NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 24900 CE | ||||||||||
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Delta: 0.01
Vega: 0.27
Theta: -2.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 1.1 | -1.1 | 37.46 | 1,41,000 | -2,726 | 27,072 | |||
| 28 Mar | 23519.35 | 2.15 | -1.4 | 19.12 | 3,15,534 | 962 | 29,798 | |||
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| 27 Mar | 23591.95 | 3.5 | -0.4 | 17.52 | 1,03,447 | 22,007 | 28,836 | |||
| 26 Mar | 23486.85 | 4.25 | -3.35 | 18.39 | 40,232 | 473 | 6,829 | |||
| 25 Mar | 23668.65 | 7.5 | 0.25 | 17.19 | 35,726 | 3,517 | 6,356 | |||
| 24 Mar | 23658.35 | 7 | 4.25 | 15.46 | 24,740 | 1,623 | 2,839 | |||
| 21 Mar | 23350.40 | 2.5 | -46.3 | 14.07 | 3,265 | 1,216 | 1,216 | |||
For Nifty - strike price 24900 expiring on 03APR2025
Delta for 24900 CE is 0.01
Historical price for 24900 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1.1, which was -1.1 lower than the previous day. The implied volatity was 37.46, the open interest changed by -2726 which decreased total open position to 27072
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2.15, which was -1.4 lower than the previous day. The implied volatity was 19.12, the open interest changed by 962 which increased total open position to 29798
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 3.5, which was -0.4 lower than the previous day. The implied volatity was 17.52, the open interest changed by 22007 which increased total open position to 28836
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 4.25, which was -3.35 lower than the previous day. The implied volatity was 18.39, the open interest changed by 473 which increased total open position to 6829
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 7.5, which was 0.25 higher than the previous day. The implied volatity was 17.19, the open interest changed by 3517 which increased total open position to 6356
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 7, which was 4.25 higher than the previous day. The implied volatity was 15.46, the open interest changed by 1623 which increased total open position to 2839
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 2.5, which was -46.3 lower than the previous day. The implied volatity was 14.07, the open interest changed by 1216 which increased total open position to 1216
| NIFTY 03APR2025 24900 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 | 1685 | 470 | - | 14 | 37 | 37 |
| 28 Mar | 23519.35 | 1215 | 0 | 0.00 | 0 | 11 | 0 |
| 27 Mar | 23591.95 | 1215 | -46 | - | 11 | 11 | 36 |
| 26 Mar | 23486.85 | 1261 | 139.95 | - | 36 | 21 | 25 |
| 25 Mar | 23668.65 | 1121.05 | -24.85 | - | 3 | 2 | 4 |
| 24 Mar | 23658.35 | 1145.9 | -325.45 | - | 1 | 1 | 2 |
| 21 Mar | 23350.40 | 1471.35 | -359.4 | 18.84 | 2 | 1 | 1 |
For Nifty - strike price 24900 expiring on 03APR2025
Delta for 24900 PE is -
Historical price for 24900 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1685, which was 470 higher than the previous day. The implied volatity was -, the open interest changed by 37 which increased total open position to 37
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1215, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1215, which was -46 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 36
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1261, which was 139.95 higher than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 25
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1121.05, which was -24.85 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1145.9, which was -325.45 lower than the previous day. The implied volatity was -, 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 1471.35, which was -359.4 lower than the previous day. The implied volatity was 18.84, the open interest changed by 1 which increased total open position to 1
