NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 24450 CE | ||||||||||
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Delta: 0.01
Vega: 0.36
Theta: -2.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 1.25 | -2.55 | 29.26 | 1,12,877 | -1,810 | 12,402 | |||
| 28 Mar | 23519.35 | 3.65 | -8.35 | 14.76 | 2,34,304 | 9,147 | 14,212 | |||
| 27 Mar | 23591.95 | 13.25 | 2.85 | 15.49 | 34,474 | 1,667 | 5,065 | |||
| 26 Mar | 23486.85 | 11.9 | -10.1 | 16.01 | 26,599 | 1,956 | 3,398 | |||
| 25 Mar | 23668.65 | 19.05 | -3.8 | 14.59 | 19,901 | 61 | 1,442 | |||
| 24 Mar | 23658.35 | 25.3 | 19.3 | 14.01 | 12,873 | 1,008 | 1,381 | |||
| 21 Mar | 23350.40 | 5.95 | 1.6 | 11.81 | 3,787 | 187 | 373 | |||
| 20 Mar | 23190.65 | 4.4 | 1.5 | 12.52 | 275 | 41 | 186 | |||
| 19 Mar | 22907.60 | 2.9 | 0 | 13.47 | 153 | 86 | 145 | |||
| 18 Mar | 22834.30 | 2.9 | -0.05 | 13.51 | 50 | 14 | 59 | |||
| 17 Mar | 22508.75 | 2.95 | -1.55 | 15.71 | 11 | 45 | 45 | |||
| 13 Mar | 22397.20 | 4.5 | 0 | 0.00 | 0 | 4 | 0 | |||
| 12 Mar | 22470.50 | 4.5 | -0.5 | 14.75 | 9 | 4 | 35 | |||
| 11 Mar | 22497.90 | 5 | -1.65 | 14.23 | 34 | -21 | 31 | |||
| 10 Mar | 22460.30 | 6.4 | -2.55 | 14.96 | 1,057 | -47 | 52 | |||
| 7 Mar | 22552.50 | 9.05 | 0.15 | 14.07 | 888 | 91 | 99 | |||
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| 6 Mar | 22544.70 | 8.8 | 1.4 | 13.77 | 45 | 5 | 8 | |||
| 5 Mar | 22337.30 | 7.4 | -0.2 | 14.34 | 5 | 3 | 3 | |||
| 4 Mar | 22082.65 | 7.6 | -89.3 | 15.89 | 3 | 0 | 0 | |||
| 3 Mar | 22119.30 | 96.9 | 0 | 6.96 | 0 | 0 | 0 | |||
| 28 Feb | 22124.70 | 96.9 | 0 | 6.66 | 0 | 0 | 0 | |||
| 27 Feb | 22545.05 | 96.9 | 0 | 5.37 | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 96.9 | 0 | 5.16 | 0 | 0 | 0 | |||
| 24 Feb | 22553.35 | 96.9 | 0 | 5.01 | 0 | 0 | 0 | |||
For Nifty - strike price 24450 expiring on 03APR2025
Delta for 24450 CE is 0.01
Historical price for 24450 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1.25, which was -2.55 lower than the previous day. The implied volatity was 29.26, the open interest changed by -1810 which decreased total open position to 12402
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 3.65, which was -8.35 lower than the previous day. The implied volatity was 14.76, the open interest changed by 9147 which increased total open position to 14212
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 13.25, which was 2.85 higher than the previous day. The implied volatity was 15.49, the open interest changed by 1667 which increased total open position to 5065
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 11.9, which was -10.1 lower than the previous day. The implied volatity was 16.01, the open interest changed by 1956 which increased total open position to 3398
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 19.05, which was -3.8 lower than the previous day. The implied volatity was 14.59, the open interest changed by 61 which increased total open position to 1442
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 25.3, which was 19.3 higher than the previous day. The implied volatity was 14.01, the open interest changed by 1008 which increased total open position to 1381
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 5.95, which was 1.6 higher than the previous day. The implied volatity was 11.81, the open interest changed by 187 which increased total open position to 373
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 4.4, which was 1.5 higher than the previous day. The implied volatity was 12.52, the open interest changed by 41 which increased total open position to 186
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 2.9, which was 0 lower than the previous day. The implied volatity was 13.47, the open interest changed by 86 which increased total open position to 145
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 2.9, which was -0.05 lower than the previous day. The implied volatity was 13.51, the open interest changed by 14 which increased total open position to 59
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 2.95, which was -1.55 lower than the previous day. The implied volatity was 15.71, the open interest changed by 45 which increased total open position to 45
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 4.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 4.5, which was -0.5 lower than the previous day. The implied volatity was 14.75, the open interest changed by 4 which increased total open position to 35
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 5, which was -1.65 lower than the previous day. The implied volatity was 14.23, the open interest changed by -21 which decreased total open position to 31
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 6.4, which was -2.55 lower than the previous day. The implied volatity was 14.96, the open interest changed by -47 which decreased total open position to 52
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 9.05, which was 0.15 higher than the previous day. The implied volatity was 14.07, the open interest changed by 91 which increased total open position to 99
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 8.8, which was 1.4 higher than the previous day. The implied volatity was 13.77, the open interest changed by 5 which increased total open position to 8
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 7.4, which was -0.2 lower than the previous day. The implied volatity was 14.34, the open interest changed by 3 which increased total open position to 3
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 7.6, which was -89.3 lower than the previous day. The implied volatity was 15.89, 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 96.9, which was 0 lower than the previous day. The implied volatity was 6.96, 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 96.9, which was 0 lower than the previous day. The implied volatity was 6.66, 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 96.9, which was 0 lower than the previous day. The implied volatity was 5.37, 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 96.9, which was 0 lower than the previous day. The implied volatity was 5.16, 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 96.9, which was 0 lower than the previous day. The implied volatity was 5.01, the open interest changed by 0 which decreased total open position to 0
| NIFTY 03APR2025 24450 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 | 1249.35 | 323.55 | - | 13 | 1 | 29 |
| 28 Mar | 23519.35 | 925.8 | 112.8 | 17.95 | 18 | 28 | 28 |
| 27 Mar | 23591.95 | 813 | 0 | 0.00 | 0 | 8 | 0 |
| 26 Mar | 23486.85 | 813 | 133.95 | - | 27 | 8 | 13 |
| 25 Mar | 23668.65 | 679.05 | -71.4 | - | 1 | 2 | 5 |
| 24 Mar | 23658.35 | 750.65 | -244.9 | 15.70 | 2 | 1 | 3 |
| 21 Mar | 23350.40 | 995.55 | -184.85 | - | 1 | 1 | 2 |
| 20 Mar | 23190.65 | 1180.4 | -356.55 | - | 1 | 1 | 1 |
| 19 Mar | 22907.60 | 1536.95 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 1536.95 | 104.35 | 21.95 | 1 | 0 | 0 |
| 17 Mar | 22508.75 | 1432.6 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 1432.6 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 1432.6 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 1432.6 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 1432.6 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 1432.6 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 22544.70 | 1432.6 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 1432.6 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 1432.6 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 1432.6 | 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 24450 expiring on 03APR2025
Delta for 24450 PE is -
Historical price for 24450 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1249.35, which was 323.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 29
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 925.8, which was 112.8 higher than the previous day. The implied volatity was 17.95, the open interest changed by 28 which increased total open position to 28
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 813, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 813, which was 133.95 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 13
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 679.05, which was -71.4 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 5
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 750.65, which was -244.9 lower than the previous day. The implied volatity was 15.70, the open interest changed by 1 which increased total open position to 3
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 995.55, which was -184.85 lower than the previous day. The implied volatity was -, 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 1180.4, which was -356.55 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 1536.95, 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 1536.95, which was 104.35 higher than the previous day. The implied volatity was 21.95, 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 1432.6, 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 1432.6, 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 1432.6, 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 1432.6, 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 1432.6, 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 1432.6, 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 1432.6, 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 1432.6, 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 1432.6, 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 1432.6, 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
