NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 02:53 PM IST
| NIFTY 09APR2025 24300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.62
Theta: -1.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 22871.80 | 1.6 | -0.3 | 21.05 | 2,29,664 | 15,453 | 44,391 | |||
| 3 Apr | 23250.10 | 1.7 | -5.25 | 14.63 | 1,30,524 | 14,088 | 28,938 | |||
| 2 Apr | 23332.35 | 7.6 | 0.35 | 15.67 | 46,996 | 7,458 | 14,850 | |||
| 1 Apr | 23165.70 | 7 | -13.9 | 16.35 | 35,342 | 4,433 | 7,392 | |||
| 28 Mar | 23519.35 | 21.85 | -25.25 | 12.40 | 26,547 | 844 | 2,959 | |||
| 27 Mar | 23591.95 | 49.9 | 12.15 | 13.46 | 6,991 | 448 | 2,115 | |||
| 26 Mar | 23486.85 | 38.8 | -33.2 | 13.70 | 7,355 | 157 | 1,667 | |||
| 25 Mar | 23668.65 | 64.3 | -8.65 | 13.47 | 7,994 | 548 | 1,510 | |||
| 24 Mar | 23658.35 | 78 | 57.55 | 13.19 | 5,831 | -96 | 962 | |||
| 21 Mar | 23350.40 | 21.55 | 9.3 | 10.78 | 2,309 | 642 | 1,058 | |||
| 20 Mar | 23190.65 | 12 | 3.1 | 10.88 | 318 | 61 | 416 | |||
| 19 Mar | 22907.60 | 8.95 | 0.25 | 12.07 | 226 | -1 | 355 | |||
| 18 Mar | 22834.30 | 8.9 | 3.75 | 12.24 | 672 | 209 | 356 | |||
| 17 Mar | 22508.75 | 5.25 | -1.6 | 13.36 | 120 | 90 | 147 | |||
| 13 Mar | 22397.20 | 6.6 | -3.4 | 13.51 | 116 | 41 | 57 | |||
| 12 Mar | 22470.50 | 10 | -1 | 13.56 | 1 | -2 | 16 | |||
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| 11 Mar | 22497.90 | 11 | -2.8 | 13.10 | 19 | 10 | 18 | |||
| 10 Mar | 22460.30 | 12 | -14.4 | 13.59 | 15 | 7 | 8 | |||
| 7 Mar | 22552.50 | 26.4 | -15.05 | 14.26 | 3 | 1 | 1 | |||
For Nifty - strike price 24300 expiring on 09APR2025
Delta for 24300 CE is 0.01
Historical price for 24300 CE is as follows
On 4 Apr NIFTY was trading at 22871.80. The strike last trading price was 1.6, which was -0.3 lower than the previous day. The implied volatity was 21.05, the open interest changed by 15453 which increased total open position to 44391
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1.7, which was -5.25 lower than the previous day. The implied volatity was 14.63, the open interest changed by 14088 which increased total open position to 28938
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 7.6, which was 0.35 higher than the previous day. The implied volatity was 15.67, the open interest changed by 7458 which increased total open position to 14850
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 7, which was -13.9 lower than the previous day. The implied volatity was 16.35, the open interest changed by 4433 which increased total open position to 7392
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 21.85, which was -25.25 lower than the previous day. The implied volatity was 12.40, the open interest changed by 844 which increased total open position to 2959
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 49.9, which was 12.15 higher than the previous day. The implied volatity was 13.46, the open interest changed by 448 which increased total open position to 2115
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 38.8, which was -33.2 lower than the previous day. The implied volatity was 13.70, the open interest changed by 157 which increased total open position to 1667
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 64.3, which was -8.65 lower than the previous day. The implied volatity was 13.47, the open interest changed by 548 which increased total open position to 1510
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 78, which was 57.55 higher than the previous day. The implied volatity was 13.19, the open interest changed by -96 which decreased total open position to 962
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 21.55, which was 9.3 higher than the previous day. The implied volatity was 10.78, the open interest changed by 642 which increased total open position to 1058
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 12, which was 3.1 higher than the previous day. The implied volatity was 10.88, the open interest changed by 61 which increased total open position to 416
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 8.95, which was 0.25 higher than the previous day. The implied volatity was 12.07, the open interest changed by -1 which decreased total open position to 355
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 8.9, which was 3.75 higher than the previous day. The implied volatity was 12.24, the open interest changed by 209 which increased total open position to 356
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 5.25, which was -1.6 lower than the previous day. The implied volatity was 13.36, the open interest changed by 90 which increased total open position to 147
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 6.6, which was -3.4 lower than the previous day. The implied volatity was 13.51, the open interest changed by 41 which increased total open position to 57
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 10, which was -1 lower than the previous day. The implied volatity was 13.56, the open interest changed by -2 which decreased total open position to 16
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 11, which was -2.8 lower than the previous day. The implied volatity was 13.10, the open interest changed by 10 which increased total open position to 18
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 12, which was -14.4 lower than the previous day. The implied volatity was 13.59, the open interest changed by 7 which increased total open position to 8
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 26.4, which was -15.05 lower than the previous day. The implied volatity was 14.26, the open interest changed by 1 which increased total open position to 1
| NIFTY 09APR2025 24300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.91
Vega: 4.44
Theta: -10.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 22871.80 | 1438.3 | 392.3 | 37.44 | 23 | -2 | 433 |
| 3 Apr | 23250.10 | 1055.9 | 89.8 | 26.13 | 192 | 181 | 435 |
| 2 Apr | 23332.35 | 948.85 | -130.15 | 20.43 | 227 | 215 | 254 |
| 1 Apr | 23165.70 | 1079 | 334.1 | 18.01 | 24 | -10 | 39 |
| 28 Mar | 23519.35 | 746.1 | 108.4 | 12.22 | 20 | 30 | 49 |
| 27 Mar | 23591.95 | 636.6 | -41.4 | 10.89 | 33 | 10 | 19 |
| 26 Mar | 23486.85 | 678 | 72.65 | - | 54 | -55 | 9 |
| 25 Mar | 23668.65 | 613.2 | 28.2 | 9.21 | 126 | 61 | 64 |
| 24 Mar | 23658.35 | 585 | -247 | 12.06 | 7 | 3 | 3 |
| 21 Mar | 23350.40 | 832 | -802.55 | 9.75 | 1 | 0 | 0 |
| 20 Mar | 23190.65 | 1634.55 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 22907.60 | 1634.55 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 1634.55 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 22508.75 | 1634.55 | 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 24300 expiring on 09APR2025
Delta for 24300 PE is -0.91
Historical price for 24300 PE is as follows
On 4 Apr NIFTY was trading at 22871.80. The strike last trading price was 1438.3, which was 392.3 higher than the previous day. The implied volatity was 37.44, the open interest changed by -2 which decreased total open position to 433
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1055.9, which was 89.8 higher than the previous day. The implied volatity was 26.13, the open interest changed by 181 which increased total open position to 435
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 948.85, which was -130.15 lower than the previous day. The implied volatity was 20.43, the open interest changed by 215 which increased total open position to 254
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1079, which was 334.1 higher than the previous day. The implied volatity was 18.01, the open interest changed by -10 which decreased total open position to 39
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 746.1, which was 108.4 higher than the previous day. The implied volatity was 12.22, the open interest changed by 30 which increased total open position to 49
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 636.6, which was -41.4 lower than the previous day. The implied volatity was 10.89, the open interest changed by 10 which increased total open position to 19
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 678, which was 72.65 higher than the previous day. The implied volatity was -, the open interest changed by -55 which decreased total open position to 9
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 613.2, which was 28.2 higher than the previous day. The implied volatity was 9.21, the open interest changed by 61 which increased total open position to 64
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 585, which was -247 lower than the previous day. The implied volatity was 12.06, the open interest changed by 3 which increased total open position to 3
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 832, which was -802.55 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 1634.55, 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 1634.55, 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 1634.55, 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 1634.55, 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
