NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 24150 CE | ||||||||||
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Delta: 0.01
Vega: 0.56
Theta: -3.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 1.8 | -6.25 | 24.29 | 4,12,012 | 7,532 | 32,082 | |||
| 28 Mar | 23519.35 | 7.8 | -22.6 | 12.26 | 4,77,111 | 16,070 | 24,550 | |||
| 27 Mar | 23591.95 | 31.7 | 6.15 | 13.87 | 48,876 | 4,348 | 8,480 | |||
| 26 Mar | 23486.85 | 26.15 | -30.05 | 14.46 | 27,117 | 1,076 | 4,132 | |||
| 25 Mar | 23668.65 | 47 | -13.2 | 13.65 | 31,666 | 1,119 | 3,056 | |||
| 24 Mar | 23658.35 | 64 | 49.3 | 13.47 | 26,075 | 887 | 1,937 | |||
| 21 Mar | 23350.40 | 14.65 | 7.25 | 10.69 | 10,255 | 562 | 1,050 | |||
| 20 Mar | 23190.65 | 6.3 | 1.1 | 10.50 | 3,301 | 375 | 488 | |||
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| 19 Mar | 22907.60 | 5.25 | 0.8 | 12.13 | 325 | 36 | 113 | |||
| 18 Mar | 22834.30 | 4.8 | -1.65 | 12.08 | 196 | 77 | 77 | |||
| 17 Mar | 22508.75 | 6.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 22397.20 | 6.45 | 0 | 14.48 | 4 | 0 | 37 | |||
| 12 Mar | 22470.50 | 6.45 | -1.55 | 13.48 | 3 | -1 | 37 | |||
| 11 Mar | 22497.90 | 8 | -1.15 | 13.18 | 94 | -52 | 38 | |||
| 10 Mar | 22460.30 | 9.45 | -1.8 | 13.82 | 3,012 | 90 | 90 | |||
| 7 Mar | 22552.50 | 11.25 | 0 | 0.00 | 0 | 16 | 0 | |||
| 6 Mar | 22544.70 | 11.25 | -0.25 | 12.37 | 16 | 16 | 22 | |||
| 5 Mar | 22337.30 | 11.5 | 1.9 | 13.47 | 8 | 1 | 6 | |||
| 4 Mar | 22082.65 | 9.6 | -137.5 | 14.63 | 8 | 5 | 5 | |||
| 3 Mar | 22119.30 | 147.1 | 0 | 6.08 | 0 | 0 | 0 | |||
| 28 Feb | 22124.70 | 147.1 | 0 | 5.87 | 0 | 0 | 0 | |||
| 27 Feb | 22545.05 | 147.1 | 0 | 4.49 | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 147.1 | 0 | 4.31 | 0 | 0 | 0 | |||
| 24 Feb | 22553.35 | 147.1 | 0 | 4.17 | 0 | 0 | 0 | |||
For Nifty - strike price 24150 expiring on 03APR2025
Delta for 24150 CE is 0.01
Historical price for 24150 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1.8, which was -6.25 lower than the previous day. The implied volatity was 24.29, the open interest changed by 7532 which increased total open position to 32082
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 7.8, which was -22.6 lower than the previous day. The implied volatity was 12.26, the open interest changed by 16070 which increased total open position to 24550
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 31.7, which was 6.15 higher than the previous day. The implied volatity was 13.87, the open interest changed by 4348 which increased total open position to 8480
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 26.15, which was -30.05 lower than the previous day. The implied volatity was 14.46, the open interest changed by 1076 which increased total open position to 4132
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 47, which was -13.2 lower than the previous day. The implied volatity was 13.65, the open interest changed by 1119 which increased total open position to 3056
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 64, which was 49.3 higher than the previous day. The implied volatity was 13.47, the open interest changed by 887 which increased total open position to 1937
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 14.65, which was 7.25 higher than the previous day. The implied volatity was 10.69, the open interest changed by 562 which increased total open position to 1050
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 6.3, which was 1.1 higher than the previous day. The implied volatity was 10.50, the open interest changed by 375 which increased total open position to 488
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 5.25, which was 0.8 higher than the previous day. The implied volatity was 12.13, the open interest changed by 36 which increased total open position to 113
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 4.8, which was -1.65 lower than the previous day. The implied volatity was 12.08, the open interest changed by 77 which increased total open position to 77
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 6.45, 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 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 6.45, which was 0 lower than the previous day. The implied volatity was 14.48, the open interest changed by 0 which decreased total open position to 37
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 6.45, which was -1.55 lower than the previous day. The implied volatity was 13.48, the open interest changed by -1 which decreased total open position to 37
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 8, which was -1.15 lower than the previous day. The implied volatity was 13.18, the open interest changed by -52 which decreased total open position to 38
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 9.45, which was -1.8 lower than the previous day. The implied volatity was 13.82, the open interest changed by 90 which increased total open position to 90
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 11.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 11.25, which was -0.25 lower than the previous day. The implied volatity was 12.37, the open interest changed by 16 which increased total open position to 22
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 11.5, which was 1.9 higher than the previous day. The implied volatity was 13.47, the open interest changed by 1 which increased total open position to 6
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 9.6, which was -137.5 lower than the previous day. The implied volatity was 14.63, the open interest changed by 5 which increased total open position to 5
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 147.1, which was 0 lower than the previous day. The implied volatity was 6.08, 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 147.1, which was 0 lower than the previous day. The implied volatity was 5.87, 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 147.1, which was 0 lower than the previous day. The implied volatity was 4.49, 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 147.1, which was 0 lower than the previous day. The implied volatity was 4.31, 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 147.1, which was 0 lower than the previous day. The implied volatity was 4.17, the open interest changed by 0 which decreased total open position to 0
| NIFTY 03APR2025 24150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.96
Vega: 1.45
Theta: -4.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 965.2 | 356.3 | 30.85 | 52 | -7 | 153 |
| 28 Mar | 23519.35 | 625.35 | 121.85 | 12.95 | 459 | 29 | 160 |
| 27 Mar | 23591.95 | 495.5 | -103.75 | - | 25 | -4 | 131 |
| 26 Mar | 23486.85 | 595.65 | 126.2 | - | 89 | 6 | 135 |
| 25 Mar | 23668.65 | 397.25 | -53.2 | - | 1,066 | 73 | 129 |
| 24 Mar | 23658.35 | 450.45 | -287.4 | 11.01 | 70 | 49 | 56 |
| 21 Mar | 23350.40 | 737.85 | -147 | 12.72 | 5 | 6 | 7 |
| 20 Mar | 23190.65 | 884.85 | -362.25 | - | 2 | 1 | 1 |
| 19 Mar | 22907.60 | 1247.1 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 1247.1 | 61.9 | 19.54 | 1 | 0 | 0 |
| 17 Mar | 22508.75 | 1185.2 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 1185.2 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 1185.2 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 1185.2 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 1185.2 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 1185.2 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 22544.70 | 1185.2 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 1185.2 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 1185.2 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 1185.2 | 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 24150 expiring on 03APR2025
Delta for 24150 PE is -0.96
Historical price for 24150 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 965.2, which was 356.3 higher than the previous day. The implied volatity was 30.85, the open interest changed by -7 which decreased total open position to 153
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 625.35, which was 121.85 higher than the previous day. The implied volatity was 12.95, the open interest changed by 29 which increased total open position to 160
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 495.5, which was -103.75 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 131
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 595.65, which was 126.2 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 135
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 397.25, which was -53.2 lower than the previous day. The implied volatity was -, the open interest changed by 73 which increased total open position to 129
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 450.45, which was -287.4 lower than the previous day. The implied volatity was 11.01, the open interest changed by 49 which increased total open position to 56
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 737.85, which was -147 lower than the previous day. The implied volatity was 12.72, the open interest changed by 6 which increased total open position to 7
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 884.85, which was -362.25 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 1247.1, 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 1247.1, which was 61.9 higher than the previous day. The implied volatity was 19.54, 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 1185.2, 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 1185.2, 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 1185.2, 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 1185.2, 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 1185.2, 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 1185.2, 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 1185.2, 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 1185.2, 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 1185.2, 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 1185.2, 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
