NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 22950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.78
Vega: 5.10
Theta: -28.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 283.45 | -310.8 | 18.67 | 11,079 | 330 | 707 | |||
| 28 Mar | 23519.35 | 600 | -137.7 | 14.41 | 174 | 1 | 377 | |||
| 27 Mar | 23591.95 | 752 | 92.4 | 21.39 | 154 | 33 | 376 | |||
| 26 Mar | 23486.85 | 666.6 | -197.4 | 22.25 | 53 | 1 | 343 | |||
| 25 Mar | 23668.65 | 864 | 41.05 | 28.40 | 111 | -1 | 342 | |||
| 24 Mar | 23658.35 | 835.25 | 304.6 | 18.50 | 249 | -54 | 343 | |||
| 21 Mar | 23350.40 | 534 | 147 | 11.73 | 547 | -69 | 397 | |||
| 20 Mar | 23190.65 | 378.1 | 114.6 | 10.49 | 1,543 | 59 | 466 | |||
| 19 Mar | 22907.60 | 262.3 | 38.3 | 12.61 | 1,888 | 83 | 407 | |||
| 18 Mar | 22834.30 | 232.9 | 128.75 | 12.31 | 1,037 | 240 | 324 | |||
| 17 Mar | 22508.75 | 106.85 | 28.9 | 12.07 | 336 | 14 | 84 | |||
| 13 Mar | 22397.20 | 76.95 | -45.6 | 10.77 | 91 | 48 | 70 | |||
| 12 Mar | 22470.50 | 121.65 | -26.2 | 11.64 | 32 | 13 | 22 | |||
| 11 Mar | 22497.90 | 147.85 | -55.5 | 11.73 | 20 | 9 | 9 | |||
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| 10 Mar | 22460.30 | 203.35 | 0 | 0.00 | 0 | 4 | 0 | |||
| 7 Mar | 22552.50 | 203.35 | 54.35 | 12.60 | 8 | 4 | 10 | |||
| 6 Mar | 22544.70 | 149 | 64.35 | 10.09 | 1 | 6 | 6 | |||
| 5 Mar | 22337.30 | 84.65 | -360.45 | 9.39 | 6 | 0 | 0 | |||
| 4 Mar | 22082.65 | 445.1 | 0 | 0.00 | 0 | 1 | 0 | |||
| 3 Mar | 22119.30 | 445.1 | 0 | 0.00 | 0 | 1 | 0 | |||
| 28 Feb | 22124.70 | 445.1 | 0 | 0.00 | 0 | 1 | 0 | |||
| 27 Feb | 22545.05 | 445.1 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Feb | 22547.55 | 445.1 | 0 | 0.00 | 0 | 1 | 0 | |||
| 24 Feb | 22553.35 | 445.1 | 0 | 0.00 | 0 | 1 | 0 | |||
| 21 Feb | 22795.90 | 445.1 | -126.9 | 13.47 | 2 | 1 | 1 | |||
For Nifty - strike price 22950 expiring on 03APR2025
Delta for 22950 CE is 0.78
Historical price for 22950 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 283.45, which was -310.8 lower than the previous day. The implied volatity was 18.67, the open interest changed by 330 which increased total open position to 707
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 600, which was -137.7 lower than the previous day. The implied volatity was 14.41, the open interest changed by 1 which increased total open position to 377
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 752, which was 92.4 higher than the previous day. The implied volatity was 21.39, the open interest changed by 33 which increased total open position to 376
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 666.6, which was -197.4 lower than the previous day. The implied volatity was 22.25, the open interest changed by 1 which increased total open position to 343
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 864, which was 41.05 higher than the previous day. The implied volatity was 28.40, the open interest changed by -1 which decreased total open position to 342
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 835.25, which was 304.6 higher than the previous day. The implied volatity was 18.50, the open interest changed by -54 which decreased total open position to 343
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 534, which was 147 higher than the previous day. The implied volatity was 11.73, the open interest changed by -69 which decreased total open position to 397
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 378.1, which was 114.6 higher than the previous day. The implied volatity was 10.49, the open interest changed by 59 which increased total open position to 466
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 262.3, which was 38.3 higher than the previous day. The implied volatity was 12.61, the open interest changed by 83 which increased total open position to 407
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 232.9, which was 128.75 higher than the previous day. The implied volatity was 12.31, the open interest changed by 240 which increased total open position to 324
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 106.85, which was 28.9 higher than the previous day. The implied volatity was 12.07, the open interest changed by 14 which increased total open position to 84
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 76.95, which was -45.6 lower than the previous day. The implied volatity was 10.77, the open interest changed by 48 which increased total open position to 70
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 121.65, which was -26.2 lower than the previous day. The implied volatity was 11.64, the open interest changed by 13 which increased total open position to 22
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 147.85, which was -55.5 lower than the previous day. The implied volatity was 11.73, the open interest changed by 9 which increased total open position to 9
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 203.35, 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 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 203.35, which was 54.35 higher than the previous day. The implied volatity was 12.60, the open interest changed by 4 which increased total open position to 10
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 149, which was 64.35 higher than the previous day. The implied volatity was 10.09, the open interest changed by 6 which increased total open position to 6
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 84.65, which was -360.45 lower than the previous day. The implied volatity was 9.39, 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 445.1, which was 0 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 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 445.1, which was 0 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 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 445.1, which was 0 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 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 445.1, which was 0 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 Feb NIFTY was trading at 22547.55. The strike last trading price was 445.1, which was 0 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 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 445.1, which was 0 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 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 445.1, which was -126.9 lower than the previous day. The implied volatity was 13.47, the open interest changed by 1 which increased total open position to 1
| NIFTY 03APR2025 22950 PE | |||||||
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Delta: -0.20
Vega: 4.81
Theta: -19.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 33 | 19.95 | 17.05 | 6,78,134 | 6,405 | 18,439 |
| 28 Mar | 23519.35 | 12.75 | -4.55 | 13.40 | 2,55,871 | 6,936 | 12,034 |
| 27 Mar | 23591.95 | 15 | -13.05 | 14.73 | 28,102 | 2,276 | 5,098 |
| 26 Mar | 23486.85 | 27.05 | 3.65 | 13.81 | 16,914 | 1,302 | 2,822 |
| 25 Mar | 23668.65 | 28 | -0.4 | 15.49 | 9,978 | 212 | 1,520 |
| 24 Mar | 23658.35 | 27 | -26.5 | 15.59 | 6,884 | 76 | 1,308 |
| 21 Mar | 23350.40 | 51.2 | -41.9 | 12.14 | 10,432 | 450 | 1,232 |
| 20 Mar | 23190.65 | 94 | -99.25 | 11.80 | 4,221 | 143 | 782 |
| 19 Mar | 22907.60 | 192.4 | -36.8 | 11.84 | 1,935 | 455 | 639 |
| 18 Mar | 22834.30 | 221.6 | -204.6 | 11.51 | 810 | 130 | 184 |
| 17 Mar | 22508.75 | 426.3 | -105.1 | 11.51 | 106 | 54 | 54 |
| 13 Mar | 22397.20 | 531.4 | 0 | 0.00 | 0 | 1 | 0 |
| 12 Mar | 22470.50 | 531.4 | 111.35 | 14.86 | 2 | 1 | 1 |
| 11 Mar | 22497.90 | 420.05 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 420.05 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 420.05 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 22544.70 | 420.05 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 420.05 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 420.05 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 420.05 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 22124.70 | 420.05 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 22545.05 | 420.05 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 420.05 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 420.05 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 420.05 | 0 | 0.25 | 0 | 0 | 0 |
For Nifty - strike price 22950 expiring on 03APR2025
Delta for 22950 PE is -0.20
Historical price for 22950 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 33, which was 19.95 higher than the previous day. The implied volatity was 17.05, the open interest changed by 6405 which increased total open position to 18439
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 12.75, which was -4.55 lower than the previous day. The implied volatity was 13.40, the open interest changed by 6936 which increased total open position to 12034
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 15, which was -13.05 lower than the previous day. The implied volatity was 14.73, the open interest changed by 2276 which increased total open position to 5098
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 27.05, which was 3.65 higher than the previous day. The implied volatity was 13.81, the open interest changed by 1302 which increased total open position to 2822
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 28, which was -0.4 lower than the previous day. The implied volatity was 15.49, the open interest changed by 212 which increased total open position to 1520
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 27, which was -26.5 lower than the previous day. The implied volatity was 15.59, the open interest changed by 76 which increased total open position to 1308
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 51.2, which was -41.9 lower than the previous day. The implied volatity was 12.14, the open interest changed by 450 which increased total open position to 1232
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 94, which was -99.25 lower than the previous day. The implied volatity was 11.80, the open interest changed by 143 which increased total open position to 782
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 192.4, which was -36.8 lower than the previous day. The implied volatity was 11.84, the open interest changed by 455 which increased total open position to 639
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 221.6, which was -204.6 lower than the previous day. The implied volatity was 11.51, the open interest changed by 130 which increased total open position to 184
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 426.3, which was -105.1 lower than the previous day. The implied volatity was 11.51, the open interest changed by 54 which increased total open position to 54
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 531.4, which was 0 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 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 531.4, which was 111.35 higher than the previous day. The implied volatity was 14.86, the open interest changed by 1 which increased total open position to 1
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 420.05, 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 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 420.05, 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 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 420.05, 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 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 420.05, 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 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 420.05, 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 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 420.05, 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 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 420.05, 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 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 420.05, 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 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 420.05, 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 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 420.05, 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 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 420.05, 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 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 420.05, which was 0 lower than the previous day. The implied volatity was 0.25, the open interest changed by 0 which decreased total open position to 0
