NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 25150 CE | ||||||||||
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Delta: 0.00
Vega: 0.23
Theta: -2.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 1 | -1.1 | 41.67 | 58,477 | -415 | 8,999 | |||
| 28 Mar | 23519.35 | 1.95 | -0.2 | 21.76 | 94,114 | 7,060 | 9,414 | |||
| 27 Mar | 23591.95 | 1.8 | -0.7 | 18.67 | 11,393 | 1,051 | 2,354 | |||
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| 26 Mar | 23486.85 | 2.8 | -2 | 19.92 | 6,307 | 741 | 1,303 | |||
| 25 Mar | 23668.65 | 4.1 | -28.2 | 18.15 | 2,073 | 562 | 562 | |||
For Nifty - strike price 25150 expiring on 03APR2025
Delta for 25150 CE is 0.00
Historical price for 25150 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 41.67, the open interest changed by -415 which decreased total open position to 8999
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1.95, which was -0.2 lower than the previous day. The implied volatity was 21.76, the open interest changed by 7060 which increased total open position to 9414
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1.8, which was -0.7 lower than the previous day. The implied volatity was 18.67, the open interest changed by 1051 which increased total open position to 2354
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 2.8, which was -2 lower than the previous day. The implied volatity was 19.92, the open interest changed by 741 which increased total open position to 1303
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 4.1, which was -28.2 lower than the previous day. The implied volatity was 18.15, the open interest changed by 562 which increased total open position to 562
| NIFTY 03APR2025 25150 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 |
| 1 Apr | 23165.70 | 1379.95 | 0.15 | 0.00 | 0 | 1 | 0 |
| 28 Mar | 23519.35 | 1379.95 | 0.15 | 0.00 | 0 | 1 | 0 |
| 27 Mar | 23591.95 | 1379.95 | 0.15 | 0.00 | 0 | 1 | 0 |
| 26 Mar | 23486.85 | 1379.95 | 0.15 | 0.00 | 0 | 1 | 0 |
| 25 Mar | 23668.65 | 1379.95 | -682.25 | - | 2 | 1 | 1 |
For Nifty - strike price 25150 expiring on 03APR2025
Delta for 25150 PE is 0.00
Historical price for 25150 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1379.95, which was 0.15 higher than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1379.95, which was 0.15 higher than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1379.95, which was 0.15 higher 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 1379.95, which was 0.15 higher 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 1379.95, which was -682.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
