NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 23550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 8.92
Theta: -10.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 45 | -44.5 | 11.75 | 86,129 | 8,355 | 12,738 | |||
| 2 Apr | 23332.35 | 90.3 | 20.8 | 12.58 | 30,947 | 1,002 | 4,383 | |||
| 1 Apr | 23165.70 | 67.45 | -134.65 | 13.40 | 29,693 | 1,381 | 3,381 | |||
| 28 Mar | 23519.35 | 204 | -112.4 | 11.35 | 16,650 | 1,444 | 2,000 | |||
| 27 Mar | 23591.95 | 330 | 58.65 | 14.48 | 1,887 | 129 | 556 | |||
| 26 Mar | 23486.85 | 263.45 | -128.15 | 14.24 | 1,059 | 206 | 427 | |||
| 25 Mar | 23668.65 | 376.8 | -29.3 | 15.46 | 458 | -19 | 221 | |||
| 24 Mar | 23658.35 | 417.85 | 214.55 | 14.76 | 1,007 | 110 | 240 | |||
| 21 Mar | 23350.40 | 207 | 86.45 | 11.33 | 348 | 94 | 130 | |||
| 20 Mar | 23190.65 | 120.55 | 37.05 | 10.37 | 22 | 6 | 36 | |||
| 19 Mar | 22907.60 | 83.15 | 17.75 | 11.78 | 18 | 6 | 30 | |||
| 18 Mar | 22834.30 | 67.9 | 42.25 | 11.35 | 48 | 4 | 24 | |||
| 17 Mar | 22508.75 | 25.65 | -36.9 | 11.24 | 21 | 20 | 20 | |||
| 13 Mar | 22397.20 | 62.55 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 62.55 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 62.55 | -81.85 | 12.73 | 1 | 0 | 0 | |||
| 10 Mar | 22460.30 | 144.4 | 0 | 3.25 | 0 | 0 | 0 | |||
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| 7 Mar | 22552.50 | 144.4 | 0 | 2.64 | 0 | 0 | 0 | |||
For Nifty - strike price 23550 expiring on 09APR2025
Delta for 23550 CE is 0.22
Historical price for 23550 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 45, which was -44.5 lower than the previous day. The implied volatity was 11.75, the open interest changed by 8355 which increased total open position to 12738
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 90.3, which was 20.8 higher than the previous day. The implied volatity was 12.58, the open interest changed by 1002 which increased total open position to 4383
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 67.45, which was -134.65 lower than the previous day. The implied volatity was 13.40, the open interest changed by 1381 which increased total open position to 3381
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 204, which was -112.4 lower than the previous day. The implied volatity was 11.35, the open interest changed by 1444 which increased total open position to 2000
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 330, which was 58.65 higher than the previous day. The implied volatity was 14.48, the open interest changed by 129 which increased total open position to 556
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 263.45, which was -128.15 lower than the previous day. The implied volatity was 14.24, the open interest changed by 206 which increased total open position to 427
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 376.8, which was -29.3 lower than the previous day. The implied volatity was 15.46, the open interest changed by -19 which decreased total open position to 221
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 417.85, which was 214.55 higher than the previous day. The implied volatity was 14.76, the open interest changed by 110 which increased total open position to 240
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 207, which was 86.45 higher than the previous day. The implied volatity was 11.33, the open interest changed by 94 which increased total open position to 130
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 120.55, which was 37.05 higher than the previous day. The implied volatity was 10.37, the open interest changed by 6 which increased total open position to 36
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 83.15, which was 17.75 higher than the previous day. The implied volatity was 11.78, the open interest changed by 6 which increased total open position to 30
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 67.9, which was 42.25 higher than the previous day. The implied volatity was 11.35, the open interest changed by 4 which increased total open position to 24
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 25.65, which was -36.9 lower than the previous day. The implied volatity was 11.24, the open interest changed by 20 which increased total open position to 20
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 62.55, which was 0 lower than the previous day. The implied volatity was 0.00, 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 62.55, which was 0 lower than the previous day. The implied volatity was 0.00, 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 62.55, which was -81.85 lower than the previous day. The implied volatity was 12.73, 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 144.4, which was 0 lower than the previous day. The implied volatity was 3.25, 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 144.4, which was 0 lower than the previous day. The implied volatity was 2.64, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09APR2025 23550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.71
Vega: 10.15
Theta: -8.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 352.1 | 65.15 | 15.68 | 3,543 | -513 | 1,300 |
| 2 Apr | 23332.35 | 288.7 | -87.9 | 14.61 | 3,731 | 377 | 1,813 |
| 1 Apr | 23165.70 | 385.2 | 199.7 | 13.32 | 12,318 | -606 | 1,436 |
| 28 Mar | 23519.35 | 181.95 | 13.2 | 11.35 | 18,595 | 1,496 | 2,042 |
| 27 Mar | 23591.95 | 164.7 | -50.65 | 12.76 | 1,978 | 142 | 546 |
| 26 Mar | 23486.85 | 219 | 57.55 | 12.07 | 2,134 | 77 | 404 |
| 25 Mar | 23668.65 | 151.2 | -17.9 | 11.52 | 737 | -44 | 327 |
| 24 Mar | 23658.35 | 161.85 | -124.25 | 13.20 | 655 | 143 | 371 |
| 21 Mar | 23350.40 | 285.9 | -101.75 | 11.66 | 255 | 222 | 228 |
| 20 Mar | 23190.65 | 387.65 | -511.7 | 10.96 | 8 | 0 | 6 |
| 19 Mar | 22907.60 | 899.35 | 0 | 0.00 | 0 | 6 | 6 |
| 18 Mar | 22834.30 | 899.35 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 899.35 | -93.15 | - | 6 | 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 23550 expiring on 09APR2025
Delta for 23550 PE is -0.71
Historical price for 23550 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 352.1, which was 65.15 higher than the previous day. The implied volatity was 15.68, the open interest changed by -513 which decreased total open position to 1300
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 288.7, which was -87.9 lower than the previous day. The implied volatity was 14.61, the open interest changed by 377 which increased total open position to 1813
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 385.2, which was 199.7 higher than the previous day. The implied volatity was 13.32, the open interest changed by -606 which decreased total open position to 1436
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 181.95, which was 13.2 higher than the previous day. The implied volatity was 11.35, the open interest changed by 1496 which increased total open position to 2042
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 164.7, which was -50.65 lower than the previous day. The implied volatity was 12.76, the open interest changed by 142 which increased total open position to 546
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 219, which was 57.55 higher than the previous day. The implied volatity was 12.07, the open interest changed by 77 which increased total open position to 404
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 151.2, which was -17.9 lower than the previous day. The implied volatity was 11.52, the open interest changed by -44 which decreased total open position to 327
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 161.85, which was -124.25 lower than the previous day. The implied volatity was 13.20, the open interest changed by 143 which increased total open position to 371
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 285.9, which was -101.75 lower than the previous day. The implied volatity was 11.66, the open interest changed by 222 which increased total open position to 228
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 387.65, which was -511.7 lower than the previous day. The implied volatity was 10.96, the open interest changed by 0 which decreased total open position to 6
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 899.35, 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 6
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 899.35, which was 0 lower than the previous day. The implied volatity was 0.00, 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 899.35, which was -93.15 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
