NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 12:20 PM IST
| NIFTY 09APR2025 24000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.93
Theta: -1.52
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 22979.90 | 2 | -3.05 | 15.91 | 5,53,727 | 41,267 | 1,15,852 | |||
| 3 Apr | 23250.10 | 4.9 | -12.5 | 12.84 | 2,67,514 | 41,858 | 74,585 | |||
| 2 Apr | 23332.35 | 18 | 1.7 | 13.93 | 1,24,426 | 12,581 | 32,727 | |||
| 1 Apr | 23165.70 | 15.75 | -37.15 | 14.84 | 1,01,188 | 7,722 | 20,146 | |||
| 28 Mar | 23519.35 | 53.05 | -61.35 | 11.49 | 1,01,177 | 4,298 | 12,424 | |||
| 27 Mar | 23591.95 | 120 | 30.3 | 13.72 | 29,230 | 2,570 | 8,126 | |||
| 26 Mar | 23486.85 | 86.5 | -73.7 | 13.38 | 16,933 | 1,618 | 5,556 | |||
| 25 Mar | 23668.65 | 140.15 | -21.15 | 13.63 | 19,887 | 1,118 | 3,938 | |||
| 24 Mar | 23658.35 | 171.15 | 115.3 | 13.76 | 13,690 | 831 | 2,820 | |||
| 21 Mar | 23350.40 | 58.35 | 27.7 | 10.79 | 9,858 | 553 | 1,989 | |||
| 20 Mar | 23190.65 | 29 | 9.05 | 10.27 | 3,472 | 621 | 1,436 | |||
| 19 Mar | 22907.60 | 19.5 | 1.5 | 11.43 | 1,155 | 316 | 815 | |||
| 18 Mar | 22834.30 | 19.25 | 10.4 | 11.68 | 832 | -7 | 499 | |||
| 17 Mar | 22508.75 | 9.1 | -7 | 12.41 | 909 | 122 | 506 | |||
| 13 Mar | 22397.20 | 11.25 | -2.3 | 12.71 | 686 | 299 | 384 | |||
| 12 Mar | 22470.50 | 13.55 | -1.9 | 12.22 | 82 | 32 | 85 | |||
|
|
||||||||||
| 11 Mar | 22497.90 | 15.5 | -2.15 | 11.89 | 24 | 0 | 53 | |||
| 10 Mar | 22460.30 | 17.9 | -52.6 | 12.59 | 102 | 53 | 53 | |||
| 7 Mar | 22552.50 | 70.5 | 0 | 4.14 | 0 | 0 | 0 | |||
For Nifty - strike price 24000 expiring on 09APR2025
Delta for 24000 CE is 0.01
Historical price for 24000 CE is as follows
On 4 Apr NIFTY was trading at 22979.90. The strike last trading price was 2, which was -3.05 lower than the previous day. The implied volatity was 15.91, the open interest changed by 41267 which increased total open position to 115852
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 4.9, which was -12.5 lower than the previous day. The implied volatity was 12.84, the open interest changed by 41858 which increased total open position to 74585
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 18, which was 1.7 higher than the previous day. The implied volatity was 13.93, the open interest changed by 12581 which increased total open position to 32727
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 15.75, which was -37.15 lower than the previous day. The implied volatity was 14.84, the open interest changed by 7722 which increased total open position to 20146
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 53.05, which was -61.35 lower than the previous day. The implied volatity was 11.49, the open interest changed by 4298 which increased total open position to 12424
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 120, which was 30.3 higher than the previous day. The implied volatity was 13.72, the open interest changed by 2570 which increased total open position to 8126
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 86.5, which was -73.7 lower than the previous day. The implied volatity was 13.38, the open interest changed by 1618 which increased total open position to 5556
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 140.15, which was -21.15 lower than the previous day. The implied volatity was 13.63, the open interest changed by 1118 which increased total open position to 3938
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 171.15, which was 115.3 higher than the previous day. The implied volatity was 13.76, the open interest changed by 831 which increased total open position to 2820
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 58.35, which was 27.7 higher than the previous day. The implied volatity was 10.79, the open interest changed by 553 which increased total open position to 1989
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 29, which was 9.05 higher than the previous day. The implied volatity was 10.27, the open interest changed by 621 which increased total open position to 1436
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 19.5, which was 1.5 higher than the previous day. The implied volatity was 11.43, the open interest changed by 316 which increased total open position to 815
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 19.25, which was 10.4 higher than the previous day. The implied volatity was 11.68, the open interest changed by -7 which decreased total open position to 499
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 9.1, which was -7 lower than the previous day. The implied volatity was 12.41, the open interest changed by 122 which increased total open position to 506
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 11.25, which was -2.3 lower than the previous day. The implied volatity was 12.71, the open interest changed by 299 which increased total open position to 384
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 13.55, which was -1.9 lower than the previous day. The implied volatity was 12.22, the open interest changed by 32 which increased total open position to 85
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 15.5, which was -2.15 lower than the previous day. The implied volatity was 11.89, the open interest changed by 0 which decreased total open position to 53
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 17.9, which was -52.6 lower than the previous day. The implied volatity was 12.59, the open interest changed by 53 which increased total open position to 53
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 70.5, which was 0 lower than the previous day. The implied volatity was 4.14, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09APR2025 24000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 5.22
Theta: -8.82
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 22979.90 | 1028.8 | 276.1 | 28.86 | 2,291 | -101 | 3,978 |
| 3 Apr | 23250.10 | 762.95 | 101.45 | 21.47 | 3,985 | 1,940 | 4,079 |
| 2 Apr | 23332.35 | 665.85 | -107.45 | 17.83 | 1,861 | 521 | 2,139 |
| 1 Apr | 23165.70 | 784.3 | 305.15 | 15.04 | 4,376 | -270 | 1,618 |
| 28 Mar | 23519.35 | 478.95 | 62.7 | 11.44 | 7,344 | -209 | 1,888 |
| 27 Mar | 23591.95 | 396.45 | -80.1 | 11.33 | 3,939 | 43 | 2,097 |
| 26 Mar | 23486.85 | 490 | 111.3 | 10.37 | 3,452 | -44 | 2,054 |
| 25 Mar | 23668.65 | 407.1 | 29.65 | 11.96 | 8,984 | 1,462 | 2,098 |
| 24 Mar | 23658.35 | 365 | -227.05 | 12.00 | 2,392 | 453 | 636 |
| 21 Mar | 23350.40 | 590.1 | -775.5 | 11.52 | 502 | 183 | 183 |
| 20 Mar | 23190.65 | 1365.6 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 22907.60 | 1365.6 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 1365.6 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 1365.6 | 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 24000 expiring on 09APR2025
Delta for 24000 PE is -0.89
Historical price for 24000 PE is as follows
On 4 Apr NIFTY was trading at 22979.90. The strike last trading price was 1028.8, which was 276.1 higher than the previous day. The implied volatity was 28.86, the open interest changed by -101 which decreased total open position to 3978
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 762.95, which was 101.45 higher than the previous day. The implied volatity was 21.47, the open interest changed by 1940 which increased total open position to 4079
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 665.85, which was -107.45 lower than the previous day. The implied volatity was 17.83, the open interest changed by 521 which increased total open position to 2139
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 784.3, which was 305.15 higher than the previous day. The implied volatity was 15.04, the open interest changed by -270 which decreased total open position to 1618
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 478.95, which was 62.7 higher than the previous day. The implied volatity was 11.44, the open interest changed by -209 which decreased total open position to 1888
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 396.45, which was -80.1 lower than the previous day. The implied volatity was 11.33, the open interest changed by 43 which increased total open position to 2097
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 490, which was 111.3 higher than the previous day. The implied volatity was 10.37, the open interest changed by -44 which decreased total open position to 2054
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 407.1, which was 29.65 higher than the previous day. The implied volatity was 11.96, the open interest changed by 1462 which increased total open position to 2098
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 365, which was -227.05 lower than the previous day. The implied volatity was 12.00, the open interest changed by 453 which increased total open position to 636
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 590.1, which was -775.5 lower than the previous day. The implied volatity was 11.52, the open interest changed by 183 which increased total open position to 183
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 1365.6, 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 1365.6, 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 1365.6, 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 1365.6, 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
