NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 23650 CE | ||||||||||
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Delta: 0.06
Vega: 1.95
Theta: -8.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 6.8 | -64.1 | 16.57 | 11,12,971 | 32,606 | 73,008 | |||
| 28 Mar | 23519.35 | 70 | -103.55 | 9.90 | 15,42,013 | 25,320 | 40,402 | |||
| 27 Mar | 23591.95 | 185.85 | 46.3 | 14.36 | 1,26,704 | 8,099 | 15,082 | |||
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| 26 Mar | 23486.85 | 133.7 | -115.75 | 13.90 | 54,538 | 4,166 | 6,983 | |||
| 25 Mar | 23668.65 | 228 | -23.5 | 14.93 | 25,532 | -256 | 2,817 | |||
| 24 Mar | 23658.35 | 265.15 | 170.4 | 14.54 | 31,861 | 1,911 | 3,073 | |||
| 21 Mar | 23350.40 | 93.3 | 44 | 10.14 | 15,628 | 529 | 1,162 | |||
| 20 Mar | 23190.65 | 43.75 | 14.15 | 9.55 | 3,287 | 426 | 633 | |||
| 19 Mar | 22907.60 | 31 | 9.3 | 11.46 | 334 | 19 | 207 | |||
| 18 Mar | 22834.30 | 23 | 14.35 | 10.91 | 368 | 112 | 188 | |||
| 17 Mar | 22508.75 | 8.75 | -3.25 | 11.62 | 144 | 59 | 76 | |||
| 13 Mar | 22397.20 | 12 | -3.8 | 12.07 | 6 | -1 | 17 | |||
| 12 Mar | 22470.50 | 15.8 | -6.45 | 11.63 | 14 | 6 | 18 | |||
| 11 Mar | 22497.90 | 22.25 | -7.35 | 11.71 | 4 | -1 | 12 | |||
| 10 Mar | 22460.30 | 29.6 | -5.1 | 13.00 | 23 | -10 | 13 | |||
| 7 Mar | 22552.50 | 31.25 | -3.4 | 11.38 | 4 | 2 | 23 | |||
| 6 Mar | 22544.70 | 34.65 | 12.55 | 11.50 | 21 | 10 | 21 | |||
| 5 Mar | 22337.30 | 22.1 | 3.95 | 11.56 | 11 | -2 | 11 | |||
| 4 Mar | 22082.65 | 18.15 | -6.85 | 12.99 | 19 | 13 | 13 | |||
| 3 Mar | 22119.30 | 25 | -249.65 | 13.07 | 1 | 0 | 0 | |||
| 28 Feb | 22124.70 | 274.65 | 0 | 4.33 | 0 | 0 | 0 | |||
| 27 Feb | 22545.05 | 274.65 | 0 | 3.00 | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 274.65 | 0 | 2.84 | 0 | 0 | 0 | |||
| 24 Feb | 22553.35 | 274.65 | 0 | 2.71 | 0 | 0 | 0 | |||
For Nifty - strike price 23650 expiring on 03APR2025
Delta for 23650 CE is 0.06
Historical price for 23650 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 6.8, which was -64.1 lower than the previous day. The implied volatity was 16.57, the open interest changed by 32606 which increased total open position to 73008
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 70, which was -103.55 lower than the previous day. The implied volatity was 9.90, the open interest changed by 25320 which increased total open position to 40402
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 185.85, which was 46.3 higher than the previous day. The implied volatity was 14.36, the open interest changed by 8099 which increased total open position to 15082
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 133.7, which was -115.75 lower than the previous day. The implied volatity was 13.90, the open interest changed by 4166 which increased total open position to 6983
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 228, which was -23.5 lower than the previous day. The implied volatity was 14.93, the open interest changed by -256 which decreased total open position to 2817
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 265.15, which was 170.4 higher than the previous day. The implied volatity was 14.54, the open interest changed by 1911 which increased total open position to 3073
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 93.3, which was 44 higher than the previous day. The implied volatity was 10.14, the open interest changed by 529 which increased total open position to 1162
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 43.75, which was 14.15 higher than the previous day. The implied volatity was 9.55, the open interest changed by 426 which increased total open position to 633
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 31, which was 9.3 higher than the previous day. The implied volatity was 11.46, the open interest changed by 19 which increased total open position to 207
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 23, which was 14.35 higher than the previous day. The implied volatity was 10.91, the open interest changed by 112 which increased total open position to 188
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 8.75, which was -3.25 lower than the previous day. The implied volatity was 11.62, the open interest changed by 59 which increased total open position to 76
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 12, which was -3.8 lower than the previous day. The implied volatity was 12.07, the open interest changed by -1 which decreased total open position to 17
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 15.8, which was -6.45 lower than the previous day. The implied volatity was 11.63, the open interest changed by 6 which increased total open position to 18
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 22.25, which was -7.35 lower than the previous day. The implied volatity was 11.71, the open interest changed by -1 which decreased total open position to 12
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 29.6, which was -5.1 lower than the previous day. The implied volatity was 13.00, the open interest changed by -10 which decreased total open position to 13
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 31.25, which was -3.4 lower than the previous day. The implied volatity was 11.38, the open interest changed by 2 which increased total open position to 23
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 34.65, which was 12.55 higher than the previous day. The implied volatity was 11.50, the open interest changed by 10 which increased total open position to 21
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 22.1, which was 3.95 higher than the previous day. The implied volatity was 11.56, the open interest changed by -2 which decreased total open position to 11
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 18.15, which was -6.85 lower than the previous day. The implied volatity was 12.99, the open interest changed by 13 which increased total open position to 13
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 25, which was -249.65 lower than the previous day. The implied volatity was 13.07, 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 274.65, which was 0 lower than the previous day. The implied volatity was 4.33, 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 274.65, which was 0 lower than the previous day. The implied volatity was 3.00, 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 274.65, which was 0 lower than the previous day. The implied volatity was 2.84, 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 274.65, which was 0 lower than the previous day. The implied volatity was 2.71, the open interest changed by 0 which decreased total open position to 0
| NIFTY 03APR2025 23650 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 453.1 | 274.9 | - | 1,00,085 | -3,213 | 6,545 |
| 28 Mar | 23519.35 | 177.7 | 30.75 | 9.11 | 8,16,252 | -826 | 9,758 |
| 27 Mar | 23591.95 | 138 | -73.55 | 10.47 | 81,213 | 4,343 | 10,584 |
| 26 Mar | 23486.85 | 215.1 | 70.95 | 9.94 | 74,373 | 3,546 | 6,241 |
| 25 Mar | 23668.65 | 160.55 | -3.3 | 11.34 | 40,974 | -437 | 2,695 |
| 24 Mar | 23658.35 | 153.4 | -164.75 | 12.47 | 19,037 | 2,716 | 3,132 |
| 21 Mar | 23350.40 | 310 | -118.4 | 10.55 | 1,088 | 414 | 416 |
| 20 Mar | 23190.65 | 428.4 | -340.2 | 8.78 | 2 | 2 | 2 |
| 19 Mar | 22907.60 | 768.6 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 768.6 | -48.3 | 15.36 | 2 | 0 | 0 |
| 17 Mar | 22508.75 | 816.9 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 816.9 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 816.9 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 816.9 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 816.9 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 816.9 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 22544.70 | 816.9 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 816.9 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 816.9 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 816.9 | 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 23650 expiring on 03APR2025
Delta for 23650 PE is -
Historical price for 23650 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 453.1, which was 274.9 higher than the previous day. The implied volatity was -, the open interest changed by -3213 which decreased total open position to 6545
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 177.7, which was 30.75 higher than the previous day. The implied volatity was 9.11, the open interest changed by -826 which decreased total open position to 9758
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 138, which was -73.55 lower than the previous day. The implied volatity was 10.47, the open interest changed by 4343 which increased total open position to 10584
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 215.1, which was 70.95 higher than the previous day. The implied volatity was 9.94, the open interest changed by 3546 which increased total open position to 6241
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 160.55, which was -3.3 lower than the previous day. The implied volatity was 11.34, the open interest changed by -437 which decreased total open position to 2695
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 153.4, which was -164.75 lower than the previous day. The implied volatity was 12.47, the open interest changed by 2716 which increased total open position to 3132
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 310, which was -118.4 lower than the previous day. The implied volatity was 10.55, the open interest changed by 414 which increased total open position to 416
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 428.4, which was -340.2 lower than the previous day. The implied volatity was 8.78, the open interest changed by 2 which increased total open position to 2
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 768.6, 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 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 768.6, which was -48.3 lower than the previous day. The implied volatity was 15.36, 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 816.9, 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 816.9, 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 816.9, 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 816.9, 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 816.9, 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 816.9, 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 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 816.9, 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 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 816.9, 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 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 816.9, 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 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 816.9, 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 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
