NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 23300 CE | ||||||||||
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Delta: 0.34
Vega: 6.30
Theta: -25.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 58.85 | -222.8 | 15.13 | 18,19,492 | 90,299 | 1,02,019 | |||
| 28 Mar | 23519.35 | 282.9 | -140.4 | 11.36 | 99,361 | 2,680 | 11,720 | |||
| 27 Mar | 23591.95 | 440 | 86.1 | 17.44 | 17,453 | 834 | 9,040 | |||
| 26 Mar | 23486.85 | 349.55 | -156.2 | 16.35 | 10,562 | 3,453 | 8,206 | |||
| 25 Mar | 23668.65 | 465.4 | -44.15 | 16.45 | 8,945 | -367 | 4,753 | |||
| 24 Mar | 23658.35 | 523.05 | 256.8 | 15.78 | 18,664 | -2,960 | 5,120 | |||
| 21 Mar | 23350.40 | 265 | 98.5 | 10.71 | 72,428 | 4,954 | 8,080 | |||
| 20 Mar | 23190.65 | 161.95 | 60.8 | 10.13 | 21,903 | 986 | 3,126 | |||
| 19 Mar | 22907.60 | 100.45 | 20.35 | 11.58 | 9,463 | 885 | 2,140 | |||
| 18 Mar | 22834.30 | 83 | 52.75 | 11.17 | 3,720 | 130 | 1,255 | |||
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| 17 Mar | 22508.75 | 29.25 | 5.05 | 11.19 | 3,753 | 507 | 1,125 | |||
| 13 Mar | 22397.20 | 24.1 | -19.5 | 10.66 | 1,253 | 470 | 618 | |||
| 12 Mar | 22470.50 | 44.05 | -14.35 | 11.30 | 307 | 51 | 148 | |||
| 11 Mar | 22497.90 | 61 | 4.55 | 11.61 | 137 | 27 | 97 | |||
| 10 Mar | 22460.30 | 55 | -25.95 | 11.80 | 210 | 13 | 70 | |||
| 7 Mar | 22552.50 | 81.75 | -3.2 | 11.50 | 200 | 15 | 57 | |||
| 6 Mar | 22544.70 | 79.65 | 17.95 | 11.19 | 56 | 10 | 42 | |||
| 5 Mar | 22337.30 | 61.7 | 26.4 | 11.84 | 50 | -10 | 32 | |||
| 4 Mar | 22082.65 | 35.3 | -6.55 | 12.15 | 92 | -3 | 42 | |||
| 3 Mar | 22119.30 | 41.55 | -14.1 | 11.87 | 96 | 21 | 45 | |||
| 28 Feb | 22124.70 | 55 | -85 | 12.29 | 50 | 24 | 24 | |||
| 27 Feb | 22545.05 | 140 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 140 | -32.35 | 11.90 | 11 | 0 | 14 | |||
| 24 Feb | 22553.35 | 172.35 | -232.15 | 12.71 | 38 | 14 | 14 | |||
| 21 Feb | 22795.90 | 404.5 | 0 | 0.91 | 0 | 0 | 0 | |||
For Nifty - strike price 23300 expiring on 03APR2025
Delta for 23300 CE is 0.34
Historical price for 23300 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 58.85, which was -222.8 lower than the previous day. The implied volatity was 15.13, the open interest changed by 90299 which increased total open position to 102019
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 282.9, which was -140.4 lower than the previous day. The implied volatity was 11.36, the open interest changed by 2680 which increased total open position to 11720
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 440, which was 86.1 higher than the previous day. The implied volatity was 17.44, the open interest changed by 834 which increased total open position to 9040
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 349.55, which was -156.2 lower than the previous day. The implied volatity was 16.35, the open interest changed by 3453 which increased total open position to 8206
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 465.4, which was -44.15 lower than the previous day. The implied volatity was 16.45, the open interest changed by -367 which decreased total open position to 4753
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 523.05, which was 256.8 higher than the previous day. The implied volatity was 15.78, the open interest changed by -2960 which decreased total open position to 5120
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 265, which was 98.5 higher than the previous day. The implied volatity was 10.71, the open interest changed by 4954 which increased total open position to 8080
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 161.95, which was 60.8 higher than the previous day. The implied volatity was 10.13, the open interest changed by 986 which increased total open position to 3126
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 100.45, which was 20.35 higher than the previous day. The implied volatity was 11.58, the open interest changed by 885 which increased total open position to 2140
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 83, which was 52.75 higher than the previous day. The implied volatity was 11.17, the open interest changed by 130 which increased total open position to 1255
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 29.25, which was 5.05 higher than the previous day. The implied volatity was 11.19, the open interest changed by 507 which increased total open position to 1125
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 24.1, which was -19.5 lower than the previous day. The implied volatity was 10.66, the open interest changed by 470 which increased total open position to 618
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 44.05, which was -14.35 lower than the previous day. The implied volatity was 11.30, the open interest changed by 51 which increased total open position to 148
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 61, which was 4.55 higher than the previous day. The implied volatity was 11.61, the open interest changed by 27 which increased total open position to 97
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 55, which was -25.95 lower than the previous day. The implied volatity was 11.80, the open interest changed by 13 which increased total open position to 70
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 81.75, which was -3.2 lower than the previous day. The implied volatity was 11.50, the open interest changed by 15 which increased total open position to 57
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 79.65, which was 17.95 higher than the previous day. The implied volatity was 11.19, the open interest changed by 10 which increased total open position to 42
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 61.7, which was 26.4 higher than the previous day. The implied volatity was 11.84, the open interest changed by -10 which decreased total open position to 32
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 35.3, which was -6.55 lower than the previous day. The implied volatity was 12.15, the open interest changed by -3 which decreased total open position to 42
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 41.55, which was -14.1 lower than the previous day. The implied volatity was 11.87, the open interest changed by 21 which increased total open position to 45
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 55, which was -85 lower than the previous day. The implied volatity was 12.29, the open interest changed by 24 which increased total open position to 24
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 140, 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 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 140, which was -32.35 lower than the previous day. The implied volatity was 11.90, the open interest changed by 0 which decreased total open position to 14
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 172.35, which was -232.15 lower than the previous day. The implied volatity was 12.71, the open interest changed by 14 which increased total open position to 14
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 404.5, which was 0 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0
| NIFTY 03APR2025 23300 PE | |||||||
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Delta: -0.67
Vega: 6.18
Theta: -16.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 157 | 115.15 | 13.65 | 22,20,119 | -4,681 | 49,970 |
| 28 Mar | 23519.35 | 40.05 | -7.1 | 10.29 | 14,12,586 | 24,437 | 54,651 |
| 27 Mar | 23591.95 | 43 | -34.95 | 12.36 | 1,48,607 | 14,158 | 30,214 |
| 26 Mar | 23486.85 | 81 | 25.15 | 12.12 | 94,632 | 3,262 | 16,056 |
| 25 Mar | 23668.65 | 62.95 | -3.5 | 13.12 | 56,514 | 2,298 | 12,794 |
| 24 Mar | 23658.35 | 63 | -74.65 | 13.85 | 53,918 | 1,167 | 10,496 |
| 21 Mar | 23350.40 | 133 | -87.6 | 11.09 | 69,116 | 6,578 | 9,329 |
| 20 Mar | 23190.65 | 222.8 | -156.55 | 11.01 | 7,009 | 1,158 | 2,751 |
| 19 Mar | 22907.60 | 376.9 | -89.1 | 10.56 | 2,425 | 1,581 | 1,593 |
| 18 Mar | 22834.30 | 466 | -229.9 | 13.25 | 16 | 11 | 12 |
| 17 Mar | 22508.75 | 695.9 | 96.3 | 10.33 | 2 | 1 | 1 |
| 13 Mar | 22397.20 | 599.6 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 599.6 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 599.6 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 599.6 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 599.6 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 22544.70 | 599.6 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 599.6 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 599.6 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 599.6 | 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 23300 expiring on 03APR2025
Delta for 23300 PE is -0.67
Historical price for 23300 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 157, which was 115.15 higher than the previous day. The implied volatity was 13.65, the open interest changed by -4681 which decreased total open position to 49970
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 40.05, which was -7.1 lower than the previous day. The implied volatity was 10.29, the open interest changed by 24437 which increased total open position to 54651
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 43, which was -34.95 lower than the previous day. The implied volatity was 12.36, the open interest changed by 14158 which increased total open position to 30214
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 81, which was 25.15 higher than the previous day. The implied volatity was 12.12, the open interest changed by 3262 which increased total open position to 16056
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 62.95, which was -3.5 lower than the previous day. The implied volatity was 13.12, the open interest changed by 2298 which increased total open position to 12794
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 63, which was -74.65 lower than the previous day. The implied volatity was 13.85, the open interest changed by 1167 which increased total open position to 10496
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 133, which was -87.6 lower than the previous day. The implied volatity was 11.09, the open interest changed by 6578 which increased total open position to 9329
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 222.8, which was -156.55 lower than the previous day. The implied volatity was 11.01, the open interest changed by 1158 which increased total open position to 2751
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 376.9, which was -89.1 lower than the previous day. The implied volatity was 10.56, the open interest changed by 1581 which increased total open position to 1593
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 466, which was -229.9 lower than the previous day. The implied volatity was 13.25, the open interest changed by 11 which increased total open position to 12
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 695.9, which was 96.3 higher than the previous day. The implied volatity was 10.33, 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 599.6, 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 599.6, 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 599.6, 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 599.6, 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 599.6, 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 599.6, 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 599.6, 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 599.6, 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 599.6, 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
