NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 03:29 PM IST
| NIFTY 09APR2025 24650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.46
Theta: -1.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 22915.15 | 1.25 | 0 | 24.25 | 64,058 | 3,069 | 5,724 | |||
| 3 Apr | 23250.10 | 1.3 | -1.9 | 18.19 | 8,368 | 1,933 | 2,655 | |||
| 2 Apr | 23332.35 | 7.8 | 3.8 | 20.35 | 2,537 | -184 | 722 | |||
| 1 Apr | 23165.70 | 4.1 | -4.95 | 18.91 | 4,579 | 240 | 906 | |||
| 28 Mar | 23519.35 | 8.3 | -10.7 | 13.64 | 3,576 | 220 | 666 | |||
| 27 Mar | 23591.95 | 18.9 | 2.6 | 14.12 | 1,001 | -3 | 446 | |||
| 26 Mar | 23486.85 | 18.85 | -10.05 | 15.05 | 831 | 88 | 449 | |||
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| 25 Mar | 23668.65 | 26.65 | -1.15 | 14.06 | 559 | -109 | 361 | |||
| 24 Mar | 23658.35 | 29.65 | 19.55 | 13.32 | 1,378 | 270 | 470 | |||
| 21 Mar | 23350.40 | 10.35 | 2.55 | 12.11 | 461 | 63 | 200 | |||
| 20 Mar | 23190.65 | 7.65 | -13.5 | 12.69 | 168 | 137 | 137 | |||
For Nifty - strike price 24650 expiring on 09APR2025
Delta for 24650 CE is 0.01
Historical price for 24650 CE is as follows
On 4 Apr NIFTY was trading at 22915.15. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 24.25, the open interest changed by 3069 which increased total open position to 5724
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1.3, which was -1.9 lower than the previous day. The implied volatity was 18.19, the open interest changed by 1933 which increased total open position to 2655
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 7.8, which was 3.8 higher than the previous day. The implied volatity was 20.35, the open interest changed by -184 which decreased total open position to 722
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 4.1, which was -4.95 lower than the previous day. The implied volatity was 18.91, the open interest changed by 240 which increased total open position to 906
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 8.3, which was -10.7 lower than the previous day. The implied volatity was 13.64, the open interest changed by 220 which increased total open position to 666
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 18.9, which was 2.6 higher than the previous day. The implied volatity was 14.12, the open interest changed by -3 which decreased total open position to 446
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 18.85, which was -10.05 lower than the previous day. The implied volatity was 15.05, the open interest changed by 88 which increased total open position to 449
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 26.65, which was -1.15 lower than the previous day. The implied volatity was 14.06, the open interest changed by -109 which decreased total open position to 361
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 29.65, which was 19.55 higher than the previous day. The implied volatity was 13.32, the open interest changed by 270 which increased total open position to 470
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 10.35, which was 2.55 higher than the previous day. The implied volatity was 12.11, the open interest changed by 63 which increased total open position to 200
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 7.65, which was -13.5 lower than the previous day. The implied volatity was 12.69, the open interest changed by 137 which increased total open position to 137
| NIFTY 09APR2025 24650 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 | 22915.15 | 1422.85 | 0 | 0.00 | 0 | 1 | 0 |
| 3 Apr | 23250.10 | 1422.85 | 0 | 0.00 | 0 | 1 | 0 |
| 2 Apr | 23332.35 | 1422.85 | 0 | 0.00 | 0 | 1 | 0 |
| 1 Apr | 23165.70 | 1422.85 | 356.7 | 20.12 | 1 | 1 | 4 |
| 28 Mar | 23519.35 | 1066.15 | 165.05 | - | 1 | 3 | 3 |
| 27 Mar | 23591.95 | 901.1 | 0 | 0.00 | 0 | 1 | 0 |
| 26 Mar | 23486.85 | 901.1 | 0 | 0.00 | 0 | 1 | 0 |
| 25 Mar | 23668.65 | 901.1 | 25.9 | - | 2 | 1 | 3 |
| 24 Mar | 23658.35 | 875.2 | -310.85 | 9.58 | 1 | 1 | 2 |
| 21 Mar | 23350.40 | 1186.4 | -775.5 | 14.28 | 2 | 1 | 1 |
| 20 Mar | 23190.65 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 24650 expiring on 09APR2025
Delta for 24650 PE is 0.00
Historical price for 24650 PE is as follows
On 4 Apr NIFTY was trading at 22915.15. The strike last trading price was 1422.85, 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 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1422.85, 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 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1422.85, 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 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1422.85, which was 356.7 higher than the previous day. The implied volatity was 20.12, the open interest changed by 1 which increased total open position to 4
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1066.15, which was 165.05 higher than the previous day. The implied volatity was -, 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 901.1, 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 901.1, 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 901.1, which was 25.9 higher 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 875.2, which was -310.85 lower than the previous day. The implied volatity was 9.58, the open interest changed by 1 which increased total open position to 2
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1186.4, which was -775.5 lower than the previous day. The implied volatity was 14.28, the open interest changed by 1 which increased total open position to 1
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
