NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 24050 CE | ||||||||||
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Delta: 0.03
Vega: 1.83
Theta: -2.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 3.9 | -10.6 | 13.05 | 46,400 | 5,511 | 9,517 | |||
| 2 Apr | 23332.35 | 15.35 | 1.45 | 14.19 | 15,179 | 1,868 | 4,006 | |||
| 1 Apr | 23165.70 | 13.35 | -30.95 | 15.00 | 17,410 | -112 | 2,138 | |||
| 28 Mar | 23519.35 | 41.8 | -57.05 | 11.27 | 14,511 | 1,502 | 2,250 | |||
| 27 Mar | 23591.95 | 104.4 | 27.8 | 13.63 | 1,524 | 222 | 748 | |||
| 26 Mar | 23486.85 | 75 | -62.2 | 13.35 | 986 | -75 | 526 | |||
| 25 Mar | 23668.65 | 130.7 | -14.65 | 13.98 | 1,216 | 479 | 601 | |||
| 24 Mar | 23658.35 | 145.9 | 98 | 13.03 | 647 | 54 | 122 | |||
| 21 Mar | 23350.40 | 47.75 | 20.75 | 10.56 | 190 | 60 | 68 | |||
| 20 Mar | 23190.65 | 27.4 | 7.6 | 10.62 | 11 | -1 | 8 | |||
| 19 Mar | 22907.60 | 19.8 | 5.7 | 11.91 | 18 | 2 | 9 | |||
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| 18 Mar | 22834.30 | 14.1 | 2.1 | 11.34 | 5 | 7 | 7 | |||
| 17 Mar | 22508.75 | 12 | 0 | 0.00 | 0 | 2 | 0 | |||
| 13 Mar | 22397.20 | 12 | -19.4 | 13.21 | 5 | 2 | 2 | |||
| 12 Mar | 22470.50 | 31.4 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 31.4 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 31.4 | -33.3 | 14.61 | 1 | 0 | 0 | |||
| 7 Mar | 22552.50 | 64.7 | 0 | 4.29 | 0 | 0 | 0 | |||
For Nifty - strike price 24050 expiring on 09APR2025
Delta for 24050 CE is 0.03
Historical price for 24050 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 3.9, which was -10.6 lower than the previous day. The implied volatity was 13.05, the open interest changed by 5511 which increased total open position to 9517
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 15.35, which was 1.45 higher than the previous day. The implied volatity was 14.19, the open interest changed by 1868 which increased total open position to 4006
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 13.35, which was -30.95 lower than the previous day. The implied volatity was 15.00, the open interest changed by -112 which decreased total open position to 2138
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 41.8, which was -57.05 lower than the previous day. The implied volatity was 11.27, the open interest changed by 1502 which increased total open position to 2250
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 104.4, which was 27.8 higher than the previous day. The implied volatity was 13.63, the open interest changed by 222 which increased total open position to 748
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 75, which was -62.2 lower than the previous day. The implied volatity was 13.35, the open interest changed by -75 which decreased total open position to 526
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 130.7, which was -14.65 lower than the previous day. The implied volatity was 13.98, the open interest changed by 479 which increased total open position to 601
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 145.9, which was 98 higher than the previous day. The implied volatity was 13.03, the open interest changed by 54 which increased total open position to 122
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 47.75, which was 20.75 higher than the previous day. The implied volatity was 10.56, the open interest changed by 60 which increased total open position to 68
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 27.4, which was 7.6 higher than the previous day. The implied volatity was 10.62, the open interest changed by -1 which decreased total open position to 8
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 19.8, which was 5.7 higher than the previous day. The implied volatity was 11.91, the open interest changed by 2 which increased total open position to 9
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 14.1, which was 2.1 higher than the previous day. The implied volatity was 11.34, the open interest changed by 7 which increased total open position to 7
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 12, 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 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 12, which was -19.4 lower than the previous day. The implied volatity was 13.21, the open interest changed by 2 which increased total open position to 2
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 31.4, 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 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 31.4, 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 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 31.4, which was -33.3 lower than the previous day. The implied volatity was 14.61, 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 64.7, which was 0 lower than the previous day. The implied volatity was 4.29, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09APR2025 24050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 704.65 | 0 | 0.00 | 0 | -17 | 0 |
| 2 Apr | 23332.35 | 704.65 | -113.6 | 17.14 | 29 | -17 | 110 |
| 1 Apr | 23165.70 | 816.15 | 290.6 | - | 93 | -18 | 127 |
| 28 Mar | 23519.35 | 530 | 77.05 | 12.37 | 203 | 60 | 145 |
| 27 Mar | 23591.95 | 453.3 | -59.2 | 12.70 | 41 | 33 | 85 |
| 26 Mar | 23486.85 | 519.6 | 132.05 | 9.19 | 104 | -44 | 52 |
| 25 Mar | 23668.65 | 392.8 | -5 | 8.64 | 141 | 95 | 96 |
| 24 Mar | 23658.35 | 397.8 | -211.7 | 11.98 | 1 | 1 | 1 |
| 21 Mar | 23350.40 | 609.5 | -799.95 | 10.25 | 1 | 0 | 0 |
| 20 Mar | 23190.65 | 1409.45 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 22907.60 | 1409.45 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 1409.45 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 1409.45 | 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 24050 expiring on 09APR2025
Delta for 24050 PE is 0.00
Historical price for 24050 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 704.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -17 which decreased total open position to 0
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 704.65, which was -113.6 lower than the previous day. The implied volatity was 17.14, the open interest changed by -17 which decreased total open position to 110
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 816.15, which was 290.6 higher than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 127
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 530, which was 77.05 higher than the previous day. The implied volatity was 12.37, the open interest changed by 60 which increased total open position to 145
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 453.3, which was -59.2 lower than the previous day. The implied volatity was 12.70, the open interest changed by 33 which increased total open position to 85
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 519.6, which was 132.05 higher than the previous day. The implied volatity was 9.19, the open interest changed by -44 which decreased total open position to 52
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 392.8, which was -5 lower than the previous day. The implied volatity was 8.64, the open interest changed by 95 which increased total open position to 96
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 397.8, which was -211.7 lower than the previous day. The implied volatity was 11.98, the open interest changed by 1 which increased total open position to 1
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 609.5, which was -799.95 lower than the previous day. The implied volatity was 10.25, 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 1409.45, 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 1409.45, 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 1409.45, 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 1409.45, 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
