NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 23100 CE | ||||||||||
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Delta: 0.63
Vega: 6.49
Theta: -31.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 166.6 | -293.15 | 16.75 | 3,61,158 | 13,626 | 17,646 | |||
| 28 Mar | 23519.35 | 461.55 | -136.3 | 13.47 | 7,341 | 65 | 4,020 | |||
| 27 Mar | 23591.95 | 616.3 | 96.25 | 19.85 | 2,820 | -695 | 3,955 | |||
| 26 Mar | 23486.85 | 511 | -183 | 18.25 | 906 | 1 | 4,650 | |||
| 25 Mar | 23668.65 | 654.2 | -36.5 | 19.83 | 1,266 | -517 | 4,649 | |||
| 24 Mar | 23658.35 | 706.4 | 294.1 | 18.13 | 3,324 | -805 | 5,166 | |||
| 21 Mar | 23350.40 | 411.2 | 128.1 | 11.35 | 14,005 | 965 | 5,971 | |||
| 20 Mar | 23190.65 | 276.75 | 94.4 | 10.52 | 20,314 | 3,638 | 5,006 | |||
| 19 Mar | 22907.60 | 182.1 | 31.35 | 12.16 | 7,352 | 281 | 1,368 | |||
| 18 Mar | 22834.30 | 158.1 | 94.1 | 11.83 | 4,266 | 423 | 1,087 | |||
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| 17 Mar | 22508.75 | 63.35 | 15.9 | 11.55 | 2,036 | 393 | 664 | |||
| 13 Mar | 22397.20 | 47.85 | -31.2 | 10.69 | 660 | -37 | 271 | |||
| 12 Mar | 22470.50 | 78.9 | -19.75 | 11.38 | 629 | 88 | 308 | |||
| 11 Mar | 22497.90 | 101.5 | 6.25 | 11.57 | 308 | 104 | 220 | |||
| 10 Mar | 22460.30 | 90.1 | -44.9 | 11.70 | 133 | 36 | 116 | |||
| 7 Mar | 22552.50 | 131.7 | -0.6 | 11.59 | 186 | 39 | 80 | |||
| 6 Mar | 22544.70 | 132 | 45.95 | 11.42 | 64 | 34 | 41 | |||
| 5 Mar | 22337.30 | 86.05 | 29.05 | 11.19 | 3 | -1 | 7 | |||
| 4 Mar | 22082.65 | 57 | -11 | 12.07 | 13 | 6 | 8 | |||
| 3 Mar | 22119.30 | 68 | -114.85 | 11.89 | 1 | 2 | 2 | |||
| 28 Feb | 22124.70 | 182.85 | 0 | 0.00 | 0 | 1 | 0 | |||
| 27 Feb | 22545.05 | 182.85 | -82.15 | 11.98 | 1 | 1 | 1 | |||
| 25 Feb | 22547.55 | 265 | 0 | 0.00 | 0 | -1 | 0 | |||
| 24 Feb | 22553.35 | 265 | -83.85 | 13.75 | 1 | -1 | 0 | |||
| 21 Feb | 22795.90 | 348.85 | -146.55 | 12.69 | 2 | 1 | 1 | |||
For Nifty - strike price 23100 expiring on 03APR2025
Delta for 23100 CE is 0.63
Historical price for 23100 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 166.6, which was -293.15 lower than the previous day. The implied volatity was 16.75, the open interest changed by 13626 which increased total open position to 17646
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 461.55, which was -136.3 lower than the previous day. The implied volatity was 13.47, the open interest changed by 65 which increased total open position to 4020
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 616.3, which was 96.25 higher than the previous day. The implied volatity was 19.85, the open interest changed by -695 which decreased total open position to 3955
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 511, which was -183 lower than the previous day. The implied volatity was 18.25, the open interest changed by 1 which increased total open position to 4650
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 654.2, which was -36.5 lower than the previous day. The implied volatity was 19.83, the open interest changed by -517 which decreased total open position to 4649
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 706.4, which was 294.1 higher than the previous day. The implied volatity was 18.13, the open interest changed by -805 which decreased total open position to 5166
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 411.2, which was 128.1 higher than the previous day. The implied volatity was 11.35, the open interest changed by 965 which increased total open position to 5971
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 276.75, which was 94.4 higher than the previous day. The implied volatity was 10.52, the open interest changed by 3638 which increased total open position to 5006
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 182.1, which was 31.35 higher than the previous day. The implied volatity was 12.16, the open interest changed by 281 which increased total open position to 1368
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 158.1, which was 94.1 higher than the previous day. The implied volatity was 11.83, the open interest changed by 423 which increased total open position to 1087
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 63.35, which was 15.9 higher than the previous day. The implied volatity was 11.55, the open interest changed by 393 which increased total open position to 664
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 47.85, which was -31.2 lower than the previous day. The implied volatity was 10.69, the open interest changed by -37 which decreased total open position to 271
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 78.9, which was -19.75 lower than the previous day. The implied volatity was 11.38, the open interest changed by 88 which increased total open position to 308
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 101.5, which was 6.25 higher than the previous day. The implied volatity was 11.57, the open interest changed by 104 which increased total open position to 220
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 90.1, which was -44.9 lower than the previous day. The implied volatity was 11.70, the open interest changed by 36 which increased total open position to 116
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 131.7, which was -0.6 lower than the previous day. The implied volatity was 11.59, the open interest changed by 39 which increased total open position to 80
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 132, which was 45.95 higher than the previous day. The implied volatity was 11.42, the open interest changed by 34 which increased total open position to 41
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 86.05, which was 29.05 higher than the previous day. The implied volatity was 11.19, the open interest changed by -1 which decreased total open position to 7
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 57, which was -11 lower than the previous day. The implied volatity was 12.07, the open interest changed by 6 which increased total open position to 8
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 68, which was -114.85 lower than the previous day. The implied volatity was 11.89, the open interest changed by 2 which increased total open position to 2
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 182.85, 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 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 182.85, which was -82.15 lower than the previous day. The implied volatity was 11.98, the open interest changed by 1 which increased total open position to 1
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 265, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 265, which was -83.85 lower than the previous day. The implied volatity was 13.75, the open interest changed by -1 which decreased total open position to 0
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 348.85, which was -146.55 lower than the previous day. The implied volatity was 12.69, the open interest changed by 1 which increased total open position to 1
| NIFTY 03APR2025 23100 PE | |||||||
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Delta: -0.36
Vega: 6.42
Theta: -22.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 65.1 | 45.2 | 15.36 | 16,46,540 | 18,785 | 52,037 |
| 28 Mar | 23519.35 | 19.15 | -6.8 | 11.89 | 7,76,103 | 16,033 | 33,252 |
| 27 Mar | 23591.95 | 24.5 | -18.4 | 13.92 | 79,425 | 7,079 | 17,219 |
| 26 Mar | 23486.85 | 45.5 | 12.35 | 13.30 | 46,129 | 1,143 | 10,140 |
| 25 Mar | 23668.65 | 35.8 | -4.4 | 14.06 | 31,070 | 226 | 8,997 |
| 24 Mar | 23658.35 | 38.7 | -41.2 | 14.86 | 38,078 | 9 | 8,771 |
| 21 Mar | 23350.40 | 77.5 | -58.15 | 11.65 | 44,583 | 3,568 | 8,762 |
| 20 Mar | 23190.65 | 138.5 | -122.3 | 11.45 | 20,514 | 4,731 | 5,194 |
| 19 Mar | 22907.60 | 260 | -48.2 | 11.31 | 1,515 | 103 | 463 |
| 18 Mar | 22834.30 | 301.4 | -223.2 | 11.29 | 1,021 | 304 | 360 |
| 17 Mar | 22508.75 | 524.6 | -113.45 | 10.29 | 76 | 56 | 56 |
| 13 Mar | 22397.20 | 638.05 | 0 | 0.00 | 0 | 1 | 0 |
| 12 Mar | 22470.50 | 638.05 | 17.05 | 14.98 | 1 | 1 | 1 |
| 11 Mar | 22497.90 | 621 | 0 | 0.00 | 0 | 1 | 0 |
| 10 Mar | 22460.30 | 621 | 128.8 | 13.03 | 2 | 1 | 1 |
| 7 Mar | 22552.50 | 492.2 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 22544.70 | 492.2 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 492.2 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 492.2 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 492.2 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 22124.70 | 492.2 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 22545.05 | 492.2 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 492.2 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 492.2 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 492.2 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 23100 expiring on 03APR2025
Delta for 23100 PE is -0.36
Historical price for 23100 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 65.1, which was 45.2 higher than the previous day. The implied volatity was 15.36, the open interest changed by 18785 which increased total open position to 52037
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 19.15, which was -6.8 lower than the previous day. The implied volatity was 11.89, the open interest changed by 16033 which increased total open position to 33252
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 24.5, which was -18.4 lower than the previous day. The implied volatity was 13.92, the open interest changed by 7079 which increased total open position to 17219
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 45.5, which was 12.35 higher than the previous day. The implied volatity was 13.30, the open interest changed by 1143 which increased total open position to 10140
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 35.8, which was -4.4 lower than the previous day. The implied volatity was 14.06, the open interest changed by 226 which increased total open position to 8997
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 38.7, which was -41.2 lower than the previous day. The implied volatity was 14.86, the open interest changed by 9 which increased total open position to 8771
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 77.5, which was -58.15 lower than the previous day. The implied volatity was 11.65, the open interest changed by 3568 which increased total open position to 8762
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 138.5, which was -122.3 lower than the previous day. The implied volatity was 11.45, the open interest changed by 4731 which increased total open position to 5194
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 260, which was -48.2 lower than the previous day. The implied volatity was 11.31, the open interest changed by 103 which increased total open position to 463
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 301.4, which was -223.2 lower than the previous day. The implied volatity was 11.29, the open interest changed by 304 which increased total open position to 360
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 524.6, which was -113.45 lower than the previous day. The implied volatity was 10.29, the open interest changed by 56 which increased total open position to 56
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 638.05, 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 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 638.05, which was 17.05 higher than the previous day. The implied volatity was 14.98, the open interest changed by 1 which increased total open position to 1
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 621, 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 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 621, which was 128.8 higher than the previous day. The implied volatity was 13.03, the open interest changed by 1 which increased total open position to 1
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 492.2, 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 492.2, 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 492.2, 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 492.2, 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 492.2, 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 492.2, 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 492.2, 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 492.2, 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 492.2, 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 492.2, 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
