NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 01:20 PM IST
| NIFTY 09APR2025 24950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.40
Theta: -1.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 22958.35 | 1.15 | 0.05 | 26.78 | 21,582 | 1,313 | 2,443 | |||
| 3 Apr | 23250.10 | 1.1 | -1.15 | 21.14 | 4,182 | 701 | 1,130 | |||
| 2 Apr | 23332.35 | 2.35 | -0.6 | 20.30 | 663 | 207 | 429 | |||
| 1 Apr | 23165.70 | 3.1 | -2.9 | 21.32 | 1,796 | -124 | 222 | |||
| 28 Mar | 23519.35 | 5.9 | -5.65 | 15.70 | 1,781 | 155 | 346 | |||
| 27 Mar | 23591.95 | 16 | 6.85 | 16.75 | 677 | -16 | 191 | |||
| 26 Mar | 23486.85 | 9 | -6.8 | 15.75 | 367 | 111 | 207 | |||
| 25 Mar | 23668.65 | 16 | 0.7 | 15.42 | 465 | 6 | 96 | |||
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| 24 Mar | 23658.35 | 17.75 | 6.4 | 14.50 | 391 | 90 | 90 | |||
| 21 Mar | 23350.40 | 11.35 | 0 | 6.35 | 0 | 0 | 0 | |||
For Nifty - strike price 24950 expiring on 09APR2025
Delta for 24950 CE is 0.01
Historical price for 24950 CE is as follows
On 4 Apr NIFTY was trading at 22958.35. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 26.78, the open interest changed by 1313 which increased total open position to 2443
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1.1, which was -1.15 lower than the previous day. The implied volatity was 21.14, the open interest changed by 701 which increased total open position to 1130
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 2.35, which was -0.6 lower than the previous day. The implied volatity was 20.30, the open interest changed by 207 which increased total open position to 429
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 3.1, which was -2.9 lower than the previous day. The implied volatity was 21.32, the open interest changed by -124 which decreased total open position to 222
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 5.9, which was -5.65 lower than the previous day. The implied volatity was 15.70, the open interest changed by 155 which increased total open position to 346
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 16, which was 6.85 higher than the previous day. The implied volatity was 16.75, the open interest changed by -16 which decreased total open position to 191
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 9, which was -6.8 lower than the previous day. The implied volatity was 15.75, the open interest changed by 111 which increased total open position to 207
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 16, which was 0.7 higher than the previous day. The implied volatity was 15.42, the open interest changed by 6 which increased total open position to 96
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 17.75, which was 6.4 higher than the previous day. The implied volatity was 14.50, the open interest changed by 90 which increased total open position to 90
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 11.35, which was 0 lower than the previous day. The implied volatity was 6.35, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09APR2025 24950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 4 Apr | 22958.35 | 1725.95 | 0 | 0.00 | 0 | 1 | 0 |
| 3 Apr | 23250.10 | 1725.95 | 0 | 0.00 | 0 | 1 | 0 |
| 2 Apr | 23332.35 | 1725.95 | 0 | 0.00 | 0 | 1 | 0 |
| 1 Apr | 23165.70 | 1725.95 | 393.6 | 25.57 | 2 | 1 | 6 |
| 28 Mar | 23519.35 | 1332.35 | 175.65 | - | 1 | 5 | 5 |
| 27 Mar | 23591.95 | 1156.7 | 0 | 0.00 | 0 | 1 | 0 |
| 26 Mar | 23486.85 | 1156.7 | 0 | 0.00 | 0 | 1 | 0 |
| 25 Mar | 23668.65 | 1156.7 | -5.85 | - | 2 | 1 | 3 |
| 24 Mar | 23658.35 | 1162.55 | -319.3 | - | 1 | 1 | 2 |
| 21 Mar | 23350.40 | 1483.15 | -766.95 | 16.28 | 2 | 1 | 1 |
For Nifty - strike price 24950 expiring on 09APR2025
Delta for 24950 PE is 0.00
Historical price for 24950 PE is as follows
On 4 Apr NIFTY was trading at 22958.35. The strike last trading price was 1725.95, 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 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1725.95, 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 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1725.95, 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 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1725.95, which was 393.6 higher than the previous day. The implied volatity was 25.57, the open interest changed by 1 which increased total open position to 6
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1332.35, which was 175.65 higher than the previous day. The implied volatity was -, 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 1156.7, 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 1156.7, 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 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1156.7, which was -5.85 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 1162.55, which was -319.3 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 1483.15, which was -766.95 lower than the previous day. The implied volatity was 16.28, the open interest changed by 1 which increased total open position to 1
