NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 23000 CE | ||||||||||
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Delta: 0.81
Vega: 8.17
Theta: -12.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 315 | -99.55 | 10.99 | 47,891 | 14,004 | 18,554 | |||
| 2 Apr | 23332.35 | 417.15 | 80.6 | 13.04 | 14,887 | 952 | 4,550 | |||
| 1 Apr | 23165.70 | 333.1 | -278.95 | 14.46 | 13,628 | 2,450 | 3,598 | |||
| 28 Mar | 23519.35 | 609.5 | -133.2 | 12.68 | 1,795 | -57 | 1,148 | |||
| 27 Mar | 23591.95 | 763.85 | 91 | 17.70 | 886 | 277 | 1,205 | |||
| 26 Mar | 23486.85 | 664 | -173.95 | 17.29 | 297 | 62 | 928 | |||
| 25 Mar | 23668.65 | 803 | -35.2 | 18.37 | 602 | 156 | 866 | |||
| 24 Mar | 23658.35 | 852.2 | 294.15 | 16.97 | 836 | -108 | 710 | |||
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| 21 Mar | 23350.40 | 562.05 | 136.7 | 12.25 | 1,524 | 304 | 818 | |||
| 20 Mar | 23190.65 | 418.4 | 113.15 | 11.43 | 1,508 | -8 | 514 | |||
| 19 Mar | 22907.60 | 303.7 | 36.6 | 12.84 | 717 | 1 | 522 | |||
| 18 Mar | 22834.30 | 275.4 | 129.05 | 12.66 | 1,325 | 233 | 521 | |||
| 17 Mar | 22508.75 | 149 | 34.9 | 12.67 | 609 | 136 | 288 | |||
| 13 Mar | 22397.20 | 108 | -46.75 | 11.26 | 154 | 62 | 152 | |||
| 12 Mar | 22470.50 | 155 | -25.8 | 11.99 | 119 | 80 | 90 | |||
| 11 Mar | 22497.90 | 185 | -20 | 12.20 | 22 | -2 | 10 | |||
| 10 Mar | 22460.30 | 205 | -100.85 | 13.92 | 13 | 12 | 12 | |||
| 7 Mar | 22552.50 | 305.85 | 0 | 0.94 | 0 | 0 | 0 | |||
For Nifty - strike price 23000 expiring on 09APR2025
Delta for 23000 CE is 0.81
Historical price for 23000 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 315, which was -99.55 lower than the previous day. The implied volatity was 10.99, the open interest changed by 14004 which increased total open position to 18554
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 417.15, which was 80.6 higher than the previous day. The implied volatity was 13.04, the open interest changed by 952 which increased total open position to 4550
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 333.1, which was -278.95 lower than the previous day. The implied volatity was 14.46, the open interest changed by 2450 which increased total open position to 3598
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 609.5, which was -133.2 lower than the previous day. The implied volatity was 12.68, the open interest changed by -57 which decreased total open position to 1148
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 763.85, which was 91 higher than the previous day. The implied volatity was 17.70, the open interest changed by 277 which increased total open position to 1205
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 664, which was -173.95 lower than the previous day. The implied volatity was 17.29, the open interest changed by 62 which increased total open position to 928
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 803, which was -35.2 lower than the previous day. The implied volatity was 18.37, the open interest changed by 156 which increased total open position to 866
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 852.2, which was 294.15 higher than the previous day. The implied volatity was 16.97, the open interest changed by -108 which decreased total open position to 710
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 562.05, which was 136.7 higher than the previous day. The implied volatity was 12.25, the open interest changed by 304 which increased total open position to 818
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 418.4, which was 113.15 higher than the previous day. The implied volatity was 11.43, the open interest changed by -8 which decreased total open position to 514
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 303.7, which was 36.6 higher than the previous day. The implied volatity was 12.84, the open interest changed by 1 which increased total open position to 522
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 275.4, which was 129.05 higher than the previous day. The implied volatity was 12.66, the open interest changed by 233 which increased total open position to 521
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 149, which was 34.9 higher than the previous day. The implied volatity was 12.67, the open interest changed by 136 which increased total open position to 288
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 108, which was -46.75 lower than the previous day. The implied volatity was 11.26, the open interest changed by 62 which increased total open position to 152
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 155, which was -25.8 lower than the previous day. The implied volatity was 11.99, the open interest changed by 80 which increased total open position to 90
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 185, which was -20 lower than the previous day. The implied volatity was 12.20, the open interest changed by -2 which decreased total open position to 10
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 205, which was -100.85 lower than the previous day. The implied volatity was 13.92, the open interest changed by 12 which increased total open position to 12
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 305.85, which was 0 lower than the previous day. The implied volatity was 0.94, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09APR2025 23000 PE | |||||||
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Delta: -0.26
Vega: 9.75
Theta: -10.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 73.75 | 7.8 | 15.24 | 4,03,623 | 46,010 | 86,857 |
| 2 Apr | 23332.35 | 65.55 | -32.15 | 15.60 | 1,61,982 | 23,033 | 40,847 |
| 1 Apr | 23165.70 | 102.65 | 56.5 | 14.44 | 1,36,385 | 7,082 | 17,814 |
| 28 Mar | 23519.35 | 46.2 | -3.1 | 13.42 | 54,511 | 4,837 | 10,732 |
| 27 Mar | 23591.95 | 47.7 | -19.7 | 14.68 | 17,583 | 2,145 | 5,895 |
| 26 Mar | 23486.85 | 70 | 16.3 | 14.20 | 12,628 | 402 | 3,750 |
| 25 Mar | 23668.65 | 57.05 | -2.95 | 14.74 | 15,838 | 74 | 3,348 |
| 24 Mar | 23658.35 | 55.25 | -45.3 | 15.09 | 15,311 | 1,224 | 3,274 |
| 21 Mar | 23350.40 | 101.95 | -50.7 | 13.17 | 6,769 | 583 | 2,050 |
| 20 Mar | 23190.65 | 155.4 | -98 | 12.89 | 3,495 | 1,133 | 1,467 |
| 19 Mar | 22907.60 | 251 | -38.85 | 12.43 | 566 | 271 | 334 |
| 18 Mar | 22834.30 | 289 | -318.6 | 12.55 | 66 | 63 | 63 |
| 17 Mar | 22508.75 | 607.6 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 607.6 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 607.6 | 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 23000 expiring on 09APR2025
Delta for 23000 PE is -0.26
Historical price for 23000 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 73.75, which was 7.8 higher than the previous day. The implied volatity was 15.24, the open interest changed by 46010 which increased total open position to 86857
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 65.55, which was -32.15 lower than the previous day. The implied volatity was 15.60, the open interest changed by 23033 which increased total open position to 40847
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 102.65, which was 56.5 higher than the previous day. The implied volatity was 14.44, the open interest changed by 7082 which increased total open position to 17814
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 46.2, which was -3.1 lower than the previous day. The implied volatity was 13.42, the open interest changed by 4837 which increased total open position to 10732
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 47.7, which was -19.7 lower than the previous day. The implied volatity was 14.68, the open interest changed by 2145 which increased total open position to 5895
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 70, which was 16.3 higher than the previous day. The implied volatity was 14.20, the open interest changed by 402 which increased total open position to 3750
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 57.05, which was -2.95 lower than the previous day. The implied volatity was 14.74, the open interest changed by 74 which increased total open position to 3348
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 55.25, which was -45.3 lower than the previous day. The implied volatity was 15.09, the open interest changed by 1224 which increased total open position to 3274
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 101.95, which was -50.7 lower than the previous day. The implied volatity was 13.17, the open interest changed by 583 which increased total open position to 2050
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 155.4, which was -98 lower than the previous day. The implied volatity was 12.89, the open interest changed by 1133 which increased total open position to 1467
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 251, which was -38.85 lower than the previous day. The implied volatity was 12.43, the open interest changed by 271 which increased total open position to 334
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 289, which was -318.6 lower than the previous day. The implied volatity was 12.55, the open interest changed by 63 which increased total open position to 63
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 607.6, 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 607.6, 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 607.6, 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
