NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 24350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.83
Theta: -1.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 1.6 | -4.2 | 15.12 | 20,771 | 2,597 | 4,571 | |||
| 2 Apr | 23332.35 | 6.3 | -0.35 | 15.81 | 8,791 | 642 | 1,974 | |||
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| 1 Apr | 23165.70 | 6.8 | -11.4 | 16.86 | 10,586 | 327 | 1,332 | |||
| 28 Mar | 23519.35 | 17.35 | -24.1 | 12.31 | 7,032 | 550 | 1,005 | |||
| 27 Mar | 23591.95 | 41.2 | 8.1 | 13.31 | 789 | 298 | 455 | |||
| 26 Mar | 23486.85 | 30.2 | -31.7 | 13.34 | 496 | 57 | 157 | |||
| 25 Mar | 23668.65 | 59.5 | -4.5 | 13.77 | 473 | 30 | 100 | |||
| 24 Mar | 23658.35 | 66.1 | 48.2 | 13.03 | 469 | 21 | 70 | |||
| 21 Mar | 23350.40 | 19.2 | 8 | 10.97 | 219 | 28 | 49 | |||
| 20 Mar | 23190.65 | 11.2 | 1.9 | 11.10 | 41 | -1 | 21 | |||
| 19 Mar | 22907.60 | 9.3 | -28.45 | 12.53 | 35 | 22 | 22 | |||
For Nifty - strike price 24350 expiring on 09APR2025
Delta for 24350 CE is 0.01
Historical price for 24350 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1.6, which was -4.2 lower than the previous day. The implied volatity was 15.12, the open interest changed by 2597 which increased total open position to 4571
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 6.3, which was -0.35 lower than the previous day. The implied volatity was 15.81, the open interest changed by 642 which increased total open position to 1974
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 6.8, which was -11.4 lower than the previous day. The implied volatity was 16.86, the open interest changed by 327 which increased total open position to 1332
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 17.35, which was -24.1 lower than the previous day. The implied volatity was 12.31, the open interest changed by 550 which increased total open position to 1005
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 41.2, which was 8.1 higher than the previous day. The implied volatity was 13.31, the open interest changed by 298 which increased total open position to 455
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 30.2, which was -31.7 lower than the previous day. The implied volatity was 13.34, the open interest changed by 57 which increased total open position to 157
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 59.5, which was -4.5 lower than the previous day. The implied volatity was 13.77, the open interest changed by 30 which increased total open position to 100
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 66.1, which was 48.2 higher than the previous day. The implied volatity was 13.03, the open interest changed by 21 which increased total open position to 70
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 19.2, which was 8 higher than the previous day. The implied volatity was 10.97, the open interest changed by 28 which increased total open position to 49
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 11.2, which was 1.9 higher than the previous day. The implied volatity was 11.10, the open interest changed by -1 which decreased total open position to 21
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 9.3, which was -28.45 lower than the previous day. The implied volatity was 12.53, the open interest changed by 22 which increased total open position to 22
| NIFTY 09APR2025 24350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.89
Vega: 5.68
Theta: -7.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 1113.65 | 11.35 | 28.40 | 29 | 21 | 31 |
| 2 Apr | 23332.35 | 1102.3 | -27.7 | 35.13 | 3 | 2 | 10 |
| 1 Apr | 23165.70 | 1130 | 354.6 | 18.99 | 1 | 2 | 8 |
| 28 Mar | 23519.35 | 775.2 | 87.15 | 6.56 | 3 | 0 | 6 |
| 27 Mar | 23591.95 | 688.05 | 78.65 | 12.23 | 1 | 1 | 6 |
| 26 Mar | 23486.85 | 609.4 | 19.15 | - | 1 | 1 | 5 |
| 25 Mar | 23668.65 | 590.25 | -22.3 | - | 1 | 2 | 4 |
| 24 Mar | 23658.35 | 612.55 | -284.6 | 10.98 | 2 | 2 | 2 |
| 21 Mar | 23350.40 | 897.15 | -783.4 | 12.19 | 2 | 0 | 0 |
| 20 Mar | 23190.65 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 22907.60 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 24350 expiring on 09APR2025
Delta for 24350 PE is -0.89
Historical price for 24350 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1113.65, which was 11.35 higher than the previous day. The implied volatity was 28.40, the open interest changed by 21 which increased total open position to 31
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1102.3, which was -27.7 lower than the previous day. The implied volatity was 35.13, the open interest changed by 2 which increased total open position to 10
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1130, which was 354.6 higher than the previous day. The implied volatity was 18.99, the open interest changed by 2 which increased total open position to 8
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 775.2, which was 87.15 higher than the previous day. The implied volatity was 6.56, the open interest changed by 0 which decreased total open position to 6
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 688.05, which was 78.65 higher than the previous day. The implied volatity was 12.23, the open interest changed by 1 which increased total open position to 6
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 609.4, which was 19.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 590.25, which was -22.3 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 612.55, which was -284.6 lower than the previous day. The implied volatity was 10.98, the open interest changed by 2 which increased total open position to 2
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 897.15, which was -783.4 lower than the previous day. The implied volatity was 12.19, 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 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 19 Mar NIFTY was trading at 22907.60. 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
