NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 22900 CE | ||||||||||
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Delta: 0.91
Vega: 4.93
Theta: -9.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 392.15 | -106.25 | 9.73 | 4,443 | 945 | 1,951 | |||
| 2 Apr | 23332.35 | 496 | 82.7 | 12.23 | 1,581 | 437 | 1,006 | |||
| 1 Apr | 23165.70 | 408 | -297.55 | 14.83 | 1,132 | 461 | 569 | |||
| 28 Mar | 23519.35 | 695.15 | -129.85 | 12.52 | 139 | -8 | 108 | |||
| 27 Mar | 23591.95 | 825 | 39.6 | 15.50 | 9 | 0 | 116 | |||
| 26 Mar | 23486.85 | 785.4 | -144.1 | 20.57 | 18 | 14 | 116 | |||
| 25 Mar | 23668.65 | 944.55 | 85.95 | 23.00 | 25 | -8 | 102 | |||
| 24 Mar | 23658.35 | 858.6 | 218.6 | - | 60 | 25 | 110 | |||
| 21 Mar | 23350.40 | 640 | 146.4 | 12.22 | 95 | 0 | 85 | |||
| 20 Mar | 23190.65 | 501.5 | 135.45 | 12.16 | 249 | -31 | 85 | |||
| 19 Mar | 22907.60 | 366.9 | 33.65 | 13.26 | 241 | 88 | 116 | |||
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| 18 Mar | 22834.30 | 331 | 151 | 12.87 | 22 | 14 | 28 | |||
| 17 Mar | 22508.75 | 180 | -17.2 | 12.56 | 23 | 11 | 14 | |||
| 13 Mar | 22397.20 | 197.2 | -6.3 | 14.05 | 2 | 1 | 3 | |||
| 12 Mar | 22470.50 | 195.05 | -9.45 | 12.28 | 3 | 2 | 2 | |||
| 11 Mar | 22497.90 | 206.85 | 2.35 | 0.00 | 0 | 4 | 0 | |||
| 10 Mar | 22460.30 | 206.85 | -19.4 | 12.56 | 8 | 4 | 4 | |||
| 7 Mar | 22552.50 | 226.25 | -119.35 | 10.99 | 1 | 0 | 0 | |||
For Nifty - strike price 22900 expiring on 09APR2025
Delta for 22900 CE is 0.91
Historical price for 22900 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 392.15, which was -106.25 lower than the previous day. The implied volatity was 9.73, the open interest changed by 945 which increased total open position to 1951
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 496, which was 82.7 higher than the previous day. The implied volatity was 12.23, the open interest changed by 437 which increased total open position to 1006
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 408, which was -297.55 lower than the previous day. The implied volatity was 14.83, the open interest changed by 461 which increased total open position to 569
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 695.15, which was -129.85 lower than the previous day. The implied volatity was 12.52, the open interest changed by -8 which decreased total open position to 108
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 825, which was 39.6 higher than the previous day. The implied volatity was 15.50, the open interest changed by 0 which decreased total open position to 116
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 785.4, which was -144.1 lower than the previous day. The implied volatity was 20.57, the open interest changed by 14 which increased total open position to 116
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 944.55, which was 85.95 higher than the previous day. The implied volatity was 23.00, the open interest changed by -8 which decreased total open position to 102
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 858.6, which was 218.6 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 110
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 640, which was 146.4 higher than the previous day. The implied volatity was 12.22, the open interest changed by 0 which decreased total open position to 85
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 501.5, which was 135.45 higher than the previous day. The implied volatity was 12.16, the open interest changed by -31 which decreased total open position to 85
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 366.9, which was 33.65 higher than the previous day. The implied volatity was 13.26, the open interest changed by 88 which increased total open position to 116
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 331, which was 151 higher than the previous day. The implied volatity was 12.87, the open interest changed by 14 which increased total open position to 28
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 180, which was -17.2 lower than the previous day. The implied volatity was 12.56, the open interest changed by 11 which increased total open position to 14
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 197.2, which was -6.3 lower than the previous day. The implied volatity was 14.05, the open interest changed by 1 which increased total open position to 3
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 195.05, which was -9.45 lower than the previous day. The implied volatity was 12.28, the open interest changed by 2 which increased total open position to 2
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 206.85, which was 2.35 higher than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 206.85, which was -19.4 lower than the previous day. The implied volatity was 12.56, the open interest changed by 4 which increased total open position to 4
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 226.25, which was -119.35 lower than the previous day. The implied volatity was 10.99, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09APR2025 22900 PE | |||||||
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Delta: -0.20
Vega: 8.32
Theta: -9.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 51.25 | 1.85 | 15.37 | 1,37,798 | 19,688 | 32,318 |
| 2 Apr | 23332.35 | 49 | -24.45 | 16.02 | 58,657 | 3,361 | 12,630 |
| 1 Apr | 23165.70 | 78.25 | 42.4 | 14.84 | 50,972 | 4,726 | 9,269 |
| 28 Mar | 23519.35 | 35.95 | -3.45 | 13.85 | 24,030 | 2,982 | 4,543 |
| 27 Mar | 23591.95 | 37 | -15.85 | 14.95 | 2,646 | 309 | 1,561 |
| 26 Mar | 23486.85 | 57.05 | 14.25 | 14.64 | 2,326 | 372 | 1,252 |
| 25 Mar | 23668.65 | 48.85 | -1.15 | 15.36 | 2,321 | 152 | 880 |
| 24 Mar | 23658.35 | 45 | -36.1 | 15.41 | 4,230 | -58 | 728 |
| 21 Mar | 23350.40 | 79.95 | -45.7 | 13.23 | 1,839 | 62 | 786 |
| 20 Mar | 23190.65 | 129 | -87.15 | 13.17 | 1,474 | 500 | 724 |
| 19 Mar | 22907.60 | 215.5 | -332.55 | 12.87 | 372 | 224 | 224 |
| 18 Mar | 22834.30 | 548.05 | 0 | 0.40 | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 548.05 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 548.05 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 548.05 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 22900 expiring on 09APR2025
Delta for 22900 PE is -0.20
Historical price for 22900 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 51.25, which was 1.85 higher than the previous day. The implied volatity was 15.37, the open interest changed by 19688 which increased total open position to 32318
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 49, which was -24.45 lower than the previous day. The implied volatity was 16.02, the open interest changed by 3361 which increased total open position to 12630
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 78.25, which was 42.4 higher than the previous day. The implied volatity was 14.84, the open interest changed by 4726 which increased total open position to 9269
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 35.95, which was -3.45 lower than the previous day. The implied volatity was 13.85, the open interest changed by 2982 which increased total open position to 4543
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 37, which was -15.85 lower than the previous day. The implied volatity was 14.95, the open interest changed by 309 which increased total open position to 1561
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 57.05, which was 14.25 higher than the previous day. The implied volatity was 14.64, the open interest changed by 372 which increased total open position to 1252
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 48.85, which was -1.15 lower than the previous day. The implied volatity was 15.36, the open interest changed by 152 which increased total open position to 880
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 45, which was -36.1 lower than the previous day. The implied volatity was 15.41, the open interest changed by -58 which decreased total open position to 728
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 79.95, which was -45.7 lower than the previous day. The implied volatity was 13.23, the open interest changed by 62 which increased total open position to 786
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 129, which was -87.15 lower than the previous day. The implied volatity was 13.17, the open interest changed by 500 which increased total open position to 724
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 215.5, which was -332.55 lower than the previous day. The implied volatity was 12.87, the open interest changed by 224 which increased total open position to 224
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 548.05, which was 0 lower than the previous day. The implied volatity was 0.40, the open interest changed by 0 which decreased total open position to 0
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 548.05, 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 548.05, 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 548.05, 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 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
On 10 Mar NIFTY was trading at 22460.30. 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
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
