NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 24650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.33
Theta: -2.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 1.25 | -1.55 | 33.20 | 98,819 | -1,919 | 9,289 | |||
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| 28 Mar | 23519.35 | 2.75 | -4.15 | 16.68 | 1,64,174 | 5,574 | 11,208 | |||
| 27 Mar | 23591.95 | 6.7 | 0.25 | 16.17 | 35,934 | 2,899 | 5,634 | |||
| 26 Mar | 23486.85 | 6.75 | -5.95 | 16.80 | 20,384 | 113 | 2,735 | |||
| 25 Mar | 23668.65 | 13 | 0.2 | 15.93 | 16,988 | 921 | 2,622 | |||
| 24 Mar | 23658.35 | 12.8 | 8.5 | 14.33 | 14,543 | 577 | 1,701 | |||
| 21 Mar | 23350.40 | 4.45 | 1.35 | 13.06 | 3,498 | 69 | 1,124 | |||
| 20 Mar | 23190.65 | 3.1 | 0.2 | 13.53 | 2,056 | 314 | 1,055 | |||
| 19 Mar | 22907.60 | 2.95 | 0.5 | 15.04 | 502 | 207 | 741 | |||
| 18 Mar | 22834.30 | 2.6 | 0.65 | 14.78 | 327 | 116 | 534 | |||
| 17 Mar | 22508.75 | 2 | -1 | 16.30 | 217 | 74 | 418 | |||
| 13 Mar | 22397.20 | 3 | -0.8 | 16.20 | 163 | 44 | 344 | |||
| 12 Mar | 22470.50 | 3.25 | -0.6 | 15.36 | 79 | 10 | 300 | |||
| 11 Mar | 22497.90 | 3.75 | -1.9 | 14.92 | 463 | -16 | 290 | |||
| 10 Mar | 22460.30 | 5.55 | -1.8 | 15.91 | 4,788 | 53 | 306 | |||
| 7 Mar | 22552.50 | 7.9 | -0.15 | 15.02 | 1,006 | 145 | 253 | |||
| 6 Mar | 22544.70 | 8.05 | 0.5 | 14.81 | 170 | 24 | 108 | |||
| 5 Mar | 22337.30 | 7.55 | 1.25 | 15.58 | 34 | 16 | 84 | |||
| 4 Mar | 22082.65 | 6.35 | -0.9 | 16.61 | 111 | -8 | 68 | |||
| 3 Mar | 22119.30 | 7.05 | -1.9 | 16.13 | 86 | 21 | 76 | |||
| 28 Feb | 22124.70 | 9.5 | -1.3 | 16.13 | 22 | 1 | 55 | |||
| 27 Feb | 22545.05 | 10.8 | -1.05 | 13.69 | 36 | 19 | 54 | |||
| 25 Feb | 22547.55 | 11.8 | -1.45 | 13.40 | 21 | 20 | 35 | |||
| 24 Feb | 22553.35 | 14.05 | -58 | 13.45 | 20 | 15 | 15 | |||
For Nifty - strike price 24650 expiring on 03APR2025
Delta for 24650 CE is 0.01
Historical price for 24650 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1.25, which was -1.55 lower than the previous day. The implied volatity was 33.20, the open interest changed by -1919 which decreased total open position to 9289
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2.75, which was -4.15 lower than the previous day. The implied volatity was 16.68, the open interest changed by 5574 which increased total open position to 11208
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 6.7, which was 0.25 higher than the previous day. The implied volatity was 16.17, the open interest changed by 2899 which increased total open position to 5634
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 6.75, which was -5.95 lower than the previous day. The implied volatity was 16.80, the open interest changed by 113 which increased total open position to 2735
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 13, which was 0.2 higher than the previous day. The implied volatity was 15.93, the open interest changed by 921 which increased total open position to 2622
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 12.8, which was 8.5 higher than the previous day. The implied volatity was 14.33, the open interest changed by 577 which increased total open position to 1701
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 4.45, which was 1.35 higher than the previous day. The implied volatity was 13.06, the open interest changed by 69 which increased total open position to 1124
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 3.1, which was 0.2 higher than the previous day. The implied volatity was 13.53, the open interest changed by 314 which increased total open position to 1055
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 2.95, which was 0.5 higher than the previous day. The implied volatity was 15.04, the open interest changed by 207 which increased total open position to 741
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 2.6, which was 0.65 higher than the previous day. The implied volatity was 14.78, the open interest changed by 116 which increased total open position to 534
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 2, which was -1 lower than the previous day. The implied volatity was 16.30, the open interest changed by 74 which increased total open position to 418
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 3, which was -0.8 lower than the previous day. The implied volatity was 16.20, the open interest changed by 44 which increased total open position to 344
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 3.25, which was -0.6 lower than the previous day. The implied volatity was 15.36, the open interest changed by 10 which increased total open position to 300
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 3.75, which was -1.9 lower than the previous day. The implied volatity was 14.92, the open interest changed by -16 which decreased total open position to 290
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 5.55, which was -1.8 lower than the previous day. The implied volatity was 15.91, the open interest changed by 53 which increased total open position to 306
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 7.9, which was -0.15 lower than the previous day. The implied volatity was 15.02, the open interest changed by 145 which increased total open position to 253
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 8.05, which was 0.5 higher than the previous day. The implied volatity was 14.81, the open interest changed by 24 which increased total open position to 108
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 7.55, which was 1.25 higher than the previous day. The implied volatity was 15.58, the open interest changed by 16 which increased total open position to 84
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 6.35, which was -0.9 lower than the previous day. The implied volatity was 16.61, the open interest changed by -8 which decreased total open position to 68
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 7.05, which was -1.9 lower than the previous day. The implied volatity was 16.13, the open interest changed by 21 which increased total open position to 76
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 9.5, which was -1.3 lower than the previous day. The implied volatity was 16.13, the open interest changed by 1 which increased total open position to 55
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 10.8, which was -1.05 lower than the previous day. The implied volatity was 13.69, the open interest changed by 19 which increased total open position to 54
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 11.8, which was -1.45 lower than the previous day. The implied volatity was 13.40, the open interest changed by 20 which increased total open position to 35
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 14.05, which was -58 lower than the previous day. The implied volatity was 13.45, the open interest changed by 15 which increased total open position to 15
| NIFTY 03APR2025 24650 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 | 874.45 | 0 | 0.00 | 0 | 2 | 0 |
| 28 Mar | 23519.35 | 874.45 | 0 | 0.00 | 0 | 2 | 0 |
| 27 Mar | 23591.95 | 874.45 | 0 | 0.00 | 0 | 2 | 0 |
| 26 Mar | 23486.85 | 874.45 | 0 | 0.00 | 0 | 2 | 0 |
| 25 Mar | 23668.65 | 874.45 | -60.4 | - | 2 | 2 | 7 |
| 24 Mar | 23658.35 | 928.95 | -276.75 | 15.81 | 2 | 1 | 5 |
| 21 Mar | 23350.40 | 1205.7 | -172.95 | - | 1 | 1 | 4 |
| 20 Mar | 23190.65 | 1378.65 | -352.85 | 15.42 | 1 | 3 | 3 |
| 19 Mar | 22907.60 | 1732.05 | 0.55 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 1732.05 | 125.95 | 23.19 | 3 | 0 | 0 |
| 17 Mar | 22508.75 | 1606.1 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 1606.1 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 1606.1 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 1606.1 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 1606.1 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 1606.1 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 22544.70 | 1606.1 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 1606.1 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 1606.1 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 1606.1 | 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 24650 expiring on 03APR2025
Delta for 24650 PE is 0.00
Historical price for 24650 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 874.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 874.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 874.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 874.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 874.45, which was -60.4 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 7
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 928.95, which was -276.75 lower than the previous day. The implied volatity was 15.81, the open interest changed by 1 which increased total open position to 5
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1205.7, which was -172.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 1378.65, which was -352.85 lower than the previous day. The implied volatity was 15.42, the open interest changed by 3 which increased total open position to 3
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1732.05, which was 0.55 higher 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 1732.05, which was 125.95 higher than the previous day. The implied volatity was 23.19, 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 1606.1, 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 1606.1, 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 1606.1, 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 1606.1, 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 1606.1, 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 1606.1, 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 1606.1, 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 1606.1, 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 1606.1, 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 1606.1, 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
