NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 25150 CE | ||||||||||
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Delta: 0.00
Vega: 0.39
Theta: -0.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 0.95 | -0.9 | 22.93 | 3,145 | 716 | 812 | |||
| 2 Apr | 23332.35 | 1.85 | -0.45 | 21.80 | 376 | -77 | 96 | |||
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| 1 Apr | 23165.70 | 2.45 | -4.85 | 22.68 | 527 | 173 | 173 | |||
| 28 Mar | 23519.35 | 7.3 | 0 | 8.28 | 0 | 0 | 0 | |||
| 27 Mar | 23591.95 | 7.3 | 0 | 7.45 | 0 | 0 | 0 | |||
| 26 Mar | 23486.85 | 7.3 | 0 | 7.81 | 0 | 0 | 0 | |||
| 25 Mar | 23668.65 | 7.3 | 0 | 6.91 | 0 | 0 | 0 | |||
For Nifty - strike price 25150 expiring on 09APR2025
Delta for 25150 CE is 0.00
Historical price for 25150 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 0.95, which was -0.9 lower than the previous day. The implied volatity was 22.93, the open interest changed by 716 which increased total open position to 812
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1.85, which was -0.45 lower than the previous day. The implied volatity was 21.80, the open interest changed by -77 which decreased total open position to 96
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2.45, which was -4.85 lower than the previous day. The implied volatity was 22.68, the open interest changed by 173 which increased total open position to 173
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 7.3, which was 0 lower than the previous day. The implied volatity was 8.28, the open interest changed by 0 which decreased total open position to 0
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 7.3, which was 0 lower than the previous day. The implied volatity was 7.45, the open interest changed by 0 which decreased total open position to 0
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 7.3, which was 0 lower than the previous day. The implied volatity was 7.81, the open interest changed by 0 which decreased total open position to 0
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 7.3, which was 0 lower than the previous day. The implied volatity was 6.91, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09APR2025 25150 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 |
| 3 Apr | 23250.10 | 1917.65 | 0 | 0.00 | 0 | 1 | 0 |
| 2 Apr | 23332.35 | 1917.65 | 0 | 0.00 | 0 | 1 | 0 |
| 1 Apr | 23165.70 | 1917.65 | 367.85 | 22.81 | 1 | 1 | 3 |
| 28 Mar | 23519.35 | 1549.8 | 199.15 | - | 1 | 2 | 2 |
| 27 Mar | 23591.95 | 1350.65 | 0 | 0.00 | 0 | 1 | 0 |
| 26 Mar | 23486.85 | 1350.65 | 0 | 0.00 | 0 | 1 | 0 |
| 25 Mar | 23668.65 | 1350.65 | -1094.05 | - | 2 | 1 | 1 |
For Nifty - strike price 25150 expiring on 09APR2025
Delta for 25150 PE is 0.00
Historical price for 25150 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1917.65, 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 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1917.65, 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 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1917.65, which was 367.85 higher than the previous day. The implied volatity was 22.81, 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 1549.8, which was 199.15 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 1350.65, 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 1350.65, 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 1350.65, which was -1094.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
