NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 02:24 PM IST
| NIFTY 09APR2025 23800 CE | ||||||||||
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Delta: 0.02
Vega: 1.24
Theta: -1.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 22898.60 | 2.8 | -9.75 | 15.19 | 5,97,374 | 35,475 | 79,419 | |||
| 3 Apr | 23250.10 | 12.55 | -22.55 | 12.07 | 2,14,301 | 18,227 | 43,944 | |||
| 2 Apr | 23332.35 | 36.9 | 6.9 | 13.19 | 91,648 | 4,941 | 25,717 | |||
| 1 Apr | 23165.70 | 29.1 | -71.65 | 14.00 | 84,624 | 4,274 | 20,776 | |||
| 28 Mar | 23519.35 | 101.5 | -79.8 | 11.38 | 72,520 | -2,489 | 16,502 | |||
| 27 Mar | 23591.95 | 196.2 | 45.8 | 13.97 | 39,919 | 455 | 18,991 | |||
| 26 Mar | 23486.85 | 144.95 | -106.55 | 13.47 | 37,548 | 14,269 | 18,536 | |||
| 25 Mar | 23668.65 | 239.85 | -15.95 | 14.92 | 14,702 | 2,503 | 4,267 | |||
| 24 Mar | 23658.35 | 264.25 | 161.1 | 13.90 | 11,715 | -1,661 | 1,764 | |||
| 21 Mar | 23350.40 | 102.3 | 40.1 | 10.64 | 8,726 | 3,075 | 3,425 | |||
| 20 Mar | 23190.65 | 62 | 24.2 | 10.61 | 686 | 115 | 350 | |||
| 19 Mar | 22907.60 | 39 | 8 | 11.57 | 325 | 40 | 235 | |||
| 18 Mar | 22834.30 | 33.4 | 19.55 | 11.43 | 360 | 139 | 195 | |||
| 17 Mar | 22508.75 | 13.85 | -4.45 | 11.82 | 56 | 41 | 56 | |||
| 13 Mar | 22397.20 | 18.3 | -6.7 | 12.44 | 15 | 10 | 15 | |||
| 12 Mar | 22470.50 | 25 | -73.1 | 12.31 | 8 | 5 | 5 | |||
| 11 Mar | 22497.90 | 98.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 98.1 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 7 Mar | 22552.50 | 98.1 | 0 | 15.74 | 1 | 0 | 0 | |||
For Nifty - strike price 23800 expiring on 09APR2025
Delta for 23800 CE is 0.02
Historical price for 23800 CE is as follows
On 4 Apr NIFTY was trading at 22898.60. The strike last trading price was 2.8, which was -9.75 lower than the previous day. The implied volatity was 15.19, the open interest changed by 35475 which increased total open position to 79419
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 12.55, which was -22.55 lower than the previous day. The implied volatity was 12.07, the open interest changed by 18227 which increased total open position to 43944
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 36.9, which was 6.9 higher than the previous day. The implied volatity was 13.19, the open interest changed by 4941 which increased total open position to 25717
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 29.1, which was -71.65 lower than the previous day. The implied volatity was 14.00, the open interest changed by 4274 which increased total open position to 20776
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 101.5, which was -79.8 lower than the previous day. The implied volatity was 11.38, the open interest changed by -2489 which decreased total open position to 16502
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 196.2, which was 45.8 higher than the previous day. The implied volatity was 13.97, the open interest changed by 455 which increased total open position to 18991
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 144.95, which was -106.55 lower than the previous day. The implied volatity was 13.47, the open interest changed by 14269 which increased total open position to 18536
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 239.85, which was -15.95 lower than the previous day. The implied volatity was 14.92, the open interest changed by 2503 which increased total open position to 4267
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 264.25, which was 161.1 higher than the previous day. The implied volatity was 13.90, the open interest changed by -1661 which decreased total open position to 1764
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 102.3, which was 40.1 higher than the previous day. The implied volatity was 10.64, the open interest changed by 3075 which increased total open position to 3425
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 62, which was 24.2 higher than the previous day. The implied volatity was 10.61, the open interest changed by 115 which increased total open position to 350
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 39, which was 8 higher than the previous day. The implied volatity was 11.57, the open interest changed by 40 which increased total open position to 235
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 33.4, which was 19.55 higher than the previous day. The implied volatity was 11.43, the open interest changed by 139 which increased total open position to 195
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 13.85, which was -4.45 lower than the previous day. The implied volatity was 11.82, the open interest changed by 41 which increased total open position to 56
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 18.3, which was -6.7 lower than the previous day. The implied volatity was 12.44, the open interest changed by 10 which increased total open position to 15
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 25, which was -73.1 lower than the previous day. The implied volatity was 12.31, the open interest changed by 5 which increased total open position to 5
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 98.1, 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 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 98.1, 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 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 98.1, which was 0 lower than the previous day. The implied volatity was 15.74, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09APR2025 23800 PE | |||||||
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Delta: -0.85
Vega: 6.17
Theta: -12.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 22898.60 | 928.1 | 365.55 | 29.59 | 6,585 | -622 | 14,223 |
| 3 Apr | 23250.10 | 568.8 | 85.35 | 18.07 | 7,580 | 2,325 | 14,845 |
| 2 Apr | 23332.35 | 485 | -101.75 | 16.01 | 2,074 | -3,594 | 12,520 |
| 1 Apr | 23165.70 | 597.6 | 263.25 | 14.06 | 9,939 | 893 | 16,114 |
| 28 Mar | 23519.35 | 327.35 | 42.2 | 11.29 | 15,050 | 690 | 15,221 |
| 27 Mar | 23591.95 | 274 | -69.3 | 11.92 | 16,202 | 2,441 | 14,531 |
| 26 Mar | 23486.85 | 348 | 78.95 | 11.01 | 14,553 | 1,238 | 12,090 |
| 25 Mar | 23668.65 | 285 | 14.4 | 12.22 | 28,897 | 10,224 | 10,852 |
| 24 Mar | 23658.35 | 268.85 | -167.45 | 13.03 | 2,507 | 501 | 628 |
| 21 Mar | 23350.40 | 422.95 | -771.6 | 10.63 | 270 | 127 | 127 |
| 20 Mar | 23190.65 | 1194.55 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 22907.60 | 1194.55 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 1194.55 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 1194.55 | 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 23800 expiring on 09APR2025
Delta for 23800 PE is -0.85
Historical price for 23800 PE is as follows
On 4 Apr NIFTY was trading at 22898.60. The strike last trading price was 928.1, which was 365.55 higher than the previous day. The implied volatity was 29.59, the open interest changed by -622 which decreased total open position to 14223
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 568.8, which was 85.35 higher than the previous day. The implied volatity was 18.07, the open interest changed by 2325 which increased total open position to 14845
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 485, which was -101.75 lower than the previous day. The implied volatity was 16.01, the open interest changed by -3594 which decreased total open position to 12520
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 597.6, which was 263.25 higher than the previous day. The implied volatity was 14.06, the open interest changed by 893 which increased total open position to 16114
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 327.35, which was 42.2 higher than the previous day. The implied volatity was 11.29, the open interest changed by 690 which increased total open position to 15221
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 274, which was -69.3 lower than the previous day. The implied volatity was 11.92, the open interest changed by 2441 which increased total open position to 14531
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 348, which was 78.95 higher than the previous day. The implied volatity was 11.01, the open interest changed by 1238 which increased total open position to 12090
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 285, which was 14.4 higher than the previous day. The implied volatity was 12.22, the open interest changed by 10224 which increased total open position to 10852
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 268.85, which was -167.45 lower than the previous day. The implied volatity was 13.03, the open interest changed by 501 which increased total open position to 628
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 422.95, which was -771.6 lower than the previous day. The implied volatity was 10.63, the open interest changed by 127 which increased total open position to 127
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 1194.55, 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 1194.55, 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 1194.55, 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 1194.55, 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
