NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 24550 CE | ||||||||||
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Delta: 0.01
Vega: 0.32
Theta: -2.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 1.15 | -2.1 | 30.94 | 1,15,322 | -5,447 | 8,346 | |||
| 28 Mar | 23519.35 | 3.15 | -5.95 | 15.73 | 2,08,331 | 7,271 | 13,793 | |||
| 27 Mar | 23591.95 | 10 | 1.65 | 15.89 | 40,701 | 3,055 | 6,522 | |||
| 26 Mar | 23486.85 | 8.4 | -8.3 | 16.22 | 20,604 | 1,017 | 3,467 | |||
| 25 Mar | 23668.65 | 15 | -1.9 | 15.12 | 17,769 | 813 | 2,450 | |||
| 24 Mar | 23658.35 | 18.2 | 13.3 | 14.19 | 17,747 | 1,288 | 1,637 | |||
| 21 Mar | 23350.40 | 4.9 | 0.85 | 12.35 | 1,729 | 84 | 349 | |||
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| 20 Mar | 23190.65 | 3.7 | 0.6 | 12.99 | 278 | 81 | 265 | |||
| 19 Mar | 22907.60 | 3.05 | 0.4 | 14.34 | 291 | 96 | 184 | |||
| 18 Mar | 22834.30 | 2.65 | 0.2 | 14.09 | 58 | 45 | 88 | |||
| 17 Mar | 22508.75 | 2.45 | -0.85 | 16.04 | 18 | -2 | 43 | |||
| 13 Mar | 22397.20 | 3.3 | -0.5 | 15.76 | 7 | 3 | 45 | |||
| 12 Mar | 22470.50 | 3.8 | -0.4 | 15.07 | 8 | -4 | 42 | |||
| 11 Mar | 22497.90 | 4.3 | -1.55 | 14.57 | 139 | -27 | 46 | |||
| 10 Mar | 22460.30 | 6.25 | -1.9 | 15.55 | 916 | -48 | 73 | |||
| 7 Mar | 22552.50 | 8.4 | 1 | 14.54 | 2,374 | 85 | 121 | |||
| 6 Mar | 22544.70 | 6.25 | -1.4 | 13.65 | 8 | -10 | 36 | |||
| 5 Mar | 22337.30 | 7.9 | 1.05 | 15.09 | 91 | 39 | 46 | |||
| 4 Mar | 22082.65 | 6.85 | -1.35 | 16.22 | 15 | 0 | 7 | |||
| 3 Mar | 22119.30 | 8.2 | -1.7 | 15.92 | 14 | 6 | 7 | |||
| 28 Feb | 22124.70 | 9.9 | -3.3 | 15.65 | 1 | 1 | 1 | |||
| 27 Feb | 22545.05 | 13.2 | -70.5 | 13.59 | 1 | 0 | 0 | |||
| 25 Feb | 22547.55 | 83.7 | 0 | 5.43 | 0 | 0 | 0 | |||
| 24 Feb | 22553.35 | 83.7 | 0 | 5.28 | 0 | 0 | 0 | |||
For Nifty - strike price 24550 expiring on 03APR2025
Delta for 24550 CE is 0.01
Historical price for 24550 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1.15, which was -2.1 lower than the previous day. The implied volatity was 30.94, the open interest changed by -5447 which decreased total open position to 8346
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 3.15, which was -5.95 lower than the previous day. The implied volatity was 15.73, the open interest changed by 7271 which increased total open position to 13793
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 10, which was 1.65 higher than the previous day. The implied volatity was 15.89, the open interest changed by 3055 which increased total open position to 6522
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 8.4, which was -8.3 lower than the previous day. The implied volatity was 16.22, the open interest changed by 1017 which increased total open position to 3467
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 15, which was -1.9 lower than the previous day. The implied volatity was 15.12, the open interest changed by 813 which increased total open position to 2450
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 18.2, which was 13.3 higher than the previous day. The implied volatity was 14.19, the open interest changed by 1288 which increased total open position to 1637
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 4.9, which was 0.85 higher than the previous day. The implied volatity was 12.35, the open interest changed by 84 which increased total open position to 349
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 3.7, which was 0.6 higher than the previous day. The implied volatity was 12.99, the open interest changed by 81 which increased total open position to 265
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 3.05, which was 0.4 higher than the previous day. The implied volatity was 14.34, the open interest changed by 96 which increased total open position to 184
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 2.65, which was 0.2 higher than the previous day. The implied volatity was 14.09, the open interest changed by 45 which increased total open position to 88
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 2.45, which was -0.85 lower than the previous day. The implied volatity was 16.04, the open interest changed by -2 which decreased total open position to 43
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 3.3, which was -0.5 lower than the previous day. The implied volatity was 15.76, the open interest changed by 3 which increased total open position to 45
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 3.8, which was -0.4 lower than the previous day. The implied volatity was 15.07, the open interest changed by -4 which decreased total open position to 42
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 4.3, which was -1.55 lower than the previous day. The implied volatity was 14.57, the open interest changed by -27 which decreased total open position to 46
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 6.25, which was -1.9 lower than the previous day. The implied volatity was 15.55, the open interest changed by -48 which decreased total open position to 73
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 8.4, which was 1 higher than the previous day. The implied volatity was 14.54, the open interest changed by 85 which increased total open position to 121
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 6.25, which was -1.4 lower than the previous day. The implied volatity was 13.65, the open interest changed by -10 which decreased total open position to 36
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 7.9, which was 1.05 higher than the previous day. The implied volatity was 15.09, the open interest changed by 39 which increased total open position to 46
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 6.85, which was -1.35 lower than the previous day. The implied volatity was 16.22, the open interest changed by 0 which decreased total open position to 7
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 8.2, which was -1.7 lower than the previous day. The implied volatity was 15.92, the open interest changed by 6 which increased total open position to 7
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 9.9, which was -3.3 lower than the previous day. The implied volatity was 15.65, the open interest changed by 1 which increased total open position to 1
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 13.2, which was -70.5 lower than the previous day. The implied volatity was 13.59, 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 83.7, which was 0 lower than the previous day. The implied volatity was 5.43, 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 83.7, which was 0 lower than the previous day. The implied volatity was 5.28, the open interest changed by 0 which decreased total open position to 0
| NIFTY 03APR2025 24550 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 |
| 1 Apr | 23165.70 | 1029.1 | 0 | 0.00 | 0 | 16 | 0 |
| 28 Mar | 23519.35 | 1029.1 | 249.35 | 20.43 | 16 | 16 | 16 |
| 27 Mar | 23591.95 | 779.75 | 0 | 0.00 | 0 | 5 | 0 |
| 26 Mar | 23486.85 | 779.75 | 0 | 0.00 | 0 | 5 | 0 |
| 25 Mar | 23668.65 | 779.75 | -64.65 | - | 8 | 5 | 8 |
| 24 Mar | 23658.35 | 843.7 | -289.3 | 16.52 | 3 | -1 | 3 |
| 21 Mar | 23350.40 | 1133 | -146.7 | 17.08 | 3 | 3 | 4 |
| 20 Mar | 23190.65 | 1279.7 | -352.9 | - | 1 | 1 | 1 |
| 19 Mar | 22907.60 | 1632.6 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 1632.6 | 114 | 22.20 | 1 | 0 | 0 |
| 17 Mar | 22508.75 | 1518.6 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 1518.6 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 1518.6 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 1518.6 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 1518.6 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 1518.6 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 22544.70 | 1518.6 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 1518.6 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 1518.6 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 1518.6 | 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 24550 expiring on 03APR2025
Delta for 24550 PE is 0.00
Historical price for 24550 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1029.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1029.1, which was 249.35 higher than the previous day. The implied volatity was 20.43, the open interest changed by 16 which increased total open position to 16
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 779.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 779.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 779.75, which was -64.65 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 8
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 843.7, which was -289.3 lower than the previous day. The implied volatity was 16.52, the open interest changed by -1 which decreased total open position to 3
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1133, which was -146.7 lower than the previous day. The implied volatity was 17.08, the open interest changed by 3 which increased total open position to 4
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 1279.7, which was -352.9 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 1632.6, 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 1632.6, which was 114 higher than the previous day. The implied volatity was 22.20, 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 1518.6, 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 1518.6, 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 1518.6, 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 1518.6, 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 1518.6, 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 1518.6, 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 1518.6, 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 1518.6, 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 1518.6, 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 1518.6, 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
