NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 25050 CE | ||||||||||
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Delta: 0.00
Vega: 0.23
Theta: -2.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 1 | -1.1 | 39.84 | 53,334 | 2,228 | 10,834 | |||
| 28 Mar | 23519.35 | 2.15 | -0.45 | 20.90 | 90,118 | 3,227 | 8,606 | |||
| 27 Mar | 23591.95 | 2.5 | -0.45 | 18.37 | 24,490 | 3,757 | 5,379 | |||
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| 26 Mar | 23486.85 | 3.85 | -1.7 | 19.74 | 9,483 | 837 | 1,622 | |||
| 25 Mar | 23668.65 | 5 | -0.4 | 17.68 | 6,783 | 321 | 785 | |||
| 24 Mar | 23658.35 | 6.1 | -32.1 | 16.48 | 2,550 | 464 | 464 | |||
For Nifty - strike price 25050 expiring on 03APR2025
Delta for 25050 CE is 0.00
Historical price for 25050 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1, which was -1.1 lower than the previous day. The implied volatity was 39.84, the open interest changed by 2228 which increased total open position to 10834
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2.15, which was -0.45 lower than the previous day. The implied volatity was 20.90, the open interest changed by 3227 which increased total open position to 8606
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 2.5, which was -0.45 lower than the previous day. The implied volatity was 18.37, the open interest changed by 3757 which increased total open position to 5379
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 3.85, which was -1.7 lower than the previous day. The implied volatity was 19.74, the open interest changed by 837 which increased total open position to 1622
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 5, which was -0.4 lower than the previous day. The implied volatity was 17.68, the open interest changed by 321 which increased total open position to 785
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 6.1, which was -32.1 lower than the previous day. The implied volatity was 16.48, the open interest changed by 464 which increased total open position to 464
| NIFTY 03APR2025 25050 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 |
| 1 Apr | 23165.70 | 1276.1 | 0.1 | 0.00 | 0 | 9 | 0 |
| 28 Mar | 23519.35 | 1276.1 | 0.1 | 0.00 | 0 | 9 | 0 |
| 27 Mar | 23591.95 | 1276.1 | 0.1 | 0.00 | 0 | 9 | 0 |
| 26 Mar | 23486.85 | 1276.1 | 0.1 | 0.00 | 0 | 9 | 0 |
| 25 Mar | 23668.65 | 1276.1 | -15 | - | 2 | 9 | 9 |
| 24 Mar | 23658.35 | 1292 | -676.9 | - | 9 | 0 | 0 |
For Nifty - strike price 25050 expiring on 03APR2025
Delta for 25050 PE is 0.00
Historical price for 25050 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1276.1, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1276.1, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1276.1, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1276.1, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1276.1, which was -15 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 9
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1292, which was -676.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
