NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 23900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.87
Theta: -4.46
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 2.65 | -17.7 | 19.91 | 9,21,107 | 11,004 | 62,290 | |||
| 28 Mar | 23519.35 | 20.2 | -53.85 | 10.55 | 12,28,872 | 21,529 | 51,286 | |||
| 27 Mar | 23591.95 | 80.85 | 21.25 | 13.70 | 1,76,665 | 11,580 | 29,757 | |||
| 26 Mar | 23486.85 | 57.5 | -67.5 | 13.67 | 1,29,446 | 5,667 | 18,177 | |||
| 25 Mar | 23668.65 | 115.05 | -16.5 | 14.28 | 85,402 | 6,555 | 12,510 | |||
| 24 Mar | 23658.35 | 140 | 103.45 | 13.83 | 56,650 | 1,917 | 5,955 | |||
| 21 Mar | 23350.40 | 37.1 | 19.85 | 10.21 | 44,852 | 872 | 4,038 | |||
| 20 Mar | 23190.65 | 16.15 | 4.5 | 9.88 | 12,844 | 2,194 | 3,166 | |||
| 19 Mar | 22907.60 | 12.1 | 2.8 | 11.59 | 2,309 | 604 | 972 | |||
| 18 Mar | 22834.30 | 10 | 5.5 | 11.40 | 720 | 107 | 368 | |||
| 17 Mar | 22508.75 | 4.65 | -1.3 | 12.46 | 411 | 94 | 261 | |||
| 13 Mar | 22397.20 | 5.75 | -2.35 | 12.44 | 313 | 75 | 167 | |||
|
|
||||||||||
| 12 Mar | 22470.50 | 8.55 | -3.45 | 12.23 | 188 | -17 | 92 | |||
| 11 Mar | 22497.90 | 11.65 | -1.45 | 12.15 | 139 | 70 | 109 | |||
| 10 Mar | 22460.30 | 13 | -6 | 12.75 | 227 | 24 | 39 | |||
| 7 Mar | 22552.50 | 18.65 | 5.6 | 11.98 | 15 | 7 | 15 | |||
| 6 Mar | 22544.70 | 13.05 | -2.25 | 10.98 | 18 | -5 | 8 | |||
| 5 Mar | 22337.30 | 15.3 | 0.25 | 12.48 | 17 | 6 | 13 | |||
| 4 Mar | 22082.65 | 15.05 | 1.5 | 14.18 | 5 | 3 | 7 | |||
| 3 Mar | 22119.30 | 13.55 | -29.95 | 13.16 | 7 | 4 | 4 | |||
| 28 Feb | 22124.70 | 43.5 | -159.5 | 16.20 | 1 | 0 | 0 | |||
| 27 Feb | 22545.05 | 203 | 0 | 3.77 | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 203 | 0 | 3.58 | 0 | 0 | 0 | |||
| 24 Feb | 22553.35 | 203 | 0 | 3.45 | 0 | 0 | 0 | |||
For Nifty - strike price 23900 expiring on 03APR2025
Delta for 23900 CE is 0.02
Historical price for 23900 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2.65, which was -17.7 lower than the previous day. The implied volatity was 19.91, the open interest changed by 11004 which increased total open position to 62290
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 20.2, which was -53.85 lower than the previous day. The implied volatity was 10.55, the open interest changed by 21529 which increased total open position to 51286
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 80.85, which was 21.25 higher than the previous day. The implied volatity was 13.70, the open interest changed by 11580 which increased total open position to 29757
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 57.5, which was -67.5 lower than the previous day. The implied volatity was 13.67, the open interest changed by 5667 which increased total open position to 18177
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 115.05, which was -16.5 lower than the previous day. The implied volatity was 14.28, the open interest changed by 6555 which increased total open position to 12510
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 140, which was 103.45 higher than the previous day. The implied volatity was 13.83, the open interest changed by 1917 which increased total open position to 5955
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 37.1, which was 19.85 higher than the previous day. The implied volatity was 10.21, the open interest changed by 872 which increased total open position to 4038
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 16.15, which was 4.5 higher than the previous day. The implied volatity was 9.88, the open interest changed by 2194 which increased total open position to 3166
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 12.1, which was 2.8 higher than the previous day. The implied volatity was 11.59, the open interest changed by 604 which increased total open position to 972
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 10, which was 5.5 higher than the previous day. The implied volatity was 11.40, the open interest changed by 107 which increased total open position to 368
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 4.65, which was -1.3 lower than the previous day. The implied volatity was 12.46, the open interest changed by 94 which increased total open position to 261
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 5.75, which was -2.35 lower than the previous day. The implied volatity was 12.44, the open interest changed by 75 which increased total open position to 167
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 8.55, which was -3.45 lower than the previous day. The implied volatity was 12.23, the open interest changed by -17 which decreased total open position to 92
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 11.65, which was -1.45 lower than the previous day. The implied volatity was 12.15, the open interest changed by 70 which increased total open position to 109
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 13, which was -6 lower than the previous day. The implied volatity was 12.75, the open interest changed by 24 which increased total open position to 39
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 18.65, which was 5.6 higher than the previous day. The implied volatity was 11.98, the open interest changed by 7 which increased total open position to 15
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 13.05, which was -2.25 lower than the previous day. The implied volatity was 10.98, the open interest changed by -5 which decreased total open position to 8
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 15.3, which was 0.25 higher than the previous day. The implied volatity was 12.48, the open interest changed by 6 which increased total open position to 13
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 15.05, which was 1.5 higher than the previous day. The implied volatity was 14.18, the open interest changed by 3 which increased total open position to 7
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 13.55, which was -29.95 lower than the previous day. The implied volatity was 13.16, 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 43.5, which was -159.5 lower than the previous day. The implied volatity was 16.20, 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 203, which was 0 lower than the previous day. The implied volatity was 3.77, 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 203, which was 0 lower than the previous day. The implied volatity was 3.58, 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 203, which was 0 lower than the previous day. The implied volatity was 3.45, the open interest changed by 0 which decreased total open position to 0
| NIFTY 03APR2025 23900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 698.3 | 320.4 | - | 7,592 | -2,638 | 7,010 |
| 28 Mar | 23519.35 | 377.15 | 78.7 | 8.94 | 48,010 | -551 | 9,648 |
| 27 Mar | 23591.95 | 280.2 | -98.8 | 8.42 | 17,885 | 1,773 | 10,199 |
| 26 Mar | 23486.85 | 392.65 | 118.55 | 7.72 | 18,478 | -539 | 8,426 |
| 25 Mar | 23668.65 | 297.05 | 9.5 | 10.19 | 44,102 | 8,042 | 8,965 |
| 24 Mar | 23658.35 | 274.35 | -225.5 | 11.66 | 3,562 | 853 | 923 |
| 21 Mar | 23350.40 | 499 | -171 | 10.18 | 384 | 63 | 70 |
| 20 Mar | 23190.65 | 670 | -231.55 | 11.83 | 62 | -19 | 7 |
| 19 Mar | 22907.60 | 901.55 | -99.6 | 11.72 | 28 | 26 | 26 |
| 18 Mar | 22834.30 | 1001.15 | 7.95 | 16.93 | 1 | 0 | 0 |
| 17 Mar | 22508.75 | 993.2 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 993.2 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 993.2 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 993.2 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 993.2 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 993.2 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 22544.70 | 993.2 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 993.2 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 993.2 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 993.2 | 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 23900 expiring on 03APR2025
Delta for 23900 PE is -
Historical price for 23900 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 698.3, which was 320.4 higher than the previous day. The implied volatity was -, the open interest changed by -2638 which decreased total open position to 7010
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 377.15, which was 78.7 higher than the previous day. The implied volatity was 8.94, the open interest changed by -551 which decreased total open position to 9648
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 280.2, which was -98.8 lower than the previous day. The implied volatity was 8.42, the open interest changed by 1773 which increased total open position to 10199
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 392.65, which was 118.55 higher than the previous day. The implied volatity was 7.72, the open interest changed by -539 which decreased total open position to 8426
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 297.05, which was 9.5 higher than the previous day. The implied volatity was 10.19, the open interest changed by 8042 which increased total open position to 8965
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 274.35, which was -225.5 lower than the previous day. The implied volatity was 11.66, the open interest changed by 853 which increased total open position to 923
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 499, which was -171 lower than the previous day. The implied volatity was 10.18, the open interest changed by 63 which increased total open position to 70
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 670, which was -231.55 lower than the previous day. The implied volatity was 11.83, the open interest changed by -19 which decreased total open position to 7
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 901.55, which was -99.6 lower than the previous day. The implied volatity was 11.72, the open interest changed by 26 which increased total open position to 26
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 1001.15, which was 7.95 higher than the previous day. The implied volatity was 16.93, 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 993.2, 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 993.2, 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 993.2, 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 993.2, 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 993.2, 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 993.2, 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 993.2, 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 993.2, 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 993.2, 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 993.2, 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
