NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 25200 CE | ||||||||||
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Delta: 0.00
Vega: 0.24
Theta: -2.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 1.1 | -0.95 | 43.01 | 1,56,967 | 10,132 | 37,554 | |||
| 28 Mar | 23519.35 | 1.9 | -0.05 | 22.25 | 2,25,250 | 6,709 | 27,422 | |||
| 27 Mar | 23591.95 | 1.85 | -0.55 | 19.26 | 78,142 | 15,142 | 20,713 | |||
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| 26 Mar | 23486.85 | 2.7 | -1.75 | 20.32 | 19,208 | 3,849 | 5,571 | |||
| 25 Mar | 23668.65 | 3.9 | -25.75 | 18.55 | 12,871 | 1,722 | 1,722 | |||
For Nifty - strike price 25200 expiring on 03APR2025
Delta for 25200 CE is 0.00
Historical price for 25200 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1.1, which was -0.95 lower than the previous day. The implied volatity was 43.01, the open interest changed by 10132 which increased total open position to 37554
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1.9, which was -0.05 lower than the previous day. The implied volatity was 22.25, the open interest changed by 6709 which increased total open position to 27422
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1.85, which was -0.55 lower than the previous day. The implied volatity was 19.26, the open interest changed by 15142 which increased total open position to 20713
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 2.7, which was -1.75 lower than the previous day. The implied volatity was 20.32, the open interest changed by 3849 which increased total open position to 5571
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 3.9, which was -25.75 lower than the previous day. The implied volatity was 18.55, the open interest changed by 1722 which increased total open position to 1722
| NIFTY 03APR2025 25200 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 | 1511.85 | -12.35 | 0.00 | 0 | 41 | 0 |
| 28 Mar | 23519.35 | 1511.85 | -12.35 | 0.00 | 0 | 41 | 0 |
| 27 Mar | 23591.95 | 1511.85 | 16.9 | - | 48 | 41 | 44 |
| 26 Mar | 23486.85 | 1494.95 | 67.75 | - | 7 | 2 | 3 |
| 25 Mar | 23668.65 | 1428.65 | -680.5 | - | 3 | 1 | 1 |
For Nifty - strike price 25200 expiring on 03APR2025
Delta for 25200 PE is 0.00
Historical price for 25200 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1511.85, which was -12.35 lower than the previous day. The implied volatity was 0.00, the open interest changed by 41 which increased total open position to 0
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1511.85, which was -12.35 lower than the previous day. The implied volatity was 0.00, the open interest changed by 41 which increased total open position to 0
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1511.85, which was 16.9 higher than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 44
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1494.95, which was 67.75 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1428.65, which was -680.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
