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Related Pages for NIFTY
[--[65.84.65.76]--]
NIFTY
Nifty
23165.7 -353.65 (-1.50%)

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Historical option data for NIFTY

01 Apr 2025 04:10 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
NIFTY 03APR2025 25100 CE
Delta: 0.00
Vega: 0.25
Theta: -2.57
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
1 Apr 23165.70 1.1 -1.05 41.18 1,45,646 7,335 32,254
28 Mar 23519.35 2 -0.3 21.25 1,95,314 11,091 24,919
27 Mar 23591.95 2.2 -0.55 18.61 49,919 4,206 13,828
26 Mar 23486.85 4.25 -1.05 20.56 29,426 2,912 9,622
25 Mar 23668.65 4.65 0.25 18.03 29,735 4,464 6,710
24 Mar 23658.35 4.35 -30.8 16.30 18,551 2,246 2,246

For Nifty - strike price 25100 expiring on 03APR2025

Delta for 25100 CE is 0.00

Historical price for 25100 CE is as follows

On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1.1, which was -1.05 lower than the previous day. The implied volatity was 41.18, the open interest changed by 7335 which increased total open position to 32254


On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2, which was -0.3 lower than the previous day. The implied volatity was 21.25, the open interest changed by 11091 which increased total open position to 24919


On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 2.2, which was -0.55 lower than the previous day. The implied volatity was 18.61, the open interest changed by 4206 which increased total open position to 13828


On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 4.25, which was -1.05 lower than the previous day. The implied volatity was 20.56, the open interest changed by 2912 which increased total open position to 9622


On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 4.65, which was 0.25 higher than the previous day. The implied volatity was 18.03, the open interest changed by 4464 which increased total open position to 6710


On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 4.35, which was -30.8 lower than the previous day. The implied volatity was 16.30, the open interest changed by 2246 which increased total open position to 2246


NIFTY 03APR2025 25100 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
1 Apr 23165.70 1517.85 0 0.00 0 0 0
28 Mar 23519.35 1517.85 92.8 - 9 0 51
27 Mar 23591.95 1425.05 -73.95 - 1 1 51
26 Mar 23486.85 1499 149 - 51 49 50
25 Mar 23668.65 1350 13.85 - 3 1 1
24 Mar 23658.35 1337.25 -678.2 - 2 0 0

For Nifty - strike price 25100 expiring on 03APR2025

Delta for 25100 PE is 0.00

Historical price for 25100 PE is as follows

On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1517.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1517.85, which was 92.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51


On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1425.05, which was -73.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 51


On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1499, which was 149 higher than the previous day. The implied volatity was -, the open interest changed by 49 which increased total open position to 50


On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1350, which was 13.85 higher 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 1337.25, which was -678.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0