NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 22950 CE | ||||||||||
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Delta: 0.85
Vega: 6.96
Theta: -11.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 355 | -103.55 | 10.84 | 1,210 | 0 | 331 | |||
| 2 Apr | 23332.35 | 456.35 | 82.15 | 12.76 | 459 | 144 | 331 | |||
| 1 Apr | 23165.70 | 372.85 | -294.75 | 14.90 | 471 | 170 | 187 | |||
| 28 Mar | 23519.35 | 664.95 | -76.4 | 14.07 | 42 | 6 | 17 | |||
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| 27 Mar | 23591.95 | 741.35 | -150.4 | 10.02 | 7 | 11 | 11 | |||
| 26 Mar | 23486.85 | 870.6 | -21.15 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 23668.65 | 870.6 | 24.6 | 20.47 | 2 | 1 | 11 | |||
| 24 Mar | 23658.35 | 846 | 246 | 12.10 | 2 | 1 | 10 | |||
| 21 Mar | 23350.40 | 600 | 130.4 | 12.21 | 11 | 6 | 9 | |||
| 20 Mar | 23190.65 | 469.6 | 133.6 | 12.33 | 12 | -1 | 3 | |||
| 19 Mar | 22907.60 | 336 | 179.05 | 13.11 | 11 | 4 | 4 | |||
| 18 Mar | 22834.30 | 156.95 | 0 | 0.00 | 0 | 4 | 0 | |||
| 17 Mar | 22508.75 | 156.95 | 0 | 0.00 | 0 | 4 | 0 | |||
| 13 Mar | 22397.20 | 156.95 | 0 | 0.00 | 0 | 4 | 0 | |||
| 12 Mar | 22470.50 | 156.95 | 0 | 0.00 | 0 | 4 | 0 | |||
| 11 Mar | 22497.90 | 156.95 | -24.45 | 10.29 | 4 | 4 | 4 | |||
| 10 Mar | 22460.30 | 181.4 | -143.9 | 12.23 | 4 | 0 | 0 | |||
| 7 Mar | 22552.50 | 325.3 | 0 | 0.76 | 0 | 0 | 0 | |||
For Nifty - strike price 22950 expiring on 09APR2025
Delta for 22950 CE is 0.85
Historical price for 22950 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 355, which was -103.55 lower than the previous day. The implied volatity was 10.84, the open interest changed by 0 which decreased total open position to 331
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 456.35, which was 82.15 higher than the previous day. The implied volatity was 12.76, the open interest changed by 144 which increased total open position to 331
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 372.85, which was -294.75 lower than the previous day. The implied volatity was 14.90, the open interest changed by 170 which increased total open position to 187
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 664.95, which was -76.4 lower than the previous day. The implied volatity was 14.07, the open interest changed by 6 which increased total open position to 17
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 741.35, which was -150.4 lower than the previous day. The implied volatity was 10.02, the open interest changed by 11 which increased total open position to 11
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 870.6, which was -21.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 870.6, which was 24.6 higher than the previous day. The implied volatity was 20.47, the open interest changed by 1 which increased total open position to 11
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 846, which was 246 higher than the previous day. The implied volatity was 12.10, the open interest changed by 1 which increased total open position to 10
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 600, which was 130.4 higher than the previous day. The implied volatity was 12.21, the open interest changed by 6 which increased total open position to 9
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 469.6, which was 133.6 higher than the previous day. The implied volatity was 12.33, the open interest changed by -1 which decreased total open position to 3
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 336, which was 179.05 higher than the previous day. The implied volatity was 13.11, the open interest changed by 4 which increased total open position to 4
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 156.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 156.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 156.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 156.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 156.95, which was -24.45 lower than the previous day. The implied volatity was 10.29, the open interest changed by 4 which increased total open position to 4
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 181.4, which was -143.9 lower than the previous day. The implied volatity was 12.23, 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 325.3, which was 0 lower than the previous day. The implied volatity was 0.76, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09APR2025 22950 PE | |||||||
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Delta: -0.23
Vega: 9.08
Theta: -10.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 62.4 | 5.15 | 15.38 | 57,300 | 5,700 | 9,398 |
| 2 Apr | 23332.35 | 59.2 | -25.45 | 16.08 | 22,934 | 1,858 | 3,698 |
| 1 Apr | 23165.70 | 90.15 | 49.75 | 14.68 | 17,399 | 1,359 | 1,840 |
| 28 Mar | 23519.35 | 42.9 | -1.3 | 13.86 | 3,668 | 180 | 481 |
| 27 Mar | 23591.95 | 43.55 | -17.55 | 14.97 | 555 | 84 | 301 |
| 26 Mar | 23486.85 | 62.7 | 14.05 | 14.38 | 486 | 97 | 217 |
| 25 Mar | 23668.65 | 53.95 | -0.8 | 15.16 | 565 | 49 | 120 |
| 24 Mar | 23658.35 | 51.9 | -37.4 | 15.43 | 390 | -27 | 71 |
| 21 Mar | 23350.40 | 88.95 | -53.15 | 13.10 | 392 | 16 | 98 |
| 20 Mar | 23190.65 | 142.65 | -429.9 | 13.08 | 126 | 82 | 82 |
| 19 Mar | 22907.60 | 572.55 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 572.55 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 572.55 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 572.55 | -4.85 | 13.75 | 1 | 0 | 0 |
| 12 Mar | 22470.50 | 577.4 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 577.4 | 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 22950 expiring on 09APR2025
Delta for 22950 PE is -0.23
Historical price for 22950 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 62.4, which was 5.15 higher than the previous day. The implied volatity was 15.38, the open interest changed by 5700 which increased total open position to 9398
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 59.2, which was -25.45 lower than the previous day. The implied volatity was 16.08, the open interest changed by 1858 which increased total open position to 3698
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 90.15, which was 49.75 higher than the previous day. The implied volatity was 14.68, the open interest changed by 1359 which increased total open position to 1840
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 42.9, which was -1.3 lower than the previous day. The implied volatity was 13.86, the open interest changed by 180 which increased total open position to 481
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 43.55, which was -17.55 lower than the previous day. The implied volatity was 14.97, the open interest changed by 84 which increased total open position to 301
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 62.7, which was 14.05 higher than the previous day. The implied volatity was 14.38, the open interest changed by 97 which increased total open position to 217
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 53.95, which was -0.8 lower than the previous day. The implied volatity was 15.16, the open interest changed by 49 which increased total open position to 120
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 51.9, which was -37.4 lower than the previous day. The implied volatity was 15.43, the open interest changed by -27 which decreased total open position to 71
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 88.95, which was -53.15 lower than the previous day. The implied volatity was 13.10, the open interest changed by 16 which increased total open position to 98
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 142.65, which was -429.9 lower than the previous day. The implied volatity was 13.08, the open interest changed by 82 which increased total open position to 82
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 572.55, 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 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 572.55, 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 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 572.55, 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 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 572.55, which was -4.85 lower than the previous day. The implied volatity was 13.75, 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 577.4, 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 577.4, 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
