NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 23800 CE | ||||||||||
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Delta: 0.03
Vega: 1.19
Theta: -5.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 3.8 | -28.9 | 18.61 | 15,59,837 | 10,729 | 99,259 | |||
| 28 Mar | 23519.35 | 32.2 | -72.75 | 10.07 | 18,52,976 | 42,667 | 88,530 | |||
| 27 Mar | 23591.95 | 112.4 | 27.5 | 13.64 | 2,66,032 | 13,159 | 45,863 | |||
| 26 Mar | 23486.85 | 81.8 | -85.55 | 13.70 | 1,78,982 | 8,253 | 32,704 | |||
| 25 Mar | 23668.65 | 153.85 | -19.55 | 14.48 | 1,46,213 | 13,245 | 24,451 | |||
| 24 Mar | 23658.35 | 185.9 | 131.55 | 13.74 | 1,08,448 | 5,152 | 11,206 | |||
| 21 Mar | 23350.40 | 54.15 | 28.25 | 10.13 | 59,047 | 2,093 | 6,054 | |||
| 20 Mar | 23190.65 | 24.55 | 8 | 9.77 | 18,405 | 2,025 | 3,961 | |||
| 19 Mar | 22907.60 | 14.85 | 1.85 | 11.06 | 7,977 | 853 | 1,936 | |||
| 18 Mar | 22834.30 | 13.7 | 8.05 | 11.15 | 3,060 | 529 | 1,083 | |||
| 17 Mar | 22508.75 | 5.7 | -1.3 | 12.04 | 1,578 | 158 | 554 | |||
| 13 Mar | 22397.20 | 6.05 | -4.2 | 11.80 | 561 | 175 | 396 | |||
| 12 Mar | 22470.50 | 10.65 | -4.1 | 11.93 | 103 | 40 | 221 | |||
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| 11 Mar | 22497.90 | 14.75 | -1.55 | 11.91 | 411 | 88 | 181 | |||
| 10 Mar | 22460.30 | 15.55 | -8.45 | 12.42 | 136 | 21 | 93 | |||
| 7 Mar | 22552.50 | 23.2 | 1.25 | 11.78 | 186 | 39 | 72 | |||
| 6 Mar | 22544.70 | 23.65 | 5 | 11.63 | 70 | 9 | 33 | |||
| 5 Mar | 22337.30 | 18.65 | 4.95 | 12.24 | 51 | 16 | 24 | |||
| 4 Mar | 22082.65 | 12.3 | -9.4 | 12.98 | 93 | 4 | 8 | |||
| 3 Mar | 22119.30 | 21.7 | -208 | 13.75 | 5 | 4 | 4 | |||
| 28 Feb | 22124.70 | 229.7 | 0 | 4.80 | 0 | 0 | 0 | |||
| 27 Feb | 22545.05 | 229.7 | 0 | 3.47 | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 229.7 | 0 | 3.29 | 0 | 0 | 0 | |||
| 24 Feb | 22553.35 | 229.7 | 0 | 3.16 | 0 | 0 | 0 | |||
For Nifty - strike price 23800 expiring on 03APR2025
Delta for 23800 CE is 0.03
Historical price for 23800 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 3.8, which was -28.9 lower than the previous day. The implied volatity was 18.61, the open interest changed by 10729 which increased total open position to 99259
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 32.2, which was -72.75 lower than the previous day. The implied volatity was 10.07, the open interest changed by 42667 which increased total open position to 88530
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 112.4, which was 27.5 higher than the previous day. The implied volatity was 13.64, the open interest changed by 13159 which increased total open position to 45863
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 81.8, which was -85.55 lower than the previous day. The implied volatity was 13.70, the open interest changed by 8253 which increased total open position to 32704
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 153.85, which was -19.55 lower than the previous day. The implied volatity was 14.48, the open interest changed by 13245 which increased total open position to 24451
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 185.9, which was 131.55 higher than the previous day. The implied volatity was 13.74, the open interest changed by 5152 which increased total open position to 11206
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 54.15, which was 28.25 higher than the previous day. The implied volatity was 10.13, the open interest changed by 2093 which increased total open position to 6054
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 24.55, which was 8 higher than the previous day. The implied volatity was 9.77, the open interest changed by 2025 which increased total open position to 3961
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 14.85, which was 1.85 higher than the previous day. The implied volatity was 11.06, the open interest changed by 853 which increased total open position to 1936
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 13.7, which was 8.05 higher than the previous day. The implied volatity was 11.15, the open interest changed by 529 which increased total open position to 1083
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 5.7, which was -1.3 lower than the previous day. The implied volatity was 12.04, the open interest changed by 158 which increased total open position to 554
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 6.05, which was -4.2 lower than the previous day. The implied volatity was 11.80, the open interest changed by 175 which increased total open position to 396
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 10.65, which was -4.1 lower than the previous day. The implied volatity was 11.93, the open interest changed by 40 which increased total open position to 221
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 14.75, which was -1.55 lower than the previous day. The implied volatity was 11.91, the open interest changed by 88 which increased total open position to 181
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 15.55, which was -8.45 lower than the previous day. The implied volatity was 12.42, the open interest changed by 21 which increased total open position to 93
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 23.2, which was 1.25 higher than the previous day. The implied volatity was 11.78, the open interest changed by 39 which increased total open position to 72
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 23.65, which was 5 higher than the previous day. The implied volatity was 11.63, the open interest changed by 9 which increased total open position to 33
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 18.65, which was 4.95 higher than the previous day. The implied volatity was 12.24, the open interest changed by 16 which increased total open position to 24
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 12.3, which was -9.4 lower than the previous day. The implied volatity was 12.98, the open interest changed by 4 which increased total open position to 8
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 21.7, which was -208 lower than the previous day. The implied volatity was 13.75, the open interest changed by 4 which increased total open position to 4
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 229.7, which was 0 lower than the previous day. The implied volatity was 4.80, 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 229.7, which was 0 lower than the previous day. The implied volatity was 3.47, 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 229.7, which was 0 lower than the previous day. The implied volatity was 3.29, 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 229.7, 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
| NIFTY 03APR2025 23800 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 | 599.5 | 309.8 | - | 41,831 | -5,912 | 11,665 |
| 28 Mar | 23519.35 | 290 | 59.05 | 9.01 | 2,35,607 | -3,729 | 17,577 |
| 27 Mar | 23591.95 | 215.05 | -89.95 | 9.48 | 55,780 | 1,169 | 21,306 |
| 26 Mar | 23486.85 | 313 | 98.05 | 8.80 | 75,787 | -1,028 | 20,137 |
| 25 Mar | 23668.65 | 235.7 | 3.35 | 10.72 | 1,30,660 | 11,265 | 21,165 |
| 24 Mar | 23658.35 | 220.7 | -205.8 | 12.05 | 31,888 | 9,730 | 9,900 |
| 21 Mar | 23350.40 | 417.85 | -157.25 | 10.44 | 718 | 127 | 170 |
| 20 Mar | 23190.65 | 585.8 | -323.3 | 11.60 | 56 | 43 | 43 |
| 19 Mar | 22907.60 | 909.1 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 909.1 | -11.65 | 16.58 | 2 | 0 | 0 |
| 17 Mar | 22508.75 | 920.75 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 920.75 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 920.75 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 920.75 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 920.75 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 920.75 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 22544.70 | 920.75 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 920.75 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 920.75 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 920.75 | 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 23800 expiring on 03APR2025
Delta for 23800 PE is -
Historical price for 23800 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 599.5, which was 309.8 higher than the previous day. The implied volatity was -, the open interest changed by -5912 which decreased total open position to 11665
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 290, which was 59.05 higher than the previous day. The implied volatity was 9.01, the open interest changed by -3729 which decreased total open position to 17577
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 215.05, which was -89.95 lower than the previous day. The implied volatity was 9.48, the open interest changed by 1169 which increased total open position to 21306
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 313, which was 98.05 higher than the previous day. The implied volatity was 8.80, the open interest changed by -1028 which decreased total open position to 20137
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 235.7, which was 3.35 higher than the previous day. The implied volatity was 10.72, the open interest changed by 11265 which increased total open position to 21165
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 220.7, which was -205.8 lower than the previous day. The implied volatity was 12.05, the open interest changed by 9730 which increased total open position to 9900
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 417.85, which was -157.25 lower than the previous day. The implied volatity was 10.44, the open interest changed by 127 which increased total open position to 170
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 585.8, which was -323.3 lower than the previous day. The implied volatity was 11.60, the open interest changed by 43 which increased total open position to 43
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 909.1, 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 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 909.1, which was -11.65 lower than the previous day. The implied volatity was 16.58, 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 920.75, 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 920.75, 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 920.75, 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 920.75, 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 920.75, 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 920.75, 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 920.75, 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 920.75, 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 920.75, 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 920.75, 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
