NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 23200 CE | ||||||||||
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Delta: 0.49
Vega: 6.84
Theta: -30.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 1 Apr | 23165.70 | 104.85 | -262.3 | 15.85 | 16,64,790 | 64,659 | 71,521 | |||
| 28 Mar | 23519.35 | 370 | -137.45 | 12.37 | 32,724 | -1,521 | 6,862 | |||
| 27 Mar | 23591.95 | 523.85 | 88.85 | 18.34 | 13,536 | -824 | 8,383 | |||
| 26 Mar | 23486.85 | 423.65 | -181.25 | 16.91 | 8,960 | 1,366 | 9,207 | |||
| 25 Mar | 23668.65 | 563.5 | -32.25 | 18.52 | 3,661 | -1,024 | 7,841 | |||
| 24 Mar | 23658.35 | 613 | 279.15 | 16.88 | 9,319 | -1,919 | 8,865 | |||
| 21 Mar | 23350.40 | 332.25 | 112.15 | 10.85 | 46,251 | 3,330 | 10,784 | |||
| 20 Mar | 23190.65 | 216 | 77.8 | 10.37 | 29,827 | 4,588 | 7,454 | |||
| 19 Mar | 22907.60 | 136.75 | 25.8 | 11.82 | 25,558 | 1,350 | 2,866 | |||
| 18 Mar | 22834.30 | 116.2 | 71.9 | 11.46 | 6,352 | 58 | 1,516 | |||
| 17 Mar | 22508.75 | 44.65 | 11 | 11.44 | 4,936 | 989 | 1,458 | |||
| 13 Mar | 22397.20 | 33 | -26.2 | 10.56 | 846 | 301 | 469 | |||
| 12 Mar | 22470.50 | 59.85 | -18.35 | 11.35 | 313 | 28 | 168 | |||
| 11 Mar | 22497.90 | 81 | 6.3 | 11.70 | 286 | -16 | 140 | |||
| 10 Mar | 22460.30 | 72.6 | -36.45 | 11.87 | 109 | 1 | 156 | |||
| 7 Mar | 22552.50 | 104.55 | 0.55 | 11.54 | 354 | 146 | 155 | |||
| 6 Mar | 22544.70 | 105 | 32 | 11.38 | 21 | 4 | 9 | |||
| 5 Mar | 22337.30 | 73 | -375.4 | 11.53 | 13 | 5 | 5 | |||
| 4 Mar | 22082.65 | 448.4 | 0 | 3.35 | 0 | 0 | 0 | |||
| 3 Mar | 22119.30 | 448.4 | 0 | 3.06 | 0 | 0 | 0 | |||
| 28 Feb | 22124.70 | 448.4 | 0 | 2.92 | 0 | 0 | 0 | |||
| 27 Feb | 22545.05 | 448.4 | 0 | 1.67 | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 448.4 | 0 | 1.51 | 0 | 0 | 0 | |||
| 24 Feb | 22553.35 | 448.4 | 0 | 1.40 | 0 | 0 | 0 | |||
| 21 Feb | 22795.90 | 448.4 | 0 | 0.59 | 0 | 0 | 0 | |||
For Nifty - strike price 23200 expiring on 03APR2025
Delta for 23200 CE is 0.49
Historical price for 23200 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 104.85, which was -262.3 lower than the previous day. The implied volatity was 15.85, the open interest changed by 64659 which increased total open position to 71521
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 370, which was -137.45 lower than the previous day. The implied volatity was 12.37, the open interest changed by -1521 which decreased total open position to 6862
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 523.85, which was 88.85 higher than the previous day. The implied volatity was 18.34, the open interest changed by -824 which decreased total open position to 8383
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 423.65, which was -181.25 lower than the previous day. The implied volatity was 16.91, the open interest changed by 1366 which increased total open position to 9207
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 563.5, which was -32.25 lower than the previous day. The implied volatity was 18.52, the open interest changed by -1024 which decreased total open position to 7841
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 613, which was 279.15 higher than the previous day. The implied volatity was 16.88, the open interest changed by -1919 which decreased total open position to 8865
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 332.25, which was 112.15 higher than the previous day. The implied volatity was 10.85, the open interest changed by 3330 which increased total open position to 10784
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 216, which was 77.8 higher than the previous day. The implied volatity was 10.37, the open interest changed by 4588 which increased total open position to 7454
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 136.75, which was 25.8 higher than the previous day. The implied volatity was 11.82, the open interest changed by 1350 which increased total open position to 2866
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 116.2, which was 71.9 higher than the previous day. The implied volatity was 11.46, the open interest changed by 58 which increased total open position to 1516
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 44.65, which was 11 higher than the previous day. The implied volatity was 11.44, the open interest changed by 989 which increased total open position to 1458
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 33, which was -26.2 lower than the previous day. The implied volatity was 10.56, the open interest changed by 301 which increased total open position to 469
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 59.85, which was -18.35 lower than the previous day. The implied volatity was 11.35, the open interest changed by 28 which increased total open position to 168
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 81, which was 6.3 higher than the previous day. The implied volatity was 11.70, the open interest changed by -16 which decreased total open position to 140
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 72.6, which was -36.45 lower than the previous day. The implied volatity was 11.87, the open interest changed by 1 which increased total open position to 156
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 104.55, which was 0.55 higher than the previous day. The implied volatity was 11.54, the open interest changed by 146 which increased total open position to 155
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 105, which was 32 higher than the previous day. The implied volatity was 11.38, the open interest changed by 4 which increased total open position to 9
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 73, which was -375.4 lower than the previous day. The implied volatity was 11.53, the open interest changed by 5 which increased total open position to 5
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 448.4, which was 0 lower than the previous day. The implied volatity was 3.35, 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 448.4, which was 0 lower than the previous day. The implied volatity was 3.06, 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 448.4, which was 0 lower than the previous day. The implied volatity was 2.92, 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 448.4, which was 0 lower than the previous day. The implied volatity was 1.67, 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 448.4, which was 0 lower than the previous day. The implied volatity was 1.51, 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 448.4, which was 0 lower than the previous day. The implied volatity was 1.40, 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 448.4, which was 0 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0
| NIFTY 03APR2025 23200 PE | |||||||
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Delta: -0.51
Vega: 6.84
Theta: -21.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 103.15 | 75.1 | 14.52 | 29,02,149 | 29,960 | 70,760 |
| 28 Mar | 23519.35 | 27.1 | -7.6 | 11.04 | 11,94,643 | 7,797 | 40,800 |
| 27 Mar | 23591.95 | 30.5 | -26.85 | 12.90 | 1,49,509 | 8,411 | 33,003 |
| 26 Mar | 23486.85 | 59 | 16.9 | 12.55 | 91,287 | 7,035 | 24,592 |
| 25 Mar | 23668.65 | 48.5 | -3.45 | 13.69 | 59,135 | 1,583 | 17,557 |
| 24 Mar | 23658.35 | 48 | -57.7 | 14.22 | 61,432 | 2,333 | 15,974 |
| 21 Mar | 23350.40 | 103.3 | -71.25 | 11.45 | 65,705 | 6,144 | 13,641 |
| 20 Mar | 23190.65 | 179 | -134.7 | 11.35 | 20,606 | 6,686 | 7,497 |
| 19 Mar | 22907.60 | 301.8 | -65.65 | 10.20 | 2,016 | 436 | 811 |
| 18 Mar | 22834.30 | 360.5 | -245.25 | 10.97 | 629 | 320 | 375 |
| 17 Mar | 22508.75 | 605.75 | -91.6 | 9.91 | 53 | 46 | 55 |
| 13 Mar | 22397.20 | 697.35 | 21.65 | 8.29 | 2 | 9 | 9 |
| 12 Mar | 22470.50 | 675.85 | 131.5 | 12.90 | 8 | 0 | 0 |
| 11 Mar | 22497.90 | 544.35 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 544.35 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 544.35 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 22544.70 | 544.35 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 544.35 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 544.35 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 544.35 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 22124.70 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 22545.05 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 0 | 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 23200 expiring on 03APR2025
Delta for 23200 PE is -0.51
Historical price for 23200 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 103.15, which was 75.1 higher than the previous day. The implied volatity was 14.52, the open interest changed by 29960 which increased total open position to 70760
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 27.1, which was -7.6 lower than the previous day. The implied volatity was 11.04, the open interest changed by 7797 which increased total open position to 40800
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 30.5, which was -26.85 lower than the previous day. The implied volatity was 12.90, the open interest changed by 8411 which increased total open position to 33003
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 59, which was 16.9 higher than the previous day. The implied volatity was 12.55, the open interest changed by 7035 which increased total open position to 24592
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 48.5, which was -3.45 lower than the previous day. The implied volatity was 13.69, the open interest changed by 1583 which increased total open position to 17557
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 48, which was -57.7 lower than the previous day. The implied volatity was 14.22, the open interest changed by 2333 which increased total open position to 15974
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 103.3, which was -71.25 lower than the previous day. The implied volatity was 11.45, the open interest changed by 6144 which increased total open position to 13641
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 179, which was -134.7 lower than the previous day. The implied volatity was 11.35, the open interest changed by 6686 which increased total open position to 7497
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 301.8, which was -65.65 lower than the previous day. The implied volatity was 10.20, the open interest changed by 436 which increased total open position to 811
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 360.5, which was -245.25 lower than the previous day. The implied volatity was 10.97, the open interest changed by 320 which increased total open position to 375
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 605.75, which was -91.6 lower than the previous day. The implied volatity was 9.91, the open interest changed by 46 which increased total open position to 55
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 697.35, which was 21.65 higher than the previous day. The implied volatity was 8.29, the open interest changed by 9 which increased total open position to 9
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 675.85, which was 131.5 higher than the previous day. The implied volatity was 12.90, 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 544.35, 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 544.35, 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 544.35, 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 544.35, 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 544.35, 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 544.35, 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 544.35, 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 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 27 Feb NIFTY was trading at 22545.05. 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 25 Feb NIFTY was trading at 22547.55. 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 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
