NIFTY
Nifty
Historical option data for NIFTY
28 Apr 2025 11:08 AM IST
| NIFTY 30APR2025 23500 CE | ||||||||||
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Delta: 0.91
Vega: 2.96
Theta: -27.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 28 Apr | 24276.50 | 815 | 228.95 | 31.74 | 4,641 | 96 | 8,481 | |||
| 25 Apr | 24039.35 | 560 | -235.55 | 17.61 | 32,929 | -74 | 8,385 | |||
| 24 Apr | 24246.70 | 800 | -84.55 | 17.42 | 6,708 | 1,694 | 8,459 | |||
| 23 Apr | 24328.95 | 875.3 | 135.2 | 19.64 | 4,581 | -498 | 6,765 | |||
| 22 Apr | 24167.25 | 727.25 | 11.2 | 16.71 | 4,520 | -546 | 6,717 | |||
| 21 Apr | 24125.55 | 715 | 214.8 | 15.83 | 7,978 | -1,742 | 7,263 | |||
| 17 Apr | 23851.65 | 494.15 | 243.6 | 12.54 | 47,899 | -2,231 | 9,005 | |||
| 16 Apr | 23437.20 | 254.55 | 31.05 | 13.27 | 32,620 | -1,628 | 11,236 | |||
| 15 Apr | 23328.55 | 234.45 | 70.2 | 13.91 | 27,484 | 3,381 | 12,864 | |||
| 11 Apr | 22828.55 | 164 | 66.45 | 17.68 | 20,633 | 683 | 9,483 | |||
| 9 Apr | 22399.15 | 100 | -37.8 | 18.75 | 8,622 | 1,224 | 8,800 | |||
| 8 Apr | 22535.85 | 135.6 | 44.8 | 18.83 | 12,209 | -274 | 7,576 | |||
| 7 Apr | 22161.60 | 100.15 | -17.5 | 19.95 | 21,064 | -2,481 | 7,850 | |||
| 4 Apr | 22904.45 | 120 | -133.9 | 11.41 | 17,104 | 1,445 | 10,331 | |||
| 3 Apr | 23250.10 | 251.85 | -64.25 | 11.57 | 5,435 | -329 | 8,886 | |||
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| 2 Apr | 23332.35 | 313.45 | 47.75 | 11.96 | 6,235 | 1,364 | 9,215 | |||
| 1 Apr | 23165.70 | 260.9 | -159.8 | 12.38 | 12,952 | 4,612 | 7,851 | |||
| 28 Mar | 23519.35 | 427 | -102.1 | 11.16 | 4,990 | 1,464 | 3,239 | |||
| 27 Mar | 23591.95 | 550 | 69.1 | 12.91 | 3,194 | 512 | 1,775 | |||
| 26 Mar | 23486.85 | 477 | -109.65 | 12.99 | 1,086 | 259 | 1,263 | |||
| 25 Mar | 23668.65 | 576 | -30.5 | 13.09 | 1,169 | 96 | 1,004 | |||
| 24 Mar | 23658.35 | 617.2 | 214.95 | 13.02 | 2,372 | 593 | 908 | |||
| 21 Mar | 23350.40 | 401.3 | -32.2 | 11.13 | 1,021 | 315 | 315 | |||
For Nifty - strike price 23500 expiring on 30APR2025
Delta for 23500 CE is 0.91
Historical price for 23500 CE is as follows
On 28 Apr NIFTY was trading at 24276.50. The strike last trading price was 815, which was 228.95 higher than the previous day. The implied volatity was 31.74, the open interest changed by 96 which increased total open position to 8481
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 560, which was -235.55 lower than the previous day. The implied volatity was 17.61, the open interest changed by -74 which decreased total open position to 8385
On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 800, which was -84.55 lower than the previous day. The implied volatity was 17.42, the open interest changed by 1694 which increased total open position to 8459
On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 875.3, which was 135.2 higher than the previous day. The implied volatity was 19.64, the open interest changed by -498 which decreased total open position to 6765
On 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 727.25, which was 11.2 higher than the previous day. The implied volatity was 16.71, the open interest changed by -546 which decreased total open position to 6717
On 21 Apr NIFTY was trading at 24125.55. The strike last trading price was 715, which was 214.8 higher than the previous day. The implied volatity was 15.83, the open interest changed by -1742 which decreased total open position to 7263
On 17 Apr NIFTY was trading at 23851.65. The strike last trading price was 494.15, which was 243.6 higher than the previous day. The implied volatity was 12.54, the open interest changed by -2231 which decreased total open position to 9005
On 16 Apr NIFTY was trading at 23437.20. The strike last trading price was 254.55, which was 31.05 higher than the previous day. The implied volatity was 13.27, the open interest changed by -1628 which decreased total open position to 11236
On 15 Apr NIFTY was trading at 23328.55. The strike last trading price was 234.45, which was 70.2 higher than the previous day. The implied volatity was 13.91, the open interest changed by 3381 which increased total open position to 12864
On 11 Apr NIFTY was trading at 22828.55. The strike last trading price was 164, which was 66.45 higher than the previous day. The implied volatity was 17.68, the open interest changed by 683 which increased total open position to 9483
On 9 Apr NIFTY was trading at 22399.15. The strike last trading price was 100, which was -37.8 lower than the previous day. The implied volatity was 18.75, the open interest changed by 1224 which increased total open position to 8800
On 8 Apr NIFTY was trading at 22535.85. The strike last trading price was 135.6, which was 44.8 higher than the previous day. The implied volatity was 18.83, the open interest changed by -274 which decreased total open position to 7576
On 7 Apr NIFTY was trading at 22161.60. The strike last trading price was 100.15, which was -17.5 lower than the previous day. The implied volatity was 19.95, the open interest changed by -2481 which decreased total open position to 7850
On 4 Apr NIFTY was trading at 22904.45. The strike last trading price was 120, which was -133.9 lower than the previous day. The implied volatity was 11.41, the open interest changed by 1445 which increased total open position to 10331
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 251.85, which was -64.25 lower than the previous day. The implied volatity was 11.57, the open interest changed by -329 which decreased total open position to 8886
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 313.45, which was 47.75 higher than the previous day. The implied volatity was 11.96, the open interest changed by 1364 which increased total open position to 9215
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 260.9, which was -159.8 lower than the previous day. The implied volatity was 12.38, the open interest changed by 4612 which increased total open position to 7851
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 427, which was -102.1 lower than the previous day. The implied volatity was 11.16, the open interest changed by 1464 which increased total open position to 3239
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 550, which was 69.1 higher than the previous day. The implied volatity was 12.91, the open interest changed by 512 which increased total open position to 1775
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 477, which was -109.65 lower than the previous day. The implied volatity was 12.99, the open interest changed by 259 which increased total open position to 1263
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 576, which was -30.5 lower than the previous day. The implied volatity was 13.09, the open interest changed by 96 which increased total open position to 1004
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 617.2, which was 214.95 higher than the previous day. The implied volatity was 13.02, the open interest changed by 593 which increased total open position to 908
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 401.3, which was -32.2 lower than the previous day. The implied volatity was 11.13, the open interest changed by 315 which increased total open position to 315
| NIFTY 30APR2025 23500 PE | |||||||
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Delta: -0.06
Vega: 2.32
Theta: -14.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Apr | 24276.50 | 14.6 | -33.95 | 28.20 | 4,47,976 | 14,936 | 1,08,103 |
| 25 Apr | 24039.35 | 49.35 | 17.8 | 19.71 | 16,47,893 | 43,673 | 93,167 |
| 24 Apr | 24246.70 | 32.8 | 0.8 | 20.69 | 1,42,861 | 23,455 | 49,494 |
| 23 Apr | 24328.95 | 32.25 | -11.15 | 19.82 | 1,22,255 | 9,426 | 26,039 |
| 22 Apr | 24167.25 | 42.8 | -14.9 | 17.82 | 68,915 | 5,071 | 21,684 |
| 21 Apr | 24125.55 | 55.6 | -76.45 | 18.06 | 98,243 | 4,827 | 16,613 |
| 17 Apr | 23851.65 | 126 | -164.9 | 16.25 | 54,304 | 6,509 | 11,786 |
| 16 Apr | 23437.20 | 288.75 | -56.55 | 16.40 | 14,209 | 1,273 | 5,277 |
| 15 Apr | 23328.55 | 334.05 | -367.6 | 16.06 | 9,569 | 1,533 | 4,004 |
| 11 Apr | 22828.55 | 681 | -392.8 | 16.66 | 1,840 | 280 | 2,471 |
| 9 Apr | 22399.15 | 1065.55 | 106.3 | 20.14 | 501 | 157 | 2,191 |
| 8 Apr | 22535.85 | 940.6 | -345.85 | 18.45 | 1,493 | -744 | 2,034 |
| 7 Apr | 22161.60 | 1220.5 | 600.5 | 20.42 | 3,048 | -1,143 | 2,778 |
| 4 Apr | 22904.45 | 610 | 225.7 | 14.76 | 4,834 | -360 | 3,921 |
| 3 Apr | 23250.10 | 387 | 43.6 | 13.57 | 3,186 | -633 | 4,281 |
| 2 Apr | 23332.35 | 346.9 | -63.25 | 13.66 | 3,743 | 355 | 4,914 |
| 1 Apr | 23165.70 | 418.7 | 152.55 | 13.29 | 11,104 | 905 | 4,559 |
| 28 Mar | 23519.35 | 262.05 | 10 | 12.68 | 8,425 | 964 | 3,654 |
| 27 Mar | 23591.95 | 249 | -44.9 | 13.60 | 5,127 | -60 | 2,690 |
| 26 Mar | 23486.85 | 298 | 46.3 | 13.34 | 3,533 | -49 | 2,750 |
| 25 Mar | 23668.65 | 262.05 | 12.1 | 13.91 | 3,114 | 674 | 2,799 |
| 24 Mar | 23658.35 | 240.85 | -106.35 | 13.90 | 5,665 | 1,801 | 2,125 |
| 21 Mar | 23350.40 | 348 | -204.75 | 13.05 | 725 | 324 | 324 |
For Nifty - strike price 23500 expiring on 30APR2025
Delta for 23500 PE is -0.06
Historical price for 23500 PE is as follows
On 28 Apr NIFTY was trading at 24276.50. The strike last trading price was 14.6, which was -33.95 lower than the previous day. The implied volatity was 28.20, the open interest changed by 14936 which increased total open position to 108103
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 49.35, which was 17.8 higher than the previous day. The implied volatity was 19.71, the open interest changed by 43673 which increased total open position to 93167
On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 32.8, which was 0.8 higher than the previous day. The implied volatity was 20.69, the open interest changed by 23455 which increased total open position to 49494
On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 32.25, which was -11.15 lower than the previous day. The implied volatity was 19.82, the open interest changed by 9426 which increased total open position to 26039
On 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 42.8, which was -14.9 lower than the previous day. The implied volatity was 17.82, the open interest changed by 5071 which increased total open position to 21684
On 21 Apr NIFTY was trading at 24125.55. The strike last trading price was 55.6, which was -76.45 lower than the previous day. The implied volatity was 18.06, the open interest changed by 4827 which increased total open position to 16613
On 17 Apr NIFTY was trading at 23851.65. The strike last trading price was 126, which was -164.9 lower than the previous day. The implied volatity was 16.25, the open interest changed by 6509 which increased total open position to 11786
On 16 Apr NIFTY was trading at 23437.20. The strike last trading price was 288.75, which was -56.55 lower than the previous day. The implied volatity was 16.40, the open interest changed by 1273 which increased total open position to 5277
On 15 Apr NIFTY was trading at 23328.55. The strike last trading price was 334.05, which was -367.6 lower than the previous day. The implied volatity was 16.06, the open interest changed by 1533 which increased total open position to 4004
On 11 Apr NIFTY was trading at 22828.55. The strike last trading price was 681, which was -392.8 lower than the previous day. The implied volatity was 16.66, the open interest changed by 280 which increased total open position to 2471
On 9 Apr NIFTY was trading at 22399.15. The strike last trading price was 1065.55, which was 106.3 higher than the previous day. The implied volatity was 20.14, the open interest changed by 157 which increased total open position to 2191
On 8 Apr NIFTY was trading at 22535.85. The strike last trading price was 940.6, which was -345.85 lower than the previous day. The implied volatity was 18.45, the open interest changed by -744 which decreased total open position to 2034
On 7 Apr NIFTY was trading at 22161.60. The strike last trading price was 1220.5, which was 600.5 higher than the previous day. The implied volatity was 20.42, the open interest changed by -1143 which decreased total open position to 2778
On 4 Apr NIFTY was trading at 22904.45. The strike last trading price was 610, which was 225.7 higher than the previous day. The implied volatity was 14.76, the open interest changed by -360 which decreased total open position to 3921
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 387, which was 43.6 higher than the previous day. The implied volatity was 13.57, the open interest changed by -633 which decreased total open position to 4281
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 346.9, which was -63.25 lower than the previous day. The implied volatity was 13.66, the open interest changed by 355 which increased total open position to 4914
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 418.7, which was 152.55 higher than the previous day. The implied volatity was 13.29, the open interest changed by 905 which increased total open position to 4559
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 262.05, which was 10 higher than the previous day. The implied volatity was 12.68, the open interest changed by 964 which increased total open position to 3654
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 249, which was -44.9 lower than the previous day. The implied volatity was 13.60, the open interest changed by -60 which decreased total open position to 2690
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 298, which was 46.3 higher than the previous day. The implied volatity was 13.34, the open interest changed by -49 which decreased total open position to 2750
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 262.05, which was 12.1 higher than the previous day. The implied volatity was 13.91, the open interest changed by 674 which increased total open position to 2799
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 240.85, which was -106.35 lower than the previous day. The implied volatity was 13.90, the open interest changed by 1801 which increased total open position to 2125
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 348, which was -204.75 lower than the previous day. The implied volatity was 13.05, the open interest changed by 324 which increased total open position to 324
