NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 24200 CE | ||||||||||
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Delta: 0.01
Vega: 1.08
Theta: -1.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 2.05 | -7 | 13.72 | 1,29,818 | 17,194 | 32,692 | |||
| 2 Apr | 23332.35 | 10 | 0.6 | 15.08 | 47,121 | 8,091 | 15,498 | |||
| 1 Apr | 23165.70 | 9 | -19.15 | 15.80 | 41,297 | 2,206 | 7,407 | |||
| 28 Mar | 23519.35 | 29 | -35.35 | 12.05 | 37,492 | 1,574 | 5,201 | |||
| 27 Mar | 23591.95 | 68.25 | 17.75 | 13.54 | 10,333 | 1,590 | 3,627 | |||
| 26 Mar | 23486.85 | 49.75 | -45.4 | 13.46 | 7,346 | 320 | 2,037 | |||
| 25 Mar | 23668.65 | 84.85 | -11.5 | 13.53 | 9,131 | 352 | 1,717 | |||
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| 24 Mar | 23658.35 | 94.15 | 64.95 | 12.79 | 5,680 | 795 | 1,365 | |||
| 21 Mar | 23350.40 | 28.5 | 12.2 | 10.57 | 2,386 | 335 | 570 | |||
| 20 Mar | 23190.65 | 13.6 | 2.45 | 10.28 | 324 | 212 | 235 | |||
| 19 Mar | 22907.60 | 11.3 | 4.8 | 11.80 | 33 | 23 | 23 | |||
| 18 Mar | 22834.30 | 6.5 | 0 | 0.00 | 0 | 4 | 0 | |||
| 17 Mar | 22508.75 | 6.5 | -43.2 | 13.12 | 7 | 4 | 4 | |||
| 13 Mar | 22397.20 | 49.7 | 0 | 5.89 | 0 | 0 | 0 | |||
| 12 Mar | 22470.50 | 49.7 | 0 | 5.49 | 0 | 0 | 0 | |||
| 11 Mar | 22497.90 | 49.7 | 0 | 5.19 | 0 | 0 | 0 | |||
| 10 Mar | 22460.30 | 49.7 | 0 | 5.24 | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 49.7 | 0 | 4.74 | 0 | 0 | 0 | |||
For Nifty - strike price 24200 expiring on 09APR2025
Delta for 24200 CE is 0.01
Historical price for 24200 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 2.05, which was -7 lower than the previous day. The implied volatity was 13.72, the open interest changed by 17194 which increased total open position to 32692
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 10, which was 0.6 higher than the previous day. The implied volatity was 15.08, the open interest changed by 8091 which increased total open position to 15498
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 9, which was -19.15 lower than the previous day. The implied volatity was 15.80, the open interest changed by 2206 which increased total open position to 7407
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 29, which was -35.35 lower than the previous day. The implied volatity was 12.05, the open interest changed by 1574 which increased total open position to 5201
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 68.25, which was 17.75 higher than the previous day. The implied volatity was 13.54, the open interest changed by 1590 which increased total open position to 3627
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 49.75, which was -45.4 lower than the previous day. The implied volatity was 13.46, the open interest changed by 320 which increased total open position to 2037
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 84.85, which was -11.5 lower than the previous day. The implied volatity was 13.53, the open interest changed by 352 which increased total open position to 1717
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 94.15, which was 64.95 higher than the previous day. The implied volatity was 12.79, the open interest changed by 795 which increased total open position to 1365
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 28.5, which was 12.2 higher than the previous day. The implied volatity was 10.57, the open interest changed by 335 which increased total open position to 570
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 13.6, which was 2.45 higher than the previous day. The implied volatity was 10.28, the open interest changed by 212 which increased total open position to 235
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 11.3, which was 4.8 higher than the previous day. The implied volatity was 11.80, the open interest changed by 23 which increased total open position to 23
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 6.5, which was -43.2 lower than the previous day. The implied volatity was 13.12, the open interest changed by 4 which increased total open position to 4
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 49.7, which was 0 lower than the previous day. The implied volatity was 5.89, 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 49.7, which was 0 lower than the previous day. The implied volatity was 5.49, 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 49.7, which was 0 lower than the previous day. The implied volatity was 5.19, 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 49.7, which was 0 lower than the previous day. The implied volatity was 5.24, 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 49.7, which was 0 lower than the previous day. The implied volatity was 4.74, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09APR2025 24200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.88
Vega: 5.91
Theta: -6.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 961.3 | 98.4 | 25.21 | 329 | 243 | 522 |
| 2 Apr | 23332.35 | 857.05 | -100.6 | 20.19 | 160 | 119 | 279 |
| 1 Apr | 23165.70 | 970 | 307.85 | 12.95 | 290 | 6 | 160 |
| 28 Mar | 23519.35 | 686.9 | 125.75 | 15.36 | 289 | 55 | 154 |
| 27 Mar | 23591.95 | 549.75 | -93.25 | 10.89 | 114 | 54 | 99 |
| 26 Mar | 23486.85 | 643 | 136.7 | 4.98 | 69 | -56 | 45 |
| 25 Mar | 23668.65 | 530 | 9.35 | 9.72 | 506 | 75 | 101 |
| 24 Mar | 23658.35 | 505.55 | -251.35 | 11.98 | 24 | 19 | 26 |
| 21 Mar | 23350.40 | 756.9 | -160.25 | 11.50 | 1 | 7 | 7 |
| 20 Mar | 23190.65 | 917.15 | -626.3 | 10.97 | 7 | 0 | 0 |
| 19 Mar | 22907.60 | 1543.45 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 1543.45 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 1543.45 | 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 24200 expiring on 09APR2025
Delta for 24200 PE is -0.88
Historical price for 24200 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 961.3, which was 98.4 higher than the previous day. The implied volatity was 25.21, the open interest changed by 243 which increased total open position to 522
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 857.05, which was -100.6 lower than the previous day. The implied volatity was 20.19, the open interest changed by 119 which increased total open position to 279
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 970, which was 307.85 higher than the previous day. The implied volatity was 12.95, the open interest changed by 6 which increased total open position to 160
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 686.9, which was 125.75 higher than the previous day. The implied volatity was 15.36, the open interest changed by 55 which increased total open position to 154
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 549.75, which was -93.25 lower than the previous day. The implied volatity was 10.89, the open interest changed by 54 which increased total open position to 99
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 643, which was 136.7 higher than the previous day. The implied volatity was 4.98, the open interest changed by -56 which decreased total open position to 45
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 530, which was 9.35 higher than the previous day. The implied volatity was 9.72, the open interest changed by 75 which increased total open position to 101
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 505.55, which was -251.35 lower than the previous day. The implied volatity was 11.98, the open interest changed by 19 which increased total open position to 26
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 756.9, which was -160.25 lower than the previous day. The implied volatity was 11.50, the open interest changed by 7 which increased total open position to 7
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 917.15, which was -626.3 lower than the previous day. The implied volatity was 10.97, 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 1543.45, 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 1543.45, 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 1543.45, 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
