NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 01:07 PM IST
| NIFTY 09APR2025 24100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.80
Theta: -1.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 22967.70 | 1.8 | -1.45 | 17.26 | 3,17,699 | 24,892 | 49,489 | |||
| 3 Apr | 23250.10 | 3.15 | -9.05 | 13.29 | 1,07,029 | 13,090 | 24,597 | |||
| 2 Apr | 23332.35 | 12.95 | 0.85 | 14.40 | 44,130 | 4,970 | 11,507 | |||
| 1 Apr | 23165.70 | 11.6 | -26.25 | 15.25 | 37,774 | 2,697 | 6,537 | |||
| 28 Mar | 23519.35 | 38.2 | -46.1 | 11.66 | 30,374 | 1,770 | 3,840 | |||
| 27 Mar | 23591.95 | 90.55 | 24.2 | 13.57 | 6,358 | 977 | 2,070 | |||
| 26 Mar | 23486.85 | 62 | -61.1 | 13.10 | 4,652 | 107 | 1,093 | |||
| 25 Mar | 23668.65 | 111.2 | -15.45 | 13.65 | 6,101 | 340 | 986 | |||
| 24 Mar | 23658.35 | 137.45 | 97.65 | 13.73 | 5,438 | 151 | 646 | |||
| 21 Mar | 23350.40 | 44.5 | 21.85 | 10.91 | 1,930 | 334 | 495 | |||
| 20 Mar | 23190.65 | 20 | 5.5 | 10.27 | 85 | 22 | 161 | |||
| 19 Mar | 22907.60 | 15.1 | 0.6 | 11.65 | 158 | 119 | 139 | |||
| 18 Mar | 22834.30 | 14.5 | 7.35 | 11.81 | 72 | 8 | 20 | |||
| 17 Mar | 22508.75 | 7.45 | -0.35 | 12.70 | 17 | 0 | 12 | |||
| 13 Mar | 22397.20 | 8.5 | -3.35 | 12.78 | 6 | 1 | 12 | |||
| 12 Mar | 22470.50 | 11.85 | 0.1 | 12.62 | 6 | -1 | 11 | |||
| 11 Mar | 22497.90 | 11.75 | -4.45 | 11.93 | 3 | 9 | 12 | |||
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| 10 Mar | 22460.30 | 16.2 | -17.05 | 13.02 | 10 | 1 | 3 | |||
| 7 Mar | 22552.50 | 33.25 | -26.1 | 13.61 | 4 | 2 | 2 | |||
For Nifty - strike price 24100 expiring on 09APR2025
Delta for 24100 CE is 0.01
Historical price for 24100 CE is as follows
On 4 Apr NIFTY was trading at 22967.70. The strike last trading price was 1.8, which was -1.45 lower than the previous day. The implied volatity was 17.26, the open interest changed by 24892 which increased total open position to 49489
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 3.15, which was -9.05 lower than the previous day. The implied volatity was 13.29, the open interest changed by 13090 which increased total open position to 24597
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 12.95, which was 0.85 higher than the previous day. The implied volatity was 14.40, the open interest changed by 4970 which increased total open position to 11507
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 11.6, which was -26.25 lower than the previous day. The implied volatity was 15.25, the open interest changed by 2697 which increased total open position to 6537
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 38.2, which was -46.1 lower than the previous day. The implied volatity was 11.66, the open interest changed by 1770 which increased total open position to 3840
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 90.55, which was 24.2 higher than the previous day. The implied volatity was 13.57, the open interest changed by 977 which increased total open position to 2070
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 62, which was -61.1 lower than the previous day. The implied volatity was 13.10, the open interest changed by 107 which increased total open position to 1093
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 111.2, which was -15.45 lower than the previous day. The implied volatity was 13.65, the open interest changed by 340 which increased total open position to 986
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 137.45, which was 97.65 higher than the previous day. The implied volatity was 13.73, the open interest changed by 151 which increased total open position to 646
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 44.5, which was 21.85 higher than the previous day. The implied volatity was 10.91, the open interest changed by 334 which increased total open position to 495
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 20, which was 5.5 higher than the previous day. The implied volatity was 10.27, the open interest changed by 22 which increased total open position to 161
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 15.1, which was 0.6 higher than the previous day. The implied volatity was 11.65, the open interest changed by 119 which increased total open position to 139
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 14.5, which was 7.35 higher than the previous day. The implied volatity was 11.81, the open interest changed by 8 which increased total open position to 20
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 7.45, which was -0.35 lower than the previous day. The implied volatity was 12.70, the open interest changed by 0 which decreased total open position to 12
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 8.5, which was -3.35 lower than the previous day. The implied volatity was 12.78, the open interest changed by 1 which increased total open position to 12
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 11.85, which was 0.1 higher than the previous day. The implied volatity was 12.62, the open interest changed by -1 which decreased total open position to 11
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 11.75, which was -4.45 lower than the previous day. The implied volatity was 11.93, the open interest changed by 9 which increased total open position to 12
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 16.2, which was -17.05 lower than the previous day. The implied volatity was 13.02, the open interest changed by 1 which increased total open position to 3
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 33.25, which was -26.1 lower than the previous day. The implied volatity was 13.61, the open interest changed by 2 which increased total open position to 2
| NIFTY 09APR2025 24100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.93
Vega: 3.80
Theta: -3.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 22967.70 | 1123.95 | 270.6 | 27.04 | 34 | -20 | 299 |
| 3 Apr | 23250.10 | 857.8 | 102.75 | 22.68 | 171 | 149 | 319 |
| 2 Apr | 23332.35 | 755.25 | -109.8 | 18.13 | 81 | 29 | 170 |
| 1 Apr | 23165.70 | 869.95 | 304.65 | 11.75 | 208 | 25 | 141 |
| 28 Mar | 23519.35 | 573.85 | 84.25 | 12.58 | 337 | 53 | 116 |
| 27 Mar | 23591.95 | 492.7 | -69.65 | 12.83 | 97 | 1 | 63 |
| 26 Mar | 23486.85 | 566.65 | 133.55 | 9.52 | 229 | -59 | 62 |
| 25 Mar | 23668.65 | 462.95 | 30.3 | 10.84 | 751 | -136 | 121 |
| 24 Mar | 23658.35 | 426.8 | -224.15 | 11.69 | 385 | 257 | 257 |
| 21 Mar | 23350.40 | 650.95 | -802.8 | 10.31 | 1 | 0 | 0 |
| 20 Mar | 23190.65 | 1453.75 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 22907.60 | 1453.75 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 1453.75 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 1453.75 | 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 24100 expiring on 09APR2025
Delta for 24100 PE is -0.93
Historical price for 24100 PE is as follows
On 4 Apr NIFTY was trading at 22967.70. The strike last trading price was 1123.95, which was 270.6 higher than the previous day. The implied volatity was 27.04, the open interest changed by -20 which decreased total open position to 299
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 857.8, which was 102.75 higher than the previous day. The implied volatity was 22.68, the open interest changed by 149 which increased total open position to 319
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 755.25, which was -109.8 lower than the previous day. The implied volatity was 18.13, the open interest changed by 29 which increased total open position to 170
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 869.95, which was 304.65 higher than the previous day. The implied volatity was 11.75, the open interest changed by 25 which increased total open position to 141
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 573.85, which was 84.25 higher than the previous day. The implied volatity was 12.58, the open interest changed by 53 which increased total open position to 116
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 492.7, which was -69.65 lower than the previous day. The implied volatity was 12.83, the open interest changed by 1 which increased total open position to 63
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 566.65, which was 133.55 higher than the previous day. The implied volatity was 9.52, the open interest changed by -59 which decreased total open position to 62
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 462.95, which was 30.3 higher than the previous day. The implied volatity was 10.84, the open interest changed by -136 which decreased total open position to 121
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 426.8, which was -224.15 lower than the previous day. The implied volatity was 11.69, the open interest changed by 257 which increased total open position to 257
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 650.95, which was -802.8 lower than the previous day. The implied volatity was 10.31, 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 1453.75, 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 1453.75, 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 1453.75, 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 1453.75, 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
