NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 24750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.51
Theta: -0.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 1.1 | -1.7 | 18.96 | 5,647 | 937 | 1,746 | |||
| 2 Apr | 23332.35 | 2.85 | -0.8 | 18.58 | 1,458 | 103 | 809 | |||
| 1 Apr | 23165.70 | 3.75 | -4 | 19.74 | 3,363 | -143 | 706 | |||
| 28 Mar | 23519.35 | 7.8 | -7.7 | 14.48 | 3,084 | 444 | 849 | |||
| 27 Mar | 23591.95 | 16.1 | 3.15 | 14.69 | 912 | 69 | 405 | |||
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| 26 Mar | 23486.85 | 13.55 | -9.6 | 15.03 | 1,979 | 122 | 336 | |||
| 25 Mar | 23668.65 | 22 | -0.85 | 14.46 | 531 | 117 | 214 | |||
| 24 Mar | 23658.35 | 24.15 | 6.9 | 13.47 | 313 | 97 | 97 | |||
| 21 Mar | 23350.40 | 17.25 | 0 | 5.28 | 0 | 0 | 0 | |||
For Nifty - strike price 24750 expiring on 09APR2025
Delta for 24750 CE is 0.01
Historical price for 24750 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1.1, which was -1.7 lower than the previous day. The implied volatity was 18.96, the open interest changed by 937 which increased total open position to 1746
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 2.85, which was -0.8 lower than the previous day. The implied volatity was 18.58, the open interest changed by 103 which increased total open position to 809
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 3.75, which was -4 lower than the previous day. The implied volatity was 19.74, the open interest changed by -143 which decreased total open position to 706
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 7.8, which was -7.7 lower than the previous day. The implied volatity was 14.48, the open interest changed by 444 which increased total open position to 849
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 16.1, which was 3.15 higher than the previous day. The implied volatity was 14.69, the open interest changed by 69 which increased total open position to 405
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 13.55, which was -9.6 lower than the previous day. The implied volatity was 15.03, the open interest changed by 122 which increased total open position to 336
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 22, which was -0.85 lower than the previous day. The implied volatity was 14.46, the open interest changed by 117 which increased total open position to 214
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 24.15, which was 6.9 higher than the previous day. The implied volatity was 13.47, the open interest changed by 97 which increased total open position to 97
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 17.25, which was 0 lower than the previous day. The implied volatity was 5.28, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09APR2025 24750 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 |
| 3 Apr | 23250.10 | 1516.45 | 0 | 0.00 | 0 | 2 | 0 |
| 2 Apr | 23332.35 | 1516.45 | 0 | 0.00 | 0 | 2 | 0 |
| 1 Apr | 23165.70 | 1516.45 | 379.35 | 15.00 | 1 | 2 | 6 |
| 28 Mar | 23519.35 | 1137.1 | 171.6 | - | 2 | 4 | 4 |
| 27 Mar | 23591.95 | 965.5 | 0 | 0.00 | 0 | 1 | 0 |
| 26 Mar | 23486.85 | 965.5 | 0 | 0.00 | 0 | 1 | 0 |
| 25 Mar | 23668.65 | 965.5 | -12.2 | - | 1 | 1 | 3 |
| 24 Mar | 23658.35 | 977.7 | -307.35 | 11.15 | 1 | 1 | 2 |
| 21 Mar | 23350.40 | 1287.25 | -770.1 | 15.33 | 2 | 1 | 1 |
For Nifty - strike price 24750 expiring on 09APR2025
Delta for 24750 PE is 0.00
Historical price for 24750 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1516.45, 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 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1516.45, 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 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1516.45, which was 379.35 higher than the previous day. The implied volatity was 15.00, the open interest changed by 2 which increased total open position to 6
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1137.1, which was 171.6 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 965.5, 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 965.5, 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 965.5, which was -12.2 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 977.7, which was -307.35 lower than the previous day. The implied volatity was 11.15, 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 1287.25, which was -770.1 lower than the previous day. The implied volatity was 15.33, the open interest changed by 1 which increased total open position to 1
