NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 23150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.65
Vega: 11.03
Theta: -14.67
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 211.3 | -89.05 | 11.52 | 28,925 | 2,695 | 4,674 | |||
| 2 Apr | 23332.35 | 300.75 | 64.6 | 12.80 | 11,723 | -689 | 1,979 | |||
| 1 Apr | 23165.70 | 233 | -241.7 | 13.90 | 12,421 | 2,623 | 2,668 | |||
| 28 Mar | 23519.35 | 477.05 | -80.95 | 11.89 | 35 | 45 | 45 | |||
| 27 Mar | 23591.95 | 558 | 0 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 26 Mar | 23486.85 | 558 | -125.05 | 17.41 | 1 | 0 | 35 | |||
| 25 Mar | 23668.65 | 683.05 | -15.85 | 17.94 | 24 | -20 | 35 | |||
| 24 Mar | 23658.35 | 698.9 | 252.15 | 14.50 | 21 | -15 | 55 | |||
| 21 Mar | 23350.40 | 448 | 129.45 | 11.95 | 250 | 53 | 70 | |||
| 20 Mar | 23190.65 | 327.65 | 105.4 | 11.60 | 57 | 7 | 17 | |||
| 19 Mar | 22907.60 | 227.35 | 82.5 | 12.60 | 15 | 4 | 10 | |||
| 18 Mar | 22834.30 | 144.85 | 34.75 | 9.61 | 8 | 5 | 6 | |||
| 17 Mar | 22508.75 | 110.1 | -142.4 | 12.81 | 4 | 1 | 1 | |||
| 13 Mar | 22397.20 | 252.5 | 0 | 2.41 | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 252.5 | 0 | 2.00 | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 252.5 | 0 | 1.74 | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 252.5 | 0 | 1.99 | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 252.5 | 0 | 1.48 | 0 | 0 | 0 | |||
For Nifty - strike price 23150 expiring on 09APR2025
Delta for 23150 CE is 0.65
Historical price for 23150 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 211.3, which was -89.05 lower than the previous day. The implied volatity was 11.52, the open interest changed by 2695 which increased total open position to 4674
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 300.75, which was 64.6 higher than the previous day. The implied volatity was 12.80, the open interest changed by -689 which decreased total open position to 1979
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 233, which was -241.7 lower than the previous day. The implied volatity was 13.90, the open interest changed by 2623 which increased total open position to 2668
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 477.05, which was -80.95 lower than the previous day. The implied volatity was 11.89, the open interest changed by 45 which increased total open position to 45
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 558, 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 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 558, which was -125.05 lower than the previous day. The implied volatity was 17.41, the open interest changed by 0 which decreased total open position to 35
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 683.05, which was -15.85 lower than the previous day. The implied volatity was 17.94, the open interest changed by -20 which decreased total open position to 35
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 698.9, which was 252.15 higher than the previous day. The implied volatity was 14.50, the open interest changed by -15 which decreased total open position to 55
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 448, which was 129.45 higher than the previous day. The implied volatity was 11.95, the open interest changed by 53 which increased total open position to 70
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 327.65, which was 105.4 higher than the previous day. The implied volatity was 11.60, the open interest changed by 7 which increased total open position to 17
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 227.35, which was 82.5 higher than the previous day. The implied volatity was 12.60, the open interest changed by 4 which increased total open position to 10
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 144.85, which was 34.75 higher than the previous day. The implied volatity was 9.61, the open interest changed by 5 which increased total open position to 6
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 110.1, which was -142.4 lower than the previous day. The implied volatity was 12.81, 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 252.5, which was 0 lower than the previous day. The implied volatity was 2.41, 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 252.5, which was 0 lower than the previous day. The implied volatity was 2.00, 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 252.5, which was 0 lower than the previous day. The implied volatity was 1.74, 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 252.5, which was 0 lower than the previous day. The implied volatity was 1.99, 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 252.5, which was 0 lower than the previous day. The implied volatity was 1.48, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09APR2025 23150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.38
Vega: 11.36
Theta: -11.80
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 121 | 20.75 | 15.06 | 94,741 | 8,216 | 13,673 |
| 2 Apr | 23332.35 | 100 | -45.65 | 14.97 | 42,571 | 1,824 | 5,457 |
| 1 Apr | 23165.70 | 151.8 | 85.5 | 13.86 | 33,588 | 3,028 | 3,633 |
| 28 Mar | 23519.35 | 67.85 | -1.35 | 12.83 | 7,707 | 312 | 605 |
| 27 Mar | 23591.95 | 65.25 | -27.55 | 13.94 | 857 | 60 | 293 |
| 26 Mar | 23486.85 | 95.05 | 23.65 | 13.53 | 419 | 75 | 233 |
| 25 Mar | 23668.65 | 78.3 | -0.6 | 14.23 | 405 | -31 | 158 |
| 24 Mar | 23658.35 | 77.3 | -56.35 | 14.77 | 576 | 38 | 189 |
| 21 Mar | 23350.40 | 135.1 | -67.25 | 12.65 | 405 | 86 | 151 |
| 20 Mar | 23190.65 | 207.75 | -495.55 | 12.66 | 223 | 65 | 65 |
| 19 Mar | 22907.60 | 703.3 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 703.3 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 703.3 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 703.3 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 703.3 | 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 23150 expiring on 09APR2025
Delta for 23150 PE is -0.38
Historical price for 23150 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 121, which was 20.75 higher than the previous day. The implied volatity was 15.06, the open interest changed by 8216 which increased total open position to 13673
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 100, which was -45.65 lower than the previous day. The implied volatity was 14.97, the open interest changed by 1824 which increased total open position to 5457
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 151.8, which was 85.5 higher than the previous day. The implied volatity was 13.86, the open interest changed by 3028 which increased total open position to 3633
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 67.85, which was -1.35 lower than the previous day. The implied volatity was 12.83, the open interest changed by 312 which increased total open position to 605
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 65.25, which was -27.55 lower than the previous day. The implied volatity was 13.94, the open interest changed by 60 which increased total open position to 293
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 95.05, which was 23.65 higher than the previous day. The implied volatity was 13.53, the open interest changed by 75 which increased total open position to 233
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 78.3, which was -0.6 lower than the previous day. The implied volatity was 14.23, the open interest changed by -31 which decreased total open position to 158
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 77.3, which was -56.35 lower than the previous day. The implied volatity was 14.77, the open interest changed by 38 which increased total open position to 189
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 135.1, which was -67.25 lower than the previous day. The implied volatity was 12.65, the open interest changed by 86 which increased total open position to 151
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 207.75, which was -495.55 lower than the previous day. The implied volatity was 12.66, the open interest changed by 65 which increased total open position to 65
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 703.3, 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 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 703.3, 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 703.3, 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 703.3, 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 703.3, 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
