NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 24250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.48
Theta: -3.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 1.6 | -4.35 | 26.02 | 3,00,093 | -2,472 | 18,620 | |||
| 28 Mar | 23519.35 | 5.95 | -16.25 | 13.11 | 3,68,400 | 13,176 | 21,092 | |||
| 27 Mar | 23591.95 | 23.1 | 4.55 | 14.34 | 57,392 | 3,909 | 7,916 | |||
| 26 Mar | 23486.85 | 18.45 | -22.8 | 14.69 | 37,815 | 1,686 | 4,007 | |||
| 25 Mar | 23668.65 | 38.95 | -4.55 | 14.46 | 29,976 | 1,316 | 2,321 | |||
| 24 Mar | 23658.35 | 47.3 | 37.15 | 13.63 | 20,871 | 77 | 1,005 | |||
| 21 Mar | 23350.40 | 12 | 6.1 | 11.32 | 5,770 | 825 | 928 | |||
| 20 Mar | 23190.65 | 5.6 | 0.2 | 11.21 | 237 | -30 | 103 | |||
| 19 Mar | 22907.60 | 4.85 | 1.3 | 12.83 | 191 | 41 | 133 | |||
| 18 Mar | 22834.30 | 3.8 | 0.5 | 12.48 | 123 | 62 | 92 | |||
| 17 Mar | 22508.75 | 3.3 | -2 | 14.48 | 96 | -50 | 30 | |||
| 13 Mar | 22397.20 | 5.3 | -0.15 | 14.76 | 7 | -1 | 80 | |||
| 12 Mar | 22470.50 | 5.4 | -0.25 | 13.78 | 9 | -1 | 81 | |||
| 11 Mar | 22497.90 | 5.65 | -2.1 | 13.13 | 224 | -95 | 82 | |||
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| 10 Mar | 22460.30 | 7.55 | -3.55 | 13.99 | 6,445 | 45 | 177 | |||
| 7 Mar | 22552.50 | 11.05 | 7.95 | 13.22 | 4,385 | 132 | 132 | |||
| 6 Mar | 22544.70 | 3.1 | 0 | 0.00 | 0 | 3 | 0 | |||
| 5 Mar | 22337.30 | 3.1 | -23.65 | 11.59 | 8 | 3 | 3 | |||
| 4 Mar | 22082.65 | 26.75 | 0 | 0.00 | 0 | 1 | 0 | |||
| 3 Mar | 22119.30 | 26.75 | 0 | 0.00 | 0 | 1 | 0 | |||
| 28 Feb | 22124.70 | 26.75 | -0.5 | 16.78 | 2 | 1 | 1 | |||
| 27 Feb | 22545.05 | 27.25 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 27.25 | -101.2 | 13.12 | 1 | 0 | 0 | |||
| 24 Feb | 22553.35 | 128.45 | 0 | 4.45 | 0 | 0 | 0 | |||
For Nifty - strike price 24250 expiring on 03APR2025
Delta for 24250 CE is 0.01
Historical price for 24250 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1.6, which was -4.35 lower than the previous day. The implied volatity was 26.02, the open interest changed by -2472 which decreased total open position to 18620
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 5.95, which was -16.25 lower than the previous day. The implied volatity was 13.11, the open interest changed by 13176 which increased total open position to 21092
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 23.1, which was 4.55 higher than the previous day. The implied volatity was 14.34, the open interest changed by 3909 which increased total open position to 7916
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 18.45, which was -22.8 lower than the previous day. The implied volatity was 14.69, the open interest changed by 1686 which increased total open position to 4007
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 38.95, which was -4.55 lower than the previous day. The implied volatity was 14.46, the open interest changed by 1316 which increased total open position to 2321
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 47.3, which was 37.15 higher than the previous day. The implied volatity was 13.63, the open interest changed by 77 which increased total open position to 1005
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 12, which was 6.1 higher than the previous day. The implied volatity was 11.32, the open interest changed by 825 which increased total open position to 928
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 5.6, which was 0.2 higher than the previous day. The implied volatity was 11.21, the open interest changed by -30 which decreased total open position to 103
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 4.85, which was 1.3 higher than the previous day. The implied volatity was 12.83, the open interest changed by 41 which increased total open position to 133
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 3.8, which was 0.5 higher than the previous day. The implied volatity was 12.48, the open interest changed by 62 which increased total open position to 92
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 3.3, which was -2 lower than the previous day. The implied volatity was 14.48, the open interest changed by -50 which decreased total open position to 30
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 5.3, which was -0.15 lower than the previous day. The implied volatity was 14.76, the open interest changed by -1 which decreased total open position to 80
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 5.4, which was -0.25 lower than the previous day. The implied volatity was 13.78, the open interest changed by -1 which decreased total open position to 81
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 5.65, which was -2.1 lower than the previous day. The implied volatity was 13.13, the open interest changed by -95 which decreased total open position to 82
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 7.55, which was -3.55 lower than the previous day. The implied volatity was 13.99, the open interest changed by 45 which increased total open position to 177
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 11.05, which was 7.95 higher than the previous day. The implied volatity was 13.22, the open interest changed by 132 which increased total open position to 132
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 3.1, which was -23.65 lower than the previous day. The implied volatity was 11.59, the open interest changed by 3 which increased total open position to 3
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 26.75, 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 Mar NIFTY was trading at 22119.30. The strike last trading price was 26.75, 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 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 26.75, which was -0.5 lower than the previous day. The implied volatity was 16.78, the open interest changed by 1 which increased total open position to 1
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 27.25, 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 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 27.25, which was -101.2 lower than the previous day. The implied volatity was 13.12, 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 128.45, which was 0 lower than the previous day. The implied volatity was 4.45, the open interest changed by 0 which decreased total open position to 0
| NIFTY 03APR2025 24250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.99
Vega: 0.65
Theta: 2.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 1059.5 | 362.7 | 27.60 | 18 | -5 | 193 |
| 28 Mar | 23519.35 | 707.7 | 111.9 | - | 380 | 1 | 198 |
| 27 Mar | 23591.95 | 584 | -106.4 | - | 139 | 114 | 197 |
| 26 Mar | 23486.85 | 690 | 171.75 | - | 121 | 25 | 83 |
| 25 Mar | 23668.65 | 540.1 | 0.45 | - | 305 | 51 | 58 |
| 24 Mar | 23658.35 | 536.35 | -283.8 | 11.19 | 14 | 4 | 7 |
| 21 Mar | 23350.40 | 820.15 | -162.95 | 10.61 | 3 | 2 | 3 |
| 20 Mar | 23190.65 | 983.1 | -361.4 | - | 1 | 1 | 1 |
| 19 Mar | 22907.60 | 1344.5 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 1344.5 | 78.75 | 20.41 | 1 | 0 | 0 |
| 17 Mar | 22508.75 | 1265.75 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 1265.75 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 1265.75 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 1265.75 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 1265.75 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 1265.75 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 22544.70 | 1265.75 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 1265.75 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 1265.75 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 1265.75 | 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 24250 expiring on 03APR2025
Delta for 24250 PE is -0.99
Historical price for 24250 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1059.5, which was 362.7 higher than the previous day. The implied volatity was 27.60, the open interest changed by -5 which decreased total open position to 193
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 707.7, which was 111.9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 198
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 584, which was -106.4 lower than the previous day. The implied volatity was -, the open interest changed by 114 which increased total open position to 197
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 690, which was 171.75 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 83
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 540.1, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 51 which increased total open position to 58
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 536.35, which was -283.8 lower than the previous day. The implied volatity was 11.19, the open interest changed by 4 which increased total open position to 7
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 820.15, which was -162.95 lower than the previous day. The implied volatity was 10.61, the open interest changed by 2 which increased total open position to 3
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 983.1, which was -361.4 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 1344.5, 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 1344.5, which was 78.75 higher than the previous day. The implied volatity was 20.41, 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 1265.75, 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 1265.75, 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 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1265.75, 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 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1265.75, 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 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1265.75, 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 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1265.75, 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 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1265.75, 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 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 1265.75, 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 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 1265.75, 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 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 1265.75, 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 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
