NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 24850 CE | ||||||||||
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Delta: 0.01
Vega: 0.28
Theta: -2.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 1.15 | -1.15 | 36.70 | 66,776 | 4,785 | 11,423 | |||
| 28 Mar | 23519.35 | 2.25 | -1.7 | 18.64 | 99,855 | 1,601 | 6,638 | |||
| 27 Mar | 23591.95 | 4 | -0.15 | 17.26 | 26,370 | 3,240 | 5,037 | |||
| 26 Mar | 23486.85 | 4.55 | -3.95 | 18.02 | 11,539 | 415 | 1,797 | |||
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| 25 Mar | 23668.65 | 7 | -0.75 | 16.43 | 10,511 | 661 | 1,382 | |||
| 24 Mar | 23658.35 | 8.45 | 5.3 | 15.25 | 5,630 | 641 | 721 | |||
| 21 Mar | 23350.40 | 3.8 | -49.05 | 14.47 | 115 | 80 | 80 | |||
For Nifty - strike price 24850 expiring on 03APR2025
Delta for 24850 CE is 0.01
Historical price for 24850 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1.15, which was -1.15 lower than the previous day. The implied volatity was 36.70, the open interest changed by 4785 which increased total open position to 11423
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2.25, which was -1.7 lower than the previous day. The implied volatity was 18.64, the open interest changed by 1601 which increased total open position to 6638
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 4, which was -0.15 lower than the previous day. The implied volatity was 17.26, the open interest changed by 3240 which increased total open position to 5037
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 4.55, which was -3.95 lower than the previous day. The implied volatity was 18.02, the open interest changed by 415 which increased total open position to 1797
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 7, which was -0.75 lower than the previous day. The implied volatity was 16.43, the open interest changed by 661 which increased total open position to 1382
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 8.45, which was 5.3 higher than the previous day. The implied volatity was 15.25, the open interest changed by 641 which increased total open position to 721
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 3.8, which was -49.05 lower than the previous day. The implied volatity was 14.47, the open interest changed by 80 which increased total open position to 80
| NIFTY 03APR2025 24850 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 |
| 1 Apr | 23165.70 | 1063.8 | 0 | 0.00 | 0 | 2 | 0 |
| 28 Mar | 23519.35 | 1063.8 | 0 | 0.00 | 0 | 2 | 0 |
| 27 Mar | 23591.95 | 1063.8 | 0 | 0.00 | 0 | 2 | 0 |
| 26 Mar | 23486.85 | 1063.8 | 0 | 0.00 | 0 | 2 | 0 |
| 25 Mar | 23668.65 | 1063.8 | -32.95 | - | 2 | 2 | 9 |
| 24 Mar | 23658.35 | 1096.75 | -316.4 | - | 2 | 7 | 7 |
| 21 Mar | 23350.40 | 1414.95 | -370.3 | 17.68 | 7 | 0 | 0 |
For Nifty - strike price 24850 expiring on 03APR2025
Delta for 24850 PE is 0.00
Historical price for 24850 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1063.8, 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 1063.8, 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 1063.8, 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 1063.8, 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 1063.8, which was -32.95 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 9
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1096.75, which was -316.4 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1414.95, which was -370.3 lower than the previous day. The implied volatity was 17.68, the open interest changed by 0 which decreased total open position to 0
