NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 24950 CE | ||||||||||
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Delta: 0.01
Vega: 0.26
Theta: -2.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 1.1 | -1.05 | 38.40 | 54,817 | 676 | 8,397 | |||
| 28 Mar | 23519.35 | 2.15 | -1.1 | 19.71 | 1,20,660 | 2,239 | 7,721 | |||
| 27 Mar | 23591.95 | 3 | -0.55 | 17.71 | 30,987 | 976 | 5,482 | |||
| 26 Mar | 23486.85 | 4.25 | -2.8 | 18.94 | 17,318 | -676 | 4,506 | |||
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| 25 Mar | 23668.65 | 6.65 | 0 | 17.40 | 24,138 | 3,489 | 5,182 | |||
| 24 Mar | 23658.35 | 5.6 | 2.9 | 15.24 | 11,266 | 1,033 | 1,693 | |||
| 21 Mar | 23350.40 | 2.7 | -42.3 | 14.62 | 1,656 | 660 | 660 | |||
For Nifty - strike price 24950 expiring on 03APR2025
Delta for 24950 CE is 0.01
Historical price for 24950 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1.1, which was -1.05 lower than the previous day. The implied volatity was 38.40, the open interest changed by 676 which increased total open position to 8397
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2.15, which was -1.1 lower than the previous day. The implied volatity was 19.71, the open interest changed by 2239 which increased total open position to 7721
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 3, which was -0.55 lower than the previous day. The implied volatity was 17.71, the open interest changed by 976 which increased total open position to 5482
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 4.25, which was -2.8 lower than the previous day. The implied volatity was 18.94, the open interest changed by -676 which decreased total open position to 4506
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 6.65, which was 0 lower than the previous day. The implied volatity was 17.40, the open interest changed by 3489 which increased total open position to 5182
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 5.6, which was 2.9 higher than the previous day. The implied volatity was 15.24, the open interest changed by 1033 which increased total open position to 1693
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 2.7, which was -42.3 lower than the previous day. The implied volatity was 14.62, the open interest changed by 660 which increased total open position to 660
| NIFTY 03APR2025 24950 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 | 1163.05 | 0 | 0.00 | 0 | 2 | 0 |
| 28 Mar | 23519.35 | 1163.05 | 0 | 0.00 | 0 | 2 | 0 |
| 27 Mar | 23591.95 | 1163.05 | 0 | 0.00 | 0 | 2 | 0 |
| 26 Mar | 23486.85 | 1163.05 | 0 | 0.00 | 0 | 2 | 0 |
| 25 Mar | 23668.65 | 1163.05 | -31.9 | - | 1 | 2 | 2 |
| 24 Mar | 23658.35 | 1194.95 | -681.6 | - | 2 | 0 | 0 |
| 21 Mar | 23350.40 | 1876.55 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 24950 expiring on 03APR2025
Delta for 24950 PE is 0.00
Historical price for 24950 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1163.05, 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 1163.05, 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 1163.05, 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 1163.05, 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 1163.05, which was -31.9 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1194.95, which was -681.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1876.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
