NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 23750 CE | ||||||||||
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Delta: 0.10
Vega: 5.24
Theta: -5.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 17 | -25.1 | 12.10 | 79,480 | 8,633 | 14,424 | |||
| 2 Apr | 23332.35 | 41.75 | 6.75 | 12.75 | 25,473 | 2,625 | 5,791 | |||
| 1 Apr | 23165.70 | 35.05 | -81.3 | 13.93 | 21,988 | 691 | 3,166 | |||
| 28 Mar | 23519.35 | 116.6 | -90 | 11.28 | 17,278 | 773 | 2,475 | |||
| 27 Mar | 23591.95 | 215.2 | 44.3 | 13.81 | 3,008 | 1,072 | 1,702 | |||
| 26 Mar | 23486.85 | 164.85 | -119 | 13.59 | 2,642 | 216 | 630 | |||
| 25 Mar | 23668.65 | 256 | -28 | 14.58 | 1,687 | 205 | 414 | |||
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| 24 Mar | 23658.35 | 293.8 | 173.75 | 14.15 | 936 | 36 | 209 | |||
| 21 Mar | 23350.40 | 116.25 | 42.75 | 10.57 | 660 | 114 | 173 | |||
| 20 Mar | 23190.65 | 72 | 26.95 | 10.61 | 107 | 20 | 59 | |||
| 19 Mar | 22907.60 | 45 | 10.7 | 11.54 | 30 | 11 | 39 | |||
| 18 Mar | 22834.30 | 34.3 | 19.15 | 11.01 | 25 | 11 | 28 | |||
| 17 Mar | 22508.75 | 15.15 | -11.85 | 11.63 | 11 | 17 | 17 | |||
| 13 Mar | 22397.20 | 27 | 0 | 0.00 | 0 | 5 | 0 | |||
| 12 Mar | 22470.50 | 27 | 23.6 | 12.14 | 7 | 5 | 19 | |||
| 11 Mar | 22497.90 | 3.4 | -26 | 7.70 | 2 | 4 | 14 | |||
| 10 Mar | 22460.30 | 29.4 | -81.5 | 12.09 | 8 | 5 | 10 | |||
| 7 Mar | 22552.50 | 110.9 | 4.65 | 16.00 | 6 | 5 | 5 | |||
For Nifty - strike price 23750 expiring on 09APR2025
Delta for 23750 CE is 0.10
Historical price for 23750 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 17, which was -25.1 lower than the previous day. The implied volatity was 12.10, the open interest changed by 8633 which increased total open position to 14424
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 41.75, which was 6.75 higher than the previous day. The implied volatity was 12.75, the open interest changed by 2625 which increased total open position to 5791
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 35.05, which was -81.3 lower than the previous day. The implied volatity was 13.93, the open interest changed by 691 which increased total open position to 3166
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 116.6, which was -90 lower than the previous day. The implied volatity was 11.28, the open interest changed by 773 which increased total open position to 2475
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 215.2, which was 44.3 higher than the previous day. The implied volatity was 13.81, the open interest changed by 1072 which increased total open position to 1702
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 164.85, which was -119 lower than the previous day. The implied volatity was 13.59, the open interest changed by 216 which increased total open position to 630
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 256, which was -28 lower than the previous day. The implied volatity was 14.58, the open interest changed by 205 which increased total open position to 414
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 293.8, which was 173.75 higher than the previous day. The implied volatity was 14.15, the open interest changed by 36 which increased total open position to 209
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 116.25, which was 42.75 higher than the previous day. The implied volatity was 10.57, the open interest changed by 114 which increased total open position to 173
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 72, which was 26.95 higher than the previous day. The implied volatity was 10.61, the open interest changed by 20 which increased total open position to 59
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 45, which was 10.7 higher than the previous day. The implied volatity was 11.54, the open interest changed by 11 which increased total open position to 39
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 34.3, which was 19.15 higher than the previous day. The implied volatity was 11.01, the open interest changed by 11 which increased total open position to 28
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 15.15, which was -11.85 lower than the previous day. The implied volatity was 11.63, the open interest changed by 17 which increased total open position to 17
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 27, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 27, which was 23.6 higher than the previous day. The implied volatity was 12.14, the open interest changed by 5 which increased total open position to 19
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 3.4, which was -26 lower than the previous day. The implied volatity was 7.70, the open interest changed by 4 which increased total open position to 14
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 29.4, which was -81.5 lower than the previous day. The implied volatity was 12.09, the open interest changed by 5 which increased total open position to 10
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 110.9, which was 4.65 higher than the previous day. The implied volatity was 16.00, the open interest changed by 5 which increased total open position to 5
| NIFTY 09APR2025 23750 PE | |||||||
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Delta: -0.81
Vega: 8.16
Theta: -6.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 524.8 | 84.3 | 17.74 | 496 | 52 | 572 |
| 2 Apr | 23332.35 | 441.75 | -102.3 | 15.58 | 589 | 24 | 520 |
| 1 Apr | 23165.70 | 549.45 | 249.8 | 13.44 | 1,490 | -158 | 496 |
| 28 Mar | 23519.35 | 295.5 | 37.6 | 11.38 | 3,574 | 320 | 654 |
| 27 Mar | 23591.95 | 256.95 | -56.3 | 12.57 | 694 | -58 | 334 |
| 26 Mar | 23486.85 | 310.05 | 70.15 | 10.74 | 1,268 | -10 | 392 |
| 25 Mar | 23668.65 | 260.6 | 16.3 | 12.38 | 1,679 | 60 | 402 |
| 24 Mar | 23658.35 | 234 | -154.75 | 12.54 | 546 | 342 | 342 |
| 21 Mar | 23350.40 | 388.75 | -764.25 | 10.82 | 2 | 0 | 0 |
| 20 Mar | 23190.65 | 1153 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 22907.60 | 1153 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 1153 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 1153 | 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 23750 expiring on 09APR2025
Delta for 23750 PE is -0.81
Historical price for 23750 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 524.8, which was 84.3 higher than the previous day. The implied volatity was 17.74, the open interest changed by 52 which increased total open position to 572
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 441.75, which was -102.3 lower than the previous day. The implied volatity was 15.58, the open interest changed by 24 which increased total open position to 520
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 549.45, which was 249.8 higher than the previous day. The implied volatity was 13.44, the open interest changed by -158 which decreased total open position to 496
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 295.5, which was 37.6 higher than the previous day. The implied volatity was 11.38, the open interest changed by 320 which increased total open position to 654
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 256.95, which was -56.3 lower than the previous day. The implied volatity was 12.57, the open interest changed by -58 which decreased total open position to 334
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 310.05, which was 70.15 higher than the previous day. The implied volatity was 10.74, the open interest changed by -10 which decreased total open position to 392
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 260.6, which was 16.3 higher than the previous day. The implied volatity was 12.38, the open interest changed by 60 which increased total open position to 402
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 234, which was -154.75 lower than the previous day. The implied volatity was 12.54, the open interest changed by 342 which increased total open position to 342
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 388.75, which was -764.25 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 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 1153, 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 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1153, 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 1153, 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 1153, 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
