NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 24350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.41
Theta: -2.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 1.4 | -3.3 | 27.63 | 2,30,574 | -3,794 | 14,723 | |||
| 28 Mar | 23519.35 | 4.55 | -11.55 | 13.91 | 3,07,310 | 11,020 | 18,517 | |||
| 27 Mar | 23591.95 | 16.8 | 3.05 | 14.79 | 56,956 | 3,924 | 7,497 | |||
| 26 Mar | 23486.85 | 14 | -15.05 | 15.16 | 36,218 | -292 | 3,573 | |||
| 25 Mar | 23668.65 | 24.9 | -5.9 | 14.14 | 23,835 | 1,409 | 3,865 | |||
| 24 Mar | 23658.35 | 33.25 | 25.75 | 13.64 | 22,409 | 1,546 | 2,456 | |||
| 21 Mar | 23350.40 | 7.05 | 2.05 | 11.18 | 5,820 | 769 | 910 | |||
| 20 Mar | 23190.65 | 4.4 | 0.6 | 11.66 | 249 | 48 | 141 | |||
| 19 Mar | 22907.60 | 4.7 | 1.65 | 13.60 | 116 | 19 | 93 | |||
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| 18 Mar | 22834.30 | 3.3 | 0.6 | 12.98 | 287 | 47 | 74 | |||
| 17 Mar | 22508.75 | 2.7 | -2.35 | 14.81 | 29 | 27 | 27 | |||
| 13 Mar | 22397.20 | 5.45 | 0.4 | 0.00 | 0 | -28 | 0 | |||
| 12 Mar | 22470.50 | 5.45 | 0.4 | 0.00 | 0 | -28 | 0 | |||
| 11 Mar | 22497.90 | 5.45 | -2.25 | 13.72 | 58 | -28 | 22 | |||
| 10 Mar | 22460.30 | 7.3 | -2.55 | 14.59 | 17 | 6 | 50 | |||
| 7 Mar | 22552.50 | 10 | 0.45 | 13.65 | 289 | 44 | 44 | |||
| 6 Mar | 22544.70 | 9.5 | -0.05 | 0.00 | 0 | 23 | 0 | |||
| 5 Mar | 22337.30 | 9.5 | 2.35 | 14.29 | 99 | 23 | 36 | |||
| 4 Mar | 22082.65 | 7.15 | -1.75 | 15.14 | 1 | -7 | 13 | |||
| 3 Mar | 22119.30 | 8.9 | -6.1 | 14.95 | 25 | 9 | 20 | |||
| 28 Feb | 22124.70 | 15 | -5.65 | 15.62 | 8 | 11 | 11 | |||
| 27 Feb | 22545.05 | 20.65 | -91.1 | 13.48 | 5 | 0 | 0 | |||
| 25 Feb | 22547.55 | 111.75 | 0 | 4.88 | 0 | 0 | 0 | |||
| 24 Feb | 22553.35 | 111.75 | 0 | 4.73 | 0 | 0 | 0 | |||
For Nifty - strike price 24350 expiring on 03APR2025
Delta for 24350 CE is 0.01
Historical price for 24350 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1.4, which was -3.3 lower than the previous day. The implied volatity was 27.63, the open interest changed by -3794 which decreased total open position to 14723
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 4.55, which was -11.55 lower than the previous day. The implied volatity was 13.91, the open interest changed by 11020 which increased total open position to 18517
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 16.8, which was 3.05 higher than the previous day. The implied volatity was 14.79, the open interest changed by 3924 which increased total open position to 7497
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 14, which was -15.05 lower than the previous day. The implied volatity was 15.16, the open interest changed by -292 which decreased total open position to 3573
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 24.9, which was -5.9 lower than the previous day. The implied volatity was 14.14, the open interest changed by 1409 which increased total open position to 3865
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 33.25, which was 25.75 higher than the previous day. The implied volatity was 13.64, the open interest changed by 1546 which increased total open position to 2456
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 7.05, which was 2.05 higher than the previous day. The implied volatity was 11.18, the open interest changed by 769 which increased total open position to 910
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 4.4, which was 0.6 higher than the previous day. The implied volatity was 11.66, the open interest changed by 48 which increased total open position to 141
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 4.7, which was 1.65 higher than the previous day. The implied volatity was 13.60, the open interest changed by 19 which increased total open position to 93
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 3.3, which was 0.6 higher than the previous day. The implied volatity was 12.98, the open interest changed by 47 which increased total open position to 74
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 2.7, which was -2.35 lower than the previous day. The implied volatity was 14.81, the open interest changed by 27 which increased total open position to 27
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 5.45, which was 0.4 higher than the previous day. The implied volatity was 0.00, the open interest changed by -28 which decreased total open position to 0
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 5.45, which was 0.4 higher than the previous day. The implied volatity was 0.00, the open interest changed by -28 which decreased total open position to 0
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 5.45, which was -2.25 lower than the previous day. The implied volatity was 13.72, the open interest changed by -28 which decreased total open position to 22
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 7.3, which was -2.55 lower than the previous day. The implied volatity was 14.59, the open interest changed by 6 which increased total open position to 50
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 10, which was 0.45 higher than the previous day. The implied volatity was 13.65, the open interest changed by 44 which increased total open position to 44
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 9.5, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 23 which increased total open position to 0
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 9.5, which was 2.35 higher than the previous day. The implied volatity was 14.29, the open interest changed by 23 which increased total open position to 36
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 7.15, which was -1.75 lower than the previous day. The implied volatity was 15.14, the open interest changed by -7 which decreased total open position to 13
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 8.9, which was -6.1 lower than the previous day. The implied volatity was 14.95, the open interest changed by 9 which increased total open position to 20
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 15, which was -5.65 lower than the previous day. The implied volatity was 15.62, the open interest changed by 11 which increased total open position to 11
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 20.65, which was -91.1 lower than the previous day. The implied volatity was 13.48, 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 111.75, which was 0 lower than the previous day. The implied volatity was 4.88, 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 111.75, which was 0 lower than the previous day. The implied volatity was 4.73, the open interest changed by 0 which decreased total open position to 0
| NIFTY 03APR2025 24350 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 | 1153 | 338.5 | - | 16 | -6 | 35 |
| 28 Mar | 23519.35 | 814.5 | 111.65 | - | 22 | 4 | 41 |
| 27 Mar | 23591.95 | 702.85 | 98.85 | 8.45 | 47 | 37 | 37 |
| 26 Mar | 23486.85 | 604 | 0 | 0.00 | 0 | 10 | 0 |
| 25 Mar | 23668.65 | 604 | -54.4 | - | 30 | 10 | 14 |
| 24 Mar | 23658.35 | 658.55 | -242.05 | 15.18 | 2 | 1 | 4 |
| 21 Mar | 23350.40 | 900.6 | -180.85 | 8.44 | 1 | 1 | 3 |
| 20 Mar | 23190.65 | 1081.45 | -356.55 | - | 1 | 2 | 2 |
| 19 Mar | 22907.60 | 1438 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 1438 | 89.75 | 20.74 | 2 | 0 | 0 |
| 17 Mar | 22508.75 | 1348.25 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 1348.25 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 1348.25 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 1348.25 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 1348.25 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 1348.25 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 22544.70 | 1348.25 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 1348.25 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 1348.25 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 1348.25 | 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 24350 expiring on 03APR2025
Delta for 24350 PE is -
Historical price for 24350 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1153, which was 338.5 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 35
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 814.5, which was 111.65 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 41
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 702.85, which was 98.85 higher than the previous day. The implied volatity was 8.45, the open interest changed by 37 which increased total open position to 37
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 604, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 604, which was -54.4 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 14
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 658.55, which was -242.05 lower than the previous day. The implied volatity was 15.18, the open interest changed by 1 which increased total open position to 4
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 900.6, which was -180.85 lower than the previous day. The implied volatity was 8.44, the open interest changed by 1 which increased total open position to 3
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 1081.45, which was -356.55 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 1438, 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 1438, which was 89.75 higher than the previous day. The implied volatity was 20.74, 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 1348.25, 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 1348.25, 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 1348.25, 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 1348.25, 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 1348.25, 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 1348.25, 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 1348.25, 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 1348.25, 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 1348.25, 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 1348.25, 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
