NIFTY
Nifty
Historical option data for NIFTY
28 Apr 2025 10:39 AM IST
| NIFTY 30APR2025 23100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 1.59
Theta: -19.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 28 Apr | 24259.75 | 1185 | 223.3 | 36.54 | 54 | -33 | 1,545 | |||
| 25 Apr | 24039.35 | 939.7 | -239.75 | 21.89 | 536 | -18 | 1,578 | |||
| 24 Apr | 24246.70 | 1178.75 | -90.5 | - | 343 | 92 | 1,596 | |||
| 23 Apr | 24328.95 | 1262.05 | 144.1 | 27.40 | 781 | 661 | 1,504 | |||
| 22 Apr | 24167.25 | 1118 | 22.75 | 21.87 | 140 | 3 | 846 | |||
| 21 Apr | 24125.55 | 1105.1 | 280 | 20.75 | 804 | -297 | 843 | |||
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| 17 Apr | 23851.65 | 820.7 | 318.3 | - | 1,430 | 67 | 1,140 | |||
| 16 Apr | 23437.20 | 500 | 48.3 | 12.70 | 923 | 82 | 1,073 | |||
| 15 Apr | 23328.55 | 463.7 | 140.75 | 13.85 | 1,879 | -159 | 991 | |||
| 11 Apr | 22828.55 | 326.55 | 127.85 | 18.77 | 4,604 | 201 | 1,150 | |||
| 9 Apr | 22399.15 | 198.85 | -49.1 | 19.18 | 1,748 | -149 | 949 | |||
| 8 Apr | 22535.85 | 249.5 | 80.4 | 19.06 | 3,081 | -220 | 1,098 | |||
| 7 Apr | 22161.60 | 190.15 | -68.3 | 20.46 | 3,987 | 110 | 1,318 | |||
| 4 Apr | 22904.45 | 263.65 | -217.8 | 11.23 | 3,427 | 1,073 | 1,208 | |||
| 3 Apr | 23250.10 | 474 | -95.5 | 11.64 | 159 | 26 | 135 | |||
| 2 Apr | 23332.35 | 562.5 | 82.55 | 12.45 | 367 | -35 | 109 | |||
| 1 Apr | 23165.70 | 475.95 | -218.05 | 12.66 | 257 | 117 | 144 | |||
| 28 Mar | 23519.35 | 685.2 | -121.65 | 10.39 | 27 | 0 | 27 | |||
| 27 Mar | 23591.95 | 812.05 | 53.65 | 12.08 | 27 | 19 | 27 | |||
| 26 Mar | 23486.85 | 758.9 | -208.1 | 13.98 | 5 | -33 | 8 | |||
| 25 Mar | 23668.65 | 967 | 94.15 | 17.88 | 45 | -5 | 41 | |||
| 24 Mar | 23658.35 | 872.85 | 309.85 | 10.82 | 50 | 43 | 46 | |||
| 21 Mar | 23350.40 | 563 | -75 | 7.32 | 4 | 3 | 3 | |||
For Nifty - strike price 23100 expiring on 30APR2025
Delta for 23100 CE is 0.96
Historical price for 23100 CE is as follows
On 28 Apr NIFTY was trading at 24259.75. The strike last trading price was 1185, which was 223.3 higher than the previous day. The implied volatity was 36.54, the open interest changed by -33 which decreased total open position to 1545
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 939.7, which was -239.75 lower than the previous day. The implied volatity was 21.89, the open interest changed by -18 which decreased total open position to 1578
On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 1178.75, which was -90.5 lower than the previous day. The implied volatity was -, the open interest changed by 92 which increased total open position to 1596
On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 1262.05, which was 144.1 higher than the previous day. The implied volatity was 27.40, the open interest changed by 661 which increased total open position to 1504
On 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 1118, which was 22.75 higher than the previous day. The implied volatity was 21.87, the open interest changed by 3 which increased total open position to 846
On 21 Apr NIFTY was trading at 24125.55. The strike last trading price was 1105.1, which was 280 higher than the previous day. The implied volatity was 20.75, the open interest changed by -297 which decreased total open position to 843
On 17 Apr NIFTY was trading at 23851.65. The strike last trading price was 820.7, which was 318.3 higher than the previous day. The implied volatity was -, the open interest changed by 67 which increased total open position to 1140
On 16 Apr NIFTY was trading at 23437.20. The strike last trading price was 500, which was 48.3 higher than the previous day. The implied volatity was 12.70, the open interest changed by 82 which increased total open position to 1073
On 15 Apr NIFTY was trading at 23328.55. The strike last trading price was 463.7, which was 140.75 higher than the previous day. The implied volatity was 13.85, the open interest changed by -159 which decreased total open position to 991
On 11 Apr NIFTY was trading at 22828.55. The strike last trading price was 326.55, which was 127.85 higher than the previous day. The implied volatity was 18.77, the open interest changed by 201 which increased total open position to 1150
On 9 Apr NIFTY was trading at 22399.15. The strike last trading price was 198.85, which was -49.1 lower than the previous day. The implied volatity was 19.18, the open interest changed by -149 which decreased total open position to 949
On 8 Apr NIFTY was trading at 22535.85. The strike last trading price was 249.5, which was 80.4 higher than the previous day. The implied volatity was 19.06, the open interest changed by -220 which decreased total open position to 1098
On 7 Apr NIFTY was trading at 22161.60. The strike last trading price was 190.15, which was -68.3 lower than the previous day. The implied volatity was 20.46, the open interest changed by 110 which increased total open position to 1318
On 4 Apr NIFTY was trading at 22904.45. The strike last trading price was 263.65, which was -217.8 lower than the previous day. The implied volatity was 11.23, the open interest changed by 1073 which increased total open position to 1208
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 474, which was -95.5 lower than the previous day. The implied volatity was 11.64, the open interest changed by 26 which increased total open position to 135
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 562.5, which was 82.55 higher than the previous day. The implied volatity was 12.45, the open interest changed by -35 which decreased total open position to 109
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 475.95, which was -218.05 lower than the previous day. The implied volatity was 12.66, the open interest changed by 117 which increased total open position to 144
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 685.2, which was -121.65 lower than the previous day. The implied volatity was 10.39, the open interest changed by 0 which decreased total open position to 27
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 812.05, which was 53.65 higher than the previous day. The implied volatity was 12.08, the open interest changed by 19 which increased total open position to 27
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 758.9, which was -208.1 lower than the previous day. The implied volatity was 13.98, the open interest changed by -33 which decreased total open position to 8
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 967, which was 94.15 higher than the previous day. The implied volatity was 17.88, the open interest changed by -5 which decreased total open position to 41
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 872.85, which was 309.85 higher than the previous day. The implied volatity was 10.82, the open interest changed by 43 which increased total open position to 46
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 563, which was -75 lower than the previous day. The implied volatity was 7.32, the open interest changed by 3 which increased total open position to 3
| NIFTY 30APR2025 23100 PE | |||||||
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Delta: -0.04
Vega: 1.47
Theta: -11.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Apr | 24259.75 | 9.5 | -15.25 | 35.61 | 1,23,736 | 10,013 | 30,199 |
| 25 Apr | 24039.35 | 26 | 11.05 | 24.40 | 3,64,627 | 11,797 | 20,186 |
| 24 Apr | 24246.70 | 16.3 | -3.6 | 24.11 | 34,638 | 3,359 | 8,389 |
| 23 Apr | 24328.95 | 19.05 | -5.7 | 23.73 | 30,232 | 1,834 | 5,030 |
| 22 Apr | 24167.25 | 24 | -10.85 | 21.41 | 14,954 | 985 | 4,181 |
| 21 Apr | 24125.55 | 35 | -29.35 | 21.96 | 25,966 | 958 | 3,196 |
| 17 Apr | 23851.65 | 60 | -83.65 | 17.79 | 14,116 | 695 | 2,238 |
| 16 Apr | 23437.20 | 143 | -35.1 | 17.04 | 5,387 | 650 | 1,543 |
| 15 Apr | 23328.55 | 170 | -301.95 | 16.57 | 2,702 | 432 | 893 |
| 11 Apr | 22828.55 | 438.8 | -318 | 17.56 | 1,746 | 93 | 461 |
| 9 Apr | 22399.15 | 720.3 | 47.3 | 17.81 | 831 | -552 | 368 |
| 8 Apr | 22535.85 | 646.4 | -293.6 | 18.23 | 333 | -47 | 920 |
| 7 Apr | 22161.60 | 917.4 | 558.1 | 21.18 | 567 | -200 | 967 |
| 4 Apr | 22904.45 | 359 | 137.5 | 14.27 | 4,514 | 195 | 1,167 |
| 3 Apr | 23250.10 | 221.7 | 28.4 | 14.22 | 1,074 | 188 | 972 |
| 2 Apr | 23332.35 | 193 | -42.4 | 14.12 | 1,113 | 179 | 784 |
| 1 Apr | 23165.70 | 237.05 | 92.3 | 13.62 | 1,509 | 350 | 605 |
| 28 Mar | 23519.35 | 150.3 | 6.9 | 13.58 | 478 | 95 | 255 |
| 27 Mar | 23591.95 | 139.95 | -30.05 | 14.14 | 330 | 87 | 160 |
| 26 Mar | 23486.85 | 167.55 | 23.45 | 13.72 | 135 | 24 | 73 |
| 25 Mar | 23668.65 | 145.05 | -9.3 | 14.15 | 54 | 21 | 49 |
| 24 Mar | 23658.35 | 144.95 | -68.05 | 14.70 | 131 | 15 | 28 |
| 21 Mar | 23350.40 | 213 | -147.5 | 13.80 | 19 | 13 | 13 |
For Nifty - strike price 23100 expiring on 30APR2025
Delta for 23100 PE is -0.04
Historical price for 23100 PE is as follows
On 28 Apr NIFTY was trading at 24259.75. The strike last trading price was 9.5, which was -15.25 lower than the previous day. The implied volatity was 35.61, the open interest changed by 10013 which increased total open position to 30199
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 26, which was 11.05 higher than the previous day. The implied volatity was 24.40, the open interest changed by 11797 which increased total open position to 20186
On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 16.3, which was -3.6 lower than the previous day. The implied volatity was 24.11, the open interest changed by 3359 which increased total open position to 8389
On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 19.05, which was -5.7 lower than the previous day. The implied volatity was 23.73, the open interest changed by 1834 which increased total open position to 5030
On 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 24, which was -10.85 lower than the previous day. The implied volatity was 21.41, the open interest changed by 985 which increased total open position to 4181
On 21 Apr NIFTY was trading at 24125.55. The strike last trading price was 35, which was -29.35 lower than the previous day. The implied volatity was 21.96, the open interest changed by 958 which increased total open position to 3196
On 17 Apr NIFTY was trading at 23851.65. The strike last trading price was 60, which was -83.65 lower than the previous day. The implied volatity was 17.79, the open interest changed by 695 which increased total open position to 2238
On 16 Apr NIFTY was trading at 23437.20. The strike last trading price was 143, which was -35.1 lower than the previous day. The implied volatity was 17.04, the open interest changed by 650 which increased total open position to 1543
On 15 Apr NIFTY was trading at 23328.55. The strike last trading price was 170, which was -301.95 lower than the previous day. The implied volatity was 16.57, the open interest changed by 432 which increased total open position to 893
On 11 Apr NIFTY was trading at 22828.55. The strike last trading price was 438.8, which was -318 lower than the previous day. The implied volatity was 17.56, the open interest changed by 93 which increased total open position to 461
On 9 Apr NIFTY was trading at 22399.15. The strike last trading price was 720.3, which was 47.3 higher than the previous day. The implied volatity was 17.81, the open interest changed by -552 which decreased total open position to 368
On 8 Apr NIFTY was trading at 22535.85. The strike last trading price was 646.4, which was -293.6 lower than the previous day. The implied volatity was 18.23, the open interest changed by -47 which decreased total open position to 920
On 7 Apr NIFTY was trading at 22161.60. The strike last trading price was 917.4, which was 558.1 higher than the previous day. The implied volatity was 21.18, the open interest changed by -200 which decreased total open position to 967
On 4 Apr NIFTY was trading at 22904.45. The strike last trading price was 359, which was 137.5 higher than the previous day. The implied volatity was 14.27, the open interest changed by 195 which increased total open position to 1167
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 221.7, which was 28.4 higher than the previous day. The implied volatity was 14.22, the open interest changed by 188 which increased total open position to 972
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 193, which was -42.4 lower than the previous day. The implied volatity was 14.12, the open interest changed by 179 which increased total open position to 784
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 237.05, which was 92.3 higher than the previous day. The implied volatity was 13.62, the open interest changed by 350 which increased total open position to 605
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 150.3, which was 6.9 higher than the previous day. The implied volatity was 13.58, the open interest changed by 95 which increased total open position to 255
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 139.95, which was -30.05 lower than the previous day. The implied volatity was 14.14, the open interest changed by 87 which increased total open position to 160
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 167.55, which was 23.45 higher than the previous day. The implied volatity was 13.72, the open interest changed by 24 which increased total open position to 73
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 145.05, which was -9.3 lower than the previous day. The implied volatity was 14.15, the open interest changed by 21 which increased total open position to 49
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 144.95, which was -68.05 lower than the previous day. The implied volatity was 14.70, the open interest changed by 15 which increased total open position to 28
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 213, which was -147.5 lower than the previous day. The implied volatity was 13.80, the open interest changed by 13 which increased total open position to 13
