NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 24700 CE | ||||||||||
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Delta: 0.01
Vega: 0.56
Theta: -0.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 1.2 | -1.8 | 18.59 | 52,335 | 6,708 | 12,385 | |||
| 2 Apr | 23332.35 | 2.95 | -0.95 | 18.10 | 17,153 | 3,236 | 5,677 | |||
| 1 Apr | 23165.70 | 3.95 | -4.3 | 19.35 | 12,979 | 97 | 2,441 | |||
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| 28 Mar | 23519.35 | 8.25 | -9 | 14.12 | 12,613 | 1,143 | 2,344 | |||
| 27 Mar | 23591.95 | 16.45 | 2.2 | 14.22 | 6,766 | 328 | 1,201 | |||
| 26 Mar | 23486.85 | 16.4 | -9.3 | 15.12 | 6,199 | 224 | 873 | |||
| 25 Mar | 23668.65 | 23.65 | -0.9 | 14.18 | 4,727 | 140 | 649 | |||
| 24 Mar | 23658.35 | 26.7 | 7.6 | 13.32 | 1,180 | 509 | 509 | |||
| 21 Mar | 23350.40 | 19.1 | 0 | 5.09 | 0 | 0 | 0 | |||
For Nifty - strike price 24700 expiring on 09APR2025
Delta for 24700 CE is 0.01
Historical price for 24700 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1.2, which was -1.8 lower than the previous day. The implied volatity was 18.59, the open interest changed by 6708 which increased total open position to 12385
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 2.95, which was -0.95 lower than the previous day. The implied volatity was 18.10, the open interest changed by 3236 which increased total open position to 5677
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 3.95, which was -4.3 lower than the previous day. The implied volatity was 19.35, the open interest changed by 97 which increased total open position to 2441
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 8.25, which was -9 lower than the previous day. The implied volatity was 14.12, the open interest changed by 1143 which increased total open position to 2344
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 16.45, which was 2.2 higher than the previous day. The implied volatity was 14.22, the open interest changed by 328 which increased total open position to 1201
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 16.4, which was -9.3 lower than the previous day. The implied volatity was 15.12, the open interest changed by 224 which increased total open position to 873
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 23.65, which was -0.9 lower than the previous day. The implied volatity was 14.18, the open interest changed by 140 which increased total open position to 649
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 26.7, which was 7.6 higher than the previous day. The implied volatity was 13.32, the open interest changed by 509 which increased total open position to 509
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 19.1, which was 0 lower than the previous day. The implied volatity was 5.09, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09APR2025 24700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 4.45
Theta: -5.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 1452.15 | 83.6 | 32.45 | 52 | 45 | 57 |
| 2 Apr | 23332.35 | 1368.55 | 143.55 | 30.70 | 11 | 8 | 12 |
| 1 Apr | 23165.70 | 1225 | 169.95 | - | 2 | -1 | 4 |
| 28 Mar | 23519.35 | 1055.05 | 137.35 | - | 2 | 5 | 5 |
| 27 Mar | 23591.95 | 917.7 | 0 | 0.00 | 0 | 1 | 0 |
| 26 Mar | 23486.85 | 917.7 | 0 | 0.00 | 0 | 1 | 0 |
| 25 Mar | 23668.65 | 917.7 | -4.05 | - | 2 | 1 | 3 |
| 24 Mar | 23658.35 | 921.75 | -313.65 | 9.03 | 1 | 1 | 2 |
| 21 Mar | 23350.40 | 1238.15 | -771.35 | 14.60 | 2 | 1 | 1 |
For Nifty - strike price 24700 expiring on 09APR2025
Delta for 24700 PE is -0.92
Historical price for 24700 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1452.15, which was 83.6 higher than the previous day. The implied volatity was 32.45, the open interest changed by 45 which increased total open position to 57
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1368.55, which was 143.55 higher than the previous day. The implied volatity was 30.70, the open interest changed by 8 which increased total open position to 12
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1225, which was 169.95 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 4
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1055.05, which was 137.35 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 917.7, 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 917.7, 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 917.7, which was -4.05 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 921.75, which was -313.65 lower than the previous day. The implied volatity was 9.03, 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 1238.15, which was -771.35 lower than the previous day. The implied volatity was 14.60, the open interest changed by 1 which increased total open position to 1
