NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 01:59 PM IST
| NIFTY 09APR2025 24400 CE | ||||||||||
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Delta: 0.01
Vega: 0.63
Theta: -1.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 22896.75 | 1.7 | 0.1 | 22.10 | 1,75,242 | 4,927 | 23,880 | |||
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| 3 Apr | 23250.10 | 1.55 | -3.65 | 15.65 | 72,353 | 11,504 | 18,953 | |||
| 2 Apr | 23332.35 | 5.45 | -0.5 | 16.06 | 29,765 | 3,548 | 7,449 | |||
| 1 Apr | 23165.70 | 6 | -10 | 17.10 | 23,644 | 937 | 3,901 | |||
| 28 Mar | 23519.35 | 17.9 | -16.8 | 13.00 | 25,163 | 598 | 2,964 | |||
| 27 Mar | 23591.95 | 36.8 | 8.3 | 13.52 | 7,924 | 791 | 2,366 | |||
| 26 Mar | 23486.85 | 29.8 | -24.8 | 13.87 | 5,586 | 975 | 1,575 | |||
| 25 Mar | 23668.65 | 48.9 | -5.45 | 13.51 | 5,062 | 47 | 600 | |||
| 24 Mar | 23658.35 | 58 | 41.85 | 13.06 | 2,547 | 445 | 553 | |||
| 21 Mar | 23350.40 | 16.75 | 7.3 | 11.09 | 786 | 42 | 108 | |||
| 20 Mar | 23190.65 | 10 | 2 | 11.23 | 164 | 39 | 66 | |||
| 19 Mar | 22907.60 | 8 | -26.4 | 12.59 | 35 | 27 | 27 | |||
For Nifty - strike price 24400 expiring on 09APR2025
Delta for 24400 CE is 0.01
Historical price for 24400 CE is as follows
On 4 Apr NIFTY was trading at 22896.75. The strike last trading price was 1.7, which was 0.1 higher than the previous day. The implied volatity was 22.10, the open interest changed by 4927 which increased total open position to 23880
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1.55, which was -3.65 lower than the previous day. The implied volatity was 15.65, the open interest changed by 11504 which increased total open position to 18953
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 5.45, which was -0.5 lower than the previous day. The implied volatity was 16.06, the open interest changed by 3548 which increased total open position to 7449
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 6, which was -10 lower than the previous day. The implied volatity was 17.10, the open interest changed by 937 which increased total open position to 3901
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 17.9, which was -16.8 lower than the previous day. The implied volatity was 13.00, the open interest changed by 598 which increased total open position to 2964
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 36.8, which was 8.3 higher than the previous day. The implied volatity was 13.52, the open interest changed by 791 which increased total open position to 2366
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 29.8, which was -24.8 lower than the previous day. The implied volatity was 13.87, the open interest changed by 975 which increased total open position to 1575
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 48.9, which was -5.45 lower than the previous day. The implied volatity was 13.51, the open interest changed by 47 which increased total open position to 600
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 58, which was 41.85 higher than the previous day. The implied volatity was 13.06, the open interest changed by 445 which increased total open position to 553
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 16.75, which was 7.3 higher than the previous day. The implied volatity was 11.09, the open interest changed by 42 which increased total open position to 108
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 10, which was 2 higher than the previous day. The implied volatity was 11.23, the open interest changed by 39 which increased total open position to 66
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 8, which was -26.4 lower than the previous day. The implied volatity was 12.59, the open interest changed by 27 which increased total open position to 27
| NIFTY 09APR2025 24400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.91
Vega: 4.51
Theta: -11.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 22896.75 | 1515 | 363.95 | 39.36 | 27 | 4 | 66 |
| 3 Apr | 23250.10 | 1151.05 | 107.95 | 26.99 | 31 | 28 | 62 |
| 2 Apr | 23332.35 | 1045.1 | -125.35 | 21.25 | 29 | 24 | 34 |
| 1 Apr | 23165.70 | 1170.45 | 309.45 | 15.88 | 10 | 5 | 10 |
| 28 Mar | 23519.35 | 861 | 208.45 | 15.58 | 4 | 5 | 5 |
| 27 Mar | 23591.95 | 652.55 | 0 | 0.00 | 0 | 2 | 0 |
| 26 Mar | 23486.85 | 652.55 | -19.4 | - | 10 | 2 | 4 |
| 25 Mar | 23668.65 | 671.95 | -27.9 | - | 3 | 1 | 2 |
| 24 Mar | 23658.35 | 699.85 | -244.05 | 14.54 | 3 | 1 | 1 |
| 21 Mar | 23350.40 | 943.9 | -782.9 | 12.76 | 1 | 0 | 0 |
| 20 Mar | 23190.65 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 22907.60 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 24400 expiring on 09APR2025
Delta for 24400 PE is -0.91
Historical price for 24400 PE is as follows
On 4 Apr NIFTY was trading at 22896.75. The strike last trading price was 1515, which was 363.95 higher than the previous day. The implied volatity was 39.36, the open interest changed by 4 which increased total open position to 66
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1151.05, which was 107.95 higher than the previous day. The implied volatity was 26.99, the open interest changed by 28 which increased total open position to 62
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1045.1, which was -125.35 lower than the previous day. The implied volatity was 21.25, the open interest changed by 24 which increased total open position to 34
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1170.45, which was 309.45 higher than the previous day. The implied volatity was 15.88, the open interest changed by 5 which increased total open position to 10
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 861, which was 208.45 higher than the previous day. The implied volatity was 15.58, the open interest changed by 5 which increased total open position to 5
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 652.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 652.55, which was -19.4 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 671.95, which was -27.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 699.85, which was -244.05 lower than the previous day. The implied volatity was 14.54, the open interest changed by 1 which increased total open position to 1
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 943.9, which was -782.9 lower than the previous day. The implied volatity was 12.76, 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
