NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 23500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 3.54
Theta: -14.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 16.4 | -124.4 | 15.42 | 30,10,005 | 1,18,008 | 1,83,029 | |||
| 28 Mar | 23519.35 | 139.7 | -125.65 | 10.19 | 18,98,464 | 35,187 | 65,021 | |||
| 27 Mar | 23591.95 | 284.1 | 65.8 | 15.56 | 2,00,969 | 438 | 29,834 | |||
| 26 Mar | 23486.85 | 211.3 | -134.55 | 14.67 | 74,531 | 6,875 | 29,396 | |||
| 25 Mar | 23668.65 | 322 | -27.7 | 15.66 | 49,228 | 5,356 | 22,521 | |||
| 24 Mar | 23658.35 | 367.3 | 213.15 | 14.70 | 92,119 | 5,481 | 17,165 | |||
| 21 Mar | 23350.40 | 156 | 68.75 | 10.50 | 96,880 | 2,579 | 11,684 | |||
| 20 Mar | 23190.65 | 84.55 | 33.45 | 9.95 | 42,639 | 5,408 | 9,105 | |||
| 19 Mar | 22907.60 | 51.7 | 13.65 | 11.38 | 15,523 | 752 | 3,697 | |||
| 18 Mar | 22834.30 | 47.7 | 33.75 | 11.50 | 13,510 | -608 | 2,945 | |||
| 17 Mar | 22508.75 | 14.1 | 1.05 | 11.30 | 6,495 | 2,037 | 3,553 | |||
| 13 Mar | 22397.20 | 12.7 | -10.6 | 10.92 | 2,878 | 447 | 1,516 | |||
| 12 Mar | 22470.50 | 23.5 | -9.55 | 11.33 | 1,863 | 498 | 1,069 | |||
| 11 Mar | 22497.90 | 34.55 | 2.1 | 11.63 | 749 | 149 | 571 | |||
| 10 Mar | 22460.30 | 32 | -17.75 | 11.88 | 1,209 | -169 | 422 | |||
| 7 Mar | 22552.50 | 48.5 | 0.35 | 11.45 | 738 | 88 | 591 | |||
| 6 Mar | 22544.70 | 46.9 | 10.1 | 11.14 | 985 | 273 | 503 | |||
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| 5 Mar | 22337.30 | 36.9 | 13.05 | 11.83 | 395 | -13 | 230 | |||
| 4 Mar | 22082.65 | 23.3 | -5.5 | 12.50 | 368 | 63 | 243 | |||
| 3 Mar | 22119.30 | 28.7 | -8.95 | 12.33 | 236 | 64 | 180 | |||
| 28 Feb | 22124.70 | 35.35 | -36.25 | 12.39 | 575 | 49 | 116 | |||
| 27 Feb | 22545.05 | 72.45 | -14.05 | 11.30 | 42 | 19 | 67 | |||
| 25 Feb | 22547.55 | 82 | -33.35 | 11.22 | 42 | 22 | 48 | |||
| 24 Feb | 22553.35 | 111.45 | -76.55 | 12.20 | 41 | 24 | 26 | |||
| 21 Feb | 22795.90 | 188 | -137.85 | 12.30 | 3 | 2 | 2 | |||
For Nifty - strike price 23500 expiring on 03APR2025
Delta for 23500 CE is 0.13
Historical price for 23500 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 16.4, which was -124.4 lower than the previous day. The implied volatity was 15.42, the open interest changed by 118008 which increased total open position to 183029
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 139.7, which was -125.65 lower than the previous day. The implied volatity was 10.19, the open interest changed by 35187 which increased total open position to 65021
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 284.1, which was 65.8 higher than the previous day. The implied volatity was 15.56, the open interest changed by 438 which increased total open position to 29834
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 211.3, which was -134.55 lower than the previous day. The implied volatity was 14.67, the open interest changed by 6875 which increased total open position to 29396
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 322, which was -27.7 lower than the previous day. The implied volatity was 15.66, the open interest changed by 5356 which increased total open position to 22521
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 367.3, which was 213.15 higher than the previous day. The implied volatity was 14.70, the open interest changed by 5481 which increased total open position to 17165
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 156, which was 68.75 higher than the previous day. The implied volatity was 10.50, the open interest changed by 2579 which increased total open position to 11684
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 84.55, which was 33.45 higher than the previous day. The implied volatity was 9.95, the open interest changed by 5408 which increased total open position to 9105
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 51.7, which was 13.65 higher than the previous day. The implied volatity was 11.38, the open interest changed by 752 which increased total open position to 3697
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 47.7, which was 33.75 higher than the previous day. The implied volatity was 11.50, the open interest changed by -608 which decreased total open position to 2945
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 14.1, which was 1.05 higher than the previous day. The implied volatity was 11.30, the open interest changed by 2037 which increased total open position to 3553
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 12.7, which was -10.6 lower than the previous day. The implied volatity was 10.92, the open interest changed by 447 which increased total open position to 1516
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 23.5, which was -9.55 lower than the previous day. The implied volatity was 11.33, the open interest changed by 498 which increased total open position to 1069
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 34.55, which was 2.1 higher than the previous day. The implied volatity was 11.63, the open interest changed by 149 which increased total open position to 571
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 32, which was -17.75 lower than the previous day. The implied volatity was 11.88, the open interest changed by -169 which decreased total open position to 422
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 48.5, which was 0.35 higher than the previous day. The implied volatity was 11.45, the open interest changed by 88 which increased total open position to 591
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 46.9, which was 10.1 higher than the previous day. The implied volatity was 11.14, the open interest changed by 273 which increased total open position to 503
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 36.9, which was 13.05 higher than the previous day. The implied volatity was 11.83, the open interest changed by -13 which decreased total open position to 230
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 23.3, which was -5.5 lower than the previous day. The implied volatity was 12.50, the open interest changed by 63 which increased total open position to 243
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 28.7, which was -8.95 lower than the previous day. The implied volatity was 12.33, the open interest changed by 64 which increased total open position to 180
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 35.35, which was -36.25 lower than the previous day. The implied volatity was 12.39, the open interest changed by 49 which increased total open position to 116
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 72.45, which was -14.05 lower than the previous day. The implied volatity was 11.30, the open interest changed by 19 which increased total open position to 67
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 82, which was -33.35 lower than the previous day. The implied volatity was 11.22, the open interest changed by 22 which increased total open position to 48
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 111.45, which was -76.55 lower than the previous day. The implied volatity was 12.20, the open interest changed by 24 which increased total open position to 26
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 188, which was -137.85 lower than the previous day. The implied volatity was 12.30, the open interest changed by 2 which increased total open position to 2
| NIFTY 03APR2025 23500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 2.52
Theta: -1.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 314.9 | 215.15 | 12.54 | 15,98,284 | -22,324 | 67,516 |
| 28 Mar | 23519.35 | 97.2 | 6.15 | 9.42 | 37,31,049 | 35,172 | 89,840 |
| 27 Mar | 23591.95 | 85.35 | -54.8 | 11.33 | 3,52,391 | 13,281 | 54,668 |
| 26 Mar | 23486.85 | 142.55 | 47.05 | 10.86 | 2,24,088 | 7,083 | 41,387 |
| 25 Mar | 23668.65 | 106.3 | -3.4 | 11.96 | 1,50,386 | 8,937 | 34,304 |
| 24 Mar | 23658.35 | 103.55 | -121.35 | 12.90 | 1,24,190 | 17,806 | 25,367 |
| 21 Mar | 23350.40 | 220.7 | -119.15 | 10.72 | 32,768 | 4,559 | 7,561 |
| 20 Mar | 23190.65 | 343.2 | -185.9 | 10.86 | 7,529 | 2,829 | 3,002 |
| 19 Mar | 22907.60 | 523.4 | -71.75 | 9.58 | 343 | 146 | 173 |
| 18 Mar | 22834.30 | 582.3 | -306.95 | 10.20 | 42 | 17 | 27 |
| 17 Mar | 22508.75 | 889.25 | 169.9 | 11.66 | 11 | 10 | 10 |
| 13 Mar | 22397.20 | 719.35 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 719.35 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 719.35 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 719.35 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 719.35 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 22544.70 | 719.35 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 719.35 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 719.35 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 719.35 | 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 23500 expiring on 03APR2025
Delta for 23500 PE is -0.92
Historical price for 23500 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 314.9, which was 215.15 higher than the previous day. The implied volatity was 12.54, the open interest changed by -22324 which decreased total open position to 67516
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 97.2, which was 6.15 higher than the previous day. The implied volatity was 9.42, the open interest changed by 35172 which increased total open position to 89840
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 85.35, which was -54.8 lower than the previous day. The implied volatity was 11.33, the open interest changed by 13281 which increased total open position to 54668
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 142.55, which was 47.05 higher than the previous day. The implied volatity was 10.86, the open interest changed by 7083 which increased total open position to 41387
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 106.3, which was -3.4 lower than the previous day. The implied volatity was 11.96, the open interest changed by 8937 which increased total open position to 34304
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 103.55, which was -121.35 lower than the previous day. The implied volatity was 12.90, the open interest changed by 17806 which increased total open position to 25367
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 220.7, which was -119.15 lower than the previous day. The implied volatity was 10.72, the open interest changed by 4559 which increased total open position to 7561
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 343.2, which was -185.9 lower than the previous day. The implied volatity was 10.86, the open interest changed by 2829 which increased total open position to 3002
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 523.4, which was -71.75 lower than the previous day. The implied volatity was 9.58, the open interest changed by 146 which increased total open position to 173
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 582.3, which was -306.95 lower than the previous day. The implied volatity was 10.20, the open interest changed by 17 which increased total open position to 27
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 889.25, which was 169.9 higher than the previous day. The implied volatity was 11.66, the open interest changed by 10 which increased total open position to 10
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 719.35, 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 719.35, 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 719.35, 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 719.35, 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 719.35, 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 719.35, 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 719.35, 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 719.35, 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 719.35, 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
