NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 23150 CE | ||||||||||
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Delta: 0.56
Vega: 6.76
Theta: -31.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 133.75 | -275.9 | 16.26 | 5,47,363 | 19,869 | 21,992 | |||
| 28 Mar | 23519.35 | 413.2 | -145.6 | 12.61 | 3,405 | 79 | 2,123 | |||
| 27 Mar | 23591.95 | 574.1 | 100 | 19.54 | 282 | -42 | 2,044 | |||
| 26 Mar | 23486.85 | 468.6 | -183.4 | 17.72 | 1,474 | -6 | 2,086 | |||
| 25 Mar | 23668.65 | 615.65 | -37.25 | 19.80 | 1,278 | -220 | 2,092 | |||
| 24 Mar | 23658.35 | 654.95 | 284.1 | 17.05 | 1,135 | -476 | 2,312 | |||
| 21 Mar | 23350.40 | 369.3 | 120 | 10.98 | 6,128 | 62 | 2,788 | |||
| 20 Mar | 23190.65 | 246.35 | 86.9 | 10.50 | 5,841 | 2,428 | 2,726 | |||
| 19 Mar | 22907.60 | 159 | 31.2 | 12.02 | 1,902 | 65 | 298 | |||
| 18 Mar | 22834.30 | 135.85 | 81.95 | 11.62 | 1,406 | 140 | 233 | |||
| 17 Mar | 22508.75 | 53.95 | 16.3 | 11.55 | 437 | 53 | 93 | |||
| 13 Mar | 22397.20 | 39.95 | -14.6 | 10.63 | 14 | -1 | 40 | |||
| 12 Mar | 22470.50 | 54.55 | -32.65 | 10.39 | 24 | 18 | 41 | |||
| 11 Mar | 22497.90 | 89.25 | 3.55 | 11.55 | 32 | -11 | 23 | |||
| 10 Mar | 22460.30 | 80.3 | -9.7 | 11.74 | 50 | 34 | 34 | |||
| 7 Mar | 22552.50 | 90 | 0 | 0.00 | 0 | 1 | 0 | |||
| 6 Mar | 22544.70 | 90 | 39.5 | 10.02 | 1 | 1 | 1 | |||
| 5 Mar | 22337.30 | 50.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 22082.65 | 50.5 | -421 | 12.07 | 1 | 0 | 0 | |||
| 3 Mar | 22119.30 | 471.5 | 0 | 2.89 | 0 | 0 | 0 | |||
| 28 Feb | 22124.70 | 471.5 | 0 | 2.76 | 0 | 0 | 0 | |||
| 27 Feb | 22545.05 | 471.5 | 0 | 1.49 | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 471.5 | 0 | 1.35 | 0 | 0 | 0 | |||
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| 24 Feb | 22553.35 | 471.5 | 0 | 1.24 | 0 | 0 | 0 | |||
| 21 Feb | 22795.90 | 471.5 | 0 | 0.45 | 0 | 0 | 0 | |||
For Nifty - strike price 23150 expiring on 03APR2025
Delta for 23150 CE is 0.56
Historical price for 23150 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 133.75, which was -275.9 lower than the previous day. The implied volatity was 16.26, the open interest changed by 19869 which increased total open position to 21992
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 413.2, which was -145.6 lower than the previous day. The implied volatity was 12.61, the open interest changed by 79 which increased total open position to 2123
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 574.1, which was 100 higher than the previous day. The implied volatity was 19.54, the open interest changed by -42 which decreased total open position to 2044
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 468.6, which was -183.4 lower than the previous day. The implied volatity was 17.72, the open interest changed by -6 which decreased total open position to 2086
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 615.65, which was -37.25 lower than the previous day. The implied volatity was 19.80, the open interest changed by -220 which decreased total open position to 2092
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 654.95, which was 284.1 higher than the previous day. The implied volatity was 17.05, the open interest changed by -476 which decreased total open position to 2312
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 369.3, which was 120 higher than the previous day. The implied volatity was 10.98, the open interest changed by 62 which increased total open position to 2788
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 246.35, which was 86.9 higher than the previous day. The implied volatity was 10.50, the open interest changed by 2428 which increased total open position to 2726
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 159, which was 31.2 higher than the previous day. The implied volatity was 12.02, the open interest changed by 65 which increased total open position to 298
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 135.85, which was 81.95 higher than the previous day. The implied volatity was 11.62, the open interest changed by 140 which increased total open position to 233
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 53.95, which was 16.3 higher than the previous day. The implied volatity was 11.55, the open interest changed by 53 which increased total open position to 93
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 39.95, which was -14.6 lower than the previous day. The implied volatity was 10.63, the open interest changed by -1 which decreased total open position to 40
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 54.55, which was -32.65 lower than the previous day. The implied volatity was 10.39, the open interest changed by 18 which increased total open position to 41
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 89.25, which was 3.55 higher than the previous day. The implied volatity was 11.55, the open interest changed by -11 which decreased total open position to 23
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 80.3, which was -9.7 lower than the previous day. The implied volatity was 11.74, the open interest changed by 34 which increased total open position to 34
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 90, 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 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 90, which was 39.5 higher than the previous day. The implied volatity was 10.02, the open interest changed by 1 which increased total open position to 1
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 50.5, which was 0 lower than the previous day. The implied volatity was 0.00, 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 50.5, which was -421 lower than the previous day. The implied volatity was 12.07, 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 471.5, which was 0 lower than the previous day. The implied volatity was 2.89, 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 471.5, which was 0 lower than the previous day. The implied volatity was 2.76, 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 471.5, which was 0 lower than the previous day. The implied volatity was 1.49, 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 471.5, which was 0 lower than the previous day. The implied volatity was 1.35, 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 471.5, which was 0 lower than the previous day. The implied volatity was 1.24, 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 471.5, which was 0 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
| NIFTY 03APR2025 23150 PE | |||||||
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Delta: -0.43
Vega: 6.75
Theta: -22.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 82.75 | 59.3 | 15.00 | 15,23,210 | 22,918 | 37,924 |
| 28 Mar | 23519.35 | 22.55 | -7.35 | 11.44 | 5,08,963 | 9,441 | 15,006 |
| 27 Mar | 23591.95 | 26.75 | -23.3 | 13.33 | 38,783 | 1,373 | 5,565 |
| 26 Mar | 23486.85 | 52.5 | 14.75 | 13.01 | 26,379 | 1,168 | 4,192 |
| 25 Mar | 23668.65 | 41.9 | -3.45 | 13.90 | 12,727 | -526 | 3,024 |
| 24 Mar | 23658.35 | 41.25 | -50.25 | 14.33 | 19,254 | -1,109 | 3,550 |
| 21 Mar | 23350.40 | 89.4 | -65.55 | 11.53 | 17,031 | 1,406 | 4,659 |
| 20 Mar | 23190.65 | 158 | -128.3 | 11.41 | 5,980 | 3,092 | 3,253 |
| 19 Mar | 22907.60 | 288.9 | -46.85 | 11.27 | 137 | -26 | 161 |
| 18 Mar | 22834.30 | 329.8 | -228.45 | 11.12 | 350 | 186 | 187 |
| 17 Mar | 22508.75 | 558.15 | -124.8 | 9.52 | 3 | 1 | 1 |
| 13 Mar | 22397.20 | 682.95 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 682.95 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 682.95 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 682.95 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 682.95 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 22544.70 | 682.95 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 682.95 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 682.95 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 682.95 | 0 | 0.00 | 0 | 0 | 1 |
| 28 Feb | 22124.70 | 682.95 | 165.05 | 0.00 | 1 | 1 | 1 |
| 27 Feb | 22545.05 | 682.95 | 165.05 | 16.20 | 1 | 0 | 0 |
| 25 Feb | 22547.55 | 517.9 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 23150 expiring on 03APR2025
Delta for 23150 PE is -0.43
Historical price for 23150 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 82.75, which was 59.3 higher than the previous day. The implied volatity was 15.00, the open interest changed by 22918 which increased total open position to 37924
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 22.55, which was -7.35 lower than the previous day. The implied volatity was 11.44, the open interest changed by 9441 which increased total open position to 15006
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 26.75, which was -23.3 lower than the previous day. The implied volatity was 13.33, the open interest changed by 1373 which increased total open position to 5565
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 52.5, which was 14.75 higher than the previous day. The implied volatity was 13.01, the open interest changed by 1168 which increased total open position to 4192
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 41.9, which was -3.45 lower than the previous day. The implied volatity was 13.90, the open interest changed by -526 which decreased total open position to 3024
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 41.25, which was -50.25 lower than the previous day. The implied volatity was 14.33, the open interest changed by -1109 which decreased total open position to 3550
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 89.4, which was -65.55 lower than the previous day. The implied volatity was 11.53, the open interest changed by 1406 which increased total open position to 4659
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 158, which was -128.3 lower than the previous day. The implied volatity was 11.41, the open interest changed by 3092 which increased total open position to 3253
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 288.9, which was -46.85 lower than the previous day. The implied volatity was 11.27, the open interest changed by -26 which decreased total open position to 161
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 329.8, which was -228.45 lower than the previous day. The implied volatity was 11.12, the open interest changed by 186 which increased total open position to 187
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 558.15, which was -124.8 lower than the previous day. The implied volatity was 9.52, 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 682.95, which was 0 lower than the previous day. The implied volatity was 0.00, 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 682.95, which was 0 lower than the previous day. The implied volatity was 0.00, 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 682.95, which was 0 lower than the previous day. The implied volatity was 0.00, 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 682.95, which was 0 lower than the previous day. The implied volatity was 0.00, 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 682.95, which was 0 lower than the previous day. The implied volatity was 0.00, 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 682.95, which was 0 lower than the previous day. The implied volatity was 0.00, 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 682.95, which was 0 lower than the previous day. The implied volatity was 0.00, 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 682.95, which was 0 lower than the previous day. The implied volatity was 0.00, 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 682.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 682.95, which was 165.05 higher than the previous day. The implied volatity was 0.00, 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 682.95, which was 165.05 higher than the previous day. The implied volatity was 16.20, 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 517.9, 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 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 21 Feb NIFTY was trading at 22795.90. 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
