NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 24050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.64
Theta: -3.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 2 | -9.1 | 22.45 | 4,55,603 | 2,603 | 29,649 | |||
| 28 Mar | 23519.35 | 10.65 | -32.4 | 11.44 | 5,54,530 | 18,006 | 27,046 | |||
| 27 Mar | 23591.95 | 46.9 | 11.5 | 13.79 | 54,319 | 4,414 | 9,040 | |||
| 26 Mar | 23486.85 | 34 | -44.55 | 13.89 | 34,038 | 1,411 | 4,626 | |||
| 25 Mar | 23668.65 | 86.4 | 3.55 | 15.37 | 25,823 | 1,725 | 3,215 | |||
| 24 Mar | 23658.35 | 88.55 | 67.75 | 13.54 | 23,415 | 768 | 1,490 | |||
| 21 Mar | 23350.40 | 21.95 | 12.1 | 10.57 | 10,640 | 523 | 722 | |||
| 20 Mar | 23190.65 | 10.65 | 3.45 | 10.56 | 567 | 126 | 199 | |||
| 19 Mar | 22907.60 | 7.2 | 1.5 | 11.87 | 88 | 33 | 73 | |||
| 18 Mar | 22834.30 | 6.05 | 1.95 | 11.70 | 86 | 22 | 40 | |||
| 17 Mar | 22508.75 | 3.7 | -1.8 | 13.17 | 16 | -8 | 18 | |||
| 13 Mar | 22397.20 | 5.5 | -0.35 | 13.43 | 11 | 6 | 26 | |||
| 12 Mar | 22470.50 | 5.85 | -2.2 | 12.57 | 31 | 1 | 20 | |||
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| 11 Mar | 22497.90 | 8.05 | -2.45 | 12.47 | 25 | -15 | 19 | |||
| 10 Mar | 22460.30 | 10.5 | -4.2 | 13.35 | 124 | 11 | 34 | |||
| 7 Mar | 22552.50 | 14.85 | 0.95 | 12.53 | 766 | 3 | 23 | |||
| 6 Mar | 22544.70 | 13.9 | 1.25 | 12.16 | 1 | 3 | 20 | |||
| 5 Mar | 22337.30 | 13.1 | 1.65 | 13.12 | 17 | 16 | 17 | |||
| 4 Mar | 22082.65 | 11.45 | 0 | 14.46 | 10 | 1 | 1 | |||
| 3 Mar | 22119.30 | 11.45 | -156.4 | 13.72 | 1 | 0 | 0 | |||
| 28 Feb | 22124.70 | 167.85 | 0 | 5.54 | 0 | 0 | 0 | |||
| 27 Feb | 22545.05 | 167.85 | 0 | 4.19 | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 167.85 | 0 | 4.02 | 0 | 0 | 0 | |||
| 24 Feb | 22553.35 | 167.85 | 0 | 3.88 | 0 | 0 | 0 | |||
For Nifty - strike price 24050 expiring on 03APR2025
Delta for 24050 CE is 0.01
Historical price for 24050 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2, which was -9.1 lower than the previous day. The implied volatity was 22.45, the open interest changed by 2603 which increased total open position to 29649
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 10.65, which was -32.4 lower than the previous day. The implied volatity was 11.44, the open interest changed by 18006 which increased total open position to 27046
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 46.9, which was 11.5 higher than the previous day. The implied volatity was 13.79, the open interest changed by 4414 which increased total open position to 9040
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 34, which was -44.55 lower than the previous day. The implied volatity was 13.89, the open interest changed by 1411 which increased total open position to 4626
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 86.4, which was 3.55 higher than the previous day. The implied volatity was 15.37, the open interest changed by 1725 which increased total open position to 3215
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 88.55, which was 67.75 higher than the previous day. The implied volatity was 13.54, the open interest changed by 768 which increased total open position to 1490
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 21.95, which was 12.1 higher than the previous day. The implied volatity was 10.57, the open interest changed by 523 which increased total open position to 722
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 10.65, which was 3.45 higher than the previous day. The implied volatity was 10.56, the open interest changed by 126 which increased total open position to 199
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 7.2, which was 1.5 higher than the previous day. The implied volatity was 11.87, the open interest changed by 33 which increased total open position to 73
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 6.05, which was 1.95 higher than the previous day. The implied volatity was 11.70, the open interest changed by 22 which increased total open position to 40
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 3.7, which was -1.8 lower than the previous day. The implied volatity was 13.17, the open interest changed by -8 which decreased total open position to 18
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 5.5, which was -0.35 lower than the previous day. The implied volatity was 13.43, the open interest changed by 6 which increased total open position to 26
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 5.85, which was -2.2 lower than the previous day. The implied volatity was 12.57, the open interest changed by 1 which increased total open position to 20
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 8.05, which was -2.45 lower than the previous day. The implied volatity was 12.47, the open interest changed by -15 which decreased total open position to 19
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 10.5, which was -4.2 lower than the previous day. The implied volatity was 13.35, the open interest changed by 11 which increased total open position to 34
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 14.85, which was 0.95 higher than the previous day. The implied volatity was 12.53, the open interest changed by 3 which increased total open position to 23
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 13.9, which was 1.25 higher than the previous day. The implied volatity was 12.16, the open interest changed by 3 which increased total open position to 20
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 13.1, which was 1.65 higher than the previous day. The implied volatity was 13.12, the open interest changed by 16 which increased total open position to 17
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 11.45, which was 0 lower than the previous day. The implied volatity was 14.46, the open interest changed by 1 which increased total open position to 1
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 11.45, which was -156.4 lower than the previous day. The implied volatity was 13.72, 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 167.85, which was 0 lower than the previous day. The implied volatity was 5.54, 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 167.85, which was 0 lower than the previous day. The implied volatity was 4.19, 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 167.85, which was 0 lower than the previous day. The implied volatity was 4.02, 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 167.85, which was 0 lower than the previous day. The implied volatity was 3.88, the open interest changed by 0 which decreased total open position to 0
| NIFTY 03APR2025 24050 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 | 844.6 | 321.3 | - | 687 | -58 | 307 |
| 28 Mar | 23519.35 | 527.8 | 113.2 | 11.76 | 2,020 | -53 | 365 |
| 27 Mar | 23591.95 | 405.1 | -95.65 | 6.68 | 672 | 108 | 418 |
| 26 Mar | 23486.85 | 511.55 | 133.75 | - | 361 | 3 | 310 |
| 25 Mar | 23668.65 | 403 | 16.35 | 8.63 | 1,663 | 213 | 307 |
| 24 Mar | 23658.35 | 378.5 | -281.5 | 11.63 | 171 | 90 | 94 |
| 21 Mar | 23350.40 | 660 | -126.95 | 13.68 | 4 | 3 | 4 |
| 20 Mar | 23190.65 | 786.95 | -360.6 | - | 3 | 1 | 1 |
| 19 Mar | 22907.60 | 1147.55 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 1147.55 | 40.75 | 18.68 | 1 | 0 | 0 |
| 17 Mar | 22508.75 | 1106.8 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 1106.8 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 1106.8 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 1106.8 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 1106.8 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 1106.8 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 22544.70 | 1106.8 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 1106.8 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 1106.8 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 1106.8 | 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 24050 expiring on 03APR2025
Delta for 24050 PE is -
Historical price for 24050 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 844.6, which was 321.3 higher than the previous day. The implied volatity was -, the open interest changed by -58 which decreased total open position to 307
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 527.8, which was 113.2 higher than the previous day. The implied volatity was 11.76, the open interest changed by -53 which decreased total open position to 365
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 405.1, which was -95.65 lower than the previous day. The implied volatity was 6.68, the open interest changed by 108 which increased total open position to 418
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 511.55, which was 133.75 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 310
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 403, which was 16.35 higher than the previous day. The implied volatity was 8.63, the open interest changed by 213 which increased total open position to 307
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 378.5, which was -281.5 lower than the previous day. The implied volatity was 11.63, the open interest changed by 90 which increased total open position to 94
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 660, which was -126.95 lower than the previous day. The implied volatity was 13.68, the open interest changed by 3 which increased total open position to 4
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 786.95, which was -360.6 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 1147.55, 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 1147.55, which was 40.75 higher than the previous day. The implied volatity was 18.68, 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 1106.8, 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 1106.8, 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 1106.8, 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 1106.8, 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 1106.8, 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 1106.8, 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 1106.8, 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 1106.8, 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 1106.8, 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 1106.8, 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
