NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 25050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.44
Theta: -0.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 1.05 | -0.8 | 22.11 | 3,596 | 405 | 1,076 | |||
| 2 Apr | 23332.35 | 2.05 | -0.6 | 21.02 | 1,639 | 331 | 671 | |||
| 1 Apr | 23165.70 | 2.75 | -2.45 | 22.01 | 1,173 | 41 | 340 | |||
| 28 Mar | 23519.35 | 5.25 | -4.95 | 16.32 | 1,691 | 10 | 299 | |||
| 27 Mar | 23591.95 | 9 | 0.85 | 15.96 | 477 | 63 | 289 | |||
| 26 Mar | 23486.85 | 9 | -4.3 | 16.65 | 234 | 34 | 226 | |||
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| 25 Mar | 23668.65 | 12.75 | -0.65 | 15.66 | 483 | 74 | 192 | |||
| 24 Mar | 23658.35 | 14.1 | 5 | 14.74 | 529 | 118 | 118 | |||
For Nifty - strike price 25050 expiring on 09APR2025
Delta for 25050 CE is 0.01
Historical price for 25050 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1.05, which was -0.8 lower than the previous day. The implied volatity was 22.11, the open interest changed by 405 which increased total open position to 1076
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 2.05, which was -0.6 lower than the previous day. The implied volatity was 21.02, the open interest changed by 331 which increased total open position to 671
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2.75, which was -2.45 lower than the previous day. The implied volatity was 22.01, the open interest changed by 41 which increased total open position to 340
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 5.25, which was -4.95 lower than the previous day. The implied volatity was 16.32, the open interest changed by 10 which increased total open position to 299
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 9, which was 0.85 higher than the previous day. The implied volatity was 15.96, the open interest changed by 63 which increased total open position to 289
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 9, which was -4.3 lower than the previous day. The implied volatity was 16.65, the open interest changed by 34 which increased total open position to 226
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 12.75, which was -0.65 lower than the previous day. The implied volatity was 15.66, the open interest changed by 74 which increased total open position to 192
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 14.1, which was 5 higher than the previous day. The implied volatity was 14.74, the open interest changed by 118 which increased total open position to 118
| NIFTY 09APR2025 25050 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 |
| 3 Apr | 23250.10 | 1645.75 | 0 | 0.00 | 0 | 2 | 0 |
| 2 Apr | 23332.35 | 1645.75 | 0 | 0.00 | 0 | 2 | 0 |
| 1 Apr | 23165.70 | 1645.75 | 214.7 | - | 2 | 2 | 5 |
| 28 Mar | 23519.35 | 1431.05 | 176.25 | - | 1 | 3 | 3 |
| 27 Mar | 23591.95 | 1254.8 | 0 | 0.00 | 0 | 1 | 0 |
| 26 Mar | 23486.85 | 1254.8 | 0 | 0.00 | 0 | 1 | 0 |
| 25 Mar | 23668.65 | 1254.8 | -4.7 | - | 2 | 1 | 1 |
| 24 Mar | 23658.35 | 1259.5 | -1087.7 | - | 1 | 0 | 0 |
For Nifty - strike price 25050 expiring on 09APR2025
Delta for 25050 PE is 0.00
Historical price for 25050 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1645.75, 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 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1645.75, 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 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1645.75, which was 214.7 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 5
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1431.05, which was 176.25 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1254.8, 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 1254.8, 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 1254.8, which was -4.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1259.5, which was -1087.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
