NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 01:07 PM IST
| NIFTY 09APR2025 23700 CE | ||||||||||
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Delta: 0.03
Vega: 1.84
Theta: -2.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 22967.70 | 4.2 | -17 | 13.42 | 5,74,947 | 42,132 | 71,716 | |||
| 3 Apr | 23250.10 | 21.45 | -29.65 | 11.93 | 1,76,961 | 15,432 | 29,584 | |||
| 2 Apr | 23332.35 | 52.4 | 10.85 | 12.83 | 65,278 | 2,742 | 14,152 | |||
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| 1 Apr | 23165.70 | 40.5 | -93.5 | 13.69 | 66,430 | 3,486 | 11,410 | |||
| 28 Mar | 23519.35 | 135.85 | -93.95 | 11.32 | 49,978 | 3,274 | 7,924 | |||
| 27 Mar | 23591.95 | 244.9 | 50.8 | 14.17 | 15,573 | 388 | 4,650 | |||
| 26 Mar | 23486.85 | 192.9 | -115.55 | 14.08 | 12,085 | 1,538 | 4,262 | |||
| 25 Mar | 23668.65 | 293.35 | -15.2 | 15.28 | 9,489 | 1,258 | 2,724 | |||
| 24 Mar | 23658.35 | 324.15 | 184.15 | 14.37 | 6,417 | 608 | 1,466 | |||
| 21 Mar | 23350.40 | 141.95 | 58.85 | 11.06 | 2,918 | 534 | 858 | |||
| 20 Mar | 23190.65 | 78.3 | 26.5 | 10.32 | 498 | 228 | 324 | |||
| 19 Mar | 22907.60 | 50.65 | 8.3 | 11.43 | 81 | 3 | 96 | |||
| 18 Mar | 22834.30 | 44.85 | 25.2 | 11.40 | 95 | 22 | 93 | |||
| 17 Mar | 22508.75 | 18.95 | -4.7 | 11.78 | 78 | 53 | 71 | |||
| 13 Mar | 22397.20 | 21.35 | -13.95 | 12.09 | 9 | 18 | 18 | |||
| 12 Mar | 22470.50 | 35 | -0.3 | 0.00 | 0 | 13 | 0 | |||
| 11 Mar | 22497.90 | 35 | -79.9 | 11.78 | 14 | 13 | 13 | |||
| 10 Mar | 22460.30 | 114.9 | 0 | 3.75 | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 114.9 | 0 | 3.20 | 0 | 0 | 0 | |||
For Nifty - strike price 23700 expiring on 09APR2025
Delta for 23700 CE is 0.03
Historical price for 23700 CE is as follows
On 4 Apr NIFTY was trading at 22967.70. The strike last trading price was 4.2, which was -17 lower than the previous day. The implied volatity was 13.42, the open interest changed by 42132 which increased total open position to 71716
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 21.45, which was -29.65 lower than the previous day. The implied volatity was 11.93, the open interest changed by 15432 which increased total open position to 29584
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 52.4, which was 10.85 higher than the previous day. The implied volatity was 12.83, the open interest changed by 2742 which increased total open position to 14152
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 40.5, which was -93.5 lower than the previous day. The implied volatity was 13.69, the open interest changed by 3486 which increased total open position to 11410
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 135.85, which was -93.95 lower than the previous day. The implied volatity was 11.32, the open interest changed by 3274 which increased total open position to 7924
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 244.9, which was 50.8 higher than the previous day. The implied volatity was 14.17, the open interest changed by 388 which increased total open position to 4650
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 192.9, which was -115.55 lower than the previous day. The implied volatity was 14.08, the open interest changed by 1538 which increased total open position to 4262
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 293.35, which was -15.2 lower than the previous day. The implied volatity was 15.28, the open interest changed by 1258 which increased total open position to 2724
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 324.15, which was 184.15 higher than the previous day. The implied volatity was 14.37, the open interest changed by 608 which increased total open position to 1466
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 141.95, which was 58.85 higher than the previous day. The implied volatity was 11.06, the open interest changed by 534 which increased total open position to 858
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 78.3, which was 26.5 higher than the previous day. The implied volatity was 10.32, the open interest changed by 228 which increased total open position to 324
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 50.65, which was 8.3 higher than the previous day. The implied volatity was 11.43, the open interest changed by 3 which increased total open position to 96
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 44.85, which was 25.2 higher than the previous day. The implied volatity was 11.40, the open interest changed by 22 which increased total open position to 93
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 18.95, which was -4.7 lower than the previous day. The implied volatity was 11.78, the open interest changed by 53 which increased total open position to 71
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 21.35, which was -13.95 lower than the previous day. The implied volatity was 12.09, the open interest changed by 18 which increased total open position to 18
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 35, which was -0.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 35, which was -79.9 lower than the previous day. The implied volatity was 11.78, the open interest changed by 13 which increased total open position to 13
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 114.9, which was 0 lower than the previous day. The implied volatity was 3.75, 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 114.9, which was 0 lower than the previous day. The implied volatity was 3.20, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09APR2025 23700 PE | |||||||
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Delta: -0.83
Vega: 6.77
Theta: -11.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 22967.70 | 761.7 | 288.15 | 25.83 | 3,721 | -532 | 5,272 |
| 3 Apr | 23250.10 | 479.55 | 80.1 | 17.14 | 3,593 | 420 | 5,804 |
| 2 Apr | 23332.35 | 401.45 | -96.3 | 15.34 | 3,710 | -4 | 5,384 |
| 1 Apr | 23165.70 | 509.7 | 246.85 | 13.78 | 10,933 | -3,245 | 5,388 |
| 28 Mar | 23519.35 | 261 | 28.05 | 11.18 | 31,211 | 2,428 | 8,633 |
| 27 Mar | 23591.95 | 225.7 | -59.05 | 12.30 | 10,543 | 853 | 6,205 |
| 26 Mar | 23486.85 | 299.95 | 82.1 | 11.97 | 12,879 | -601 | 5,352 |
| 25 Mar | 23668.65 | 236.5 | 8.5 | 12.48 | 18,278 | 4,966 | 5,953 |
| 24 Mar | 23658.35 | 221 | -151.85 | 13.07 | 3,299 | 579 | 987 |
| 21 Mar | 23350.40 | 370.4 | -116.3 | 11.42 | 705 | 408 | 408 |
| 20 Mar | 23190.65 | 486.7 | -625.3 | 10.53 | 8 | 0 | 0 |
| 19 Mar | 22907.60 | 1112 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 1112 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 1112 | 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 23700 expiring on 09APR2025
Delta for 23700 PE is -0.83
Historical price for 23700 PE is as follows
On 4 Apr NIFTY was trading at 22967.70. The strike last trading price was 761.7, which was 288.15 higher than the previous day. The implied volatity was 25.83, the open interest changed by -532 which decreased total open position to 5272
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 479.55, which was 80.1 higher than the previous day. The implied volatity was 17.14, the open interest changed by 420 which increased total open position to 5804
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 401.45, which was -96.3 lower than the previous day. The implied volatity was 15.34, the open interest changed by -4 which decreased total open position to 5384
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 509.7, which was 246.85 higher than the previous day. The implied volatity was 13.78, the open interest changed by -3245 which decreased total open position to 5388
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 261, which was 28.05 higher than the previous day. The implied volatity was 11.18, the open interest changed by 2428 which increased total open position to 8633
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 225.7, which was -59.05 lower than the previous day. The implied volatity was 12.30, the open interest changed by 853 which increased total open position to 6205
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 299.95, which was 82.1 higher than the previous day. The implied volatity was 11.97, the open interest changed by -601 which decreased total open position to 5352
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 236.5, which was 8.5 higher than the previous day. The implied volatity was 12.48, the open interest changed by 4966 which increased total open position to 5953
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 221, which was -151.85 lower than the previous day. The implied volatity was 13.07, the open interest changed by 579 which increased total open position to 987
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 370.4, which was -116.3 lower than the previous day. The implied volatity was 11.42, the open interest changed by 408 which increased total open position to 408
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 486.7, which was -625.3 lower than the previous day. The implied volatity was 10.53, 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 1112, 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 1112, 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 1112, 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
