NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 24000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.71
Theta: -3.94
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 2.2 | -11.65 | 21.63 | 13,37,115 | 35,466 | 1,47,017 | |||
| 28 Mar | 23519.35 | 13.45 | -37.95 | 11.21 | 18,22,522 | 52,952 | 1,11,551 | |||
| 27 Mar | 23591.95 | 55.6 | 13.6 | 13.65 | 3,19,189 | 18,648 | 58,599 | |||
| 26 Mar | 23486.85 | 40.9 | -51.65 | 13.84 | 2,23,068 | 13,150 | 39,951 | |||
|
|
||||||||||
| 25 Mar | 23668.65 | 83.95 | -12.45 | 14.12 | 1,89,385 | 9,932 | 26,801 | |||
| 24 Mar | 23658.35 | 103.8 | 78.6 | 13.63 | 1,73,453 | 5,978 | 16,869 | |||
| 21 Mar | 23350.40 | 25 | 12.6 | 10.31 | 89,962 | 4,730 | 10,891 | |||
| 20 Mar | 23190.65 | 12 | 3.25 | 10.30 | 22,948 | 2,563 | 6,161 | |||
| 19 Mar | 22907.60 | 8 | -0.3 | 11.63 | 6,333 | 1,386 | 3,598 | |||
| 18 Mar | 22834.30 | 9 | 4.85 | 12.09 | 5,011 | 894 | 2,212 | |||
| 17 Mar | 22508.75 | 4.1 | -1.1 | 13.01 | 967 | 185 | 1,318 | |||
| 13 Mar | 22397.20 | 5.25 | -1.9 | 12.98 | 643 | 188 | 1,133 | |||
| 12 Mar | 22470.50 | 7.1 | -2.65 | 12.58 | 918 | -49 | 945 | |||
| 11 Mar | 22497.90 | 9.85 | -1.45 | 12.53 | 1,189 | 90 | 994 | |||
| 10 Mar | 22460.30 | 11.3 | -4.7 | 13.17 | 2,179 | 151 | 904 | |||
| 7 Mar | 22552.50 | 15.05 | -0.45 | 12.19 | 2,491 | 84 | 753 | |||
| 6 Mar | 22544.70 | 15.2 | 1.6 | 12.03 | 994 | -100 | 669 | |||
| 5 Mar | 22337.30 | 15.7 | 4.55 | 13.22 | 8,050 | 338 | 769 | |||
| 4 Mar | 22082.65 | 9.75 | -3 | 13.73 | 5,211 | 234 | 431 | |||
| 3 Mar | 22119.30 | 13.5 | -3.9 | 13.80 | 332 | 59 | 197 | |||
| 28 Feb | 22124.70 | 16.5 | -7.55 | 13.68 | 322 | 72 | 138 | |||
| 27 Feb | 22545.05 | 24.1 | -3.95 | 11.67 | 72 | 64 | 66 | |||
| 25 Feb | 22547.55 | 26.1 | -152.95 | 11.36 | 3 | 2 | 2 | |||
| 24 Feb | 22553.35 | 179.05 | 0 | 3.74 | 0 | 0 | 0 | |||
For Nifty - strike price 24000 expiring on 03APR2025
Delta for 24000 CE is 0.02
Historical price for 24000 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2.2, which was -11.65 lower than the previous day. The implied volatity was 21.63, the open interest changed by 35466 which increased total open position to 147017
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 13.45, which was -37.95 lower than the previous day. The implied volatity was 11.21, the open interest changed by 52952 which increased total open position to 111551
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 55.6, which was 13.6 higher than the previous day. The implied volatity was 13.65, the open interest changed by 18648 which increased total open position to 58599
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 40.9, which was -51.65 lower than the previous day. The implied volatity was 13.84, the open interest changed by 13150 which increased total open position to 39951
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 83.95, which was -12.45 lower than the previous day. The implied volatity was 14.12, the open interest changed by 9932 which increased total open position to 26801
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 103.8, which was 78.6 higher than the previous day. The implied volatity was 13.63, the open interest changed by 5978 which increased total open position to 16869
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 25, which was 12.6 higher than the previous day. The implied volatity was 10.31, the open interest changed by 4730 which increased total open position to 10891
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 12, which was 3.25 higher than the previous day. The implied volatity was 10.30, the open interest changed by 2563 which increased total open position to 6161
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 8, which was -0.3 lower than the previous day. The implied volatity was 11.63, the open interest changed by 1386 which increased total open position to 3598
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 9, which was 4.85 higher than the previous day. The implied volatity was 12.09, the open interest changed by 894 which increased total open position to 2212
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 4.1, which was -1.1 lower than the previous day. The implied volatity was 13.01, the open interest changed by 185 which increased total open position to 1318
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 5.25, which was -1.9 lower than the previous day. The implied volatity was 12.98, the open interest changed by 188 which increased total open position to 1133
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 7.1, which was -2.65 lower than the previous day. The implied volatity was 12.58, the open interest changed by -49 which decreased total open position to 945
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 9.85, which was -1.45 lower than the previous day. The implied volatity was 12.53, the open interest changed by 90 which increased total open position to 994
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 11.3, which was -4.7 lower than the previous day. The implied volatity was 13.17, the open interest changed by 151 which increased total open position to 904
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 15.05, which was -0.45 lower than the previous day. The implied volatity was 12.19, the open interest changed by 84 which increased total open position to 753
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 15.2, which was 1.6 higher than the previous day. The implied volatity was 12.03, the open interest changed by -100 which decreased total open position to 669
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 15.7, which was 4.55 higher than the previous day. The implied volatity was 13.22, the open interest changed by 338 which increased total open position to 769
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 9.75, which was -3 lower than the previous day. The implied volatity was 13.73, the open interest changed by 234 which increased total open position to 431
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 13.5, which was -3.9 lower than the previous day. The implied volatity was 13.80, the open interest changed by 59 which increased total open position to 197
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 16.5, which was -7.55 lower than the previous day. The implied volatity was 13.68, the open interest changed by 72 which increased total open position to 138
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 24.1, which was -3.95 lower than the previous day. The implied volatity was 11.67, the open interest changed by 64 which increased total open position to 66
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 26.1, which was -152.95 lower than the previous day. The implied volatity was 11.36, the open interest changed by 2 which increased total open position to 2
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 179.05, which was 0 lower than the previous day. The implied volatity was 3.74, the open interest changed by 0 which decreased total open position to 0
| NIFTY 03APR2025 24000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 801.35 | 329.3 | - | 16,539 | -2,662 | 11,590 |
| 28 Mar | 23519.35 | 468.75 | 93.55 | 8.14 | 58,733 | -1,538 | 14,252 |
| 27 Mar | 23591.95 | 358.55 | -104.15 | 6.99 | 22,384 | 4,248 | 15,790 |
| 26 Mar | 23486.85 | 472.95 | 136.6 | - | 19,406 | 1,202 | 11,542 |
| 25 Mar | 23668.65 | 364 | 9.4 | 9.12 | 36,530 | 6,925 | 10,340 |
| 24 Mar | 23658.35 | 339 | -257.35 | 11.42 | 12,429 | 2,579 | 3,415 |
| 21 Mar | 23350.40 | 592.6 | -172.75 | 11.27 | 1,713 | 467 | 836 |
| 20 Mar | 23190.65 | 774.25 | -221.4 | 13.11 | 473 | 282 | 369 |
| 19 Mar | 22907.60 | 995.65 | -65.35 | 11.02 | 130 | 62 | 87 |
| 18 Mar | 22834.30 | 1061 | -310.05 | 13.08 | 29 | 25 | 25 |
| 17 Mar | 22508.75 | 1371.05 | 302.65 | - | 1 | 0 | 0 |
| 13 Mar | 22397.20 | 1068.4 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 1068.4 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 1068.4 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 1068.4 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 1068.4 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 22544.70 | 1068.4 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 1068.4 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 1068.4 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 1068.4 | 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 24000 expiring on 03APR2025
Delta for 24000 PE is -
Historical price for 24000 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 801.35, which was 329.3 higher than the previous day. The implied volatity was -, the open interest changed by -2662 which decreased total open position to 11590
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 468.75, which was 93.55 higher than the previous day. The implied volatity was 8.14, the open interest changed by -1538 which decreased total open position to 14252
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 358.55, which was -104.15 lower than the previous day. The implied volatity was 6.99, the open interest changed by 4248 which increased total open position to 15790
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 472.95, which was 136.6 higher than the previous day. The implied volatity was -, the open interest changed by 1202 which increased total open position to 11542
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 364, which was 9.4 higher than the previous day. The implied volatity was 9.12, the open interest changed by 6925 which increased total open position to 10340
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 339, which was -257.35 lower than the previous day. The implied volatity was 11.42, the open interest changed by 2579 which increased total open position to 3415
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 592.6, which was -172.75 lower than the previous day. The implied volatity was 11.27, the open interest changed by 467 which increased total open position to 836
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 774.25, which was -221.4 lower than the previous day. The implied volatity was 13.11, the open interest changed by 282 which increased total open position to 369
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 995.65, which was -65.35 lower than the previous day. The implied volatity was 11.02, the open interest changed by 62 which increased total open position to 87
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 1061, which was -310.05 lower than the previous day. The implied volatity was 13.08, the open interest changed by 25 which increased total open position to 25
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 1371.05, which was 302.65 higher 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 1068.4, 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 1068.4, 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 1068.4, 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 1068.4, 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 1068.4, 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 1068.4, 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 1068.4, 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 1068.4, 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 1068.4, 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
