NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 23850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 3.65
Theta: -4.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 9.75 | -19.1 | 12.21 | 63,710 | 7,949 | 11,941 | |||
| 2 Apr | 23332.35 | 30.4 | 5.05 | 13.31 | 26,024 | 1,213 | 3,992 | |||
| 1 Apr | 23165.70 | 25.1 | -61.35 | 14.23 | 23,742 | 1,023 | 2,779 | |||
| 28 Mar | 23519.35 | 86.8 | -76.55 | 11.39 | 14,011 | 1,074 | 1,756 | |||
| 27 Mar | 23591.95 | 177.25 | 45.55 | 14.05 | 1,371 | 61 | 682 | |||
| 26 Mar | 23486.85 | 128.8 | -99.15 | 13.48 | 1,379 | 199 | 621 | |||
| 25 Mar | 23668.65 | 211.55 | -17.15 | 14.55 | 1,361 | 266 | 422 | |||
| 24 Mar | 23658.35 | 237.3 | 146.8 | 13.72 | 740 | 35 | 156 | |||
| 21 Mar | 23350.40 | 91.3 | 38.6 | 10.77 | 830 | 60 | 121 | |||
| 20 Mar | 23190.65 | 45 | 29.75 | 10.01 | 44 | 61 | 61 | |||
| 19 Mar | 22907.60 | 15.25 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 22834.30 | 15.25 | -75.25 | 9.80 | 35 | 0 | 0 | |||
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| 17 Mar | 22508.75 | 90.5 | 0 | 4.70 | 0 | 0 | 0 | |||
| 13 Mar | 22397.20 | 90.5 | 0 | 4.69 | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 90.5 | 0 | 4.66 | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 90.5 | 0 | 4.05 | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 90.5 | 0 | 4.21 | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 90.5 | 0 | 3.69 | 0 | 0 | 0 | |||
For Nifty - strike price 23850 expiring on 09APR2025
Delta for 23850 CE is 0.06
Historical price for 23850 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 9.75, which was -19.1 lower than the previous day. The implied volatity was 12.21, the open interest changed by 7949 which increased total open position to 11941
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 30.4, which was 5.05 higher than the previous day. The implied volatity was 13.31, the open interest changed by 1213 which increased total open position to 3992
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 25.1, which was -61.35 lower than the previous day. The implied volatity was 14.23, the open interest changed by 1023 which increased total open position to 2779
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 86.8, which was -76.55 lower than the previous day. The implied volatity was 11.39, the open interest changed by 1074 which increased total open position to 1756
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 177.25, which was 45.55 higher than the previous day. The implied volatity was 14.05, the open interest changed by 61 which increased total open position to 682
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 128.8, which was -99.15 lower than the previous day. The implied volatity was 13.48, the open interest changed by 199 which increased total open position to 621
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 211.55, which was -17.15 lower than the previous day. The implied volatity was 14.55, the open interest changed by 266 which increased total open position to 422
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 237.3, which was 146.8 higher than the previous day. The implied volatity was 13.72, the open interest changed by 35 which increased total open position to 156
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 91.3, which was 38.6 higher than the previous day. The implied volatity was 10.77, the open interest changed by 60 which increased total open position to 121
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 45, which was 29.75 higher than the previous day. The implied volatity was 10.01, the open interest changed by 61 which increased total open position to 61
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 15.25, 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 15.25, which was -75.25 lower than the previous day. The implied volatity was 9.80, 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 90.5, which was 0 lower than the previous day. The implied volatity was 4.70, 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 90.5, which was 0 lower than the previous day. The implied volatity was 4.69, 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 90.5, which was 0 lower than the previous day. The implied volatity was 4.66, 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 90.5, which was 0 lower than the previous day. The implied volatity was 4.05, 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 90.5, which was 0 lower than the previous day. The implied volatity was 4.21, 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 90.5, which was 0 lower than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09APR2025 23850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 7.17
Theta: -5.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 613.95 | 95.55 | 18.55 | 152 | -27 | 298 |
| 2 Apr | 23332.35 | 529 | -102.75 | 16.43 | 218 | 54 | 325 |
| 1 Apr | 23165.70 | 633.4 | 260.45 | 12.53 | 832 | -88 | 271 |
| 28 Mar | 23519.35 | 368 | 50.2 | 11.70 | 1,326 | 70 | 359 |
| 27 Mar | 23591.95 | 320.8 | -51.8 | 12.89 | 480 | -3 | 289 |
| 26 Mar | 23486.85 | 372.25 | 86.3 | 10.30 | 358 | 4 | 292 |
| 25 Mar | 23668.65 | 311.05 | 11.8 | 12.05 | 1,035 | 130 | 288 |
| 24 Mar | 23658.35 | 283.85 | -171.65 | 12.44 | 237 | 158 | 158 |
| 21 Mar | 23350.40 | 455.5 | -781.05 | 10.33 | 2 | 0 | 0 |
| 20 Mar | 23190.65 | 1236.55 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 22907.60 | 1236.55 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 1236.55 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 1236.55 | 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 23850 expiring on 09APR2025
Delta for 23850 PE is -0.84
Historical price for 23850 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 613.95, which was 95.55 higher than the previous day. The implied volatity was 18.55, the open interest changed by -27 which decreased total open position to 298
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 529, which was -102.75 lower than the previous day. The implied volatity was 16.43, the open interest changed by 54 which increased total open position to 325
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 633.4, which was 260.45 higher than the previous day. The implied volatity was 12.53, the open interest changed by -88 which decreased total open position to 271
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 368, which was 50.2 higher than the previous day. The implied volatity was 11.70, the open interest changed by 70 which increased total open position to 359
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 320.8, which was -51.8 lower than the previous day. The implied volatity was 12.89, the open interest changed by -3 which decreased total open position to 289
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 372.25, which was 86.3 higher than the previous day. The implied volatity was 10.30, the open interest changed by 4 which increased total open position to 292
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 311.05, which was 11.8 higher than the previous day. The implied volatity was 12.05, the open interest changed by 130 which increased total open position to 288
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 283.85, which was -171.65 lower than the previous day. The implied volatity was 12.44, the open interest changed by 158 which increased total open position to 158
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 455.5, which was -781.05 lower than the previous day. The implied volatity was 10.33, 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 1236.55, 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 1236.55, 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 1236.55, 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 1236.55, 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
