NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 24400 CE | ||||||||||
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Delta: 0.01
Vega: 0.40
Theta: -2.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 1.4 | -2.9 | 28.65 | 4,13,625 | -10,032 | 47,911 | |||
| 28 Mar | 23519.35 | 4.1 | -10.1 | 14.35 | 5,06,931 | 22,391 | 57,943 | |||
| 27 Mar | 23591.95 | 14.5 | 2.25 | 15.05 | 1,47,024 | 22,686 | 35,552 | |||
| 26 Mar | 23486.85 | 13.3 | -12.4 | 15.70 | 84,210 | 5,754 | 12,866 | |||
| 25 Mar | 23668.65 | 24 | -2.7 | 14.73 | 54,384 | 3,561 | 7,112 | |||
| 24 Mar | 23658.35 | 28.85 | 22.4 | 13.81 | 37,909 | 1,462 | 3,551 | |||
| 21 Mar | 23350.40 | 7 | 2.45 | 11.66 | 10,518 | 1,521 | 2,089 | |||
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| 20 Mar | 23190.65 | 4.25 | 0.6 | 12.03 | 1,866 | 184 | 568 | |||
| 19 Mar | 22907.60 | 3.65 | 0.75 | 13.51 | 587 | 292 | 384 | |||
| 18 Mar | 22834.30 | 2.7 | 0 | 13.00 | 80 | 28 | 92 | |||
| 17 Mar | 22508.75 | 2.7 | -1.3 | 15.15 | 63 | 28 | 64 | |||
| 13 Mar | 22397.20 | 4 | -0.15 | 15.18 | 25 | 11 | 36 | |||
| 12 Mar | 22470.50 | 4.75 | -0.95 | 14.53 | 198 | -11 | 25 | |||
| 11 Mar | 22497.90 | 5.7 | -1.1 | 14.16 | 35 | -4 | 36 | |||
| 10 Mar | 22460.30 | 6.8 | -2.65 | 14.77 | 424 | -54 | 40 | |||
| 7 Mar | 22552.50 | 9.45 | 1.55 | 13.85 | 1,123 | 57 | 94 | |||
| 6 Mar | 22544.70 | 7.9 | -0.85 | 13.23 | 6 | -24 | 37 | |||
| 5 Mar | 22337.30 | 8.75 | -0.2 | 14.41 | 91 | 61 | 61 | |||
| 4 Mar | 22082.65 | 8.95 | 0 | 0.00 | 0 | 1 | 0 | |||
| 3 Mar | 22119.30 | 8.95 | -6.4 | 15.26 | 6 | 1 | 1 | |||
| 28 Feb | 22124.70 | 15.35 | -88.75 | 15.98 | 1 | 0 | 0 | |||
| 27 Feb | 22545.05 | 104.1 | 0 | 5.21 | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 104.1 | 0 | 5.02 | 0 | 0 | 0 | |||
| 24 Feb | 22553.35 | 104.1 | 0 | 4.87 | 0 | 0 | 0 | |||
For Nifty - strike price 24400 expiring on 03APR2025
Delta for 24400 CE is 0.01
Historical price for 24400 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1.4, which was -2.9 lower than the previous day. The implied volatity was 28.65, the open interest changed by -10032 which decreased total open position to 47911
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 4.1, which was -10.1 lower than the previous day. The implied volatity was 14.35, the open interest changed by 22391 which increased total open position to 57943
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 14.5, which was 2.25 higher than the previous day. The implied volatity was 15.05, the open interest changed by 22686 which increased total open position to 35552
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 13.3, which was -12.4 lower than the previous day. The implied volatity was 15.70, the open interest changed by 5754 which increased total open position to 12866
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 24, which was -2.7 lower than the previous day. The implied volatity was 14.73, the open interest changed by 3561 which increased total open position to 7112
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 28.85, which was 22.4 higher than the previous day. The implied volatity was 13.81, the open interest changed by 1462 which increased total open position to 3551
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 7, which was 2.45 higher than the previous day. The implied volatity was 11.66, the open interest changed by 1521 which increased total open position to 2089
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 4.25, which was 0.6 higher than the previous day. The implied volatity was 12.03, the open interest changed by 184 which increased total open position to 568
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 3.65, which was 0.75 higher than the previous day. The implied volatity was 13.51, the open interest changed by 292 which increased total open position to 384
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 2.7, which was 0 lower than the previous day. The implied volatity was 13.00, the open interest changed by 28 which increased total open position to 92
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 2.7, which was -1.3 lower than the previous day. The implied volatity was 15.15, the open interest changed by 28 which increased total open position to 64
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 4, which was -0.15 lower than the previous day. The implied volatity was 15.18, the open interest changed by 11 which increased total open position to 36
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 4.75, which was -0.95 lower than the previous day. The implied volatity was 14.53, the open interest changed by -11 which decreased total open position to 25
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 5.7, which was -1.1 lower than the previous day. The implied volatity was 14.16, the open interest changed by -4 which decreased total open position to 36
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 6.8, which was -2.65 lower than the previous day. The implied volatity was 14.77, the open interest changed by -54 which decreased total open position to 40
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 9.45, which was 1.55 higher than the previous day. The implied volatity was 13.85, the open interest changed by 57 which increased total open position to 94
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 7.9, which was -0.85 lower than the previous day. The implied volatity was 13.23, the open interest changed by -24 which decreased total open position to 37
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 8.75, which was -0.2 lower than the previous day. The implied volatity was 14.41, the open interest changed by 61 which increased total open position to 61
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 8.95, 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 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 8.95, which was -6.4 lower than the previous day. The implied volatity was 15.26, the open interest changed by 1 which increased total open position to 1
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 15.35, which was -88.75 lower than the previous day. The implied volatity was 15.98, 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 104.1, which was 0 lower than the previous day. The implied volatity was 5.21, 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 104.1, which was 0 lower than the previous day. The implied volatity was 5.02, 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 104.1, which was 0 lower than the previous day. The implied volatity was 4.87, the open interest changed by 0 which decreased total open position to 0
| NIFTY 03APR2025 24400 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 | 1188.15 | 309.3 | - | 60 | 3 | 162 |
| 28 Mar | 23519.35 | 878 | 136.9 | 17.69 | 821 | 18 | 159 |
| 27 Mar | 23591.95 | 725 | -111.05 | - | 325 | 33 | 141 |
| 26 Mar | 23486.85 | 835.65 | 185 | - | 113 | 18 | 108 |
| 25 Mar | 23668.65 | 658 | -17.35 | - | 259 | 58 | 90 |
| 24 Mar | 23658.35 | 669 | -299 | 10.44 | 46 | 30 | 32 |
| 21 Mar | 23350.40 | 968 | -164 | 11.68 | 7 | 1 | 2 |
| 20 Mar | 23190.65 | 1132 | -353.1 | - | 2 | 1 | 1 |
| 19 Mar | 22907.60 | 1485.1 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 1485.1 | 94.9 | 21.28 | 1 | 0 | 0 |
| 17 Mar | 22508.75 | 1390.2 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 1390.2 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 1390.2 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 1390.2 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 1390.2 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 1390.2 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 22544.70 | 1390.2 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 1390.2 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 1390.2 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 1390.2 | 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 24400 expiring on 03APR2025
Delta for 24400 PE is -
Historical price for 24400 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1188.15, which was 309.3 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 162
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 878, which was 136.9 higher than the previous day. The implied volatity was 17.69, the open interest changed by 18 which increased total open position to 159
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 725, which was -111.05 lower than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 141
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 835.65, which was 185 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 108
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 658, which was -17.35 lower than the previous day. The implied volatity was -, the open interest changed by 58 which increased total open position to 90
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 669, which was -299 lower than the previous day. The implied volatity was 10.44, the open interest changed by 30 which increased total open position to 32
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 968, which was -164 lower than the previous day. The implied volatity was 11.68, the open interest changed by 1 which increased total open position to 2
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 1132, which was -353.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1485.1, 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 1485.1, which was 94.9 higher than the previous day. The implied volatity was 21.28, 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 1390.2, 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 1390.2, 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 1390.2, 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 1390.2, 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 1390.2, 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 1390.2, 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 1390.2, 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 1390.2, 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 1390.2, 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 1390.2, 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
