NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 25250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.36
Theta: -0.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 0.9 | -0.75 | 23.84 | 13,818 | 847 | 8,917 | |||
| 2 Apr | 23332.35 | 1.65 | -0.5 | 22.55 | 5,900 | 660 | 8,070 | |||
| 1 Apr | 23165.70 | 2.05 | -2 | 23.16 | 18,069 | 7,265 | 7,410 | |||
| 28 Mar | 23519.35 | 3.95 | -3.1 | 17.39 | 1,958 | 34 | 145 | |||
| 27 Mar | 23591.95 | 8.15 | 2.5 | 17.42 | 503 | 10 | 111 | |||
| 26 Mar | 23486.85 | 5.15 | -4.35 | 16.87 | 390 | 86 | 101 | |||
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| 25 Mar | 23668.65 | 10.7 | 4.9 | 16.92 | 45 | 15 | 15 | |||
For Nifty - strike price 25250 expiring on 09APR2025
Delta for 25250 CE is 0.00
Historical price for 25250 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 0.9, which was -0.75 lower than the previous day. The implied volatity was 23.84, the open interest changed by 847 which increased total open position to 8917
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1.65, which was -0.5 lower than the previous day. The implied volatity was 22.55, the open interest changed by 660 which increased total open position to 8070
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2.05, which was -2 lower than the previous day. The implied volatity was 23.16, the open interest changed by 7265 which increased total open position to 7410
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 3.95, which was -3.1 lower than the previous day. The implied volatity was 17.39, the open interest changed by 34 which increased total open position to 145
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 8.15, which was 2.5 higher than the previous day. The implied volatity was 17.42, the open interest changed by 10 which increased total open position to 111
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 5.15, which was -4.35 lower than the previous day. The implied volatity was 16.87, the open interest changed by 86 which increased total open position to 101
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 10.7, which was 4.9 higher than the previous day. The implied volatity was 16.92, the open interest changed by 15 which increased total open position to 15
| NIFTY 09APR2025 25250 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 | 2017.1 | 0 | 0.00 | 0 | 2 | 0 |
| 2 Apr | 23332.35 | 2017.1 | 0 | 0.00 | 0 | 2 | 0 |
| 1 Apr | 23165.70 | 2017.1 | 385.3 | 23.39 | 1 | 2 | 4 |
| 28 Mar | 23519.35 | 1631.8 | 181.9 | - | 2 | 2 | 2 |
| 27 Mar | 23591.95 | 1452.15 | 2.25 | 0.00 | 0 | 1 | 0 |
| 26 Mar | 23486.85 | 1452.15 | 2.25 | 0.00 | 0 | 1 | 0 |
| 25 Mar | 23668.65 | 1452.15 | -1090.45 | - | 2 | 1 | 1 |
For Nifty - strike price 25250 expiring on 09APR2025
Delta for 25250 PE is 0.00
Historical price for 25250 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 2017.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 2017.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2017.1, which was 385.3 higher than the previous day. The implied volatity was 23.39, the open interest changed by 2 which increased total open position to 4
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1631.8, which was 181.9 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 1452.15, which was 2.25 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 1452.15, which was 2.25 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 1452.15, which was -1090.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
