NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 02:24 PM IST
| NIFTY 09APR2025 24450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.59
Theta: -1.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 22898.60 | 1.6 | 0.05 | 22.54 | 78,882 | 5,544 | 10,200 | |||
| 3 Apr | 23250.10 | 1.45 | -3.05 | 16.11 | 14,243 | 3,417 | 4,656 | |||
| 2 Apr | 23332.35 | 5.05 | -0.45 | 16.50 | 8,893 | 184 | 1,239 | |||
| 1 Apr | 23165.70 | 5 | -8.8 | 17.19 | 6,112 | 311 | 1,055 | |||
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| 28 Mar | 23519.35 | 12.4 | -18.4 | 12.54 | 5,859 | 452 | 744 | |||
| 27 Mar | 23591.95 | 32.8 | 8.05 | 13.70 | 592 | 88 | 292 | |||
| 26 Mar | 23486.85 | 25 | -23.2 | 13.84 | 401 | 29 | 204 | |||
| 25 Mar | 23668.65 | 51.4 | 3.5 | 14.37 | 459 | 94 | 175 | |||
| 24 Mar | 23658.35 | 51.65 | 37.8 | 13.18 | 265 | 32 | 81 | |||
| 21 Mar | 23350.40 | 14.8 | 6.45 | 11.24 | 211 | 8 | 49 | |||
| 20 Mar | 23190.65 | 8.35 | -0.35 | 11.34 | 29 | 1 | 41 | |||
| 19 Mar | 22907.60 | 8.7 | -22.55 | 13.15 | 55 | 40 | 40 | |||
For Nifty - strike price 24450 expiring on 09APR2025
Delta for 24450 CE is 0.01
Historical price for 24450 CE is as follows
On 4 Apr NIFTY was trading at 22898.60. The strike last trading price was 1.6, which was 0.05 higher than the previous day. The implied volatity was 22.54, the open interest changed by 5544 which increased total open position to 10200
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1.45, which was -3.05 lower than the previous day. The implied volatity was 16.11, the open interest changed by 3417 which increased total open position to 4656
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 5.05, which was -0.45 lower than the previous day. The implied volatity was 16.50, the open interest changed by 184 which increased total open position to 1239
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 5, which was -8.8 lower than the previous day. The implied volatity was 17.19, the open interest changed by 311 which increased total open position to 1055
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 12.4, which was -18.4 lower than the previous day. The implied volatity was 12.54, the open interest changed by 452 which increased total open position to 744
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 32.8, which was 8.05 higher than the previous day. The implied volatity was 13.70, the open interest changed by 88 which increased total open position to 292
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 25, which was -23.2 lower than the previous day. The implied volatity was 13.84, the open interest changed by 29 which increased total open position to 204
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 51.4, which was 3.5 higher than the previous day. The implied volatity was 14.37, the open interest changed by 94 which increased total open position to 175
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 51.65, which was 37.8 higher than the previous day. The implied volatity was 13.18, the open interest changed by 32 which increased total open position to 81
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 14.8, which was 6.45 higher than the previous day. The implied volatity was 11.24, the open interest changed by 8 which increased total open position to 49
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 8.35, which was -0.35 lower than the previous day. The implied volatity was 11.34, the open interest changed by 1 which increased total open position to 41
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 8.7, which was -22.55 lower than the previous day. The implied volatity was 13.15, the open interest changed by 40 which increased total open position to 40
| NIFTY 09APR2025 24450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 22898.60 | 1113 | 0 | 0.00 | 0 | 9 | 0 |
| 3 Apr | 23250.10 | 1113 | 0 | 0.00 | 0 | 9 | 0 |
| 2 Apr | 23332.35 | 1113 | -100.35 | 25.50 | 27 | 9 | 14 |
| 1 Apr | 23165.70 | 1213.35 | 366.8 | - | 1 | 1 | 5 |
| 28 Mar | 23519.35 | 846.55 | 155.3 | - | 1 | 4 | 4 |
| 27 Mar | 23591.95 | 691.25 | 0 | 0.00 | 0 | 2 | 0 |
| 26 Mar | 23486.85 | 691.25 | 0 | 0.00 | 0 | 2 | 0 |
| 25 Mar | 23668.65 | 691.25 | -4.85 | - | 1 | 2 | 3 |
| 24 Mar | 23658.35 | 696.1 | -294.85 | 10.64 | 2 | 1 | 1 |
| 21 Mar | 23350.40 | 990.95 | -782.4 | 13.18 | 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 24450 expiring on 09APR2025
Delta for 24450 PE is 0.00
Historical price for 24450 PE is as follows
On 4 Apr NIFTY was trading at 22898.60. The strike last trading price was 1113, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1113, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1113, which was -100.35 lower than the previous day. The implied volatity was 25.50, the open interest changed by 9 which increased total open position to 14
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1213.35, which was 366.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 846.55, which was 155.3 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 691.25, 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 691.25, 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 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 691.25, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 696.1, which was -294.85 lower than the previous day. The implied volatity was 10.64, 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 990.95, which was -782.4 lower than the previous day. The implied volatity was 13.18, 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
