NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 12:56 PM IST
| NIFTY 09APR2025 23050 CE | ||||||||||
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Delta: 0.40
Vega: 10.47
Theta: -12.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 22946.85 | 74.15 | -204.7 | 9.72 | 8,99,332 | 46,238 | 47,429 | |||
| 3 Apr | 23250.10 | 276.3 | -100.4 | 11.02 | 5,051 | 680 | 1,191 | |||
| 2 Apr | 23332.35 | 372.8 | 72.35 | 12.55 | 1,876 | -239 | 511 | |||
| 1 Apr | 23165.70 | 296.7 | -275.5 | 14.18 | 1,948 | 714 | 750 | |||
| 28 Mar | 23519.35 | 554.15 | -125.8 | 11.33 | 32 | 8 | 36 | |||
| 27 Mar | 23591.95 | 679.95 | -230.05 | 13.85 | 4 | 28 | 28 | |||
| 26 Mar | 23486.85 | 910 | 0 | 0.00 | 0 | -3 | 0 | |||
| 25 Mar | 23668.65 | 910 | 142.05 | 27.69 | 1 | -3 | 29 | |||
| 24 Mar | 23658.35 | 767.95 | 246.75 | 13.31 | 19 | 2 | 32 | |||
| 21 Mar | 23350.40 | 528.05 | 127.4 | 12.60 | 17 | 25 | 30 | |||
| 20 Mar | 23190.65 | 400.65 | 217.9 | 12.19 | 18 | 5 | 5 | |||
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| 19 Mar | 22907.60 | 182.75 | 0 | 0.00 | 0 | 2 | 0 | |||
| 18 Mar | 22834.30 | 182.75 | 43.1 | 9.55 | 5 | 2 | 3 | |||
| 17 Mar | 22508.75 | 139.65 | -147.6 | 12.96 | 4 | 1 | 1 | |||
| 13 Mar | 22397.20 | 287.25 | 0 | 2.02 | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 287.25 | 0 | 1.62 | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 287.25 | 0 | 1.36 | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 287.25 | 0 | 1.62 | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 287.25 | 0 | 1.12 | 0 | 0 | 0 | |||
For Nifty - strike price 23050 expiring on 09APR2025
Delta for 23050 CE is 0.40
Historical price for 23050 CE is as follows
On 4 Apr NIFTY was trading at 22946.85. The strike last trading price was 74.15, which was -204.7 lower than the previous day. The implied volatity was 9.72, the open interest changed by 46238 which increased total open position to 47429
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 276.3, which was -100.4 lower than the previous day. The implied volatity was 11.02, the open interest changed by 680 which increased total open position to 1191
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 372.8, which was 72.35 higher than the previous day. The implied volatity was 12.55, the open interest changed by -239 which decreased total open position to 511
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 296.7, which was -275.5 lower than the previous day. The implied volatity was 14.18, the open interest changed by 714 which increased total open position to 750
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 554.15, which was -125.8 lower than the previous day. The implied volatity was 11.33, the open interest changed by 8 which increased total open position to 36
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 679.95, which was -230.05 lower than the previous day. The implied volatity was 13.85, the open interest changed by 28 which increased total open position to 28
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 910, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 910, which was 142.05 higher than the previous day. The implied volatity was 27.69, the open interest changed by -3 which decreased total open position to 29
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 767.95, which was 246.75 higher than the previous day. The implied volatity was 13.31, the open interest changed by 2 which increased total open position to 32
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 528.05, which was 127.4 higher than the previous day. The implied volatity was 12.60, the open interest changed by 25 which increased total open position to 30
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 400.65, which was 217.9 higher than the previous day. The implied volatity was 12.19, the open interest changed by 5 which increased total open position to 5
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 182.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 182.75, which was 43.1 higher than the previous day. The implied volatity was 9.55, the open interest changed by 2 which increased total open position to 3
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 139.65, which was -147.6 lower than the previous day. The implied volatity was 12.96, the open interest changed by 1 which increased total open position to 1
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 287.25, which was 0 lower than the previous day. The implied volatity was 2.02, 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 287.25, which was 0 lower than the previous day. The implied volatity was 1.62, 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 287.25, which was 0 lower than the previous day. The implied volatity was 1.36, 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 287.25, which was 0 lower than the previous day. The implied volatity was 1.62, 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 287.25, which was 0 lower than the previous day. The implied volatity was 1.12, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09APR2025 23050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.57
Vega: 10.67
Theta: -11.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 22946.85 | 191.3 | 106.85 | 14.19 | 8,40,228 | 7,321 | 16,009 |
| 3 Apr | 23250.10 | 86.65 | 11.1 | 15.09 | 62,146 | 5,230 | 8,688 |
| 2 Apr | 23332.35 | 76.3 | -36.25 | 15.45 | 24,611 | 1,702 | 3,458 |
| 1 Apr | 23165.70 | 116 | 64.65 | 14.15 | 19,453 | 1,129 | 1,756 |
| 28 Mar | 23519.35 | 51.75 | -2.7 | 13.15 | 5,177 | 326 | 627 |
| 27 Mar | 23591.95 | 50.95 | -24.65 | 14.25 | 788 | 87 | 301 |
| 26 Mar | 23486.85 | 79.7 | 21.55 | 14.14 | 587 | 92 | 214 |
| 25 Mar | 23668.65 | 65.65 | 0.65 | 14.76 | 269 | 34 | 122 |
| 24 Mar | 23658.35 | 62.5 | -48.9 | 15.03 | 423 | 5 | 88 |
| 21 Mar | 23350.40 | 109.55 | -57.35 | 12.85 | 213 | 30 | 83 |
| 20 Mar | 23190.65 | 167 | -471.7 | 12.59 | 102 | 53 | 53 |
| 19 Mar | 22907.60 | 638.7 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 638.7 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 638.7 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 638.7 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 638.7 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 638.7 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 638.7 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 23050 expiring on 09APR2025
Delta for 23050 PE is -0.57
Historical price for 23050 PE is as follows
On 4 Apr NIFTY was trading at 22946.85. The strike last trading price was 191.3, which was 106.85 higher than the previous day. The implied volatity was 14.19, the open interest changed by 7321 which increased total open position to 16009
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 86.65, which was 11.1 higher than the previous day. The implied volatity was 15.09, the open interest changed by 5230 which increased total open position to 8688
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 76.3, which was -36.25 lower than the previous day. The implied volatity was 15.45, the open interest changed by 1702 which increased total open position to 3458
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 116, which was 64.65 higher than the previous day. The implied volatity was 14.15, the open interest changed by 1129 which increased total open position to 1756
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 51.75, which was -2.7 lower than the previous day. The implied volatity was 13.15, the open interest changed by 326 which increased total open position to 627
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 50.95, which was -24.65 lower than the previous day. The implied volatity was 14.25, the open interest changed by 87 which increased total open position to 301
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 79.7, which was 21.55 higher than the previous day. The implied volatity was 14.14, the open interest changed by 92 which increased total open position to 214
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 65.65, which was 0.65 higher than the previous day. The implied volatity was 14.76, the open interest changed by 34 which increased total open position to 122
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 62.5, which was -48.9 lower than the previous day. The implied volatity was 15.03, the open interest changed by 5 which increased total open position to 88
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 109.55, which was -57.35 lower than the previous day. The implied volatity was 12.85, the open interest changed by 30 which increased total open position to 83
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 167, which was -471.7 lower than the previous day. The implied volatity was 12.59, the open interest changed by 53 which increased total open position to 53
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 638.7, 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
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 638.7, 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
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 638.7, 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
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 638.7, 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
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 638.7, 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
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 638.7, 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
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 638.7, 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
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
