NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 01:20 PM IST
| NIFTY 09APR2025 24250 CE | ||||||||||
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Delta: 0.01
Vega: 0.69
Theta: -1.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 4 Apr | 22958.35 | 1.65 | -0.5 | 19.18 | 93,469 | -5,887 | 10,162 | |||
| 3 Apr | 23250.10 | 2 | -5.75 | 14.33 | 55,257 | 12,701 | 16,049 | |||
| 2 Apr | 23332.35 | 8 | -0.35 | 15.13 | 13,564 | 2,019 | 3,348 | |||
| 1 Apr | 23165.70 | 8.3 | -15.6 | 16.20 | 11,847 | 448 | 1,329 | |||
| 28 Mar | 23519.35 | 27.15 | -27.15 | 12.49 | 7,610 | 183 | 881 | |||
| 27 Mar | 23591.95 | 57 | 13.15 | 13.37 | 2,410 | 466 | 698 | |||
| 26 Mar | 23486.85 | 44 | -40.75 | 13.58 | 773 | 106 | 232 | |||
| 25 Mar | 23668.65 | 76.55 | -10.4 | 13.68 | 563 | 28 | 126 | |||
| 24 Mar | 23658.35 | 82.2 | 57.75 | 12.76 | 739 | -26 | 98 | |||
| 21 Mar | 23350.40 | 24.55 | 9.25 | 10.65 | 342 | 104 | 124 | |||
| 20 Mar | 23190.65 | 15.05 | 7.05 | 10.94 | 31 | 20 | 20 | |||
| 19 Mar | 22907.60 | 8 | 0 | 0.00 | 0 | 1 | 0 | |||
| 18 Mar | 22834.30 | 8 | 1.35 | 11.67 | 1 | 1 | 1 | |||
| 17 Mar | 22508.75 | 6.65 | -3.35 | 13.49 | 1 | 0 | 0 | |||
| 13 Mar | 22397.20 | 10 | 0 | 0.00 | 0 | 2 | 0 | |||
| 12 Mar | 22470.50 | 10 | 0 | 0.00 | 0 | 2 | 0 | |||
| 11 Mar | 22497.90 | 10 | -35.4 | 12.56 | 6 | 2 | 2 | |||
| 10 Mar | 22460.30 | 45.4 | 0 | 5.51 | 0 | 0 | 0 | |||
| 7 Mar | 22552.50 | 45.4 | 0 | 4.90 | 0 | 0 | 0 | |||
For Nifty - strike price 24250 expiring on 09APR2025
Delta for 24250 CE is 0.01
Historical price for 24250 CE is as follows
On 4 Apr NIFTY was trading at 22958.35. The strike last trading price was 1.65, which was -0.5 lower than the previous day. The implied volatity was 19.18, the open interest changed by -5887 which decreased total open position to 10162
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 2, which was -5.75 lower than the previous day. The implied volatity was 14.33, the open interest changed by 12701 which increased total open position to 16049
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 8, which was -0.35 lower than the previous day. The implied volatity was 15.13, the open interest changed by 2019 which increased total open position to 3348
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 8.3, which was -15.6 lower than the previous day. The implied volatity was 16.20, the open interest changed by 448 which increased total open position to 1329
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 27.15, which was -27.15 lower than the previous day. The implied volatity was 12.49, the open interest changed by 183 which increased total open position to 881
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 57, which was 13.15 higher than the previous day. The implied volatity was 13.37, the open interest changed by 466 which increased total open position to 698
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 44, which was -40.75 lower than the previous day. The implied volatity was 13.58, the open interest changed by 106 which increased total open position to 232
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 76.55, which was -10.4 lower than the previous day. The implied volatity was 13.68, the open interest changed by 28 which increased total open position to 126
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 82.2, which was 57.75 higher than the previous day. The implied volatity was 12.76, the open interest changed by -26 which decreased total open position to 98
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 24.55, which was 9.25 higher than the previous day. The implied volatity was 10.65, the open interest changed by 104 which increased total open position to 124
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 15.05, which was 7.05 higher than the previous day. The implied volatity was 10.94, the open interest changed by 20 which increased total open position to 20
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 8, 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 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 8, which was 1.35 higher than the previous day. The implied volatity was 11.67, the open interest changed by 1 which increased total open position to 1
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 6.65, which was -3.35 lower than the previous day. The implied volatity was 13.49, 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 10, 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 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 10, 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 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 10, which was -35.4 lower than the previous day. The implied volatity was 12.56, the open interest changed by 2 which increased total open position to 2
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 45.4, which was 0 lower than the previous day. The implied volatity was 5.51, 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 45.4, which was 0 lower than the previous day. The implied volatity was 4.90, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09APR2025 24250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 22958.35 | 961.7 | 0 | 0.00 | 0 | 1 | 0 |
| 3 Apr | 23250.10 | 961.7 | 61.4 | - | 4 | 1 | 71 |
| 2 Apr | 23332.35 | 906 | -106.1 | 20.88 | 73 | 29 | 70 |
| 1 Apr | 23165.70 | 1012.1 | 314.1 | - | 7 | 4 | 41 |
| 28 Mar | 23519.35 | 709.6 | 167.6 | 13.30 | 28 | 37 | 37 |
| 27 Mar | 23591.95 | 542 | 0 | 0.00 | 0 | 6 | 0 |
| 26 Mar | 23486.85 | 542 | 0 | 0.00 | 0 | 6 | 0 |
| 25 Mar | 23668.65 | 542 | -14.7 | - | 2 | 6 | 26 |
| 24 Mar | 23658.35 | 556.15 | -227.35 | 12.78 | 24 | 20 | 20 |
| 21 Mar | 23350.40 | 783.5 | -805.35 | 9.51 | 1 | 0 | 0 |
| 20 Mar | 23190.65 | 1588.85 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 22907.60 | 1588.85 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 1588.85 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 1588.85 | 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 24250 expiring on 09APR2025
Delta for 24250 PE is 0.00
Historical price for 24250 PE is as follows
On 4 Apr NIFTY was trading at 22958.35. The strike last trading price was 961.7, 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 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 961.7, which was 61.4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 71
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 906, which was -106.1 lower than the previous day. The implied volatity was 20.88, the open interest changed by 29 which increased total open position to 70
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1012.1, which was 314.1 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 41
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 709.6, which was 167.6 higher than the previous day. The implied volatity was 13.30, the open interest changed by 37 which increased total open position to 37
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 542, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 542, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 542, which was -14.7 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 26
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 556.15, which was -227.35 lower than the previous day. The implied volatity was 12.78, the open interest changed by 20 which increased total open position to 20
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 783.5, which was -805.35 lower than the previous day. The implied volatity was 9.51, 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 1588.85, 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 1588.85, 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 1588.85, 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 1588.85, 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
