NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 24500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.69
Theta: -1.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 1.4 | -2.75 | 16.60 | 1,52,899 | 36,258 | 62,394 | |||
| 2 Apr | 23332.35 | 5 | -0.2 | 17.09 | 78,725 | 16,749 | 26,136 | |||
| 1 Apr | 23165.70 | 5.35 | -7.05 | 17.95 | 35,973 | 1,594 | 9,387 | |||
| 28 Mar | 23519.35 | 12.55 | -14.1 | 13.12 | 41,481 | 2,501 | 7,793 | |||
| 27 Mar | 23591.95 | 27.65 | 6.15 | 13.68 | 12,811 | 1,497 | 5,292 | |||
| 26 Mar | 23486.85 | 21 | -21.2 | 13.77 | 14,165 | 1,033 | 3,795 | |||
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| 25 Mar | 23668.65 | 39.05 | -2.5 | 13.79 | 13,758 | 1,084 | 2,762 | |||
| 24 Mar | 23658.35 | 44 | 31.25 | 13.11 | 11,473 | 1,069 | 1,678 | |||
| 21 Mar | 23350.40 | 13.3 | 5.55 | 11.43 | 3,475 | 546 | 609 | |||
| 20 Mar | 23190.65 | 7 | 0.4 | 11.34 | 149 | 0 | 63 | |||
| 19 Mar | 22907.60 | 6.6 | -21.8 | 12.92 | 152 | 63 | 63 | |||
For Nifty - strike price 24500 expiring on 09APR2025
Delta for 24500 CE is 0.01
Historical price for 24500 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1.4, which was -2.75 lower than the previous day. The implied volatity was 16.60, the open interest changed by 36258 which increased total open position to 62394
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 5, which was -0.2 lower than the previous day. The implied volatity was 17.09, the open interest changed by 16749 which increased total open position to 26136
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 5.35, which was -7.05 lower than the previous day. The implied volatity was 17.95, the open interest changed by 1594 which increased total open position to 9387
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 12.55, which was -14.1 lower than the previous day. The implied volatity was 13.12, the open interest changed by 2501 which increased total open position to 7793
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 27.65, which was 6.15 higher than the previous day. The implied volatity was 13.68, the open interest changed by 1497 which increased total open position to 5292
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 21, which was -21.2 lower than the previous day. The implied volatity was 13.77, the open interest changed by 1033 which increased total open position to 3795
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 39.05, which was -2.5 lower than the previous day. The implied volatity was 13.79, the open interest changed by 1084 which increased total open position to 2762
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 44, which was 31.25 higher than the previous day. The implied volatity was 13.11, the open interest changed by 1069 which increased total open position to 1678
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 13.3, which was 5.55 higher than the previous day. The implied volatity was 11.43, the open interest changed by 546 which increased total open position to 609
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 7, which was 0.4 higher than the previous day. The implied volatity was 11.34, the open interest changed by 0 which decreased total open position to 63
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 6.6, which was -21.8 lower than the previous day. The implied volatity was 12.92, the open interest changed by 63 which increased total open position to 63
| NIFTY 09APR2025 24500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.91
Vega: 4.91
Theta: -5.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 1254.7 | 106.65 | 29.52 | 418 | 358 | 1,070 |
| 2 Apr | 23332.35 | 1146 | -108 | 23.05 | 414 | 350 | 712 |
| 1 Apr | 23165.70 | 1259 | 305.6 | - | 61 | -2 | 362 |
| 28 Mar | 23519.35 | 954.85 | 133.7 | 16.11 | 387 | 291 | 364 |
| 27 Mar | 23591.95 | 813.8 | -62.25 | 8.60 | 13 | 6 | 73 |
| 26 Mar | 23486.85 | 876.05 | 109.55 | - | 216 | 11 | 67 |
| 25 Mar | 23668.65 | 771.25 | 38.7 | - | 227 | 31 | 56 |
| 24 Mar | 23658.35 | 732.55 | -302.65 | 9.60 | 29 | 25 | 25 |
| 21 Mar | 23350.40 | 1035.2 | -784.95 | 12.21 | 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 24500 expiring on 09APR2025
Delta for 24500 PE is -0.91
Historical price for 24500 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1254.7, which was 106.65 higher than the previous day. The implied volatity was 29.52, the open interest changed by 358 which increased total open position to 1070
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1146, which was -108 lower than the previous day. The implied volatity was 23.05, the open interest changed by 350 which increased total open position to 712
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1259, which was 305.6 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 362
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 954.85, which was 133.7 higher than the previous day. The implied volatity was 16.11, the open interest changed by 291 which increased total open position to 364
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 813.8, which was -62.25 lower than the previous day. The implied volatity was 8.60, the open interest changed by 6 which increased total open position to 73
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 876.05, which was 109.55 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 67
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 771.25, which was 38.7 higher than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 56
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 732.55, which was -302.65 lower than the previous day. The implied volatity was 9.60, the open interest changed by 25 which increased total open position to 25
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1035.2, which was -784.95 lower than the previous day. The implied volatity was 12.21, 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
