NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 24800 CE | ||||||||||
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Delta: 0.01
Vega: 0.29
Theta: -2.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 1.15 | -1.3 | 35.75 | 2,44,899 | -3,602 | 38,496 | |||
| 28 Mar | 23519.35 | 2.5 | -2.05 | 18.29 | 3,94,699 | 8,945 | 42,098 | |||
| 27 Mar | 23591.95 | 4.75 | 0.15 | 17.11 | 1,26,334 | 19,374 | 33,153 | |||
| 26 Mar | 23486.85 | 5.05 | -4.4 | 17.75 | 69,709 | 6,246 | 13,779 | |||
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| 25 Mar | 23668.65 | 9.05 | 0.45 | 16.61 | 37,056 | 3,429 | 7,533 | |||
| 24 Mar | 23658.35 | 8.95 | 6.15 | 14.85 | 30,307 | 3,528 | 4,104 | |||
| 21 Mar | 23350.40 | 2.8 | -54.4 | 13.49 | 2,254 | 576 | 576 | |||
For Nifty - strike price 24800 expiring on 03APR2025
Delta for 24800 CE is 0.01
Historical price for 24800 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1.15, which was -1.3 lower than the previous day. The implied volatity was 35.75, the open interest changed by -3602 which decreased total open position to 38496
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2.5, which was -2.05 lower than the previous day. The implied volatity was 18.29, the open interest changed by 8945 which increased total open position to 42098
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 4.75, which was 0.15 higher than the previous day. The implied volatity was 17.11, the open interest changed by 19374 which increased total open position to 33153
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 5.05, which was -4.4 lower than the previous day. The implied volatity was 17.75, the open interest changed by 6246 which increased total open position to 13779
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 9.05, which was 0.45 higher than the previous day. The implied volatity was 16.61, the open interest changed by 3429 which increased total open position to 7533
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 8.95, which was 6.15 higher than the previous day. The implied volatity was 14.85, the open interest changed by 3528 which increased total open position to 4104
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 2.8, which was -54.4 lower than the previous day. The implied volatity was 13.49, the open interest changed by 576 which increased total open position to 576
| NIFTY 03APR2025 24800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 1598.2 | 385.2 | - | 8 | -2 | 151 |
| 28 Mar | 23519.35 | 1213 | 68 | - | 26 | 3 | 153 |
| 27 Mar | 23591.95 | 1145 | -80.75 | 15.81 | 57 | 56 | 150 |
| 26 Mar | 23486.85 | 1219.1 | 183.05 | - | 29 | 25 | 94 |
| 25 Mar | 23668.65 | 1036.05 | -37.3 | - | 16 | 1 | 69 |
| 24 Mar | 23658.35 | 1060 | -302.05 | - | 73 | 68 | 68 |
| 21 Mar | 23350.40 | 1363.25 | -376.75 | 15.46 | 5 | 0 | 0 |
For Nifty - strike price 24800 expiring on 03APR2025
Delta for 24800 PE is -
Historical price for 24800 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1598.2, which was 385.2 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 151
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1213, which was 68 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 153
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1145, which was -80.75 lower than the previous day. The implied volatity was 15.81, the open interest changed by 56 which increased total open position to 150
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1219.1, which was 183.05 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 94
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1036.05, which was -37.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 69
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1060, which was -302.05 lower than the previous day. The implied volatity was -, the open interest changed by 68 which increased total open position to 68
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1363.25, which was -376.75 lower than the previous day. The implied volatity was 15.46, the open interest changed by 0 which decreased total open position to 0
