NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 24150 CE | ||||||||||
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Delta: 0.02
Vega: 1.28
Theta: -1.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 2.5 | -7.8 | 13.50 | 38,459 | 7,092 | 9,929 | |||
| 2 Apr | 23332.35 | 11.05 | 0.4 | 14.66 | 15,138 | 394 | 2,837 | |||
| 1 Apr | 23165.70 | 9.95 | -21.65 | 15.45 | 20,166 | 337 | 2,443 | |||
| 28 Mar | 23519.35 | 31.05 | -43.4 | 11.61 | 10,380 | 1,616 | 2,106 | |||
| 27 Mar | 23591.95 | 83.45 | 25.55 | 13.91 | 1,710 | -30 | 490 | |||
| 26 Mar | 23486.85 | 56.4 | -51.45 | 13.35 | 1,178 | 329 | 520 | |||
| 25 Mar | 23668.65 | 101.05 | -8.15 | 13.83 | 609 | -10 | 191 | |||
| 24 Mar | 23658.35 | 113.2 | 79.9 | 13.17 | 1,377 | 141 | 201 | |||
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| 21 Mar | 23350.40 | 34.1 | 15.25 | 10.58 | 279 | 20 | 60 | |||
| 20 Mar | 23190.65 | 18 | 5 | 10.47 | 86 | 32 | 40 | |||
| 19 Mar | 22907.60 | 12.95 | 4.45 | 11.70 | 15 | 8 | 8 | |||
| 18 Mar | 22834.30 | 8.5 | 0 | 0.00 | 0 | 2 | 0 | |||
| 17 Mar | 22508.75 | 8.5 | -45.85 | 13.35 | 3 | 2 | 2 | |||
| 13 Mar | 22397.20 | 54.35 | 0 | 5.73 | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 54.35 | 0 | 5.32 | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 54.35 | 0 | 5.03 | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 54.35 | 0 | 5.08 | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 54.35 | 0 | 4.60 | 0 | 0 | 0 | |||
For Nifty - strike price 24150 expiring on 09APR2025
Delta for 24150 CE is 0.02
Historical price for 24150 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 2.5, which was -7.8 lower than the previous day. The implied volatity was 13.50, the open interest changed by 7092 which increased total open position to 9929
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 11.05, which was 0.4 higher than the previous day. The implied volatity was 14.66, the open interest changed by 394 which increased total open position to 2837
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 9.95, which was -21.65 lower than the previous day. The implied volatity was 15.45, the open interest changed by 337 which increased total open position to 2443
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 31.05, which was -43.4 lower than the previous day. The implied volatity was 11.61, the open interest changed by 1616 which increased total open position to 2106
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 83.45, which was 25.55 higher than the previous day. The implied volatity was 13.91, the open interest changed by -30 which decreased total open position to 490
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 56.4, which was -51.45 lower than the previous day. The implied volatity was 13.35, the open interest changed by 329 which increased total open position to 520
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 101.05, which was -8.15 lower than the previous day. The implied volatity was 13.83, the open interest changed by -10 which decreased total open position to 191
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 113.2, which was 79.9 higher than the previous day. The implied volatity was 13.17, the open interest changed by 141 which increased total open position to 201
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 34.1, which was 15.25 higher than the previous day. The implied volatity was 10.58, the open interest changed by 20 which increased total open position to 60
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 18, which was 5 higher than the previous day. The implied volatity was 10.47, the open interest changed by 32 which increased total open position to 40
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 12.95, which was 4.45 higher than the previous day. The implied volatity was 11.70, the open interest changed by 8 which increased total open position to 8
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 8.5, 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 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 8.5, which was -45.85 lower than the previous day. The implied volatity was 13.35, the open interest changed by 2 which increased total open position to 2
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 54.35, which was 0 lower than the previous day. The implied volatity was 5.73, 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 54.35, which was 0 lower than the previous day. The implied volatity was 5.32, 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 54.35, which was 0 lower than the previous day. The implied volatity was 5.03, 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 54.35, which was 0 lower than the previous day. The implied volatity was 5.08, 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 54.35, which was 0 lower than the previous day. The implied volatity was 4.60, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09APR2025 24150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 849.1 | 49.8 | - | 2 | 1 | 9 |
| 2 Apr | 23332.35 | 799.3 | 22.15 | 18.00 | 2 | 0 | 8 |
| 1 Apr | 23165.70 | 777.15 | 210.15 | - | 7 | 2 | 8 |
| 28 Mar | 23519.35 | 567 | 124.55 | - | 13 | 6 | 6 |
| 27 Mar | 23591.95 | 442.45 | 0 | 0.00 | 0 | 1 | 0 |
| 26 Mar | 23486.85 | 442.45 | 0 | 0.00 | 0 | 1 | 0 |
| 25 Mar | 23668.65 | 442.45 | -20.65 | - | 1 | 1 | 2 |
| 24 Mar | 23658.35 | 463.1 | -231.4 | 11.66 | 1 | 1 | 1 |
| 21 Mar | 23350.40 | 694.5 | -803.95 | 9.75 | 1 | 0 | 0 |
| 20 Mar | 23190.65 | 1498.45 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 22907.60 | 1498.45 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 1498.45 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 1498.45 | 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 24150 expiring on 09APR2025
Delta for 24150 PE is -
Historical price for 24150 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 849.1, which was 49.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 9
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 799.3, which was 22.15 higher than the previous day. The implied volatity was 18.00, the open interest changed by 0 which decreased total open position to 8
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 777.15, which was 210.15 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 8
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 567, which was 124.55 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 442.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 442.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 442.45, which was -20.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 463.1, which was -231.4 lower than the previous day. The implied volatity was 11.66, 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 694.5, which was -803.95 lower than the previous day. The implied volatity was 9.75, 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 1498.45, 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 1498.45, 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 1498.45, 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 1498.45, 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
