NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 12:46 PM IST
| NIFTY 09APR2025 24550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.49
Theta: -1.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 22956.70 | 1.25 | -0.05 | 22.20 | 49,636 | 4,318 | 10,088 | |||
| 3 Apr | 23250.10 | 1.3 | -2.3 | 17.05 | 17,286 | 4,190 | 5,770 | |||
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| 2 Apr | 23332.35 | 4.2 | -0.4 | 17.24 | 5,133 | 295 | 1,580 | |||
| 1 Apr | 23165.70 | 4.35 | -6.6 | 17.95 | 4,815 | 144 | 1,285 | |||
| 28 Mar | 23519.35 | 11.35 | -12.6 | 13.39 | 5,587 | 676 | 1,141 | |||
| 27 Mar | 23591.95 | 25 | 5.5 | 13.81 | 1,129 | 210 | 465 | |||
| 26 Mar | 23486.85 | 15.95 | -18.4 | 13.50 | 617 | 124 | 255 | |||
| 25 Mar | 23668.65 | 34.1 | -1.95 | 13.85 | 338 | 44 | 131 | |||
| 24 Mar | 23658.35 | 38 | 26.55 | 13.12 | 421 | -7 | 87 | |||
| 21 Mar | 23350.40 | 11.9 | 4.9 | 11.60 | 196 | 42 | 94 | |||
| 20 Mar | 23190.65 | 7 | 1.2 | 11.72 | 13 | 2 | 52 | |||
| 19 Mar | 22907.60 | 5.8 | -19.95 | 13.01 | 55 | 50 | 50 | |||
For Nifty - strike price 24550 expiring on 09APR2025
Delta for 24550 CE is 0.01
Historical price for 24550 CE is as follows
On 4 Apr NIFTY was trading at 22956.70. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 22.20, the open interest changed by 4318 which increased total open position to 10088
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1.3, which was -2.3 lower than the previous day. The implied volatity was 17.05, the open interest changed by 4190 which increased total open position to 5770
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 4.2, which was -0.4 lower than the previous day. The implied volatity was 17.24, the open interest changed by 295 which increased total open position to 1580
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 4.35, which was -6.6 lower than the previous day. The implied volatity was 17.95, the open interest changed by 144 which increased total open position to 1285
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 11.35, which was -12.6 lower than the previous day. The implied volatity was 13.39, the open interest changed by 676 which increased total open position to 1141
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 25, which was 5.5 higher than the previous day. The implied volatity was 13.81, the open interest changed by 210 which increased total open position to 465
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 15.95, which was -18.4 lower than the previous day. The implied volatity was 13.50, the open interest changed by 124 which increased total open position to 255
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 34.1, which was -1.95 lower than the previous day. The implied volatity was 13.85, the open interest changed by 44 which increased total open position to 131
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 38, which was 26.55 higher than the previous day. The implied volatity was 13.12, the open interest changed by -7 which decreased total open position to 87
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 11.9, which was 4.9 higher than the previous day. The implied volatity was 11.60, the open interest changed by 42 which increased total open position to 94
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 7, which was 1.2 higher than the previous day. The implied volatity was 11.72, the open interest changed by 2 which increased total open position to 52
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 5.8, which was -19.95 lower than the previous day. The implied volatity was 13.01, the open interest changed by 50 which increased total open position to 50
| NIFTY 09APR2025 24550 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 | 22956.70 | 1312.55 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 23250.10 | 1312.55 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 23332.35 | 1312.55 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 23165.70 | 1312.55 | 292.55 | - | 1 | 0 | 3 |
| 28 Mar | 23519.35 | 1020 | 240.3 | 18.70 | 2 | 3 | 3 |
| 27 Mar | 23591.95 | 779.7 | 0 | 0.00 | 0 | 1 | 0 |
| 26 Mar | 23486.85 | 779.7 | 0 | 0.00 | 0 | 1 | 0 |
| 25 Mar | 23668.65 | 779.7 | -4.3 | - | 1 | 1 | 2 |
| 24 Mar | 23658.35 | 784 | -309 | 10.65 | 1 | 1 | 1 |
| 21 Mar | 23350.40 | 1093 | -774.2 | 13.77 | 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 24550 expiring on 09APR2025
Delta for 24550 PE is 0.00
Historical price for 24550 PE is as follows
On 4 Apr NIFTY was trading at 22956.70. The strike last trading price was 1312.55, 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 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1312.55, 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 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1312.55, 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 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1312.55, which was 292.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1020, which was 240.3 higher than the previous day. The implied volatity was 18.70, the open interest changed by 3 which increased total open position to 3
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 779.7, 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 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 779.7, 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 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 779.7, which was -4.3 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 784, which was -309 lower than the previous day. The implied volatity was 10.65, 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 1093, which was -774.2 lower than the previous day. The implied volatity was 13.77, 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
