NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 23950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.78
Theta: -4.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 2.4 | -14.2 | 20.76 | 5,99,656 | 340 | 26,660 | |||
| 28 Mar | 23519.35 | 16.25 | -45.55 | 10.84 | 6,58,775 | 16,123 | 26,320 | |||
| 27 Mar | 23591.95 | 66.35 | 16 | 13.58 | 63,966 | 5,708 | 10,197 | |||
| 26 Mar | 23486.85 | 48.3 | -58.8 | 13.72 | 34,860 | 1,435 | 4,489 | |||
| 25 Mar | 23668.65 | 98 | -15.4 | 14.15 | 29,137 | 1,705 | 3,054 | |||
| 24 Mar | 23658.35 | 122 | 91.6 | 13.80 | 19,790 | 682 | 1,349 | |||
| 21 Mar | 23350.40 | 29.95 | 15.5 | 10.25 | 12,324 | 193 | 667 | |||
| 20 Mar | 23190.65 | 12.6 | 2.75 | 9.87 | 2,341 | 182 | 474 | |||
| 19 Mar | 22907.60 | 9.1 | 1.25 | 11.44 | 899 | 210 | 292 | |||
| 18 Mar | 22834.30 | 7.95 | 2.7 | 11.37 | 148 | 61 | 82 | |||
| 17 Mar | 22508.75 | 5.25 | 0 | 13.10 | 2 | -1 | 21 | |||
| 13 Mar | 22397.20 | 5.4 | -5.75 | 12.68 | 37 | 22 | 22 | |||
| 12 Mar | 22470.50 | 11.15 | 0 | 0.00 | 0 | 2 | 0 | |||
| 11 Mar | 22497.90 | 11.15 | -3.3 | 12.46 | 1 | 2 | 2 | |||
| 10 Mar | 22460.30 | 14.45 | 0 | 13.40 | 2 | 0 | 0 | |||
| 7 Mar | 22552.50 | 14.45 | 0 | 0.00 | 0 | 1 | 0 | |||
| 6 Mar | 22544.70 | 14.45 | 0 | 0.00 | 0 | 1 | 0 | |||
| 5 Mar | 22337.30 | 14.45 | 0 | 0.00 | 0 | 1 | 0 | |||
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| 4 Mar | 22082.65 | 14.45 | 0 | 0.00 | 0 | 1 | 0 | |||
| 3 Mar | 22119.30 | 14.45 | -177.25 | 13.65 | 3 | 1 | 1 | |||
| 28 Feb | 22124.70 | 191.7 | 0 | 5.25 | 0 | 0 | 0 | |||
| 27 Feb | 22545.05 | 191.7 | 0 | 3.89 | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 191.7 | 0 | 3.73 | 0 | 0 | 0 | |||
| 24 Feb | 22553.35 | 191.7 | 0 | 3.59 | 0 | 0 | 0 | |||
For Nifty - strike price 23950 expiring on 03APR2025
Delta for 23950 CE is 0.02
Historical price for 23950 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2.4, which was -14.2 lower than the previous day. The implied volatity was 20.76, the open interest changed by 340 which increased total open position to 26660
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 16.25, which was -45.55 lower than the previous day. The implied volatity was 10.84, the open interest changed by 16123 which increased total open position to 26320
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 66.35, which was 16 higher than the previous day. The implied volatity was 13.58, the open interest changed by 5708 which increased total open position to 10197
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 48.3, which was -58.8 lower than the previous day. The implied volatity was 13.72, the open interest changed by 1435 which increased total open position to 4489
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 98, which was -15.4 lower than the previous day. The implied volatity was 14.15, the open interest changed by 1705 which increased total open position to 3054
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 122, which was 91.6 higher than the previous day. The implied volatity was 13.80, the open interest changed by 682 which increased total open position to 1349
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 29.95, which was 15.5 higher than the previous day. The implied volatity was 10.25, the open interest changed by 193 which increased total open position to 667
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 12.6, which was 2.75 higher than the previous day. The implied volatity was 9.87, the open interest changed by 182 which increased total open position to 474
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 9.1, which was 1.25 higher than the previous day. The implied volatity was 11.44, the open interest changed by 210 which increased total open position to 292
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 7.95, which was 2.7 higher than the previous day. The implied volatity was 11.37, the open interest changed by 61 which increased total open position to 82
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 5.25, which was 0 lower than the previous day. The implied volatity was 13.10, the open interest changed by -1 which decreased total open position to 21
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 5.4, which was -5.75 lower than the previous day. The implied volatity was 12.68, the open interest changed by 22 which increased total open position to 22
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 11.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 11.15, which was -3.3 lower than the previous day. The implied volatity was 12.46, the open interest changed by 2 which increased total open position to 2
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 14.45, which was 0 lower than the previous day. The implied volatity was 13.40, 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 14.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 14.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 14.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 14.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 14.45, which was -177.25 lower than the previous day. The implied volatity was 13.65, the open interest changed by 1 which increased total open position to 1
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 191.7, which was 0 lower than the previous day. The implied volatity was 5.25, 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 191.7, which was 0 lower than the previous day. The implied volatity was 3.89, 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 191.7, which was 0 lower than the previous day. The implied volatity was 3.73, 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 191.7, which was 0 lower than the previous day. The implied volatity was 3.59, the open interest changed by 0 which decreased total open position to 0
| NIFTY 03APR2025 23950 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 | 748.15 | 326.85 | - | 1,348 | -43 | 1,046 |
| 28 Mar | 23519.35 | 421.8 | 85.5 | 8.62 | 7,419 | 2 | 1,089 |
| 27 Mar | 23591.95 | 320 | -99.8 | 8.18 | 2,074 | 225 | 1,087 |
| 26 Mar | 23486.85 | 430.65 | 129.9 | - | 2,187 | 95 | 862 |
| 25 Mar | 23668.65 | 329 | 10.4 | 9.67 | 5,996 | 247 | 767 |
| 24 Mar | 23658.35 | 304.45 | -219.75 | 11.47 | 1,032 | 518 | 520 |
| 21 Mar | 23350.40 | 524.2 | -169.35 | 8.41 | 1 | 1 | 2 |
| 20 Mar | 23190.65 | 693.55 | -356.65 | - | 1 | 1 | 1 |
| 19 Mar | 22907.60 | 1050.2 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 1050.2 | 18.7 | 17.46 | 1 | 0 | 0 |
| 17 Mar | 22508.75 | 1031.5 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 1031.5 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 1031.5 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 1031.5 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 1031.5 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 1031.5 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 22544.70 | 1031.5 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 1031.5 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 1031.5 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 1031.5 | 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 23950 expiring on 03APR2025
Delta for 23950 PE is -
Historical price for 23950 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 748.15, which was 326.85 higher than the previous day. The implied volatity was -, the open interest changed by -43 which decreased total open position to 1046
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 421.8, which was 85.5 higher than the previous day. The implied volatity was 8.62, the open interest changed by 2 which increased total open position to 1089
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 320, which was -99.8 lower than the previous day. The implied volatity was 8.18, the open interest changed by 225 which increased total open position to 1087
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 430.65, which was 129.9 higher than the previous day. The implied volatity was -, the open interest changed by 95 which increased total open position to 862
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 329, which was 10.4 higher than the previous day. The implied volatity was 9.67, the open interest changed by 247 which increased total open position to 767
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 304.45, which was -219.75 lower than the previous day. The implied volatity was 11.47, the open interest changed by 518 which increased total open position to 520
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 524.2, which was -169.35 lower than the previous day. The implied volatity was 8.41, the open interest changed by 1 which increased total open position to 2
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 693.55, which was -356.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1050.2, 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 1050.2, which was 18.7 higher than the previous day. The implied volatity was 17.46, 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 1031.5, 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 1031.5, 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 1031.5, 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 1031.5, 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 1031.5, 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 1031.5, 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 1031.5, 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 1031.5, 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 1031.5, 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 1031.5, 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
