NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 23450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 4.21
Theta: -16.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 21.9 | -149.35 | 15.02 | 14,02,688 | 37,850 | 50,177 | |||
| 28 Mar | 23519.35 | 170.6 | -131.6 | 10.39 | 4,04,954 | 5,071 | 12,327 | |||
| 27 Mar | 23591.95 | 315 | 66.5 | 15.52 | 32,511 | -529 | 7,256 | |||
| 26 Mar | 23486.85 | 243.2 | -147.75 | 15.07 | 7,525 | 369 | 7,785 | |||
| 25 Mar | 23668.65 | 357.4 | -20.4 | 15.97 | 3,917 | -1,307 | 7,416 | |||
| 24 Mar | 23658.35 | 401.35 | 222.05 | 14.74 | 21,959 | 6,729 | 8,723 | |||
| 21 Mar | 23350.40 | 178.15 | 75.7 | 10.44 | 19,649 | 1,431 | 1,994 | |||
| 20 Mar | 23190.65 | 102.15 | 41.3 | 10.08 | 3,355 | 254 | 563 | |||
| 19 Mar | 22907.60 | 58.95 | 12 | 11.23 | 1,621 | 23 | 309 | |||
| 18 Mar | 22834.30 | 54.5 | 37.6 | 11.41 | 538 | 57 | 286 | |||
| 17 Mar | 22508.75 | 17.25 | 2.25 | 11.31 | 301 | 171 | 229 | |||
| 13 Mar | 22397.20 | 15 | -10.05 | 10.87 | 91 | 37 | 58 | |||
| 12 Mar | 22470.50 | 26.4 | -11.6 | 11.19 | 26 | 21 | 21 | |||
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| 11 Mar | 22497.90 | 38 | 0 | 0.00 | 0 | -2 | 0 | |||
| 10 Mar | 22460.30 | 38 | -25.85 | 11.97 | 18 | -2 | 9 | |||
| 7 Mar | 22552.50 | 63.85 | 24.2 | 12.01 | 15 | -10 | 11 | |||
| 6 Mar | 22544.70 | 39.65 | 2.5 | 10.13 | 8 | 6 | 21 | |||
| 5 Mar | 22337.30 | 37.15 | 13.05 | 11.42 | 8 | 14 | 15 | |||
| 4 Mar | 22082.65 | 24.1 | -3.7 | 12.21 | 20 | 0 | 1 | |||
| 3 Mar | 22119.30 | 27.8 | -316.6 | 11.85 | 2 | 1 | 1 | |||
| 28 Feb | 22124.70 | 344.4 | 0 | 3.71 | 0 | 0 | 0 | |||
| 27 Feb | 22545.05 | 344.4 | 0 | 2.38 | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 344.4 | 0 | 2.22 | 0 | 0 | 0 | |||
| 24 Feb | 22553.35 | 344.4 | 0 | 2.10 | 0 | 0 | 0 | |||
| 21 Feb | 22795.90 | 344.4 | 0 | 1.38 | 0 | 0 | 0 | |||
For Nifty - strike price 23450 expiring on 03APR2025
Delta for 23450 CE is 0.16
Historical price for 23450 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 21.9, which was -149.35 lower than the previous day. The implied volatity was 15.02, the open interest changed by 37850 which increased total open position to 50177
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 170.6, which was -131.6 lower than the previous day. The implied volatity was 10.39, the open interest changed by 5071 which increased total open position to 12327
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 315, which was 66.5 higher than the previous day. The implied volatity was 15.52, the open interest changed by -529 which decreased total open position to 7256
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 243.2, which was -147.75 lower than the previous day. The implied volatity was 15.07, the open interest changed by 369 which increased total open position to 7785
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 357.4, which was -20.4 lower than the previous day. The implied volatity was 15.97, the open interest changed by -1307 which decreased total open position to 7416
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 401.35, which was 222.05 higher than the previous day. The implied volatity was 14.74, the open interest changed by 6729 which increased total open position to 8723
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 178.15, which was 75.7 higher than the previous day. The implied volatity was 10.44, the open interest changed by 1431 which increased total open position to 1994
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 102.15, which was 41.3 higher than the previous day. The implied volatity was 10.08, the open interest changed by 254 which increased total open position to 563
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 58.95, which was 12 higher than the previous day. The implied volatity was 11.23, the open interest changed by 23 which increased total open position to 309
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 54.5, which was 37.6 higher than the previous day. The implied volatity was 11.41, the open interest changed by 57 which increased total open position to 286
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 17.25, which was 2.25 higher than the previous day. The implied volatity was 11.31, the open interest changed by 171 which increased total open position to 229
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 15, which was -10.05 lower than the previous day. The implied volatity was 10.87, the open interest changed by 37 which increased total open position to 58
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 26.4, which was -11.6 lower than the previous day. The implied volatity was 11.19, the open interest changed by 21 which increased total open position to 21
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 38, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 38, which was -25.85 lower than the previous day. The implied volatity was 11.97, the open interest changed by -2 which decreased total open position to 9
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 63.85, which was 24.2 higher than the previous day. The implied volatity was 12.01, the open interest changed by -10 which decreased total open position to 11
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 39.65, which was 2.5 higher than the previous day. The implied volatity was 10.13, the open interest changed by 6 which increased total open position to 21
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 37.15, which was 13.05 higher than the previous day. The implied volatity was 11.42, the open interest changed by 14 which increased total open position to 15
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 24.1, which was -3.7 lower than the previous day. The implied volatity was 12.21, the open interest changed by 0 which decreased total open position to 1
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 27.8, which was -316.6 lower than the previous day. The implied volatity was 11.85, the open interest changed by 1 which increased total open position to 1
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 344.4, which was 0 lower than the previous day. The implied volatity was 3.71, 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 344.4, which was 0 lower than the previous day. The implied volatity was 2.38, 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 344.4, which was 0 lower than the previous day. The implied volatity was 2.22, 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 344.4, which was 0 lower than the previous day. The implied volatity was 2.10, 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 344.4, which was 0 lower than the previous day. The implied volatity was 1.38, the open interest changed by 0 which decreased total open position to 0
| NIFTY 03APR2025 23450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.88
Vega: 3.44
Theta: -5.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 270.15 | 189.2 | 12.67 | 9,32,523 | -5,790 | 18,358 |
| 28 Mar | 23519.35 | 78.75 | 1.65 | 9.64 | 15,31,411 | 15,261 | 24,148 |
| 27 Mar | 23591.95 | 72.95 | -48.65 | 11.66 | 85,678 | 3,008 | 8,887 |
| 26 Mar | 23486.85 | 124 | 39.8 | 11.18 | 49,715 | 1,577 | 5,879 |
| 25 Mar | 23668.65 | 88.2 | -8.75 | 11.87 | 25,857 | -85 | 4,302 |
| 24 Mar | 23658.35 | 91.95 | -107.05 | 13.16 | 25,685 | 2,360 | 4,387 |
| 21 Mar | 23350.40 | 197.05 | -111.3 | 10.89 | 7,498 | 1,830 | 2,027 |
| 20 Mar | 23190.65 | 308.05 | -263.1 | 10.77 | 325 | 197 | 197 |
| 19 Mar | 22907.60 | 571.15 | 0 | 0.00 | 0 | 6 | 0 |
| 18 Mar | 22834.30 | 571.15 | -117.15 | 12.65 | 7 | 6 | 6 |
| 17 Mar | 22508.75 | 688.3 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 688.3 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 688.3 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 688.3 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 688.3 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 688.3 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 22544.70 | 688.3 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 688.3 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 688.3 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 688.3 | 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 23450 expiring on 03APR2025
Delta for 23450 PE is -0.88
Historical price for 23450 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 270.15, which was 189.2 higher than the previous day. The implied volatity was 12.67, the open interest changed by -5790 which decreased total open position to 18358
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 78.75, which was 1.65 higher than the previous day. The implied volatity was 9.64, the open interest changed by 15261 which increased total open position to 24148
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 72.95, which was -48.65 lower than the previous day. The implied volatity was 11.66, the open interest changed by 3008 which increased total open position to 8887
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 124, which was 39.8 higher than the previous day. The implied volatity was 11.18, the open interest changed by 1577 which increased total open position to 5879
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 88.2, which was -8.75 lower than the previous day. The implied volatity was 11.87, the open interest changed by -85 which decreased total open position to 4302
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 91.95, which was -107.05 lower than the previous day. The implied volatity was 13.16, the open interest changed by 2360 which increased total open position to 4387
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 197.05, which was -111.3 lower than the previous day. The implied volatity was 10.89, the open interest changed by 1830 which increased total open position to 2027
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 308.05, which was -263.1 lower than the previous day. The implied volatity was 10.77, the open interest changed by 197 which increased total open position to 197
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 571.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 571.15, which was -117.15 lower than the previous day. The implied volatity was 12.65, the open interest changed by 6 which increased total open position to 6
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 688.3, 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 688.3, 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 688.3, 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 688.3, 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 688.3, 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 688.3, 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 688.3, 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 688.3, 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 688.3, 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 688.3, 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
