NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 23350 CE | ||||||||||
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Delta: 0.27
Vega: 5.69
Theta: -22.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 42.5 | -200.35 | 14.93 | 10,96,455 | 38,839 | 41,788 | |||
| 28 Mar | 23519.35 | 241.4 | -142.9 | 10.85 | 63,424 | 1,519 | 2,949 | |||
| 27 Mar | 23591.95 | 396.75 | 80.95 | 16.80 | 5,564 | 517 | 1,430 | |||
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| 26 Mar | 23486.85 | 307.75 | -156.75 | 15.56 | 1,259 | 325 | 913 | |||
| 25 Mar | 23668.65 | 439.3 | -29.9 | 17.16 | 711 | -55 | 588 | |||
| 24 Mar | 23658.35 | 443.55 | 208.5 | 12.25 | 5,794 | -822 | 643 | |||
| 21 Mar | 23350.40 | 234.1 | 91.35 | 10.62 | 21,798 | 730 | 1,465 | |||
| 20 Mar | 23190.65 | 142.75 | 57.45 | 10.27 | 3,919 | 485 | 735 | |||
| 19 Mar | 22907.60 | 83.55 | 15.65 | 11.37 | 1,745 | 9 | 250 | |||
| 18 Mar | 22834.30 | 69.4 | 44.25 | 11.00 | 509 | 88 | 241 | |||
| 17 Mar | 22508.75 | 24.95 | 2.3 | 11.25 | 145 | 130 | 153 | |||
| 13 Mar | 22397.20 | 22.65 | -13.55 | 10.99 | 35 | 11 | 23 | |||
| 12 Mar | 22470.50 | 36.2 | -14.6 | 11.16 | 9 | -2 | 12 | |||
| 11 Mar | 22497.90 | 50.8 | 0.55 | 11.44 | 15 | 0 | 14 | |||
| 10 Mar | 22460.30 | 50.25 | -18.8 | 11.98 | 37 | 6 | 14 | |||
| 7 Mar | 22552.50 | 69.05 | 4.7 | 11.29 | 14 | -14 | 8 | |||
| 6 Mar | 22544.70 | 70.45 | 33.05 | 11.19 | 21 | 22 | 22 | |||
| 5 Mar | 22337.30 | 37.7 | 0.3 | 0.00 | 0 | 2 | 0 | |||
| 4 Mar | 22082.65 | 37.7 | 0.3 | 0.00 | 0 | 2 | 0 | |||
| 3 Mar | 22119.30 | 37.7 | -19.35 | 11.97 | 14 | 2 | 3 | |||
| 28 Feb | 22124.70 | 51.55 | -332.15 | 12.48 | 2 | 1 | 1 | |||
| 27 Feb | 22545.05 | 383.7 | 0 | 2.06 | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 383.7 | 0 | 1.91 | 0 | 0 | 0 | |||
| 24 Feb | 22553.35 | 383.7 | 0 | 1.90 | 0 | 0 | 0 | |||
| 21 Feb | 22795.90 | 383.7 | 0 | 1.07 | 0 | 0 | 0 | |||
For Nifty - strike price 23350 expiring on 03APR2025
Delta for 23350 CE is 0.27
Historical price for 23350 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 42.5, which was -200.35 lower than the previous day. The implied volatity was 14.93, the open interest changed by 38839 which increased total open position to 41788
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 241.4, which was -142.9 lower than the previous day. The implied volatity was 10.85, the open interest changed by 1519 which increased total open position to 2949
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 396.75, which was 80.95 higher than the previous day. The implied volatity was 16.80, the open interest changed by 517 which increased total open position to 1430
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 307.75, which was -156.75 lower than the previous day. The implied volatity was 15.56, the open interest changed by 325 which increased total open position to 913
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 439.3, which was -29.9 lower than the previous day. The implied volatity was 17.16, the open interest changed by -55 which decreased total open position to 588
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 443.55, which was 208.5 higher than the previous day. The implied volatity was 12.25, the open interest changed by -822 which decreased total open position to 643
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 234.1, which was 91.35 higher than the previous day. The implied volatity was 10.62, the open interest changed by 730 which increased total open position to 1465
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 142.75, which was 57.45 higher than the previous day. The implied volatity was 10.27, the open interest changed by 485 which increased total open position to 735
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 83.55, which was 15.65 higher than the previous day. The implied volatity was 11.37, the open interest changed by 9 which increased total open position to 250
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 69.4, which was 44.25 higher than the previous day. The implied volatity was 11.00, the open interest changed by 88 which increased total open position to 241
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 24.95, which was 2.3 higher than the previous day. The implied volatity was 11.25, the open interest changed by 130 which increased total open position to 153
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 22.65, which was -13.55 lower than the previous day. The implied volatity was 10.99, the open interest changed by 11 which increased total open position to 23
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 36.2, which was -14.6 lower than the previous day. The implied volatity was 11.16, the open interest changed by -2 which decreased total open position to 12
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 50.8, which was 0.55 higher than the previous day. The implied volatity was 11.44, the open interest changed by 0 which decreased total open position to 14
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 50.25, which was -18.8 lower than the previous day. The implied volatity was 11.98, the open interest changed by 6 which increased total open position to 14
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 69.05, which was 4.7 higher than the previous day. The implied volatity was 11.29, the open interest changed by -14 which decreased total open position to 8
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 70.45, which was 33.05 higher than the previous day. The implied volatity was 11.19, the open interest changed by 22 which increased total open position to 22
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 37.7, which was 0.3 higher than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 37.7, which was 0.3 higher than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 37.7, which was -19.35 lower than the previous day. The implied volatity was 11.97, the open interest changed by 2 which increased total open position to 3
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 51.55, which was -332.15 lower than the previous day. The implied volatity was 12.48, the open interest changed by 1 which increased total open position to 1
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 383.7, which was 0 lower than the previous day. The implied volatity was 2.06, 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 383.7, which was 0 lower than the previous day. The implied volatity was 1.91, 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 383.7, which was 0 lower than the previous day. The implied volatity was 1.90, 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 383.7, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0
| NIFTY 03APR2025 23350 PE | |||||||
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Delta: -0.75
Vega: 5.42
Theta: -13.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 190.65 | 138.3 | 13.27 | 9,77,819 | -4,128 | 15,985 |
| 28 Mar | 23519.35 | 50.2 | -5.1 | 10.04 | 9,76,720 | 10,517 | 20,113 |
| 27 Mar | 23591.95 | 49.3 | -41.3 | 11.91 | 64,810 | 4,114 | 9,596 |
| 26 Mar | 23486.85 | 93.1 | 29.95 | 11.78 | 38,660 | 1,191 | 5,482 |
| 25 Mar | 23668.65 | 74.6 | 0 | 13.07 | 20,472 | 1,293 | 4,291 |
| 24 Mar | 23658.35 | 71 | -85.55 | 13.58 | 21,865 | -91 | 2,998 |
| 21 Mar | 23350.40 | 152.5 | -95.15 | 11.03 | 21,220 | 2,783 | 3,089 |
| 20 Mar | 23190.65 | 249.1 | -159.45 | 10.92 | 768 | 304 | 306 |
| 19 Mar | 22907.60 | 408.55 | -80.3 | 10.19 | 2 | 1 | 2 |
| 18 Mar | 22834.30 | 491.85 | -136.55 | 12.61 | 3 | 1 | 1 |
| 17 Mar | 22508.75 | 628.4 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 628.4 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 628.4 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 628.4 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 628.4 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 628.4 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 22544.70 | 628.4 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 628.4 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 628.4 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 628.4 | 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 23350 expiring on 03APR2025
Delta for 23350 PE is -0.75
Historical price for 23350 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 190.65, which was 138.3 higher than the previous day. The implied volatity was 13.27, the open interest changed by -4128 which decreased total open position to 15985
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 50.2, which was -5.1 lower than the previous day. The implied volatity was 10.04, the open interest changed by 10517 which increased total open position to 20113
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 49.3, which was -41.3 lower than the previous day. The implied volatity was 11.91, the open interest changed by 4114 which increased total open position to 9596
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 93.1, which was 29.95 higher than the previous day. The implied volatity was 11.78, the open interest changed by 1191 which increased total open position to 5482
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 74.6, which was 0 lower than the previous day. The implied volatity was 13.07, the open interest changed by 1293 which increased total open position to 4291
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 71, which was -85.55 lower than the previous day. The implied volatity was 13.58, the open interest changed by -91 which decreased total open position to 2998
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 152.5, which was -95.15 lower than the previous day. The implied volatity was 11.03, the open interest changed by 2783 which increased total open position to 3089
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 249.1, which was -159.45 lower than the previous day. The implied volatity was 10.92, the open interest changed by 304 which increased total open position to 306
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 408.55, which was -80.3 lower than the previous day. The implied volatity was 10.19, the open interest changed by 1 which increased total open position to 2
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 491.85, which was -136.55 lower than the previous day. The implied volatity was 12.61, the open interest changed by 1 which increased total open position to 1
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 628.4, 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 628.4, 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 628.4, 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 628.4, 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 628.4, 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 628.4, 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 628.4, 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 628.4, 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 628.4, 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 628.4, 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
