NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 23700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 1.66
Theta: -7.44
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 5.6 | -49.4 | 17.29 | 16,42,109 | 26,644 | 98,938 | |||
|
|
||||||||||
| 28 Mar | 23519.35 | 53.55 | -93.5 | 9.84 | 20,77,504 | 31,070 | 72,294 | |||
| 27 Mar | 23591.95 | 158.65 | 39.6 | 14.09 | 2,32,955 | 11,865 | 41,224 | |||
| 26 Mar | 23486.85 | 113.95 | -106.85 | 13.80 | 1,76,679 | 11,921 | 29,359 | |||
| 25 Mar | 23668.65 | 201.25 | -22.85 | 14.77 | 1,22,423 | 4,656 | 17,438 | |||
| 24 Mar | 23658.35 | 237.5 | 158.05 | 14.46 | 97,997 | 8,439 | 12,782 | |||
| 21 Mar | 23350.40 | 78.35 | 38.95 | 10.13 | 63,968 | -115 | 4,343 | |||
| 20 Mar | 23190.65 | 36 | 11.95 | 9.60 | 19,936 | 3,059 | 4,458 | |||
| 19 Mar | 22907.60 | 23.85 | 5.35 | 11.23 | 4,666 | 252 | 1,399 | |||
| 18 Mar | 22834.30 | 19.25 | 11.95 | 10.94 | 5,855 | 582 | 1,147 | |||
| 17 Mar | 22508.75 | 7.25 | -1.2 | 11.64 | 1,001 | 309 | 565 | |||
| 13 Mar | 22397.20 | 8.05 | -5.55 | 11.60 | 566 | 99 | 256 | |||
| 12 Mar | 22470.50 | 13.5 | -5.55 | 11.67 | 273 | -29 | 157 | |||
| 11 Mar | 22497.90 | 19.25 | 0.05 | 11.77 | 338 | 40 | 186 | |||
| 10 Mar | 22460.30 | 19.35 | -10.8 | 12.19 | 490 | 81 | 146 | |||
| 7 Mar | 22552.50 | 29.3 | -1.1 | 11.62 | 200 | 33 | 65 | |||
| 6 Mar | 22544.70 | 30.45 | 14.05 | 11.54 | 37 | 24 | 32 | |||
| 5 Mar | 22337.30 | 16.4 | -0.2 | 11.22 | 9 | 6 | 8 | |||
| 4 Mar | 22082.65 | 16.6 | -242.4 | 13.11 | 28 | 2 | 2 | |||
| 3 Mar | 22119.30 | 259 | 0 | 4.77 | 0 | 0 | 0 | |||
| 28 Feb | 22124.70 | 259 | 0 | 4.50 | 0 | 0 | 0 | |||
| 27 Feb | 22545.05 | 259 | 0 | 3.16 | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 259 | 0 | 2.99 | 0 | 0 | 0 | |||
| 24 Feb | 22553.35 | 259 | 0 | 2.86 | 0 | 0 | 0 | |||
For Nifty - strike price 23700 expiring on 03APR2025
Delta for 23700 CE is 0.05
Historical price for 23700 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 5.6, which was -49.4 lower than the previous day. The implied volatity was 17.29, the open interest changed by 26644 which increased total open position to 98938
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 53.55, which was -93.5 lower than the previous day. The implied volatity was 9.84, the open interest changed by 31070 which increased total open position to 72294
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 158.65, which was 39.6 higher than the previous day. The implied volatity was 14.09, the open interest changed by 11865 which increased total open position to 41224
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 113.95, which was -106.85 lower than the previous day. The implied volatity was 13.80, the open interest changed by 11921 which increased total open position to 29359
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 201.25, which was -22.85 lower than the previous day. The implied volatity was 14.77, the open interest changed by 4656 which increased total open position to 17438
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 237.5, which was 158.05 higher than the previous day. The implied volatity was 14.46, the open interest changed by 8439 which increased total open position to 12782
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 78.35, which was 38.95 higher than the previous day. The implied volatity was 10.13, the open interest changed by -115 which decreased total open position to 4343
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 36, which was 11.95 higher than the previous day. The implied volatity was 9.60, the open interest changed by 3059 which increased total open position to 4458
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 23.85, which was 5.35 higher than the previous day. The implied volatity was 11.23, the open interest changed by 252 which increased total open position to 1399
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 19.25, which was 11.95 higher than the previous day. The implied volatity was 10.94, the open interest changed by 582 which increased total open position to 1147
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 7.25, which was -1.2 lower than the previous day. The implied volatity was 11.64, the open interest changed by 309 which increased total open position to 565
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 8.05, which was -5.55 lower than the previous day. The implied volatity was 11.60, the open interest changed by 99 which increased total open position to 256
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 13.5, which was -5.55 lower than the previous day. The implied volatity was 11.67, the open interest changed by -29 which decreased total open position to 157
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 19.25, which was 0.05 higher than the previous day. The implied volatity was 11.77, the open interest changed by 40 which increased total open position to 186
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 19.35, which was -10.8 lower than the previous day. The implied volatity was 12.19, the open interest changed by 81 which increased total open position to 146
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 29.3, which was -1.1 lower than the previous day. The implied volatity was 11.62, the open interest changed by 33 which increased total open position to 65
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 30.45, which was 14.05 higher than the previous day. The implied volatity was 11.54, the open interest changed by 24 which increased total open position to 32
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 16.4, which was -0.2 lower than the previous day. The implied volatity was 11.22, the open interest changed by 6 which increased total open position to 8
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 16.6, which was -242.4 lower than the previous day. The implied volatity was 13.11, the open interest changed by 2 which increased total open position to 2
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 259, which was 0 lower than the previous day. The implied volatity was 4.77, 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 259, which was 0 lower than the previous day. The implied volatity was 4.50, 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 259, which was 0 lower than the previous day. The implied volatity was 3.16, 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 259, which was 0 lower than the previous day. The implied volatity was 2.99, 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 259, which was 0 lower than the previous day. The implied volatity was 2.86, the open interest changed by 0 which decreased total open position to 0
| NIFTY 03APR2025 23700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 501.85 | 290.1 | - | 1,32,323 | -8,495 | 15,722 |
| 28 Mar | 23519.35 | 212.2 | 40.2 | 9.08 | 7,66,333 | -5,168 | 24,217 |
| 27 Mar | 23591.95 | 160.9 | -79.2 | 10.17 | 1,24,850 | 4,089 | 29,385 |
| 26 Mar | 23486.85 | 246.6 | 81.65 | 9.74 | 1,84,166 | 4,975 | 25,296 |
| 25 Mar | 23668.65 | 184.3 | 0.95 | 11.21 | 1,40,580 | 8,150 | 20,321 |
| 24 Mar | 23658.35 | 172.55 | -176.75 | 12.25 | 51,560 | 11,551 | 12,171 |
| 21 Mar | 23350.40 | 345.15 | -141.85 | 10.58 | 2,652 | 600 | 620 |
| 20 Mar | 23190.65 | 487 | -280.6 | 10.26 | 61 | 20 | 20 |
| 19 Mar | 22907.60 | 767.6 | 0 | 0.00 | 0 | 2 | 0 |
| 18 Mar | 22834.30 | 767.6 | -83.25 | 11.20 | 4 | 2 | 2 |
| 17 Mar | 22508.75 | 850.85 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 850.85 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 850.85 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 850.85 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 850.85 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 850.85 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 22544.70 | 850.85 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 850.85 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 850.85 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 850.85 | 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 23700 expiring on 03APR2025
Delta for 23700 PE is -
Historical price for 23700 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 501.85, which was 290.1 higher than the previous day. The implied volatity was -, the open interest changed by -8495 which decreased total open position to 15722
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 212.2, which was 40.2 higher than the previous day. The implied volatity was 9.08, the open interest changed by -5168 which decreased total open position to 24217
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 160.9, which was -79.2 lower than the previous day. The implied volatity was 10.17, the open interest changed by 4089 which increased total open position to 29385
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 246.6, which was 81.65 higher than the previous day. The implied volatity was 9.74, the open interest changed by 4975 which increased total open position to 25296
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 184.3, which was 0.95 higher than the previous day. The implied volatity was 11.21, the open interest changed by 8150 which increased total open position to 20321
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 172.55, which was -176.75 lower than the previous day. The implied volatity was 12.25, the open interest changed by 11551 which increased total open position to 12171
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 345.15, which was -141.85 lower than the previous day. The implied volatity was 10.58, the open interest changed by 600 which increased total open position to 620
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 487, which was -280.6 lower than the previous day. The implied volatity was 10.26, the open interest changed by 20 which increased total open position to 20
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 767.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 767.6, which was -83.25 lower than the previous day. The implied volatity was 11.20, the open interest changed by 2 which increased total open position to 2
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 850.85, 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 850.85, 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 850.85, 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 850.85, 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 850.85, 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 850.85, 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 850.85, 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 850.85, 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 850.85, 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 850.85, 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
