NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 24300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.47
Theta: -3.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 1.6 | -3.6 | 27.06 | 5,68,536 | 17,864 | 61,363 | |||
| 28 Mar | 23519.35 | 5.05 | -14.05 | 13.45 | 6,02,527 | 17,593 | 43,499 | |||
| 27 Mar | 23591.95 | 19.95 | 3.95 | 14.61 | 1,47,695 | 12,209 | 25,906 | |||
| 26 Mar | 23486.85 | 16.95 | -18.15 | 15.12 | 79,379 | 7,131 | 13,697 | |||
| 25 Mar | 23668.65 | 30.1 | -7 | 14.13 | 72,713 | 2,411 | 6,566 | |||
| 24 Mar | 23658.35 | 39.4 | 30.65 | 13.59 | 59,495 | 1,716 | 4,155 | |||
| 21 Mar | 23350.40 | 7 | 1.7 | 10.67 | 17,349 | 1,893 | 2,439 | |||
| 20 Mar | 23190.65 | 4.95 | 0.65 | 11.43 | 1,463 | 213 | 546 | |||
| 19 Mar | 22907.60 | 3.9 | 0.65 | 12.82 | 483 | 215 | 333 | |||
| 18 Mar | 22834.30 | 3.5 | 0.75 | 12.71 | 227 | 69 | 118 | |||
| 17 Mar | 22508.75 | 2.7 | -1.1 | 14.44 | 35 | 26 | 49 | |||
| 13 Mar | 22397.20 | 3.75 | -0.85 | 14.39 | 18 | -1 | 23 | |||
| 12 Mar | 22470.50 | 4.6 | -1.15 | 13.80 | 4 | 1 | 24 | |||
| 11 Mar | 22497.90 | 5.7 | -1.95 | 13.48 | 195 | -133 | 23 | |||
| 10 Mar | 22460.30 | 7.1 | -3.35 | 14.23 | 3,363 | 43 | 156 | |||
| 7 Mar | 22552.50 | 10.4 | -0.1 | 13.41 | 2,788 | 99 | 113 | |||
| 6 Mar | 22544.70 | 10.5 | 0.6 | 13.20 | 9 | 6 | 14 | |||
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| 5 Mar | 22337.30 | 9.9 | -109.95 | 14.08 | 11 | 8 | 8 | |||
| 4 Mar | 22082.65 | 119.85 | 0 | 6.84 | 0 | 0 | 0 | |||
| 3 Mar | 22119.30 | 119.85 | 0 | 6.52 | 0 | 0 | 0 | |||
| 28 Feb | 22124.70 | 119.85 | 0 | 6.26 | 0 | 0 | 0 | |||
| 27 Feb | 22545.05 | 119.85 | 0 | 4.93 | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 119.85 | 0 | 4.74 | 0 | 0 | 0 | |||
| 24 Feb | 22553.35 | 119.85 | 0 | 4.59 | 0 | 0 | 0 | |||
For Nifty - strike price 24300 expiring on 03APR2025
Delta for 24300 CE is 0.01
Historical price for 24300 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1.6, which was -3.6 lower than the previous day. The implied volatity was 27.06, the open interest changed by 17864 which increased total open position to 61363
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 5.05, which was -14.05 lower than the previous day. The implied volatity was 13.45, the open interest changed by 17593 which increased total open position to 43499
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 19.95, which was 3.95 higher than the previous day. The implied volatity was 14.61, the open interest changed by 12209 which increased total open position to 25906
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 16.95, which was -18.15 lower than the previous day. The implied volatity was 15.12, the open interest changed by 7131 which increased total open position to 13697
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 30.1, which was -7 lower than the previous day. The implied volatity was 14.13, the open interest changed by 2411 which increased total open position to 6566
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 39.4, which was 30.65 higher than the previous day. The implied volatity was 13.59, the open interest changed by 1716 which increased total open position to 4155
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 7, which was 1.7 higher than the previous day. The implied volatity was 10.67, the open interest changed by 1893 which increased total open position to 2439
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 4.95, which was 0.65 higher than the previous day. The implied volatity was 11.43, the open interest changed by 213 which increased total open position to 546
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 3.9, which was 0.65 higher than the previous day. The implied volatity was 12.82, the open interest changed by 215 which increased total open position to 333
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 3.5, which was 0.75 higher than the previous day. The implied volatity was 12.71, the open interest changed by 69 which increased total open position to 118
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 2.7, which was -1.1 lower than the previous day. The implied volatity was 14.44, the open interest changed by 26 which increased total open position to 49
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 3.75, which was -0.85 lower than the previous day. The implied volatity was 14.39, the open interest changed by -1 which decreased total open position to 23
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 4.6, which was -1.15 lower than the previous day. The implied volatity was 13.80, the open interest changed by 1 which increased total open position to 24
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 5.7, which was -1.95 lower than the previous day. The implied volatity was 13.48, the open interest changed by -133 which decreased total open position to 23
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 7.1, which was -3.35 lower than the previous day. The implied volatity was 14.23, the open interest changed by 43 which increased total open position to 156
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 10.4, which was -0.1 lower than the previous day. The implied volatity was 13.41, the open interest changed by 99 which increased total open position to 113
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 10.5, which was 0.6 higher than the previous day. The implied volatity was 13.20, the open interest changed by 6 which increased total open position to 14
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 9.9, which was -109.95 lower than the previous day. The implied volatity was 14.08, the open interest changed by 8 which increased total open position to 8
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 119.85, which was 0 lower than the previous day. The implied volatity was 6.84, 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 119.85, which was 0 lower than the previous day. The implied volatity was 6.52, 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 119.85, which was 0 lower than the previous day. The implied volatity was 6.26, 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 119.85, which was 0 lower than the previous day. The implied volatity was 4.93, 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 119.85, 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
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 119.85, which was 0 lower than the previous day. The implied volatity was 4.59, the open interest changed by 0 which decreased total open position to 0
| NIFTY 03APR2025 24300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 1103 | 332.55 | - | 65 | -29 | 550 |
| 28 Mar | 23519.35 | 781.8 | 151.9 | 17.03 | 709 | 77 | 579 |
| 27 Mar | 23591.95 | 622.45 | -117.25 | - | 265 | 22 | 502 |
| 26 Mar | 23486.85 | 744 | 179.45 | - | 466 | 254 | 480 |
| 25 Mar | 23668.65 | 613.9 | 12.6 | - | 1,140 | 174 | 226 |
| 24 Mar | 23658.35 | 593.2 | -285.1 | 12.68 | 76 | 45 | 52 |
| 21 Mar | 23350.40 | 878.05 | -154 | 13.31 | 11 | 5 | 7 |
| 20 Mar | 23190.65 | 1032.05 | -361.8 | - | 1 | 2 | 2 |
| 19 Mar | 22907.60 | 1393.85 | 0 | 0.00 | 0 | 1 | 0 |
| 18 Mar | 22834.30 | 1393.85 | 87.05 | 20.91 | 2 | 1 | 1 |
| 17 Mar | 22508.75 | 1306.8 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 1306.8 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 1306.8 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 1306.8 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 1306.8 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 1306.8 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 22544.70 | 1306.8 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 1306.8 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 1306.8 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 1306.8 | 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 24300 expiring on 03APR2025
Delta for 24300 PE is -
Historical price for 24300 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1103, which was 332.55 higher than the previous day. The implied volatity was -, the open interest changed by -29 which decreased total open position to 550
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 781.8, which was 151.9 higher than the previous day. The implied volatity was 17.03, the open interest changed by 77 which increased total open position to 579
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 622.45, which was -117.25 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 502
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 744, which was 179.45 higher than the previous day. The implied volatity was -, the open interest changed by 254 which increased total open position to 480
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 613.9, which was 12.6 higher than the previous day. The implied volatity was -, the open interest changed by 174 which increased total open position to 226
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 593.2, which was -285.1 lower than the previous day. The implied volatity was 12.68, the open interest changed by 45 which increased total open position to 52
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 878.05, which was -154 lower than the previous day. The implied volatity was 13.31, the open interest changed by 5 which increased total open position to 7
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 1032.05, which was -361.8 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1393.85, 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 1393.85, which was 87.05 higher than the previous day. The implied volatity was 20.91, 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 1306.8, 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 1306.8, 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 1306.8, 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 1306.8, 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 1306.8, 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 1306.8, 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 1306.8, 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 1306.8, 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 1306.8, 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 1306.8, 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
