NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 01:37 PM IST
| NIFTY 09APR2025 23350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 4.62
Theta: -5.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 22923.80 | 13.5 | -94.65 | 11.07 | 6,28,518 | 44,197 | 56,398 | |||
| 3 Apr | 23250.10 | 107.85 | -66.6 | 11.75 | 97,980 | 7,303 | 12,201 | |||
| 2 Apr | 23332.35 | 174.15 | 40.8 | 12.50 | 40,953 | -51 | 4,898 | |||
| 1 Apr | 23165.70 | 130.45 | -195.15 | 13.40 | 23,063 | 4,245 | 4,949 | |||
| 28 Mar | 23519.35 | 332.6 | -120.75 | 12.00 | 1,464 | 99 | 704 | |||
| 27 Mar | 23591.95 | 463.95 | 64.15 | 14.96 | 128 | 0 | 605 | |||
| 26 Mar | 23486.85 | 398.25 | -143.65 | 15.60 | 222 | -148 | 605 | |||
| 25 Mar | 23668.65 | 518.5 | -34.95 | 16.44 | 414 | 114 | 753 | |||
| 24 Mar | 23658.35 | 563.75 | 248 | 15.54 | 473 | -48 | 639 | |||
| 21 Mar | 23350.40 | 317.65 | 107.95 | 11.75 | 1,622 | 479 | 687 | |||
| 20 Mar | 23190.65 | 205 | 64.85 | 10.72 | 376 | 184 | 208 | |||
| 19 Mar | 22907.60 | 138.55 | 28.4 | 11.93 | 8 | -21 | 24 | |||
| 18 Mar | 22834.30 | 110.15 | 50.55 | 11.14 | 75 | 42 | 45 | |||
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| 17 Mar | 22508.75 | 59.6 | -33.25 | 12.16 | 5 | 3 | 3 | |||
| 13 Mar | 22397.20 | 92.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 92.85 | -99.7 | 13.20 | 2 | 0 | 0 | |||
| 11 Mar | 22497.90 | 192.55 | 0 | 2.35 | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 192.55 | 0 | 2.58 | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 192.55 | 0 | 2.18 | 0 | 0 | 0 | |||
For Nifty - strike price 23350 expiring on 09APR2025
Delta for 23350 CE is 0.10
Historical price for 23350 CE is as follows
On 4 Apr NIFTY was trading at 22923.80. The strike last trading price was 13.5, which was -94.65 lower than the previous day. The implied volatity was 11.07, the open interest changed by 44197 which increased total open position to 56398
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 107.85, which was -66.6 lower than the previous day. The implied volatity was 11.75, the open interest changed by 7303 which increased total open position to 12201
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 174.15, which was 40.8 higher than the previous day. The implied volatity was 12.50, the open interest changed by -51 which decreased total open position to 4898
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 130.45, which was -195.15 lower than the previous day. The implied volatity was 13.40, the open interest changed by 4245 which increased total open position to 4949
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 332.6, which was -120.75 lower than the previous day. The implied volatity was 12.00, the open interest changed by 99 which increased total open position to 704
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 463.95, which was 64.15 higher than the previous day. The implied volatity was 14.96, the open interest changed by 0 which decreased total open position to 605
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 398.25, which was -143.65 lower than the previous day. The implied volatity was 15.60, the open interest changed by -148 which decreased total open position to 605
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 518.5, which was -34.95 lower than the previous day. The implied volatity was 16.44, the open interest changed by 114 which increased total open position to 753
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 563.75, which was 248 higher than the previous day. The implied volatity was 15.54, the open interest changed by -48 which decreased total open position to 639
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 317.65, which was 107.95 higher than the previous day. The implied volatity was 11.75, the open interest changed by 479 which increased total open position to 687
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 205, which was 64.85 higher than the previous day. The implied volatity was 10.72, the open interest changed by 184 which increased total open position to 208
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 138.55, which was 28.4 higher than the previous day. The implied volatity was 11.93, the open interest changed by -21 which decreased total open position to 24
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 110.15, which was 50.55 higher than the previous day. The implied volatity was 11.14, the open interest changed by 42 which increased total open position to 45
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 59.6, which was -33.25 lower than the previous day. The implied volatity was 12.16, the open interest changed by 3 which increased total open position to 3
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 92.85, 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 92.85, which was -99.7 lower than the previous day. The implied volatity was 13.20, 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 192.55, which was 0 lower than the previous day. The implied volatity was 2.35, 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 192.55, which was 0 lower than the previous day. The implied volatity was 2.58, 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 192.55, which was 0 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09APR2025 23350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 7.90
Theta: -9.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 22923.80 | 454 | 242.85 | 18.10 | 26,709 | -1,802 | 5,086 |
| 3 Apr | 23250.10 | 216.5 | 43.2 | 15.08 | 45,144 | 2,620 | 6,888 |
| 2 Apr | 23332.35 | 173 | -74.65 | 14.40 | 22,324 | 835 | 4,268 |
| 1 Apr | 23165.70 | 250.2 | 139.4 | 13.33 | 21,504 | 1,953 | 3,433 |
| 28 Mar | 23519.35 | 109.1 | 0.1 | 11.87 | 10,678 | 224 | 1,480 |
| 27 Mar | 23591.95 | 105.7 | -39.35 | 13.39 | 1,316 | 196 | 1,256 |
| 26 Mar | 23486.85 | 152.05 | 33.65 | 13.17 | 654 | 106 | 1,060 |
| 25 Mar | 23668.65 | 118.6 | -0.15 | 13.57 | 673 | 299 | 954 |
| 24 Mar | 23658.35 | 110.45 | -93.6 | 13.88 | 556 | -31 | 655 |
| 21 Mar | 23350.40 | 200.65 | -77.3 | 12.16 | 2,038 | 686 | 686 |
| 20 Mar | 23190.65 | 277.95 | -564.05 | 11.48 | 8 | 0 | 0 |
| 19 Mar | 22907.60 | 842 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 842 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 842 | 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 23350 expiring on 09APR2025
Delta for 23350 PE is -0.78
Historical price for 23350 PE is as follows
On 4 Apr NIFTY was trading at 22923.80. The strike last trading price was 454, which was 242.85 higher than the previous day. The implied volatity was 18.10, the open interest changed by -1802 which decreased total open position to 5086
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 216.5, which was 43.2 higher than the previous day. The implied volatity was 15.08, the open interest changed by 2620 which increased total open position to 6888
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 173, which was -74.65 lower than the previous day. The implied volatity was 14.40, the open interest changed by 835 which increased total open position to 4268
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 250.2, which was 139.4 higher than the previous day. The implied volatity was 13.33, the open interest changed by 1953 which increased total open position to 3433
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 109.1, which was 0.1 higher than the previous day. The implied volatity was 11.87, the open interest changed by 224 which increased total open position to 1480
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 105.7, which was -39.35 lower than the previous day. The implied volatity was 13.39, the open interest changed by 196 which increased total open position to 1256
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 152.05, which was 33.65 higher than the previous day. The implied volatity was 13.17, the open interest changed by 106 which increased total open position to 1060
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 118.6, which was -0.15 lower than the previous day. The implied volatity was 13.57, the open interest changed by 299 which increased total open position to 954
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 110.45, which was -93.6 lower than the previous day. The implied volatity was 13.88, the open interest changed by -31 which decreased total open position to 655
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 200.65, which was -77.3 lower than the previous day. The implied volatity was 12.16, the open interest changed by 686 which increased total open position to 686
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 277.95, which was -564.05 lower than the previous day. The implied volatity was 11.48, the open interest changed by 0 which decreased total open position to 0
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 842, 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 842, 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 842, 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
