NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 25250 CE | ||||||||||
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Delta: 0.00
Vega: 0.23
Theta: -2.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 1.1 | -0.95 | 43.93 | 53,722 | 1,072 | 7,400 | |||
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| 28 Mar | 23519.35 | 2 | -0.1 | 22.96 | 75,219 | 3,795 | 6,328 | |||
| 27 Mar | 23591.95 | 1.9 | -0.15 | 19.85 | 14,983 | 1,188 | 2,533 | |||
| 26 Mar | 23486.85 | 3 | -1.15 | 21.13 | 4,935 | 1,250 | 1,345 | |||
| 25 Mar | 23668.65 | 4 | -23.2 | 19.12 | 806 | 95 | 95 | |||
For Nifty - strike price 25250 expiring on 03APR2025
Delta for 25250 CE is 0.00
Historical price for 25250 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 43.93, the open interest changed by 1072 which increased total open position to 7400
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 2, which was -0.1 lower than the previous day. The implied volatity was 22.96, the open interest changed by 3795 which increased total open position to 6328
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1.9, which was -0.15 lower than the previous day. The implied volatity was 19.85, the open interest changed by 1188 which increased total open position to 2533
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 3, which was -1.15 lower than the previous day. The implied volatity was 21.13, the open interest changed by 1250 which increased total open position to 1345
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 4, which was -23.2 lower than the previous day. The implied volatity was 19.12, the open interest changed by 95 which increased total open position to 95
| NIFTY 03APR2025 25250 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 | 1477.05 | -0.7 | 0.00 | 0 | 1 | 0 |
| 28 Mar | 23519.35 | 1477.05 | -0.7 | 0.00 | 0 | 1 | 0 |
| 27 Mar | 23591.95 | 1477.05 | -0.7 | 0.00 | 0 | 1 | 0 |
| 26 Mar | 23486.85 | 1477.05 | -0.7 | 0.00 | 0 | 1 | 0 |
| 25 Mar | 23668.65 | 1477.05 | -679.25 | - | 4 | 1 | 1 |
For Nifty - strike price 25250 expiring on 03APR2025
Delta for 25250 PE is 0.00
Historical price for 25250 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1477.05, which was -0.7 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 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1477.05, which was -0.7 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 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1477.05, which was -0.7 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 1477.05, which was -0.7 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 1477.05, which was -679.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
