NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 24750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.30
Theta: -2.68
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 1.2 | -1.3 | 34.97 | 84,823 | -1,670 | 8,484 | |||
| 28 Mar | 23519.35 | 2.4 | -2.75 | 17.59 | 1,38,669 | 5,360 | 10,154 | |||
| 27 Mar | 23591.95 | 5.95 | 0.9 | 17.11 | 21,280 | 2,904 | 4,794 | |||
| 26 Mar | 23486.85 | 5.35 | -5.1 | 17.30 | 13,712 | -475 | 1,890 | |||
| 25 Mar | 23668.65 | 10.25 | 0.5 | 16.40 | 14,892 | 1,152 | 2,365 | |||
|
|
||||||||||
| 24 Mar | 23658.35 | 9 | 5.45 | 14.31 | 10,730 | 1,087 | 1,213 | |||
| 21 Mar | 23350.40 | 3.5 | -58.3 | 13.45 | 433 | 126 | 126 | |||
For Nifty - strike price 24750 expiring on 03APR2025
Delta for 24750 CE is 0.01
Historical price for 24750 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1.2, which was -1.3 lower than the previous day. The implied volatity was 34.97, the open interest changed by -1670 which decreased total open position to 8484
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2.4, which was -2.75 lower than the previous day. The implied volatity was 17.59, the open interest changed by 5360 which increased total open position to 10154
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 5.95, which was 0.9 higher than the previous day. The implied volatity was 17.11, the open interest changed by 2904 which increased total open position to 4794
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 5.35, which was -5.1 lower than the previous day. The implied volatity was 17.30, the open interest changed by -475 which decreased total open position to 1890
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 10.25, which was 0.5 higher than the previous day. The implied volatity was 16.40, the open interest changed by 1152 which increased total open position to 2365
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 9, which was 5.45 higher than the previous day. The implied volatity was 14.31, the open interest changed by 1087 which increased total open position to 1213
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 3.5, which was -58.3 lower than the previous day. The implied volatity was 13.45, the open interest changed by 126 which increased total open position to 126
| NIFTY 03APR2025 24750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 966.4 | 0 | 0.00 | 0 | 2 | 0 |
| 28 Mar | 23519.35 | 966.4 | 0 | 0.00 | 0 | 2 | 0 |
| 27 Mar | 23591.95 | 966.4 | 0 | 0.00 | 0 | 2 | 0 |
| 26 Mar | 23486.85 | 966.4 | 0 | 0.00 | 0 | 2 | 0 |
| 25 Mar | 23668.65 | 966.4 | -32.65 | - | 1 | 2 | 11 |
| 24 Mar | 23658.35 | 999.05 | -315.1 | - | 2 | 9 | 9 |
| 21 Mar | 23350.40 | 1315.7 | -379.35 | 15.66 | 9 | 0 | 0 |
For Nifty - strike price 24750 expiring on 03APR2025
Delta for 24750 PE is 0.00
Historical price for 24750 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 966.4, 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 966.4, 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 966.4, 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 966.4, 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 966.4, which was -32.65 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 11
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 999.05, which was -315.1 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 9
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1315.7, which was -379.35 lower than the previous day. The implied volatity was 15.66, the open interest changed by 0 which decreased total open position to 0
