NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 23550 CE | ||||||||||
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Delta: 0.10
Vega: 2.91
Theta: -12.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 12.05 | -102.55 | 15.74 | 14,96,610 | 29,234 | 70,320 | |||
| 28 Mar | 23519.35 | 112.65 | -118.55 | 10.05 | 15,33,965 | 26,066 | 41,086 | |||
| 27 Mar | 23591.95 | 243 | 54.85 | 14.65 | 1,09,464 | 536 | 15,020 | |||
| 26 Mar | 23486.85 | 182.7 | -131.15 | 14.36 | 33,188 | 3,315 | 14,484 | |||
| 25 Mar | 23668.65 | 287.85 | -26.45 | 15.33 | 21,115 | 8,794 | 11,169 | |||
| 24 Mar | 23658.35 | 335.75 | 203.15 | 14.73 | 30,352 | 1,361 | 2,375 | |||
| 21 Mar | 23350.40 | 130.8 | 59.55 | 10.25 | 20,285 | 186 | 1,014 | |||
| 20 Mar | 23190.65 | 67.55 | 24.75 | 9.72 | 4,785 | 566 | 828 | |||
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| 19 Mar | 22907.60 | 40.65 | 8.2 | 11.13 | 910 | 5 | 262 | |||
| 18 Mar | 22834.30 | 33.35 | 21.6 | 10.84 | 405 | 114 | 257 | |||
| 17 Mar | 22508.75 | 12 | 0.4 | 11.40 | 218 | 109 | 143 | |||
| 13 Mar | 22397.20 | 11.7 | -9.2 | 11.17 | 59 | 14 | 34 | |||
| 12 Mar | 22470.50 | 20.9 | -9.1 | 11.47 | 32 | 15 | 20 | |||
| 11 Mar | 22497.90 | 30 | -7.45 | 11.67 | 17 | -5 | 5 | |||
| 10 Mar | 22460.30 | 37.45 | -3.55 | 12.88 | 7 | 2 | 10 | |||
| 7 Mar | 22552.50 | 41 | 17 | 11.34 | 8 | 8 | 8 | |||
| 6 Mar | 22544.70 | 24 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 22337.30 | 24 | -284.1 | 10.99 | 8 | 0 | 0 | |||
| 4 Mar | 22082.65 | 308.1 | 0 | 4.53 | 0 | 0 | 0 | |||
| 3 Mar | 22119.30 | 308.1 | 0 | 4.21 | 0 | 0 | 0 | |||
| 28 Feb | 22124.70 | 308.1 | 0 | 4.02 | 0 | 0 | 0 | |||
| 27 Feb | 22545.05 | 308.1 | 0 | 2.70 | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 308.1 | 0 | 2.52 | 0 | 0 | 0 | |||
| 24 Feb | 22553.35 | 308.1 | 0 | 2.41 | 0 | 0 | 0 | |||
For Nifty - strike price 23550 expiring on 03APR2025
Delta for 23550 CE is 0.10
Historical price for 23550 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 12.05, which was -102.55 lower than the previous day. The implied volatity was 15.74, the open interest changed by 29234 which increased total open position to 70320
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 112.65, which was -118.55 lower than the previous day. The implied volatity was 10.05, the open interest changed by 26066 which increased total open position to 41086
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 243, which was 54.85 higher than the previous day. The implied volatity was 14.65, the open interest changed by 536 which increased total open position to 15020
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 182.7, which was -131.15 lower than the previous day. The implied volatity was 14.36, the open interest changed by 3315 which increased total open position to 14484
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 287.85, which was -26.45 lower than the previous day. The implied volatity was 15.33, the open interest changed by 8794 which increased total open position to 11169
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 335.75, which was 203.15 higher than the previous day. The implied volatity was 14.73, the open interest changed by 1361 which increased total open position to 2375
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 130.8, which was 59.55 higher than the previous day. The implied volatity was 10.25, the open interest changed by 186 which increased total open position to 1014
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 67.55, which was 24.75 higher than the previous day. The implied volatity was 9.72, the open interest changed by 566 which increased total open position to 828
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 40.65, which was 8.2 higher than the previous day. The implied volatity was 11.13, the open interest changed by 5 which increased total open position to 262
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 33.35, which was 21.6 higher than the previous day. The implied volatity was 10.84, the open interest changed by 114 which increased total open position to 257
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 12, which was 0.4 higher than the previous day. The implied volatity was 11.40, the open interest changed by 109 which increased total open position to 143
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 11.7, which was -9.2 lower than the previous day. The implied volatity was 11.17, the open interest changed by 14 which increased total open position to 34
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 20.9, which was -9.1 lower than the previous day. The implied volatity was 11.47, the open interest changed by 15 which increased total open position to 20
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 30, which was -7.45 lower than the previous day. The implied volatity was 11.67, the open interest changed by -5 which decreased total open position to 5
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 37.45, which was -3.55 lower than the previous day. The implied volatity was 12.88, the open interest changed by 2 which increased total open position to 10
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 41, which was 17 higher than the previous day. The implied volatity was 11.34, the open interest changed by 8 which increased total open position to 8
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 24, 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 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 24, which was -284.1 lower than the previous day. The implied volatity was 10.99, 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 308.1, which was 0 lower than the previous day. The implied volatity was 4.53, 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 308.1, which was 0 lower than the previous day. The implied volatity was 4.21, 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 308.1, which was 0 lower than the previous day. The implied volatity was 4.02, 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 308.1, which was 0 lower than the previous day. The implied volatity was 2.70, 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 308.1, which was 0 lower than the previous day. The implied volatity was 2.52, 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 308.1, which was 0 lower than the previous day. The implied volatity was 2.41, the open interest changed by 0 which decreased total open position to 0
| NIFTY 03APR2025 23550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.98
Vega: 0.85
Theta: 4.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 358.7 | 236.9 | 10.09 | 5,25,886 | -18,435 | 12,139 |
| 28 Mar | 23519.35 | 120.85 | 14.15 | 9.35 | 20,99,367 | 18,741 | 30,574 |
| 27 Mar | 23591.95 | 100.55 | -60.85 | 11.05 | 1,35,031 | 6,647 | 11,833 |
| 26 Mar | 23486.85 | 165.6 | 56.05 | 10.67 | 65,165 | 1,136 | 5,186 |
| 25 Mar | 23668.65 | 121.95 | -3.85 | 11.73 | 26,827 | 1,147 | 4,050 |
| 24 Mar | 23658.35 | 118.9 | -134.1 | 12.79 | 23,345 | 2,328 | 2,903 |
| 21 Mar | 23350.40 | 248.7 | -128.4 | 10.68 | 1,871 | 496 | 575 |
| 20 Mar | 23190.65 | 379.75 | -200.8 | 10.93 | 167 | 74 | 79 |
| 19 Mar | 22907.60 | 580.55 | -97.4 | 10.94 | 2 | 5 | 5 |
| 18 Mar | 22834.30 | 677.95 | -73.2 | 14.65 | 4 | 0 | 0 |
| 17 Mar | 22508.75 | 751.15 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 751.15 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 751.15 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 751.15 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 751.15 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 751.15 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 22544.70 | 751.15 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 751.15 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 751.15 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 751.15 | 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 |
For Nifty - strike price 23550 expiring on 03APR2025
Delta for 23550 PE is -0.98
Historical price for 23550 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 358.7, which was 236.9 higher than the previous day. The implied volatity was 10.09, the open interest changed by -18435 which decreased total open position to 12139
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 120.85, which was 14.15 higher than the previous day. The implied volatity was 9.35, the open interest changed by 18741 which increased total open position to 30574
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 100.55, which was -60.85 lower than the previous day. The implied volatity was 11.05, the open interest changed by 6647 which increased total open position to 11833
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 165.6, which was 56.05 higher than the previous day. The implied volatity was 10.67, the open interest changed by 1136 which increased total open position to 5186
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 121.95, which was -3.85 lower than the previous day. The implied volatity was 11.73, the open interest changed by 1147 which increased total open position to 4050
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 118.9, which was -134.1 lower than the previous day. The implied volatity was 12.79, the open interest changed by 2328 which increased total open position to 2903
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 248.7, which was -128.4 lower than the previous day. The implied volatity was 10.68, the open interest changed by 496 which increased total open position to 575
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 379.75, which was -200.8 lower than the previous day. The implied volatity was 10.93, the open interest changed by 74 which increased total open position to 79
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 580.55, which was -97.4 lower than the previous day. The implied volatity was 10.94, the open interest changed by 5 which increased total open position to 5
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 677.95, which was -73.2 lower than the previous day. The implied volatity was 14.65, 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 751.15, 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 751.15, 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 751.15, 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 751.15, 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 751.15, 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 751.15, 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 751.15, 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 751.15, 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 751.15, 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 751.15, 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
