NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 23100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.71
Vega: 10.25
Theta: -14.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 242.6 | -94.65 | 11.30 | 40,719 | 5,985 | 8,775 | |||
| 2 Apr | 23332.35 | 333.8 | 66.2 | 12.49 | 13,811 | 273 | 2,790 | |||
| 1 Apr | 23165.70 | 263.6 | -260.2 | 14.02 | 11,309 | 1,987 | 2,517 | |||
| 28 Mar | 23519.35 | 518.8 | -136.75 | 11.98 | 899 | 142 | 530 | |||
| 27 Mar | 23591.95 | 662.25 | 67.3 | 15.85 | 334 | -174 | 388 | |||
| 26 Mar | 23486.85 | 594.9 | -180.6 | 17.54 | 93 | -25 | 562 | |||
| 25 Mar | 23668.65 | 766 | -5.95 | 20.96 | 20 | -3 | 587 | |||
| 24 Mar | 23658.35 | 771.95 | 286.6 | 16.95 | 301 | -91 | 590 | |||
| 21 Mar | 23350.40 | 479.45 | 119.2 | 11.75 | 1,396 | 411 | 681 | |||
| 20 Mar | 23190.65 | 353.9 | 102.9 | 11.42 | 546 | 145 | 270 | |||
| 19 Mar | 22907.60 | 251 | 26.7 | 12.66 | 84 | 32 | 125 | |||
| 18 Mar | 22834.30 | 226.1 | 117.1 | 12.42 | 91 | 38 | 93 | |||
| 17 Mar | 22508.75 | 109 | 17 | 12.07 | 76 | 55 | 55 | |||
| 13 Mar | 22397.20 | 92 | -177.45 | 11.64 | 7 | 0 | 0 | |||
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| 12 Mar | 22470.50 | 269.45 | 0 | 1.81 | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 269.45 | 0 | 1.55 | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 269.45 | 0 | 1.80 | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 269.45 | 0 | 1.30 | 0 | 0 | 0 | |||
For Nifty - strike price 23100 expiring on 09APR2025
Delta for 23100 CE is 0.71
Historical price for 23100 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 242.6, which was -94.65 lower than the previous day. The implied volatity was 11.30, the open interest changed by 5985 which increased total open position to 8775
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 333.8, which was 66.2 higher than the previous day. The implied volatity was 12.49, the open interest changed by 273 which increased total open position to 2790
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 263.6, which was -260.2 lower than the previous day. The implied volatity was 14.02, the open interest changed by 1987 which increased total open position to 2517
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 518.8, which was -136.75 lower than the previous day. The implied volatity was 11.98, the open interest changed by 142 which increased total open position to 530
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 662.25, which was 67.3 higher than the previous day. The implied volatity was 15.85, the open interest changed by -174 which decreased total open position to 388
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 594.9, which was -180.6 lower than the previous day. The implied volatity was 17.54, the open interest changed by -25 which decreased total open position to 562
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 766, which was -5.95 lower than the previous day. The implied volatity was 20.96, the open interest changed by -3 which decreased total open position to 587
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 771.95, which was 286.6 higher than the previous day. The implied volatity was 16.95, the open interest changed by -91 which decreased total open position to 590
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 479.45, which was 119.2 higher than the previous day. The implied volatity was 11.75, the open interest changed by 411 which increased total open position to 681
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 353.9, which was 102.9 higher than the previous day. The implied volatity was 11.42, the open interest changed by 145 which increased total open position to 270
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 251, which was 26.7 higher than the previous day. The implied volatity was 12.66, the open interest changed by 32 which increased total open position to 125
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 226.1, which was 117.1 higher than the previous day. The implied volatity was 12.42, the open interest changed by 38 which increased total open position to 93
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 109, which was 17 higher than the previous day. The implied volatity was 12.07, the open interest changed by 55 which increased total open position to 55
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 92, which was -177.45 lower than the previous day. The implied volatity was 11.64, 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 269.45, which was 0 lower than the previous day. The implied volatity was 1.81, 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 269.45, which was 0 lower than the previous day. The implied volatity was 1.55, 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 269.45, which was 0 lower than the previous day. The implied volatity was 1.80, 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 269.45, which was 0 lower than the previous day. The implied volatity was 1.30, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09APR2025 23100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.34
Vega: 10.93
Theta: -11.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 103.55 | 16.9 | 15.14 | 2,03,140 | 17,686 | 32,337 |
| 2 Apr | 23332.35 | 86.5 | -42.85 | 15.12 | 72,809 | 8,927 | 14,651 |
| 1 Apr | 23165.70 | 133.9 | 75.7 | 14.07 | 63,067 | 3,029 | 5,724 |
| 28 Mar | 23519.35 | 57.75 | -3.45 | 12.86 | 20,343 | 1,139 | 2,695 |
| 27 Mar | 23591.95 | 57 | -26.25 | 14.04 | 3,529 | 245 | 1,556 |
| 26 Mar | 23486.85 | 86.05 | 20.4 | 13.76 | 1,903 | -31 | 1,311 |
| 25 Mar | 23668.65 | 72.2 | 1.15 | 14.53 | 2,409 | 107 | 1,342 |
| 24 Mar | 23658.35 | 64.2 | -60.15 | 14.47 | 3,865 | -127 | 1,235 |
| 21 Mar | 23350.40 | 119.75 | -64.35 | 12.64 | 4,054 | 885 | 1,362 |
| 20 Mar | 23190.65 | 186.6 | -115.8 | 12.62 | 927 | 476 | 477 |
| 19 Mar | 22907.60 | 299 | -371.6 | 12.31 | 2 | 1 | 1 |
| 18 Mar | 22834.30 | 670.6 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 670.6 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 670.6 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 670.6 | 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 23100 expiring on 09APR2025
Delta for 23100 PE is -0.34
Historical price for 23100 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 103.55, which was 16.9 higher than the previous day. The implied volatity was 15.14, the open interest changed by 17686 which increased total open position to 32337
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 86.5, which was -42.85 lower than the previous day. The implied volatity was 15.12, the open interest changed by 8927 which increased total open position to 14651
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 133.9, which was 75.7 higher than the previous day. The implied volatity was 14.07, the open interest changed by 3029 which increased total open position to 5724
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 57.75, which was -3.45 lower than the previous day. The implied volatity was 12.86, the open interest changed by 1139 which increased total open position to 2695
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 57, which was -26.25 lower than the previous day. The implied volatity was 14.04, the open interest changed by 245 which increased total open position to 1556
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 86.05, which was 20.4 higher than the previous day. The implied volatity was 13.76, the open interest changed by -31 which decreased total open position to 1311
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 72.2, which was 1.15 higher than the previous day. The implied volatity was 14.53, the open interest changed by 107 which increased total open position to 1342
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 64.2, which was -60.15 lower than the previous day. The implied volatity was 14.47, the open interest changed by -127 which decreased total open position to 1235
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 119.75, which was -64.35 lower than the previous day. The implied volatity was 12.64, the open interest changed by 885 which increased total open position to 1362
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 186.6, which was -115.8 lower than the previous day. The implied volatity was 12.62, the open interest changed by 476 which increased total open position to 477
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 299, which was -371.6 lower than the previous day. The implied volatity was 12.31, the open interest changed by 1 which increased total open position to 1
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 670.6, 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 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 670.6, 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 670.6, 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 670.6, 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
