NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 23400 CE | ||||||||||
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Delta: 0.37
Vega: 11.25
Theta: -13.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 88.75 | -60.1 | 11.79 | 2,11,154 | 14,851 | 32,362 | |||
| 2 Apr | 23332.35 | 147.6 | 33.55 | 12.36 | 1,30,457 | 6,735 | 17,511 | |||
| 1 Apr | 23165.70 | 111.75 | -184.05 | 13.40 | 68,995 | 9,059 | 10,776 | |||
| 28 Mar | 23519.35 | 291.55 | -125.05 | 11.43 | 12,832 | -341 | 1,717 | |||
| 27 Mar | 23591.95 | 444.65 | 76.2 | 15.85 | 3,738 | 19 | 2,058 | |||
| 26 Mar | 23486.85 | 356.8 | -151.65 | 14.93 | 2,717 | 604 | 2,039 | |||
| 25 Mar | 23668.65 | 482.95 | -25.7 | 16.27 | 798 | 204 | 1,435 | |||
| 24 Mar | 23658.35 | 524.55 | 240.8 | 15.27 | 2,759 | 334 | 1,231 | |||
| 21 Mar | 23350.40 | 276 | 89.05 | 11.09 | 3,356 | 499 | 897 | |||
| 20 Mar | 23190.65 | 188.05 | 65.5 | 10.95 | 614 | 197 | 398 | |||
| 19 Mar | 22907.60 | 123.5 | 24.85 | 11.93 | 187 | 124 | 201 | |||
| 18 Mar | 22834.30 | 110 | 61.25 | 11.85 | 88 | 51 | 77 | |||
| 17 Mar | 22508.75 | 50.7 | 6.05 | 12.04 | 51 | 19 | 26 | |||
| 13 Mar | 22397.20 | 44.8 | -31.2 | 11.78 | 9 | 7 | 7 | |||
| 12 Mar | 22470.50 | 76 | 0 | 0.00 | 0 | 3 | 0 | |||
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| 11 Mar | 22497.90 | 76 | -25.4 | 11.87 | 3 | 3 | 3 | |||
| 10 Mar | 22460.30 | 101 | -0.4 | 0.00 | 0 | 2 | 0 | |||
| 7 Mar | 22552.50 | 101 | -78.45 | 12.00 | 4 | 2 | 2 | |||
For Nifty - strike price 23400 expiring on 09APR2025
Delta for 23400 CE is 0.37
Historical price for 23400 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 88.75, which was -60.1 lower than the previous day. The implied volatity was 11.79, the open interest changed by 14851 which increased total open position to 32362
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 147.6, which was 33.55 higher than the previous day. The implied volatity was 12.36, the open interest changed by 6735 which increased total open position to 17511
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 111.75, which was -184.05 lower than the previous day. The implied volatity was 13.40, the open interest changed by 9059 which increased total open position to 10776
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 291.55, which was -125.05 lower than the previous day. The implied volatity was 11.43, the open interest changed by -341 which decreased total open position to 1717
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 444.65, which was 76.2 higher than the previous day. The implied volatity was 15.85, the open interest changed by 19 which increased total open position to 2058
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 356.8, which was -151.65 lower than the previous day. The implied volatity was 14.93, the open interest changed by 604 which increased total open position to 2039
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 482.95, which was -25.7 lower than the previous day. The implied volatity was 16.27, the open interest changed by 204 which increased total open position to 1435
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 524.55, which was 240.8 higher than the previous day. The implied volatity was 15.27, the open interest changed by 334 which increased total open position to 1231
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 276, which was 89.05 higher than the previous day. The implied volatity was 11.09, the open interest changed by 499 which increased total open position to 897
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 188.05, which was 65.5 higher than the previous day. The implied volatity was 10.95, the open interest changed by 197 which increased total open position to 398
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 123.5, which was 24.85 higher than the previous day. The implied volatity was 11.93, the open interest changed by 124 which increased total open position to 201
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 110, which was 61.25 higher than the previous day. The implied volatity was 11.85, the open interest changed by 51 which increased total open position to 77
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 50.7, which was 6.05 higher than the previous day. The implied volatity was 12.04, the open interest changed by 19 which increased total open position to 26
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 44.8, which was -31.2 lower than the previous day. The implied volatity was 11.78, the open interest changed by 7 which increased total open position to 7
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 76, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 76, which was -25.4 lower than the previous day. The implied volatity was 11.87, the open interest changed by 3 which increased total open position to 3
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 101, which was -0.4 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 101, which was -78.45 lower than the previous day. The implied volatity was 12.00, the open interest changed by 2 which increased total open position to 2
| NIFTY 09APR2025 23400 PE | |||||||
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Delta: -0.60
Vega: 11.51
Theta: -10.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 246.9 | 49.5 | 15.18 | 76,196 | 4,263 | 16,073 |
| 2 Apr | 23332.35 | 198.55 | -74.45 | 14.44 | 46,277 | 5,215 | 11,810 |
| 1 Apr | 23165.70 | 280.75 | 155.25 | 13.39 | 58,784 | 1,361 | 6,595 |
| 28 Mar | 23519.35 | 125.15 | 3.7 | 11.78 | 54,892 | 1,486 | 5,234 |
| 27 Mar | 23591.95 | 115.4 | -42 | 13.03 | 11,839 | 124 | 3,748 |
| 26 Mar | 23486.85 | 160.8 | 32.85 | 12.57 | 11,426 | 996 | 3,624 |
| 25 Mar | 23668.65 | 136.3 | 8 | 13.70 | 7,203 | 924 | 2,628 |
| 24 Mar | 23658.35 | 121 | -99.85 | 13.68 | 5,233 | 810 | 1,704 |
| 21 Mar | 23350.40 | 217.5 | -100.95 | 11.98 | 3,494 | 887 | 894 |
| 20 Mar | 23190.65 | 318.4 | -560.15 | 12.07 | 14 | 7 | 7 |
| 19 Mar | 22907.60 | 878.55 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 878.55 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 878.55 | 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 23400 expiring on 09APR2025
Delta for 23400 PE is -0.60
Historical price for 23400 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 246.9, which was 49.5 higher than the previous day. The implied volatity was 15.18, the open interest changed by 4263 which increased total open position to 16073
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 198.55, which was -74.45 lower than the previous day. The implied volatity was 14.44, the open interest changed by 5215 which increased total open position to 11810
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 280.75, which was 155.25 higher than the previous day. The implied volatity was 13.39, the open interest changed by 1361 which increased total open position to 6595
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 125.15, which was 3.7 higher than the previous day. The implied volatity was 11.78, the open interest changed by 1486 which increased total open position to 5234
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 115.4, which was -42 lower than the previous day. The implied volatity was 13.03, the open interest changed by 124 which increased total open position to 3748
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 160.8, which was 32.85 higher than the previous day. The implied volatity was 12.57, the open interest changed by 996 which increased total open position to 3624
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 136.3, which was 8 higher than the previous day. The implied volatity was 13.70, the open interest changed by 924 which increased total open position to 2628
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 121, which was -99.85 lower than the previous day. The implied volatity was 13.68, the open interest changed by 810 which increased total open position to 1704
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 217.5, which was -100.95 lower than the previous day. The implied volatity was 11.98, the open interest changed by 887 which increased total open position to 894
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 318.4, which was -560.15 lower than the previous day. The implied volatity was 12.07, the open interest changed by 7 which increased total open position to 7
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 878.55, 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 878.55, 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 878.55, 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
