NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 23600 CE | ||||||||||
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Delta: 0.18
Vega: 7.94
Theta: -8.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 35 | -39.15 | 11.74 | 2,28,597 | 34,596 | 51,570 | |||
| 2 Apr | 23332.35 | 75 | 16.9 | 12.59 | 1,11,322 | 2,875 | 16,974 | |||
| 1 Apr | 23165.70 | 56.65 | -120.05 | 13.44 | 79,205 | 2,605 | 14,099 | |||
| 28 Mar | 23519.35 | 179.4 | -104.6 | 11.35 | 68,479 | 5,313 | 11,494 | |||
| 27 Mar | 23591.95 | 298.1 | 53.05 | 14.26 | 15,090 | 2,492 | 6,181 | |||
| 26 Mar | 23486.85 | 228.7 | -138.15 | 13.66 | 8,339 | 1,708 | 3,689 | |||
| 25 Mar | 23668.65 | 347.5 | -22.45 | 15.39 | 3,166 | 4 | 1,981 | |||
| 24 Mar | 23658.35 | 384.75 | 205.65 | 14.60 | 5,259 | 490 | 1,977 | |||
| 21 Mar | 23350.40 | 182.55 | 70.7 | 11.19 | 4,499 | 950 | 1,487 | |||
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| 20 Mar | 23190.65 | 107.15 | 36.85 | 10.47 | 908 | 338 | 537 | |||
| 19 Mar | 22907.60 | 69.1 | 11.95 | 11.54 | 204 | 105 | 199 | |||
| 18 Mar | 22834.30 | 58.4 | 32.4 | 11.30 | 114 | 80 | 94 | |||
| 17 Mar | 22508.75 | 26 | -107.95 | 11.74 | 42 | 14 | 14 | |||
| 13 Mar | 22397.20 | 133.95 | 0 | 3.89 | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 133.95 | 0 | 3.49 | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 133.95 | 0 | 3.22 | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 133.95 | 0 | 3.42 | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 133.95 | 0 | 2.88 | 0 | 0 | 0 | |||
For Nifty - strike price 23600 expiring on 09APR2025
Delta for 23600 CE is 0.18
Historical price for 23600 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 35, which was -39.15 lower than the previous day. The implied volatity was 11.74, the open interest changed by 34596 which increased total open position to 51570
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 75, which was 16.9 higher than the previous day. The implied volatity was 12.59, the open interest changed by 2875 which increased total open position to 16974
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 56.65, which was -120.05 lower than the previous day. The implied volatity was 13.44, the open interest changed by 2605 which increased total open position to 14099
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 179.4, which was -104.6 lower than the previous day. The implied volatity was 11.35, the open interest changed by 5313 which increased total open position to 11494
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 298.1, which was 53.05 higher than the previous day. The implied volatity was 14.26, the open interest changed by 2492 which increased total open position to 6181
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 228.7, which was -138.15 lower than the previous day. The implied volatity was 13.66, the open interest changed by 1708 which increased total open position to 3689
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 347.5, which was -22.45 lower than the previous day. The implied volatity was 15.39, the open interest changed by 4 which increased total open position to 1981
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 384.75, which was 205.65 higher than the previous day. The implied volatity was 14.60, the open interest changed by 490 which increased total open position to 1977
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 182.55, which was 70.7 higher than the previous day. The implied volatity was 11.19, the open interest changed by 950 which increased total open position to 1487
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 107.15, which was 36.85 higher than the previous day. The implied volatity was 10.47, the open interest changed by 338 which increased total open position to 537
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 69.1, which was 11.95 higher than the previous day. The implied volatity was 11.54, the open interest changed by 105 which increased total open position to 199
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 58.4, which was 32.4 higher than the previous day. The implied volatity was 11.30, the open interest changed by 80 which increased total open position to 94
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 26, which was -107.95 lower than the previous day. The implied volatity was 11.74, the open interest changed by 14 which increased total open position to 14
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 133.95, which was 0 lower than the previous day. The implied volatity was 3.89, 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 133.95, which was 0 lower than the previous day. The implied volatity was 3.49, 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 133.95, which was 0 lower than the previous day. The implied volatity was 3.22, 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 133.95, which was 0 lower than the previous day. The implied volatity was 3.42, 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 133.95, which was 0 lower than the previous day. The implied volatity was 2.88, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09APR2025 23600 PE | |||||||
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Delta: -0.74
Vega: 9.59
Theta: -7.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 391.95 | 70.85 | 16.00 | 12,689 | -2,198 | 4,690 |
| 2 Apr | 23332.35 | 323.95 | -92.9 | 14.78 | 10,362 | 1,455 | 6,888 |
| 1 Apr | 23165.70 | 421.45 | 212.3 | 13.08 | 26,002 | -2,143 | 5,433 |
| 28 Mar | 23519.35 | 206.15 | 18.6 | 11.29 | 62,863 | 1,658 | 7,576 |
| 27 Mar | 23591.95 | 180.9 | -53.4 | 12.47 | 17,122 | 2,273 | 5,918 |
| 26 Mar | 23486.85 | 240 | 56.85 | 11.81 | 12,981 | 1,804 | 3,645 |
| 25 Mar | 23668.65 | 198.85 | 10.1 | 12.96 | 7,907 | 677 | 1,841 |
| 24 Mar | 23658.35 | 175.5 | -141.85 | 12.91 | 4,464 | 985 | 1,164 |
| 21 Mar | 23350.40 | 313 | -106.1 | 11.61 | 719 | 179 | 179 |
| 20 Mar | 23190.65 | 419.1 | -612.65 | 10.82 | 8 | 0 | 0 |
| 19 Mar | 22907.60 | 1031.75 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 1031.75 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 1031.75 | 0 | - | 0 | 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 23600 expiring on 09APR2025
Delta for 23600 PE is -0.74
Historical price for 23600 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 391.95, which was 70.85 higher than the previous day. The implied volatity was 16.00, the open interest changed by -2198 which decreased total open position to 4690
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 323.95, which was -92.9 lower than the previous day. The implied volatity was 14.78, the open interest changed by 1455 which increased total open position to 6888
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 421.45, which was 212.3 higher than the previous day. The implied volatity was 13.08, the open interest changed by -2143 which decreased total open position to 5433
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 206.15, which was 18.6 higher than the previous day. The implied volatity was 11.29, the open interest changed by 1658 which increased total open position to 7576
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 180.9, which was -53.4 lower than the previous day. The implied volatity was 12.47, the open interest changed by 2273 which increased total open position to 5918
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 240, which was 56.85 higher than the previous day. The implied volatity was 11.81, the open interest changed by 1804 which increased total open position to 3645
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 198.85, which was 10.1 higher than the previous day. The implied volatity was 12.96, the open interest changed by 677 which increased total open position to 1841
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 175.5, which was -141.85 lower than the previous day. The implied volatity was 12.91, the open interest changed by 985 which increased total open position to 1164
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 313, which was -106.1 lower than the previous day. The implied volatity was 11.61, the open interest changed by 179 which increased total open position to 179
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 419.1, which was -612.65 lower than the previous day. The implied volatity was 10.82, the open interest changed by 0 which decreased total open position to 0
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1031.75, 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 1031.75, 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 1031.75, 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 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
