NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 24600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.32
Theta: -2.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 1.2 | -1.7 | 32.07 | 2,71,960 | -6,465 | 47,870 | |||
| 28 Mar | 23519.35 | 2.95 | -5.05 | 16.21 | 4,66,145 | 8,030 | 54,335 | |||
| 27 Mar | 23591.95 | 8.25 | 1.05 | 16.12 | 2,07,281 | 33,698 | 46,305 | |||
| 26 Mar | 23486.85 | 7.45 | -7.4 | 16.49 | 65,166 | 4,990 | 12,607 | |||
| 25 Mar | 23668.65 | 16 | 1.15 | 15.99 | 54,609 | 3,015 | 7,617 | |||
| 24 Mar | 23658.35 | 15.4 | 10.95 | 14.28 | 43,016 | 1,882 | 4,602 | |||
| 21 Mar | 23350.40 | 4.5 | 1.25 | 12.63 | 6,685 | 466 | 2,720 | |||
| 20 Mar | 23190.65 | 3.25 | 0.35 | 13.21 | 2,001 | 517 | 2,254 | |||
| 19 Mar | 22907.60 | 3 | 0.35 | 14.70 | 789 | 186 | 1,737 | |||
| 18 Mar | 22834.30 | 2.95 | 0.5 | 14.68 | 2,179 | 998 | 1,551 | |||
| 17 Mar | 22508.75 | 2.35 | -0.55 | 16.30 | 347 | 237 | 553 | |||
| 13 Mar | 22397.20 | 2.8 | -2.2 | 15.75 | 369 | 84 | 316 | |||
| 12 Mar | 22470.50 | 4.05 | -0.3 | 15.49 | 163 | 0 | 232 | |||
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| 11 Mar | 22497.90 | 4 | -1.9 | 14.71 | 227 | -29 | 232 | |||
| 10 Mar | 22460.30 | 5.8 | -1.95 | 15.70 | 3,359 | -33 | 261 | |||
| 7 Mar | 22552.50 | 7.4 | -0.85 | 14.56 | 4,441 | 85 | 294 | |||
| 6 Mar | 22544.70 | 7.25 | -1.75 | 14.27 | 10 | -1 | 209 | |||
| 5 Mar | 22337.30 | 9 | 2.4 | 15.70 | 121 | 91 | 210 | |||
| 4 Mar | 22082.65 | 6.5 | -1.4 | 16.38 | 288 | 23 | 119 | |||
| 3 Mar | 22119.30 | 8.35 | -2.15 | 16.26 | 268 | 48 | 96 | |||
| 28 Feb | 22124.70 | 10.95 | 0.25 | 16.19 | 190 | 12 | 48 | |||
| 27 Feb | 22545.05 | 9.6 | 4.3 | 13.19 | 43 | 32 | 36 | |||
| 25 Feb | 22547.55 | 5.3 | -72.4 | 11.56 | 5 | 4 | 4 | |||
| 24 Feb | 22553.35 | 77.7 | 0 | 5.42 | 0 | 0 | 0 | |||
For Nifty - strike price 24600 expiring on 03APR2025
Delta for 24600 CE is 0.01
Historical price for 24600 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1.2, which was -1.7 lower than the previous day. The implied volatity was 32.07, the open interest changed by -6465 which decreased total open position to 47870
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2.95, which was -5.05 lower than the previous day. The implied volatity was 16.21, the open interest changed by 8030 which increased total open position to 54335
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 8.25, which was 1.05 higher than the previous day. The implied volatity was 16.12, the open interest changed by 33698 which increased total open position to 46305
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 7.45, which was -7.4 lower than the previous day. The implied volatity was 16.49, the open interest changed by 4990 which increased total open position to 12607
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 16, which was 1.15 higher than the previous day. The implied volatity was 15.99, the open interest changed by 3015 which increased total open position to 7617
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 15.4, which was 10.95 higher than the previous day. The implied volatity was 14.28, the open interest changed by 1882 which increased total open position to 4602
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 4.5, which was 1.25 higher than the previous day. The implied volatity was 12.63, the open interest changed by 466 which increased total open position to 2720
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 3.25, which was 0.35 higher than the previous day. The implied volatity was 13.21, the open interest changed by 517 which increased total open position to 2254
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 3, which was 0.35 higher than the previous day. The implied volatity was 14.70, the open interest changed by 186 which increased total open position to 1737
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 2.95, which was 0.5 higher than the previous day. The implied volatity was 14.68, the open interest changed by 998 which increased total open position to 1551
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 2.35, which was -0.55 lower than the previous day. The implied volatity was 16.30, the open interest changed by 237 which increased total open position to 553
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 2.8, which was -2.2 lower than the previous day. The implied volatity was 15.75, the open interest changed by 84 which increased total open position to 316
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 4.05, which was -0.3 lower than the previous day. The implied volatity was 15.49, the open interest changed by 0 which decreased total open position to 232
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 4, which was -1.9 lower than the previous day. The implied volatity was 14.71, the open interest changed by -29 which decreased total open position to 232
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 5.8, which was -1.95 lower than the previous day. The implied volatity was 15.70, the open interest changed by -33 which decreased total open position to 261
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 7.4, which was -0.85 lower than the previous day. The implied volatity was 14.56, the open interest changed by 85 which increased total open position to 294
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 7.25, which was -1.75 lower than the previous day. The implied volatity was 14.27, the open interest changed by -1 which decreased total open position to 209
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 9, which was 2.4 higher than the previous day. The implied volatity was 15.70, the open interest changed by 91 which increased total open position to 210
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 6.5, which was -1.4 lower than the previous day. The implied volatity was 16.38, the open interest changed by 23 which increased total open position to 119
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 8.35, which was -2.15 lower than the previous day. The implied volatity was 16.26, the open interest changed by 48 which increased total open position to 96
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 10.95, which was 0.25 higher than the previous day. The implied volatity was 16.19, the open interest changed by 12 which increased total open position to 48
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 9.6, which was 4.3 higher than the previous day. The implied volatity was 13.19, the open interest changed by 32 which increased total open position to 36
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 5.3, which was -72.4 lower than the previous day. The implied volatity was 11.56, the open interest changed by 4 which increased total open position to 4
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 77.7, which was 0 lower than the previous day. The implied volatity was 5.42, the open interest changed by 0 which decreased total open position to 0
| NIFTY 03APR2025 24600 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 | 1380 | 323.05 | - | 57 | 0 | 73 |
| 28 Mar | 23519.35 | 1073 | 145.5 | 19.07 | 43 | 24 | 73 |
| 27 Mar | 23591.95 | 910 | -126 | - | 21 | 18 | 49 |
| 26 Mar | 23486.85 | 1032 | 210 | - | 31 | 10 | 31 |
| 25 Mar | 23668.65 | 822 | -30 | - | 12 | -2 | 21 |
| 24 Mar | 23658.35 | 852 | -320 | - | 25 | 9 | 23 |
| 21 Mar | 23350.40 | 1172 | -147.4 | 15.68 | 7 | 2 | 14 |
| 20 Mar | 23190.65 | 1319.4 | -414.6 | - | 1 | 12 | 12 |
| 19 Mar | 22907.60 | 1734 | 0 | 0.00 | 0 | 8 | 0 |
| 18 Mar | 22834.30 | 1734 | 171.85 | 28.76 | 13 | 8 | 8 |
| 17 Mar | 22508.75 | 1562.15 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 1562.15 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 1562.15 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 1562.15 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 1562.15 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 1562.15 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 22544.70 | 1562.15 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 1562.15 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 1562.15 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 1562.15 | 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 24600 expiring on 03APR2025
Delta for 24600 PE is -
Historical price for 24600 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1380, which was 323.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 73
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1073, which was 145.5 higher than the previous day. The implied volatity was 19.07, the open interest changed by 24 which increased total open position to 73
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 910, which was -126 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 49
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1032, which was 210 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 31
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 822, which was -30 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 21
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 852, which was -320 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 23
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1172, which was -147.4 lower than the previous day. The implied volatity was 15.68, the open interest changed by 2 which increased total open position to 14
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 1319.4, which was -414.6 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 12
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1734, 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 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 1734, which was 171.85 higher than the previous day. The implied volatity was 28.76, the open interest changed by 8 which increased total open position to 8
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 1562.15, 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 1562.15, 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 1562.15, 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 1562.15, 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 1562.15, 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 1562.15, 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 1562.15, 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 1562.15, 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 1562.15, 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 1562.15, 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
