NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 23250 CE | ||||||||||
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Delta: 0.54
Vega: 11.84
Theta: -14.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 154.8 | -78.2 | 11.73 | 1,66,538 | 17,798 | 21,110 | |||
| 2 Apr | 23332.35 | 232.2 | 52.9 | 12.59 | 45,320 | -911 | 3,312 | |||
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| 1 Apr | 23165.70 | 176.1 | -228.55 | 13.55 | 21,334 | 4,007 | 4,223 | |||
| 28 Mar | 23519.35 | 397.25 | -134.5 | 11.64 | 446 | 103 | 216 | |||
| 27 Mar | 23591.95 | 536.95 | 64.2 | 15.05 | 52 | 42 | 113 | |||
| 26 Mar | 23486.85 | 466.15 | -217.5 | 15.89 | 26 | 9 | 71 | |||
| 25 Mar | 23668.65 | 683.65 | 38.65 | 22.15 | 20 | -5 | 62 | |||
| 24 Mar | 23658.35 | 645 | 265.55 | 16.10 | 86 | -19 | 67 | |||
| 21 Mar | 23350.40 | 379.6 | 108.15 | 11.83 | 415 | 16 | 86 | |||
| 20 Mar | 23190.65 | 271.45 | 95.45 | 11.54 | 132 | 53 | 70 | |||
| 19 Mar | 22907.60 | 176 | 28.7 | 12.08 | 29 | 16 | 17 | |||
| 18 Mar | 22834.30 | 147.3 | 66.3 | 11.43 | 4 | 0 | 1 | |||
| 17 Mar | 22508.75 | 81 | 19.95 | 12.41 | 2 | 1 | 1 | |||
| 13 Mar | 22397.20 | 61.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 61.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 61.05 | -38.45 | 9.43 | 1 | 0 | 2 | |||
| 10 Mar | 22460.30 | 99.5 | -56.6 | 12.19 | 3 | 2 | 2 | |||
| 7 Mar | 22552.50 | 156.1 | -64.9 | 12.87 | 1 | 0 | 0 | |||
For Nifty - strike price 23250 expiring on 09APR2025
Delta for 23250 CE is 0.54
Historical price for 23250 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 154.8, which was -78.2 lower than the previous day. The implied volatity was 11.73, the open interest changed by 17798 which increased total open position to 21110
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 232.2, which was 52.9 higher than the previous day. The implied volatity was 12.59, the open interest changed by -911 which decreased total open position to 3312
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 176.1, which was -228.55 lower than the previous day. The implied volatity was 13.55, the open interest changed by 4007 which increased total open position to 4223
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 397.25, which was -134.5 lower than the previous day. The implied volatity was 11.64, the open interest changed by 103 which increased total open position to 216
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 536.95, which was 64.2 higher than the previous day. The implied volatity was 15.05, the open interest changed by 42 which increased total open position to 113
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 466.15, which was -217.5 lower than the previous day. The implied volatity was 15.89, the open interest changed by 9 which increased total open position to 71
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 683.65, which was 38.65 higher than the previous day. The implied volatity was 22.15, the open interest changed by -5 which decreased total open position to 62
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 645, which was 265.55 higher than the previous day. The implied volatity was 16.10, the open interest changed by -19 which decreased total open position to 67
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 379.6, which was 108.15 higher than the previous day. The implied volatity was 11.83, the open interest changed by 16 which increased total open position to 86
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 271.45, which was 95.45 higher than the previous day. The implied volatity was 11.54, the open interest changed by 53 which increased total open position to 70
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 176, which was 28.7 higher than the previous day. The implied volatity was 12.08, the open interest changed by 16 which increased total open position to 17
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 147.3, which was 66.3 higher than the previous day. The implied volatity was 11.43, the open interest changed by 0 which decreased total open position to 1
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 81, which was 19.95 higher than the previous day. The implied volatity was 12.41, 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 61.05, 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 61.05, 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 61.05, which was -38.45 lower than the previous day. The implied volatity was 9.43, the open interest changed by 0 which decreased total open position to 2
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 99.5, which was -56.6 lower than the previous day. The implied volatity was 12.19, the open interest changed by 2 which increased total open position to 2
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 156.1, which was -64.9 lower than the previous day. The implied volatity was 12.87, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09APR2025 23250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 11.85
Theta: -11.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 164 | 31.3 | 15.04 | 2,04,544 | 17,662 | 24,107 |
| 2 Apr | 23332.35 | 132 | -58.25 | 14.63 | 59,603 | 2,450 | 6,445 |
| 1 Apr | 23165.70 | 194.55 | 109.1 | 13.49 | 32,409 | 3,177 | 3,995 |
| 28 Mar | 23519.35 | 86 | -0.7 | 12.34 | 8,496 | 335 | 818 |
| 27 Mar | 23591.95 | 77.05 | -38.6 | 13.21 | 836 | 190 | 483 |
| 26 Mar | 23486.85 | 118.55 | 25.95 | 13.20 | 455 | 47 | 293 |
| 25 Mar | 23668.65 | 92 | -2.95 | 13.60 | 500 | 56 | 246 |
| 24 Mar | 23658.35 | 90 | -76.3 | 14.17 | 420 | 77 | 190 |
| 21 Mar | 23350.40 | 163.25 | -82.4 | 12.34 | 719 | 97 | 113 |
| 20 Mar | 23190.65 | 250.15 | -520.95 | 12.54 | 24 | 16 | 16 |
| 19 Mar | 22907.60 | 771.1 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 771.1 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 771.1 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 0 | 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 23250 expiring on 09APR2025
Delta for 23250 PE is -0.47
Historical price for 23250 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 164, which was 31.3 higher than the previous day. The implied volatity was 15.04, the open interest changed by 17662 which increased total open position to 24107
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 132, which was -58.25 lower than the previous day. The implied volatity was 14.63, the open interest changed by 2450 which increased total open position to 6445
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 194.55, which was 109.1 higher than the previous day. The implied volatity was 13.49, the open interest changed by 3177 which increased total open position to 3995
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 86, which was -0.7 lower than the previous day. The implied volatity was 12.34, the open interest changed by 335 which increased total open position to 818
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 77.05, which was -38.6 lower than the previous day. The implied volatity was 13.21, the open interest changed by 190 which increased total open position to 483
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 118.55, which was 25.95 higher than the previous day. The implied volatity was 13.20, the open interest changed by 47 which increased total open position to 293
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 92, which was -2.95 lower than the previous day. The implied volatity was 13.60, the open interest changed by 56 which increased total open position to 246
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 90, which was -76.3 lower than the previous day. The implied volatity was 14.17, the open interest changed by 77 which increased total open position to 190
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 163.25, which was -82.4 lower than the previous day. The implied volatity was 12.34, the open interest changed by 97 which increased total open position to 113
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 250.15, which was -520.95 lower than the previous day. The implied volatity was 12.54, the open interest changed by 16 which increased total open position to 16
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 771.1, 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 771.1, 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 771.1, 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 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 12 Mar NIFTY was trading at 22470.50. 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
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
