NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 01:59 PM IST
| NIFTY 09APR2025 24800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.47
Theta: -1.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 22896.75 | 1.4 | 0.25 | 26.47 | 73,050 | 9,975 | 16,543 | |||
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| 3 Apr | 23250.10 | 1 | -1.55 | 19.30 | 33,509 | 1,168 | 6,568 | |||
| 2 Apr | 23332.35 | 2.75 | -0.8 | 19.05 | 21,882 | 640 | 5,400 | |||
| 1 Apr | 23165.70 | 3.45 | -3.7 | 20.05 | 17,786 | -105 | 4,760 | |||
| 28 Mar | 23519.35 | 7.25 | -7.15 | 14.78 | 16,623 | 927 | 4,865 | |||
| 27 Mar | 23591.95 | 14.9 | 3.35 | 14.97 | 10,437 | 2,686 | 3,938 | |||
| 26 Mar | 23486.85 | 10.3 | -10.25 | 14.74 | 6,875 | -193 | 1,252 | |||
| 25 Mar | 23668.65 | 18 | -1.5 | 14.32 | 5,302 | 934 | 1,445 | |||
| 24 Mar | 23658.35 | 20.25 | 4.7 | 13.46 | 2,297 | 511 | 511 | |||
| 21 Mar | 23350.40 | 15.55 | 0 | 5.45 | 0 | 0 | 0 | |||
For Nifty - strike price 24800 expiring on 09APR2025
Delta for 24800 CE is 0.01
Historical price for 24800 CE is as follows
On 4 Apr NIFTY was trading at 22896.75. The strike last trading price was 1.4, which was 0.25 higher than the previous day. The implied volatity was 26.47, the open interest changed by 9975 which increased total open position to 16543
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1, which was -1.55 lower than the previous day. The implied volatity was 19.30, the open interest changed by 1168 which increased total open position to 6568
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 2.75, which was -0.8 lower than the previous day. The implied volatity was 19.05, the open interest changed by 640 which increased total open position to 5400
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 3.45, which was -3.7 lower than the previous day. The implied volatity was 20.05, the open interest changed by -105 which decreased total open position to 4760
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 7.25, which was -7.15 lower than the previous day. The implied volatity was 14.78, the open interest changed by 927 which increased total open position to 4865
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 14.9, which was 3.35 higher than the previous day. The implied volatity was 14.97, the open interest changed by 2686 which increased total open position to 3938
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 10.3, which was -10.25 lower than the previous day. The implied volatity was 14.74, the open interest changed by -193 which decreased total open position to 1252
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 18, which was -1.5 lower than the previous day. The implied volatity was 14.32, the open interest changed by 934 which increased total open position to 1445
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 20.25, which was 4.7 higher than the previous day. The implied volatity was 13.46, the open interest changed by 511 which increased total open position to 511
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 15.55, which was 0 lower than the previous day. The implied volatity was 5.45, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09APR2025 24800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 22896.75 | 1791.7 | 254.75 | - | 1 | 1 | 81 |
| 3 Apr | 23250.10 | 1539 | 71 | 30.74 | 63 | 62 | 80 |
| 2 Apr | 23332.35 | 1468 | 258 | 32.24 | 16 | 13 | 18 |
| 1 Apr | 23165.70 | 1210 | -21.05 | - | 1 | 0 | 5 |
| 28 Mar | 23519.35 | 1231.05 | 71.05 | 14.02 | 2 | 5 | 5 |
| 27 Mar | 23591.95 | 1160 | 0 | 0.00 | 0 | 1 | 0 |
| 26 Mar | 23486.85 | 1160 | 150.2 | - | 2 | 1 | 4 |
| 25 Mar | 23668.65 | 1009.8 | -8 | - | 1 | 1 | 3 |
| 24 Mar | 23658.35 | 1017.8 | -314.9 | 10.04 | 1 | 1 | 2 |
| 21 Mar | 23350.40 | 1333.55 | -771.75 | 14.84 | 2 | 1 | 1 |
For Nifty - strike price 24800 expiring on 09APR2025
Delta for 24800 PE is -
Historical price for 24800 PE is as follows
On 4 Apr NIFTY was trading at 22896.75. The strike last trading price was 1791.7, which was 254.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 81
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1539, which was 71 higher than the previous day. The implied volatity was 30.74, the open interest changed by 62 which increased total open position to 80
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1468, which was 258 higher than the previous day. The implied volatity was 32.24, the open interest changed by 13 which increased total open position to 18
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1210, which was -21.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1231.05, which was 71.05 higher than the previous day. The implied volatity was 14.02, 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 1160, 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 1160, which was 150.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1009.8, which was -8 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 1017.8, which was -314.9 lower than the previous day. The implied volatity was 10.04, 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 1333.55, which was -771.75 lower than the previous day. The implied volatity was 14.84, the open interest changed by 1 which increased total open position to 1
