NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 03:31 PM IST
| NIFTY 09APR2025 24600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.47
Theta: -1.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 22904.45 | 1.25 | 0 | 23.63 | 1,56,668 | 6,277 | 23,326 | |||
| 3 Apr | 23250.10 | 1.2 | -2.1 | 17.46 | 55,703 | 7,899 | 17,049 | |||
| 2 Apr | 23332.35 | 3.35 | -1.05 | 17.26 | 31,058 | 5,703 | 9,150 | |||
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| 1 Apr | 23165.70 | 4.4 | -5.75 | 18.54 | 16,811 | 575 | 3,447 | |||
| 28 Mar | 23519.35 | 10.3 | -10.8 | 13.67 | 18,508 | 920 | 2,872 | |||
| 27 Mar | 23591.95 | 22 | 4.75 | 14.05 | 6,344 | 548 | 1,952 | |||
| 26 Mar | 23486.85 | 17.2 | -15.4 | 14.24 | 7,615 | 568 | 1,404 | |||
| 25 Mar | 23668.65 | 33.95 | 2.8 | 14.40 | 3,800 | 189 | 836 | |||
| 24 Mar | 23658.35 | 35 | 24.45 | 13.37 | 2,806 | 451 | 647 | |||
| 21 Mar | 23350.40 | 9.85 | 2.9 | 11.60 | 759 | 79 | 196 | |||
| 20 Mar | 23190.65 | 6.7 | 1.2 | 12.00 | 341 | 13 | 117 | |||
| 19 Mar | 22907.60 | 4.6 | -18.75 | 12.91 | 183 | 104 | 104 | |||
For Nifty - strike price 24600 expiring on 09APR2025
Delta for 24600 CE is 0.01
Historical price for 24600 CE is as follows
On 4 Apr NIFTY was trading at 22904.45. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 23.63, the open interest changed by 6277 which increased total open position to 23326
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1.2, which was -2.1 lower than the previous day. The implied volatity was 17.46, the open interest changed by 7899 which increased total open position to 17049
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 3.35, which was -1.05 lower than the previous day. The implied volatity was 17.26, the open interest changed by 5703 which increased total open position to 9150
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 4.4, which was -5.75 lower than the previous day. The implied volatity was 18.54, the open interest changed by 575 which increased total open position to 3447
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 10.3, which was -10.8 lower than the previous day. The implied volatity was 13.67, the open interest changed by 920 which increased total open position to 2872
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 22, which was 4.75 higher than the previous day. The implied volatity was 14.05, the open interest changed by 548 which increased total open position to 1952
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 17.2, which was -15.4 lower than the previous day. The implied volatity was 14.24, the open interest changed by 568 which increased total open position to 1404
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 33.95, which was 2.8 higher than the previous day. The implied volatity was 14.40, the open interest changed by 189 which increased total open position to 836
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 35, which was 24.45 higher than the previous day. The implied volatity was 13.37, the open interest changed by 451 which increased total open position to 647
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 9.85, which was 2.9 higher than the previous day. The implied volatity was 11.60, the open interest changed by 79 which increased total open position to 196
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 6.7, which was 1.2 higher than the previous day. The implied volatity was 12.00, the open interest changed by 13 which increased total open position to 117
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 4.6, which was -18.75 lower than the previous day. The implied volatity was 12.91, the open interest changed by 104 which increased total open position to 104
| NIFTY 09APR2025 24600 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 |
| 4 Apr | 22904.45 | 1334.05 | 0 | 0.00 | 0 | 40 | 0 |
| 3 Apr | 23250.10 | 1334.05 | 90.15 | 26.06 | 32 | 40 | 56 |
| 2 Apr | 23332.35 | 1245 | -125.75 | 24.38 | 28 | 11 | 16 |
| 1 Apr | 23165.70 | 1370.75 | 316.35 | 18.49 | 8 | 2 | 5 |
| 28 Mar | 23519.35 | 1050.1 | 224.65 | 16.62 | 4 | 3 | 3 |
| 27 Mar | 23591.95 | 825.45 | 0 | 0.00 | 0 | 1 | 0 |
| 26 Mar | 23486.85 | 825.45 | 0 | 0.00 | 0 | 1 | 0 |
| 25 Mar | 23668.65 | 825.45 | -6 | - | 1 | 1 | 3 |
| 24 Mar | 23658.35 | 831.45 | -312.35 | 10.34 | 1 | 2 | 2 |
| 21 Mar | 23350.40 | 1143.8 | -770.65 | 14.37 | 2 | 0 | 0 |
| 20 Mar | 23190.65 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 22907.60 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 24600 expiring on 09APR2025
Delta for 24600 PE is 0.00
Historical price for 24600 PE is as follows
On 4 Apr NIFTY was trading at 22904.45. The strike last trading price was 1334.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 40 which increased total open position to 0
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1334.05, which was 90.15 higher than the previous day. The implied volatity was 26.06, the open interest changed by 40 which increased total open position to 56
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1245, which was -125.75 lower than the previous day. The implied volatity was 24.38, the open interest changed by 11 which increased total open position to 16
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1370.75, which was 316.35 higher than the previous day. The implied volatity was 18.49, the open interest changed by 2 which increased total open position to 5
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1050.1, which was 224.65 higher than the previous day. The implied volatity was 16.62, 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 825.45, 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 825.45, 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 825.45, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 831.45, which was -312.35 lower than the previous day. The implied volatity was 10.34, the open interest changed by 2 which increased total open position to 2
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1143.8, which was -770.65 lower than the previous day. The implied volatity was 14.37, 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
