NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 25000 CE | ||||||||||
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Delta: 0.00
Vega: 0.24
Theta: -2.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 1 | -1.15 | 38.92 | 6,42,919 | 22,585 | 1,35,028 | |||
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| 28 Mar | 23519.35 | 2.05 | -0.75 | 20.17 | 6,42,419 | 28,780 | 1,12,443 | |||
| 27 Mar | 23591.95 | 2.75 | -0.45 | 18.05 | 2,57,961 | 43,447 | 83,663 | |||
| 26 Mar | 23486.85 | 4 | -2.25 | 19.31 | 1,32,266 | 25,344 | 40,216 | |||
| 25 Mar | 23668.65 | 6.1 | 0.25 | 17.69 | 61,087 | 8,305 | 14,872 | |||
| 24 Mar | 23658.35 | 6.5 | -34.95 | 16.31 | 42,108 | 6,567 | 6,567 | |||
For Nifty - strike price 25000 expiring on 03APR2025
Delta for 25000 CE is 0.00
Historical price for 25000 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1, which was -1.15 lower than the previous day. The implied volatity was 38.92, the open interest changed by 22585 which increased total open position to 135028
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2.05, which was -0.75 lower than the previous day. The implied volatity was 20.17, the open interest changed by 28780 which increased total open position to 112443
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 2.75, which was -0.45 lower than the previous day. The implied volatity was 18.05, the open interest changed by 43447 which increased total open position to 83663
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 4, which was -2.25 lower than the previous day. The implied volatity was 19.31, the open interest changed by 25344 which increased total open position to 40216
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 6.1, which was 0.25 higher than the previous day. The implied volatity was 17.69, the open interest changed by 8305 which increased total open position to 14872
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 6.5, which was -34.95 lower than the previous day. The implied volatity was 16.31, the open interest changed by 6567 which increased total open position to 6567
| NIFTY 03APR2025 25000 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 | 1794.2 | 337.7 | - | 732 | -159 | 2,565 |
| 28 Mar | 23519.35 | 1459.85 | 133.2 | - | 1,800 | 696 | 2,724 |
| 27 Mar | 23591.95 | 1303 | -98.5 | - | 2,348 | 1,395 | 2,028 |
| 26 Mar | 23486.85 | 1428.7 | 189.5 | - | 446 | 237 | 633 |
| 25 Mar | 23668.65 | 1289.8 | 21.55 | - | 585 | 317 | 396 |
| 24 Mar | 23658.35 | 1258.9 | -663.7 | 12.83 | 106 | 79 | 79 |
For Nifty - strike price 25000 expiring on 03APR2025
Delta for 25000 PE is -
Historical price for 25000 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1794.2, which was 337.7 higher than the previous day. The implied volatity was -, the open interest changed by -159 which decreased total open position to 2565
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1459.85, which was 133.2 higher than the previous day. The implied volatity was -, the open interest changed by 696 which increased total open position to 2724
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1303, which was -98.5 lower than the previous day. The implied volatity was -, the open interest changed by 1395 which increased total open position to 2028
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1428.7, which was 189.5 higher than the previous day. The implied volatity was -, the open interest changed by 237 which increased total open position to 633
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1289.8, which was 21.55 higher than the previous day. The implied volatity was -, the open interest changed by 317 which increased total open position to 396
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1258.9, which was -663.7 lower than the previous day. The implied volatity was 12.83, the open interest changed by 79 which increased total open position to 79
