NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 03:17 PM IST
| NIFTY 09APR2025 25100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.37
Theta: -1.10
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 22900.95 | 1.15 | 0.1 | 29.47 | 1,29,489 | 13,326 | 17,369 | |||
| 3 Apr | 23250.10 | 0.95 | -0.95 | 22.40 | 10,824 | 1,670 | 4,043 | |||
| 2 Apr | 23332.35 | 2 | -0.55 | 21.47 | 3,615 | 497 | 2,373 | |||
| 1 Apr | 23165.70 | 2.6 | -2.4 | 22.35 | 5,262 | 271 | 1,876 | |||
| 28 Mar | 23519.35 | 5.05 | -3.65 | 16.66 | 8,221 | 671 | 1,605 | |||
| 27 Mar | 23591.95 | 8 | 0.8 | 16.11 | 2,975 | -4 | 934 | |||
|
|
||||||||||
| 26 Mar | 23486.85 | 8 | -3.9 | 16.76 | 2,530 | -2 | 938 | |||
| 25 Mar | 23668.65 | 11 | -0.4 | 15.68 | 4,193 | 554 | 940 | |||
| 24 Mar | 23658.35 | 12.85 | 4.7 | 14.92 | 1,209 | 386 | 386 | |||
For Nifty - strike price 25100 expiring on 09APR2025
Delta for 25100 CE is 0.00
Historical price for 25100 CE is as follows
On 4 Apr NIFTY was trading at 22900.95. The strike last trading price was 1.15, which was 0.1 higher than the previous day. The implied volatity was 29.47, the open interest changed by 13326 which increased total open position to 17369
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 0.95, which was -0.95 lower than the previous day. The implied volatity was 22.40, the open interest changed by 1670 which increased total open position to 4043
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 2, which was -0.55 lower than the previous day. The implied volatity was 21.47, the open interest changed by 497 which increased total open position to 2373
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2.6, which was -2.4 lower than the previous day. The implied volatity was 22.35, the open interest changed by 271 which increased total open position to 1876
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 5.05, which was -3.65 lower than the previous day. The implied volatity was 16.66, the open interest changed by 671 which increased total open position to 1605
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 8, which was 0.8 higher than the previous day. The implied volatity was 16.11, the open interest changed by -4 which decreased total open position to 934
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 8, which was -3.9 lower than the previous day. The implied volatity was 16.76, the open interest changed by -2 which decreased total open position to 938
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 11, which was -0.4 lower than the previous day. The implied volatity was 15.68, the open interest changed by 554 which increased total open position to 940
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 12.85, which was 4.7 higher than the previous day. The implied volatity was 14.92, the open interest changed by 386 which increased total open position to 386
| NIFTY 09APR2025 25100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 22900.95 | 1808.6 | 0 | 0.00 | 0 | 28 | 0 |
| 3 Apr | 23250.10 | 1808.6 | 71.25 | - | 43 | 28 | 42 |
| 2 Apr | 23332.35 | 1745 | -127.7 | 32.00 | 13 | 11 | 14 |
| 1 Apr | 23165.70 | 1872.7 | 391.9 | 26.42 | 1 | 1 | 3 |
| 28 Mar | 23519.35 | 1480.8 | 178.15 | - | 1 | 2 | 2 |
| 27 Mar | 23591.95 | 1302.65 | 0 | 0.00 | 0 | 1 | 0 |
| 26 Mar | 23486.85 | 1302.65 | 0 | 0.00 | 0 | 1 | 0 |
| 25 Mar | 23668.65 | 1302.65 | -4.75 | - | 1 | 1 | 1 |
| 24 Mar | 23658.35 | 1307.4 | -1088.5 | - | 1 | 0 | 0 |
For Nifty - strike price 25100 expiring on 09APR2025
Delta for 25100 PE is 0.00
Historical price for 25100 PE is as follows
On 4 Apr NIFTY was trading at 22900.95. The strike last trading price was 1808.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 28 which increased total open position to 0
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1808.6, which was 71.25 higher than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 42
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1745, which was -127.7 lower than the previous day. The implied volatity was 32.00, the open interest changed by 11 which increased total open position to 14
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1872.7, which was 391.9 higher than the previous day. The implied volatity was 26.42, the open interest changed by 1 which increased total open position to 3
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1480.8, which was 178.15 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1302.65, 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 1302.65, 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 1302.65, which was -4.75 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 1307.4, which was -1088.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
