NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 23050 CE | ||||||||||
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Delta: 0.69
Vega: 6.08
Theta: -30.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 202.6 | -300.5 | 17.28 | 66,083 | 4,697 | 5,408 | |||
| 28 Mar | 23519.35 | 508.45 | -135.9 | 14.05 | 1,137 | -76 | 711 | |||
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| 27 Mar | 23591.95 | 666.25 | 97.45 | 20.96 | 272 | 62 | 787 | |||
| 26 Mar | 23486.85 | 562.3 | -177.5 | 19.54 | 108 | 16 | 725 | |||
| 25 Mar | 23668.65 | 739.8 | 22.15 | 24.09 | 105 | -16 | 709 | |||
| 24 Mar | 23658.35 | 742.85 | 290.65 | 17.64 | 305 | -112 | 725 | |||
| 21 Mar | 23350.40 | 447.55 | 133.8 | 11.21 | 1,391 | -102 | 837 | |||
| 20 Mar | 23190.65 | 312.05 | 104.75 | 10.72 | 3,818 | 536 | 939 | |||
| 19 Mar | 22907.60 | 207.6 | 36.95 | 12.33 | 1,331 | 101 | 403 | |||
| 18 Mar | 22834.30 | 178.9 | 102.7 | 11.86 | 962 | 186 | 302 | |||
| 17 Mar | 22508.75 | 76.95 | 20.9 | 11.78 | 353 | 1 | 116 | |||
| 13 Mar | 22397.20 | 54.4 | -37.45 | 10.57 | 149 | 74 | 115 | |||
| 12 Mar | 22470.50 | 91 | -28.55 | 11.40 | 36 | 17 | 41 | |||
| 11 Mar | 22497.90 | 119.55 | 12.35 | 11.82 | 29 | -11 | 24 | |||
| 10 Mar | 22460.30 | 105.25 | -43.8 | 11.88 | 12 | 14 | 35 | |||
| 7 Mar | 22552.50 | 148.1 | 73.1 | 11.66 | 45 | 21 | 21 | |||
| 6 Mar | 22544.70 | 75 | 0 | 0.00 | 0 | 8 | 0 | |||
| 5 Mar | 22337.30 | 75 | 5.05 | 10.03 | 17 | 8 | 16 | |||
| 4 Mar | 22082.65 | 69.95 | -9.2 | 12.43 | 1 | 4 | 8 | |||
| 3 Mar | 22119.30 | 78.9 | -59.2 | 12.03 | 10 | 3 | 4 | |||
| 28 Feb | 22124.70 | 138.1 | -382.1 | 14.46 | 2 | 1 | 1 | |||
| 27 Feb | 22545.05 | 520.2 | 0 | 1.15 | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 520.2 | 0 | 1.01 | 0 | 0 | 0 | |||
| 24 Feb | 22553.35 | 520.2 | 0 | 0.90 | 0 | 0 | 0 | |||
| 21 Feb | 22795.90 | 520.2 | 0 | 0.11 | 0 | 0 | 0 | |||
For Nifty - strike price 23050 expiring on 03APR2025
Delta for 23050 CE is 0.69
Historical price for 23050 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 202.6, which was -300.5 lower than the previous day. The implied volatity was 17.28, the open interest changed by 4697 which increased total open position to 5408
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 508.45, which was -135.9 lower than the previous day. The implied volatity was 14.05, the open interest changed by -76 which decreased total open position to 711
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 666.25, which was 97.45 higher than the previous day. The implied volatity was 20.96, the open interest changed by 62 which increased total open position to 787
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 562.3, which was -177.5 lower than the previous day. The implied volatity was 19.54, the open interest changed by 16 which increased total open position to 725
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 739.8, which was 22.15 higher than the previous day. The implied volatity was 24.09, the open interest changed by -16 which decreased total open position to 709
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 742.85, which was 290.65 higher than the previous day. The implied volatity was 17.64, the open interest changed by -112 which decreased total open position to 725
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 447.55, which was 133.8 higher than the previous day. The implied volatity was 11.21, the open interest changed by -102 which decreased total open position to 837
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 312.05, which was 104.75 higher than the previous day. The implied volatity was 10.72, the open interest changed by 536 which increased total open position to 939
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 207.6, which was 36.95 higher than the previous day. The implied volatity was 12.33, the open interest changed by 101 which increased total open position to 403
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 178.9, which was 102.7 higher than the previous day. The implied volatity was 11.86, the open interest changed by 186 which increased total open position to 302
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 76.95, which was 20.9 higher than the previous day. The implied volatity was 11.78, the open interest changed by 1 which increased total open position to 116
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 54.4, which was -37.45 lower than the previous day. The implied volatity was 10.57, the open interest changed by 74 which increased total open position to 115
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 91, which was -28.55 lower than the previous day. The implied volatity was 11.40, the open interest changed by 17 which increased total open position to 41
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 119.55, which was 12.35 higher than the previous day. The implied volatity was 11.82, the open interest changed by -11 which decreased total open position to 24
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 105.25, which was -43.8 lower than the previous day. The implied volatity was 11.88, the open interest changed by 14 which increased total open position to 35
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 148.1, which was 73.1 higher than the previous day. The implied volatity was 11.66, the open interest changed by 21 which increased total open position to 21
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 75, which was 5.05 higher than the previous day. The implied volatity was 10.03, the open interest changed by 8 which increased total open position to 16
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 69.95, which was -9.2 lower than the previous day. The implied volatity was 12.43, the open interest changed by 4 which increased total open position to 8
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 78.9, which was -59.2 lower than the previous day. The implied volatity was 12.03, the open interest changed by 3 which increased total open position to 4
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 138.1, which was -382.1 lower than the previous day. The implied volatity was 14.46, the open interest changed by 1 which increased total open position to 1
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 520.2, which was 0 lower than the previous day. The implied volatity was 1.15, 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 520.2, which was 0 lower than the previous day. The implied volatity was 1.01, 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 520.2, which was 0 lower than the previous day. The implied volatity was 0.90, 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 520.2, which was 0 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0
| NIFTY 03APR2025 23050 PE | |||||||
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Delta: -0.30
Vega: 5.96
Theta: -21.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 52.4 | 35.35 | 16.00 | 8,19,978 | 8,926 | 24,958 |
| 28 Mar | 23519.35 | 16.5 | -6.15 | 12.37 | 3,63,653 | 10,027 | 16,032 |
| 27 Mar | 23591.95 | 21.5 | -15.6 | 14.32 | 32,483 | 3,457 | 6,005 |
| 26 Mar | 23486.85 | 39 | 9.4 | 13.55 | 24,220 | 400 | 2,548 |
| 25 Mar | 23668.65 | 34 | -1.9 | 14.69 | 10,669 | 245 | 2,148 |
| 24 Mar | 23658.35 | 34 | -35.55 | 15.06 | 12,230 | 291 | 1,903 |
| 21 Mar | 23350.40 | 68.25 | -52.4 | 11.86 | 10,896 | 208 | 1,612 |
| 20 Mar | 23190.65 | 121 | -115.65 | 11.50 | 5,217 | 1,132 | 1,404 |
| 19 Mar | 22907.60 | 236.15 | -45.1 | 11.51 | 500 | 125 | 272 |
| 18 Mar | 22834.30 | 275.7 | -191.7 | 11.60 | 208 | 147 | 147 |
| 17 Mar | 22508.75 | 467.4 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 467.4 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 467.4 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 467.4 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 467.4 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 467.4 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 22544.70 | 467.4 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 467.4 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 467.4 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 467.4 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 22124.70 | 467.4 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 22545.05 | 467.4 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 467.4 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 467.4 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 467.4 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 23050 expiring on 03APR2025
Delta for 23050 PE is -0.30
Historical price for 23050 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 52.4, which was 35.35 higher than the previous day. The implied volatity was 16.00, the open interest changed by 8926 which increased total open position to 24958
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 16.5, which was -6.15 lower than the previous day. The implied volatity was 12.37, the open interest changed by 10027 which increased total open position to 16032
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 21.5, which was -15.6 lower than the previous day. The implied volatity was 14.32, the open interest changed by 3457 which increased total open position to 6005
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 39, which was 9.4 higher than the previous day. The implied volatity was 13.55, the open interest changed by 400 which increased total open position to 2548
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 34, which was -1.9 lower than the previous day. The implied volatity was 14.69, the open interest changed by 245 which increased total open position to 2148
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 34, which was -35.55 lower than the previous day. The implied volatity was 15.06, the open interest changed by 291 which increased total open position to 1903
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 68.25, which was -52.4 lower than the previous day. The implied volatity was 11.86, the open interest changed by 208 which increased total open position to 1612
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 121, which was -115.65 lower than the previous day. The implied volatity was 11.50, the open interest changed by 1132 which increased total open position to 1404
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 236.15, which was -45.1 lower than the previous day. The implied volatity was 11.51, the open interest changed by 125 which increased total open position to 272
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 275.7, which was -191.7 lower than the previous day. The implied volatity was 11.60, the open interest changed by 147 which increased total open position to 147
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 467.4, 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 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 467.4, 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 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 467.4, 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 467.4, 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 467.4, 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 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 467.4, 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 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 467.4, 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 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 467.4, 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 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 467.4, 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 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 467.4, 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 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 467.4, 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 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 467.4, 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 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 467.4, 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 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 467.4, 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 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 467.4, 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
