NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 23500 CE | ||||||||||
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Delta: 0.27
Vega: 9.83
Theta: -11.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 57.05 | -49.55 | 11.75 | 3,33,161 | 33,658 | 63,120 | |||
| 2 Apr | 23332.35 | 106.65 | 24.2 | 12.47 | 1,51,073 | 8,653 | 29,462 | |||
| 1 Apr | 23165.70 | 81.5 | -149.05 | 13.49 | 1,30,437 | 12,504 | 20,809 | |||
| 28 Mar | 23519.35 | 237.5 | -106.8 | 11.76 | 65,573 | -124 | 8,305 | |||
| 27 Mar | 23591.95 | 369.8 | 68.85 | 15.08 | 16,156 | 3,455 | 8,429 | |||
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| 26 Mar | 23486.85 | 288.6 | -139.35 | 14.22 | 7,324 | 226 | 4,974 | |||
| 25 Mar | 23668.65 | 407.6 | -32.4 | 15.54 | 20,303 | 866 | 4,748 | |||
| 24 Mar | 23658.35 | 455.9 | 227.4 | 15.67 | 11,726 | 2,608 | 3,882 | |||
| 21 Mar | 23350.40 | 225.2 | 77 | 11.10 | 4,686 | 403 | 1,274 | |||
| 20 Mar | 23190.65 | 146.1 | 51.05 | 10.81 | 3,365 | 382 | 871 | |||
| 19 Mar | 22907.60 | 92.75 | 13.25 | 11.68 | 798 | 123 | 489 | |||
| 18 Mar | 22834.30 | 80 | 45.3 | 11.44 | 734 | 9 | 366 | |||
| 17 Mar | 22508.75 | 35.35 | 4.55 | 11.75 | 620 | 268 | 357 | |||
| 13 Mar | 22397.20 | 30 | -15.75 | 11.39 | 138 | 65 | 89 | |||
| 12 Mar | 22470.50 | 45.65 | -11.95 | 11.66 | 37 | 3 | 24 | |||
| 11 Mar | 22497.90 | 57.25 | 6.05 | 11.69 | 16 | 3 | 21 | |||
| 10 Mar | 22460.30 | 52.25 | -103.25 | 11.88 | 48 | 18 | 18 | |||
| 7 Mar | 22552.50 | 155.5 | 0 | 2.56 | 0 | 0 | 0 | |||
For Nifty - strike price 23500 expiring on 09APR2025
Delta for 23500 CE is 0.27
Historical price for 23500 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 57.05, which was -49.55 lower than the previous day. The implied volatity was 11.75, the open interest changed by 33658 which increased total open position to 63120
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 106.65, which was 24.2 higher than the previous day. The implied volatity was 12.47, the open interest changed by 8653 which increased total open position to 29462
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 81.5, which was -149.05 lower than the previous day. The implied volatity was 13.49, the open interest changed by 12504 which increased total open position to 20809
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 237.5, which was -106.8 lower than the previous day. The implied volatity was 11.76, the open interest changed by -124 which decreased total open position to 8305
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 369.8, which was 68.85 higher than the previous day. The implied volatity was 15.08, the open interest changed by 3455 which increased total open position to 8429
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 288.6, which was -139.35 lower than the previous day. The implied volatity was 14.22, the open interest changed by 226 which increased total open position to 4974
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 407.6, which was -32.4 lower than the previous day. The implied volatity was 15.54, the open interest changed by 866 which increased total open position to 4748
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 455.9, which was 227.4 higher than the previous day. The implied volatity was 15.67, the open interest changed by 2608 which increased total open position to 3882
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 225.2, which was 77 higher than the previous day. The implied volatity was 11.10, the open interest changed by 403 which increased total open position to 1274
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 146.1, which was 51.05 higher than the previous day. The implied volatity was 10.81, the open interest changed by 382 which increased total open position to 871
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 92.75, which was 13.25 higher than the previous day. The implied volatity was 11.68, the open interest changed by 123 which increased total open position to 489
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 80, which was 45.3 higher than the previous day. The implied volatity was 11.44, the open interest changed by 9 which increased total open position to 366
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 35.35, which was 4.55 higher than the previous day. The implied volatity was 11.75, the open interest changed by 268 which increased total open position to 357
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 30, which was -15.75 lower than the previous day. The implied volatity was 11.39, the open interest changed by 65 which increased total open position to 89
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 45.65, which was -11.95 lower than the previous day. The implied volatity was 11.66, the open interest changed by 3 which increased total open position to 24
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 57.25, which was 6.05 higher than the previous day. The implied volatity was 11.69, the open interest changed by 3 which increased total open position to 21
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 52.25, which was -103.25 lower than the previous day. The implied volatity was 11.88, the open interest changed by 18 which increased total open position to 18
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 155.5, which was 0 lower than the previous day. The implied volatity was 2.56, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09APR2025 23500 PE | |||||||
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Delta: -0.68
Vega: 10.68
Theta: -9.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 315.45 | 59.55 | 15.50 | 54,263 | -1,628 | 14,543 |
| 2 Apr | 23332.35 | 260.3 | -80.45 | 14.85 | 34,985 | 4,745 | 16,171 |
| 1 Apr | 23165.70 | 349.1 | 185.9 | 13.40 | 71,175 | -1,813 | 11,426 |
| 28 Mar | 23519.35 | 161.5 | 9.25 | 11.51 | 96,040 | 1,913 | 13,239 |
| 27 Mar | 23591.95 | 147.2 | -46.35 | 12.88 | 25,053 | 3,661 | 11,326 |
| 26 Mar | 23486.85 | 196.95 | 48.1 | 12.19 | 20,098 | 1,679 | 7,665 |
| 25 Mar | 23668.65 | 160.65 | 7 | 13.09 | 33,552 | 803 | 5,986 |
| 24 Mar | 23658.35 | 146.6 | -120.05 | 13.04 | 15,707 | 3,915 | 5,183 |
| 21 Mar | 23350.40 | 260.2 | -109.95 | 11.70 | 3,925 | 1,237 | 1,268 |
| 20 Mar | 23190.65 | 376 | -577.9 | 11.92 | 40 | 31 | 31 |
| 19 Mar | 22907.60 | 953.9 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 953.9 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 953.9 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 953.9 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 953.9 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 953.9 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 953.9 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 953.9 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 23500 expiring on 09APR2025
Delta for 23500 PE is -0.68
Historical price for 23500 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 315.45, which was 59.55 higher than the previous day. The implied volatity was 15.50, the open interest changed by -1628 which decreased total open position to 14543
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 260.3, which was -80.45 lower than the previous day. The implied volatity was 14.85, the open interest changed by 4745 which increased total open position to 16171
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 349.1, which was 185.9 higher than the previous day. The implied volatity was 13.40, the open interest changed by -1813 which decreased total open position to 11426
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 161.5, which was 9.25 higher than the previous day. The implied volatity was 11.51, the open interest changed by 1913 which increased total open position to 13239
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 147.2, which was -46.35 lower than the previous day. The implied volatity was 12.88, the open interest changed by 3661 which increased total open position to 11326
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 196.95, which was 48.1 higher than the previous day. The implied volatity was 12.19, the open interest changed by 1679 which increased total open position to 7665
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 160.65, which was 7 higher than the previous day. The implied volatity was 13.09, the open interest changed by 803 which increased total open position to 5986
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 146.6, which was -120.05 lower than the previous day. The implied volatity was 13.04, the open interest changed by 3915 which increased total open position to 5183
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 260.2, which was -109.95 lower than the previous day. The implied volatity was 11.70, the open interest changed by 1237 which increased total open position to 1268
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 376, which was -577.9 lower than the previous day. The implied volatity was 11.92, the open interest changed by 31 which increased total open position to 31
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 953.9, 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 953.9, 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 953.9, 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 953.9, 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 953.9, 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 953.9, 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 953.9, 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 953.9, 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
