NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 03:29 PM IST
| NIFTY 09APR2025 23900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.90
Theta: -1.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 22915.15 | 1.9 | -5.75 | 15.59 | 5,63,208 | 19,365 | 58,594 | |||
| 3 Apr | 23250.10 | 8.05 | -16.05 | 12.52 | 1,65,915 | 23,242 | 39,229 | |||
| 2 Apr | 23332.35 | 24.9 | 3 | 13.42 | 74,030 | 7,056 | 15,987 | |||
| 1 Apr | 23165.70 | 21 | -52.4 | 14.38 | 60,881 | 1,682 | 8,931 | |||
| 28 Mar | 23519.35 | 76.15 | -67.85 | 11.58 | 40,028 | 2,501 | 7,249 | |||
| 27 Mar | 23591.95 | 155.95 | 39.1 | 13.90 | 15,269 | 1,908 | 4,748 | |||
| 26 Mar | 23486.85 | 113.5 | -86.9 | 13.46 | 10,037 | 1,373 | 2,840 | |||
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| 25 Mar | 23668.65 | 185.7 | -18.1 | 14.21 | 5,887 | 555 | 1,467 | |||
| 24 Mar | 23658.35 | 213.65 | 136.6 | 13.97 | 4,753 | 172 | 912 | |||
| 21 Mar | 23350.40 | 78.8 | 34 | 10.75 | 2,546 | 661 | 740 | |||
| 20 Mar | 23190.65 | 36.1 | 8.75 | 9.86 | 109 | 48 | 79 | |||
| 19 Mar | 22907.60 | 26.65 | 1.8 | 11.36 | 25 | 12 | 31 | |||
| 18 Mar | 22834.30 | 26.25 | 15.6 | 11.65 | 27 | 17 | 19 | |||
| 17 Mar | 22508.75 | 10.65 | -72.7 | 11.98 | 3 | 2 | 2 | |||
| 13 Mar | 22397.20 | 83.35 | 0 | 4.91 | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 83.35 | 0 | 4.51 | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 83.35 | 0 | 4.22 | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 83.35 | 0 | 4.40 | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 83.35 | 0 | 3.83 | 0 | 0 | 0 | |||
For Nifty - strike price 23900 expiring on 09APR2025
Delta for 23900 CE is 0.01
Historical price for 23900 CE is as follows
On 4 Apr NIFTY was trading at 22915.15. The strike last trading price was 1.9, which was -5.75 lower than the previous day. The implied volatity was 15.59, the open interest changed by 19365 which increased total open position to 58594
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 8.05, which was -16.05 lower than the previous day. The implied volatity was 12.52, the open interest changed by 23242 which increased total open position to 39229
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 24.9, which was 3 higher than the previous day. The implied volatity was 13.42, the open interest changed by 7056 which increased total open position to 15987
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 21, which was -52.4 lower than the previous day. The implied volatity was 14.38, the open interest changed by 1682 which increased total open position to 8931
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 76.15, which was -67.85 lower than the previous day. The implied volatity was 11.58, the open interest changed by 2501 which increased total open position to 7249
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 155.95, which was 39.1 higher than the previous day. The implied volatity was 13.90, the open interest changed by 1908 which increased total open position to 4748
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 113.5, which was -86.9 lower than the previous day. The implied volatity was 13.46, the open interest changed by 1373 which increased total open position to 2840
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 185.7, which was -18.1 lower than the previous day. The implied volatity was 14.21, the open interest changed by 555 which increased total open position to 1467
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 213.65, which was 136.6 higher than the previous day. The implied volatity was 13.97, the open interest changed by 172 which increased total open position to 912
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 78.8, which was 34 higher than the previous day. The implied volatity was 10.75, the open interest changed by 661 which increased total open position to 740
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 36.1, which was 8.75 higher than the previous day. The implied volatity was 9.86, the open interest changed by 48 which increased total open position to 79
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 26.65, which was 1.8 higher than the previous day. The implied volatity was 11.36, the open interest changed by 12 which increased total open position to 31
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 26.25, which was 15.6 higher than the previous day. The implied volatity was 11.65, the open interest changed by 17 which increased total open position to 19
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 10.65, which was -72.7 lower than the previous day. The implied volatity was 11.98, the open interest changed by 2 which increased total open position to 2
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 83.35, which was 0 lower than the previous day. The implied volatity was 4.91, 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 83.35, which was 0 lower than the previous day. The implied volatity was 4.51, 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 83.35, which was 0 lower than the previous day. The implied volatity was 4.22, 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 83.35, which was 0 lower than the previous day. The implied volatity was 4.40, 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 83.35, which was 0 lower than the previous day. The implied volatity was 3.83, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09APR2025 23900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 5.89
Theta: -12.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 22915.15 | 1010.55 | 349.85 | 31.33 | 781 | -107 | 3,494 |
| 3 Apr | 23250.10 | 665.9 | 92.95 | 19.88 | 773 | -78 | 3,601 |
| 2 Apr | 23332.35 | 573.75 | -98.8 | 16.86 | 826 | 109 | 3,679 |
| 1 Apr | 23165.70 | 685.9 | 276.25 | 13.82 | 1,735 | -168 | 3,570 |
| 28 Mar | 23519.35 | 407 | 59.3 | 11.87 | 2,592 | -185 | 3,738 |
| 27 Mar | 23591.95 | 336 | -71.6 | 11.91 | 6,492 | 3,291 | 3,923 |
| 26 Mar | 23486.85 | 412.5 | 100.65 | 10.49 | 2,896 | -930 | 632 |
| 25 Mar | 23668.65 | 336 | 16.6 | 11.72 | 4,928 | 1,396 | 1,562 |
| 24 Mar | 23658.35 | 293 | -198.75 | 11.46 | 687 | 166 | 166 |
| 21 Mar | 23350.40 | 491.75 | -787.35 | 10.63 | 2 | 0 | 0 |
| 20 Mar | 23190.65 | 1279.1 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 22907.60 | 1279.1 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 1279.1 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 1279.1 | 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 23900 expiring on 09APR2025
Delta for 23900 PE is -0.86
Historical price for 23900 PE is as follows
On 4 Apr NIFTY was trading at 22915.15. The strike last trading price was 1010.55, which was 349.85 higher than the previous day. The implied volatity was 31.33, the open interest changed by -107 which decreased total open position to 3494
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 665.9, which was 92.95 higher than the previous day. The implied volatity was 19.88, the open interest changed by -78 which decreased total open position to 3601
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 573.75, which was -98.8 lower than the previous day. The implied volatity was 16.86, the open interest changed by 109 which increased total open position to 3679
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 685.9, which was 276.25 higher than the previous day. The implied volatity was 13.82, the open interest changed by -168 which decreased total open position to 3570
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 407, which was 59.3 higher than the previous day. The implied volatity was 11.87, the open interest changed by -185 which decreased total open position to 3738
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 336, which was -71.6 lower than the previous day. The implied volatity was 11.91, the open interest changed by 3291 which increased total open position to 3923
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 412.5, which was 100.65 higher than the previous day. The implied volatity was 10.49, the open interest changed by -930 which decreased total open position to 632
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 336, which was 16.6 higher than the previous day. The implied volatity was 11.72, the open interest changed by 1396 which increased total open position to 1562
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 293, which was -198.75 lower than the previous day. The implied volatity was 11.46, the open interest changed by 166 which increased total open position to 166
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 491.75, which was -787.35 lower than the previous day. The implied volatity was 10.63, 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 1279.1, 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 1279.1, 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 1279.1, 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 1279.1, 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
