NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 12:20 PM IST
| NIFTY 09APR2025 25000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.37
Theta: -0.99
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 22979.90 | 1.05 | -0.05 | 26.68 | 2,90,733 | 39,731 | 84,964 | |||
| 3 Apr | 23250.10 | 1.1 | -1 | 21.69 | 1,70,846 | 20,964 | 45,233 | |||
| 2 Apr | 23332.35 | 2.25 | -0.6 | 20.73 | 52,358 | 12,913 | 24,269 | |||
| 1 Apr | 23165.70 | 2.9 | -2.75 | 21.65 | 25,427 | 2,150 | 11,356 | |||
|
|
||||||||||
| 28 Mar | 23519.35 | 5.7 | -4.2 | 16.07 | 22,439 | 4,846 | 9,206 | |||
| 27 Mar | 23591.95 | 10.4 | 1.8 | 15.90 | 13,491 | 1,767 | 4,360 | |||
| 26 Mar | 23486.85 | 9 | -5.45 | 16.20 | 8,956 | 356 | 2,593 | |||
| 25 Mar | 23668.65 | 14.5 | 1.2 | 15.59 | 11,445 | 1,304 | 2,237 | |||
| 24 Mar | 23658.35 | 14.3 | 4.15 | 14.48 | 3,897 | 933 | 933 | |||
For Nifty - strike price 25000 expiring on 09APR2025
Delta for 25000 CE is 0.00
Historical price for 25000 CE is as follows
On 4 Apr NIFTY was trading at 22979.90. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 26.68, the open interest changed by 39731 which increased total open position to 84964
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1.1, which was -1 lower than the previous day. The implied volatity was 21.69, the open interest changed by 20964 which increased total open position to 45233
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 2.25, which was -0.6 lower than the previous day. The implied volatity was 20.73, the open interest changed by 12913 which increased total open position to 24269
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2.9, which was -2.75 lower than the previous day. The implied volatity was 21.65, the open interest changed by 2150 which increased total open position to 11356
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 5.7, which was -4.2 lower than the previous day. The implied volatity was 16.07, the open interest changed by 4846 which increased total open position to 9206
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 10.4, which was 1.8 higher than the previous day. The implied volatity was 15.90, the open interest changed by 1767 which increased total open position to 4360
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 9, which was -5.45 lower than the previous day. The implied volatity was 16.20, the open interest changed by 356 which increased total open position to 2593
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 14.5, which was 1.2 higher than the previous day. The implied volatity was 15.59, the open interest changed by 1304 which increased total open position to 2237
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 14.3, which was 4.15 higher than the previous day. The implied volatity was 14.48, the open interest changed by 933 which increased total open position to 933
| NIFTY 09APR2025 25000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 3.97
Theta: -12.32
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 22979.90 | 2030.1 | 281.9 | 48.27 | 39 | 2 | 453 |
| 3 Apr | 23250.10 | 1753.05 | 110 | 37.69 | 611 | 318 | 451 |
| 2 Apr | 23332.35 | 1641 | -127.9 | 29.26 | 89 | 81 | 133 |
| 1 Apr | 23165.70 | 1768.9 | 333.95 | 22.18 | 18 | 18 | 52 |
| 28 Mar | 23519.35 | 1439.8 | 133.85 | 19.38 | 16 | 11 | 34 |
| 27 Mar | 23591.95 | 1305.95 | -92.85 | - | 18 | 14 | 23 |
| 26 Mar | 23486.85 | 1398.85 | 187.85 | - | 11 | -1 | 9 |
| 25 Mar | 23668.65 | 1211 | -54 | - | 7 | 8 | 10 |
| 24 Mar | 23658.35 | 1265 | -1033.6 | 19.05 | 6 | 2 | 2 |
For Nifty - strike price 25000 expiring on 09APR2025
Delta for 25000 PE is -0.92
Historical price for 25000 PE is as follows
On 4 Apr NIFTY was trading at 22979.90. The strike last trading price was 2030.1, which was 281.9 higher than the previous day. The implied volatity was 48.27, the open interest changed by 2 which increased total open position to 453
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1753.05, which was 110 higher than the previous day. The implied volatity was 37.69, the open interest changed by 318 which increased total open position to 451
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1641, which was -127.9 lower than the previous day. The implied volatity was 29.26, the open interest changed by 81 which increased total open position to 133
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1768.9, which was 333.95 higher than the previous day. The implied volatity was 22.18, the open interest changed by 18 which increased total open position to 52
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1439.8, which was 133.85 higher than the previous day. The implied volatity was 19.38, the open interest changed by 11 which increased total open position to 34
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1305.95, which was -92.85 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 23
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1398.85, which was 187.85 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 9
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1211, which was -54 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 10
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1265, which was -1033.6 lower than the previous day. The implied volatity was 19.05, the open interest changed by 2 which increased total open position to 2
