, which was 21 higher than the previous day. The implied volatity was 11.51, the open interest changed by -2 which decreased total open position to 12
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 467, which was 20.3 higher than the previous day. The implied volatity was 13.41, the open interest changed by 0 which decreased total open position to 14
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 446.7, which was -40.5 lower than the previous day. The implied volatity was 13.93, the open interest changed by -5 which decreased total open position to 14
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 488.85, which was 88.05 higher than the previous day. The implied volatity was 13.41, the open interest changed by 11 which increased total open position to 19
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 415.15, which was 17.6 higher than the previous day. The implied volatity was 12.58, the open interest changed by 8 which increased total open position to 8
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 397.55, 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 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 397.55, 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 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 397.55, 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 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 397.55, 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 Feb NIFTY was trading at 22124.70. The strike last trading price was 397.55, 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 Feb NIFTY was trading at 22545.05. The strike last trading price was 397.55, 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 Feb NIFTY was trading at 22547.55. The strike last trading price was 397.55, 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 Feb NIFTY was trading at 22553.35. The strike last trading price was 397.55, 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 397.55, which was 0 lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0
