NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 23000 CE | ||||||||||
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Delta: 0.73
Vega: 5.63
Theta: -30.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 243.15 | -312.45 | 18.17 | 1,64,154 | 3,905 | 16,174 | |||
| 28 Mar | 23519.35 | 554.1 | -132.9 | 14.32 | 23,613 | 740 | 12,269 | |||
| 27 Mar | 23591.95 | 711.35 | 102.95 | 21.49 | 8,689 | 1,051 | 11,529 | |||
| 26 Mar | 23486.85 | 604.45 | -181.55 | 19.93 | 8,971 | 724 | 10,478 | |||
| 25 Mar | 23668.65 | 742.25 | -33.15 | 20.71 | 8,571 | 733 | 9,754 | |||
| 24 Mar | 23658.35 | 793.4 | 302.3 | 18.58 | 8,798 | -18 | 9,021 | |||
| 21 Mar | 23350.40 | 488.55 | 136.2 | 11.32 | 13,017 | 1,475 | 9,039 | |||
| 20 Mar | 23190.65 | 346 | 111.3 | 10.73 | 31,353 | 161 | 7,564 | |||
| 19 Mar | 22907.60 | 234.1 | 34.8 | 12.47 | 14,986 | 1,793 | 7,403 | |||
| 18 Mar | 22834.30 | 203 | 113.8 | 11.98 | 17,929 | 2,682 | 5,610 | |||
| 17 Mar | 22508.75 | 91 | 24.3 | 11.92 | 11,040 | 1,191 | 2,928 | |||
| 13 Mar | 22397.20 | 63.6 | -43.25 | 10.57 | 3,819 | 977 | 1,737 | |||
| 12 Mar | 22470.50 | 105.3 | -26.45 | 11.50 | 1,503 | 260 | 760 | |||
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| 11 Mar | 22497.90 | 136 | 17.25 | 11.92 | 608 | 12 | 500 | |||
| 10 Mar | 22460.30 | 117.45 | -55.65 | 11.85 | 1,147 | 10 | 488 | |||
| 7 Mar | 22552.50 | 166.55 | -0.15 | 11.77 | 611 | -34 | 478 | |||
| 6 Mar | 22544.70 | 168.7 | 50.1 | 11.68 | 1,186 | 30 | 512 | |||
| 5 Mar | 22337.30 | 120.5 | 50.55 | 11.76 | 776 | 143 | 482 | |||
| 4 Mar | 22082.65 | 69.95 | -16.35 | 11.93 | 297 | 129 | 339 | |||
| 3 Mar | 22119.30 | 84.65 | -19.6 | 11.84 | 309 | 77 | 210 | |||
| 28 Feb | 22124.70 | 103.5 | -116.5 | 12.26 | 381 | 64 | 133 | |||
| 27 Feb | 22545.05 | 220 | -28.65 | 12.10 | 47 | 37 | 69 | |||
| 25 Feb | 22547.55 | 244.3 | -50.85 | 12.24 | 38 | 28 | 32 | |||
| 24 Feb | 22553.35 | 295.15 | -250.55 | 13.41 | 5 | 4 | 4 | |||
| 21 Feb | 22795.90 | 545.7 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 23000 expiring on 03APR2025
Delta for 23000 CE is 0.73
Historical price for 23000 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 243.15, which was -312.45 lower than the previous day. The implied volatity was 18.17, the open interest changed by 3905 which increased total open position to 16174
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 554.1, which was -132.9 lower than the previous day. The implied volatity was 14.32, the open interest changed by 740 which increased total open position to 12269
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 711.35, which was 102.95 higher than the previous day. The implied volatity was 21.49, the open interest changed by 1051 which increased total open position to 11529
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 604.45, which was -181.55 lower than the previous day. The implied volatity was 19.93, the open interest changed by 724 which increased total open position to 10478
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 742.25, which was -33.15 lower than the previous day. The implied volatity was 20.71, the open interest changed by 733 which increased total open position to 9754
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 793.4, which was 302.3 higher than the previous day. The implied volatity was 18.58, the open interest changed by -18 which decreased total open position to 9021
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 488.55, which was 136.2 higher than the previous day. The implied volatity was 11.32, the open interest changed by 1475 which increased total open position to 9039
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 346, which was 111.3 higher than the previous day. The implied volatity was 10.73, the open interest changed by 161 which increased total open position to 7564
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 234.1, which was 34.8 higher than the previous day. The implied volatity was 12.47, the open interest changed by 1793 which increased total open position to 7403
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 203, which was 113.8 higher than the previous day. The implied volatity was 11.98, the open interest changed by 2682 which increased total open position to 5610
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 91, which was 24.3 higher than the previous day. The implied volatity was 11.92, the open interest changed by 1191 which increased total open position to 2928
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 63.6, which was -43.25 lower than the previous day. The implied volatity was 10.57, the open interest changed by 977 which increased total open position to 1737
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 105.3, which was -26.45 lower than the previous day. The implied volatity was 11.50, the open interest changed by 260 which increased total open position to 760
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 136, which was 17.25 higher than the previous day. The implied volatity was 11.92, the open interest changed by 12 which increased total open position to 500
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 117.45, which was -55.65 lower than the previous day. The implied volatity was 11.85, the open interest changed by 10 which increased total open position to 488
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 166.55, which was -0.15 lower than the previous day. The implied volatity was 11.77, the open interest changed by -34 which decreased total open position to 478
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 168.7, which was 50.1 higher than the previous day. The implied volatity was 11.68, the open interest changed by 30 which increased total open position to 512
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 120.5, which was 50.55 higher than the previous day. The implied volatity was 11.76, the open interest changed by 143 which increased total open position to 482
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 69.95, which was -16.35 lower than the previous day. The implied volatity was 11.93, the open interest changed by 129 which increased total open position to 339
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 84.65, which was -19.6 lower than the previous day. The implied volatity was 11.84, the open interest changed by 77 which increased total open position to 210
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 103.5, which was -116.5 lower than the previous day. The implied volatity was 12.26, the open interest changed by 64 which increased total open position to 133
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 220, which was -28.65 lower than the previous day. The implied volatity was 12.10, the open interest changed by 37 which increased total open position to 69
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 244.3, which was -50.85 lower than the previous day. The implied volatity was 12.24, the open interest changed by 28 which increased total open position to 32
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 295.15, which was -250.55 lower than the previous day. The implied volatity was 13.41, the open interest changed by 4 which increased total open position to 4
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 545.7, 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
| NIFTY 03APR2025 23000 PE | |||||||
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Delta: -0.25
Vega: 5.41
Theta: -20.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 41.85 | 26.85 | 16.57 | 22,90,297 | 29,937 | 1,01,078 |
| 28 Mar | 23519.35 | 14.6 | -5.15 | 12.92 | 10,44,219 | 16,342 | 71,141 |
| 27 Mar | 23591.95 | 17.55 | -14.75 | 14.44 | 2,10,021 | 18,266 | 54,799 |
| 26 Mar | 23486.85 | 34 | 7.4 | 13.87 | 1,46,145 | 4,657 | 36,533 |
| 25 Mar | 23668.65 | 29.35 | -2.3 | 14.88 | 98,026 | 6,259 | 31,876 |
| 24 Mar | 23658.35 | 30.45 | -30.1 | 15.37 | 94,079 | 6,240 | 25,617 |
| 21 Mar | 23350.40 | 58.45 | -47.25 | 11.94 | 86,471 | 8,729 | 19,377 |
| 20 Mar | 23190.65 | 107.7 | -106.3 | 11.71 | 40,656 | 5,974 | 10,648 |
| 19 Mar | 22907.60 | 211 | -40.95 | 11.55 | 12,156 | 394 | 4,674 |
| 18 Mar | 22834.30 | 242.4 | -214 | 11.23 | 8,455 | 2,581 | 4,280 |
| 17 Mar | 22508.75 | 451.25 | -113.5 | 10.74 | 2,266 | 143 | 1,699 |
| 13 Mar | 22397.20 | 576.15 | 41.15 | 12.27 | 1,819 | 1,411 | 1,556 |
| 12 Mar | 22470.50 | 535 | 19.85 | 13.41 | 188 | 58 | 145 |
| 11 Mar | 22497.90 | 503.95 | -48.15 | 13.55 | 173 | -10 | 87 |
| 10 Mar | 22460.30 | 556.25 | 119.75 | 13.28 | 264 | 42 | 97 |
| 7 Mar | 22552.50 | 436.5 | -238.05 | 10.77 | 56 | 55 | 55 |
| 6 Mar | 22544.70 | 674.55 | 0 | 0.00 | 0 | 1 | 0 |
| 5 Mar | 22337.30 | 674.55 | 0 | 0.00 | 0 | 1 | 0 |
| 4 Mar | 22082.65 | 674.55 | 0 | 0.00 | 0 | 1 | 0 |
| 3 Mar | 22119.30 | 674.55 | -100.45 | 6.67 | 1 | 1 | 21 |
| 28 Feb | 22124.70 | 775 | 279.15 | 12.81 | 7 | 7 | 20 |
| 27 Feb | 22545.05 | 495.85 | 28.7 | 12.28 | 9 | 8 | 13 |
| 25 Feb | 22547.55 | 467.15 | 47.15 | 11.56 | 2 | 5 | 5 |
| 24 Feb | 22553.35 | 420 | 0 | 0.00 | 0 | 4 | 0 |
| 21 Feb | 22795.90 | 420 | -23.35 | 14.13 | 6 | 4 | 4 |
For Nifty - strike price 23000 expiring on 03APR2025
Delta for 23000 PE is -0.25
Historical price for 23000 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 41.85, which was 26.85 higher than the previous day. The implied volatity was 16.57, the open interest changed by 29937 which increased total open position to 101078
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 14.6, which was -5.15 lower than the previous day. The implied volatity was 12.92, the open interest changed by 16342 which increased total open position to 71141
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 17.55, which was -14.75 lower than the previous day. The implied volatity was 14.44, the open interest changed by 18266 which increased total open position to 54799
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 34, which was 7.4 higher than the previous day. The implied volatity was 13.87, the open interest changed by 4657 which increased total open position to 36533
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 29.35, which was -2.3 lower than the previous day. The implied volatity was 14.88, the open interest changed by 6259 which increased total open position to 31876
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 30.45, which was -30.1 lower than the previous day. The implied volatity was 15.37, the open interest changed by 6240 which increased total open position to 25617
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 58.45, which was -47.25 lower than the previous day. The implied volatity was 11.94, the open interest changed by 8729 which increased total open position to 19377
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 107.7, which was -106.3 lower than the previous day. The implied volatity was 11.71, the open interest changed by 5974 which increased total open position to 10648
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 211, which was -40.95 lower than the previous day. The implied volatity was 11.55, the open interest changed by 394 which increased total open position to 4674
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 242.4, which was -214 lower than the previous day. The implied volatity was 11.23, the open interest changed by 2581 which increased total open position to 4280
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 451.25, which was -113.5 lower than the previous day. The implied volatity was 10.74, the open interest changed by 143 which increased total open position to 1699
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 576.15, which was 41.15 higher than the previous day. The implied volatity was 12.27, the open interest changed by 1411 which increased total open position to 1556
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 535, which was 19.85 higher than the previous day. The implied volatity was 13.41, the open interest changed by 58 which increased total open position to 145
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 503.95, which was -48.15 lower than the previous day. The implied volatity was 13.55, the open interest changed by -10 which decreased total open position to 87
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 556.25, which was 119.75 higher than the previous day. The implied volatity was 13.28, the open interest changed by 42 which increased total open position to 97
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 436.5, which was -238.05 lower than the previous day. The implied volatity was 10.77, the open interest changed by 55 which increased total open position to 55
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 674.55, 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 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 674.55, 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 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 674.55, 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 674.55, which was -100.45 lower than the previous day. The implied volatity was 6.67, the open interest changed by 1 which increased total open position to 21
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 775, which was 279.15 higher than the previous day. The implied volatity was 12.81, the open interest changed by 7 which increased total open position to 20
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 495.85, which was 28.7 higher than the previous day. The implied volatity was 12.28, the open interest changed by 8 which increased total open position to 13
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 467.15, which was 47.15 higher than the previous day. The implied volatity was 11.56, the open interest changed by 5 which increased total open position to 5
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 420, 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 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 420, which was -23.35 lower than the previous day. The implied volatity was 14.13, the open interest changed by 4 which increased total open position to 4
