NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 23300 CE | ||||||||||
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Delta: 0.48
Vega: 11.87
Theta: -14.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 129.85 | -72.7 | 11.73 | 3,58,002 | 39,330 | 57,935 | |||
| 2 Apr | 23332.35 | 201.25 | 45.95 | 12.48 | 1,42,119 | 6,809 | 18,605 | |||
| 1 Apr | 23165.70 | 152.2 | -208.75 | 13.47 | 65,229 | 11,052 | 11,796 | |||
| 28 Mar | 23519.35 | 351.6 | -138.3 | 10.94 | 3,538 | -201 | 744 | |||
| 27 Mar | 23591.95 | 510.2 | 73.8 | 15.72 | 983 | -216 | 945 | |||
| 26 Mar | 23486.85 | 428.65 | -143.85 | 15.57 | 939 | 158 | 1,161 | |||
| 25 Mar | 23668.65 | 560.2 | -26.4 | 16.91 | 551 | 165 | 1,003 | |||
| 24 Mar | 23658.35 | 606.1 | 260.85 | 15.95 | 1,444 | -6 | 838 | |||
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| 21 Mar | 23350.40 | 346.2 | 105.5 | 11.70 | 2,965 | 431 | 844 | |||
| 20 Mar | 23190.65 | 236.25 | 78.45 | 11.08 | 636 | 309 | 413 | |||
| 19 Mar | 22907.60 | 157.65 | 21.1 | 12.05 | 202 | 0 | 104 | |||
| 18 Mar | 22834.30 | 142.95 | 77.1 | 12.06 | 197 | 103 | 104 | |||
| 17 Mar | 22508.75 | 65.85 | -140.55 | 12.03 | 5 | 1 | 1 | |||
| 13 Mar | 22397.20 | 206.4 | 0 | 2.82 | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 206.4 | 0 | 2.44 | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 206.4 | 0 | 2.30 | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 206.4 | 0 | 2.40 | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 206.4 | 0 | 2.01 | 0 | 0 | 0 | |||
For Nifty - strike price 23300 expiring on 09APR2025
Delta for 23300 CE is 0.48
Historical price for 23300 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 129.85, which was -72.7 lower than the previous day. The implied volatity was 11.73, the open interest changed by 39330 which increased total open position to 57935
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 201.25, which was 45.95 higher than the previous day. The implied volatity was 12.48, the open interest changed by 6809 which increased total open position to 18605
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 152.2, which was -208.75 lower than the previous day. The implied volatity was 13.47, the open interest changed by 11052 which increased total open position to 11796
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 351.6, which was -138.3 lower than the previous day. The implied volatity was 10.94, the open interest changed by -201 which decreased total open position to 744
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 510.2, which was 73.8 higher than the previous day. The implied volatity was 15.72, the open interest changed by -216 which decreased total open position to 945
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 428.65, which was -143.85 lower than the previous day. The implied volatity was 15.57, the open interest changed by 158 which increased total open position to 1161
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 560.2, which was -26.4 lower than the previous day. The implied volatity was 16.91, the open interest changed by 165 which increased total open position to 1003
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 606.1, which was 260.85 higher than the previous day. The implied volatity was 15.95, the open interest changed by -6 which decreased total open position to 838
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 346.2, which was 105.5 higher than the previous day. The implied volatity was 11.70, the open interest changed by 431 which increased total open position to 844
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 236.25, which was 78.45 higher than the previous day. The implied volatity was 11.08, the open interest changed by 309 which increased total open position to 413
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 157.65, which was 21.1 higher than the previous day. The implied volatity was 12.05, the open interest changed by 0 which decreased total open position to 104
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 142.95, which was 77.1 higher than the previous day. The implied volatity was 12.06, the open interest changed by 103 which increased total open position to 104
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 65.85, which was -140.55 lower than the previous day. The implied volatity was 12.03, 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 206.4, which was 0 lower than the previous day. The implied volatity was 2.82, 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 206.4, which was 0 lower than the previous day. The implied volatity was 2.44, 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 206.4, which was 0 lower than the previous day. The implied volatity was 2.30, 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 206.4, which was 0 lower than the previous day. The implied volatity was 2.40, 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 206.4, which was 0 lower than the previous day. The implied volatity was 2.01, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09APR2025 23300 PE | |||||||
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Delta: -0.51
Vega: 11.88
Theta: -11.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 188 | 37.15 | 14.96 | 3,17,709 | 25,624 | 52,577 |
| 2 Apr | 23332.35 | 150.2 | -64.3 | 14.42 | 1,54,727 | 16,225 | 26,953 |
| 1 Apr | 23165.70 | 222 | 124.6 | 13.52 | 88,311 | 4,467 | 10,728 |
| 28 Mar | 23519.35 | 98.1 | 1.8 | 12.19 | 40,688 | 563 | 6,261 |
| 27 Mar | 23591.95 | 90.95 | -36.85 | 13.32 | 17,610 | 611 | 5,698 |
| 26 Mar | 23486.85 | 128.55 | 29.35 | 12.83 | 13,162 | 2,726 | 5,087 |
| 25 Mar | 23668.65 | 106.65 | 0.25 | 13.71 | 7,703 | 745 | 2,361 |
| 24 Mar | 23658.35 | 100.85 | -83.05 | 14.10 | 5,939 | 163 | 1,616 |
| 21 Mar | 23350.40 | 181 | -80.85 | 12.27 | 3,631 | 1,280 | 1,453 |
| 20 Mar | 23190.65 | 271.15 | -535.05 | 12.37 | 277 | 173 | 173 |
| 19 Mar | 22907.60 | 806.2 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 806.2 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 806.2 | 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 23300 expiring on 09APR2025
Delta for 23300 PE is -0.51
Historical price for 23300 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 188, which was 37.15 higher than the previous day. The implied volatity was 14.96, the open interest changed by 25624 which increased total open position to 52577
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 150.2, which was -64.3 lower than the previous day. The implied volatity was 14.42, the open interest changed by 16225 which increased total open position to 26953
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 222, which was 124.6 higher than the previous day. The implied volatity was 13.52, the open interest changed by 4467 which increased total open position to 10728
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 98.1, which was 1.8 higher than the previous day. The implied volatity was 12.19, the open interest changed by 563 which increased total open position to 6261
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 90.95, which was -36.85 lower than the previous day. The implied volatity was 13.32, the open interest changed by 611 which increased total open position to 5698
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 128.55, which was 29.35 higher than the previous day. The implied volatity was 12.83, the open interest changed by 2726 which increased total open position to 5087
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 106.65, which was 0.25 higher than the previous day. The implied volatity was 13.71, the open interest changed by 745 which increased total open position to 2361
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 100.85, which was -83.05 lower than the previous day. The implied volatity was 14.10, the open interest changed by 163 which increased total open position to 1616
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 181, which was -80.85 lower than the previous day. The implied volatity was 12.27, the open interest changed by 1280 which increased total open position to 1453
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 271.15, which was -535.05 lower than the previous day. The implied volatity was 12.37, the open interest changed by 173 which increased total open position to 173
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 806.2, 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 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 806.2, 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 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 806.2, 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 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
