NIFTY
Nifty
Historical option data for NIFTY
28 Apr 2025 11:44 AM IST
| NIFTY 30APR2025 25300 CE | ||||||||||
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Delta: 0.01
Vega: 0.44
Theta: -2.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 28 Apr | 24274.25 | 1.2 | -1.25 | 22.24 | 1,58,004 | -2,050 | 37,519 | |||
| 25 Apr | 24039.35 | 2.3 | -3.35 | 19.52 | 4,97,467 | 18,259 | 39,569 | |||
| 24 Apr | 24246.70 | 4.8 | -10.5 | 16.25 | 69,712 | 11,997 | 21,310 | |||
| 23 Apr | 24328.95 | 15.1 | 4.3 | 17.93 | 37,453 | 5,172 | 9,313 | |||
| 22 Apr | 24167.25 | 10.1 | -2.75 | 17.22 | 16,819 | 847 | 4,988 | |||
| 21 Apr | 24125.55 | 13.4 | 2.2 | 17.33 | 19,960 | 1,866 | 4,141 | |||
| 17 Apr | 23851.65 | 11.35 | 7.1 | 16.58 | 6,058 | 561 | 2,275 | |||
| 16 Apr | 23437.20 | 4.25 | -2.25 | 17.08 | 3,298 | 84 | 1,714 | |||
| 15 Apr | 23328.55 | 6.45 | -6.65 | 18.26 | 3,827 | 1,252 | 1,630 | |||
| 11 Apr | 22828.55 | 13.5 | 5.95 | 22.36 | 689 | 151 | 378 | |||
| 9 Apr | 22399.15 | 7.1 | -3.5 | 22.29 | 410 | -11 | 227 | |||
| 8 Apr | 22535.85 | 9.95 | -1 | 21.88 | 293 | 25 | 238 | |||
| 7 Apr | 22161.60 | 12 | 5.65 | 24.38 | 1,448 | -2 | 213 | |||
| 4 Apr | 22904.45 | 6.85 | -0.8 | 16.42 | 340 | -60 | 215 | |||
| 3 Apr | 23250.10 | 7 | -3.25 | 13.96 | 172 | 9 | 275 | |||
| 2 Apr | 23332.35 | 10.6 | 2.15 | 14.00 | 345 | 39 | 266 | |||
| 1 Apr | 23165.70 | 8.75 | -4.05 | 14.27 | 275 | 102 | 227 | |||
| 28 Mar | 23519.35 | 13.1 | -5.85 | 12.11 | 310 | 45 | 125 | |||
| 27 Mar | 23591.95 | 18.75 | -0.65 | 12.01 | 77 | 21 | 80 | |||
| 26 Mar | 23486.85 | 20 | -18.3 | 12.87 | 95 | 59 | 59 | |||
| 25 Mar | 23668.65 | 38.3 | 0 | 4.35 | 0 | 0 | 0 | |||
For Nifty - strike price 25300 expiring on 30APR2025
Delta for 25300 CE is 0.01
Historical price for 25300 CE is as follows
On 28 Apr NIFTY was trading at 24274.25. The strike last trading price was 1.2, which was -1.25 lower than the previous day. The implied volatity was 22.24, the open interest changed by -2050 which decreased total open position to 37519
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 2.3, which was -3.35 lower than the previous day. The implied volatity was 19.52, the open interest changed by 18259 which increased total open position to 39569
On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 4.8, which was -10.5 lower than the previous day. The implied volatity was 16.25, the open interest changed by 11997 which increased total open position to 21310
On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 15.1, which was 4.3 higher than the previous day. The implied volatity was 17.93, the open interest changed by 5172 which increased total open position to 9313
On 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 10.1, which was -2.75 lower than the previous day. The implied volatity was 17.22, the open interest changed by 847 which increased total open position to 4988
On 21 Apr NIFTY was trading at 24125.55. The strike last trading price was 13.4, which was 2.2 higher than the previous day. The implied volatity was 17.33, the open interest changed by 1866 which increased total open position to 4141
On 17 Apr NIFTY was trading at 23851.65. The strike last trading price was 11.35, which was 7.1 higher than the previous day. The implied volatity was 16.58, the open interest changed by 561 which increased total open position to 2275
On 16 Apr NIFTY was trading at 23437.20. The strike last trading price was 4.25, which was -2.25 lower than the previous day. The implied volatity was 17.08, the open interest changed by 84 which increased total open position to 1714
On 15 Apr NIFTY was trading at 23328.55. The strike last trading price was 6.45, which was -6.65 lower than the previous day. The implied volatity was 18.26, the open interest changed by 1252 which increased total open position to 1630
On 11 Apr NIFTY was trading at 22828.55. The strike last trading price was 13.5, which was 5.95 higher than the previous day. The implied volatity was 22.36, the open interest changed by 151 which increased total open position to 378
On 9 Apr NIFTY was trading at 22399.15. The strike last trading price was 7.1, which was -3.5 lower than the previous day. The implied volatity was 22.29, the open interest changed by -11 which decreased total open position to 227
On 8 Apr NIFTY was trading at 22535.85. The strike last trading price was 9.95, which was -1 lower than the previous day. The implied volatity was 21.88, the open interest changed by 25 which increased total open position to 238
On 7 Apr NIFTY was trading at 22161.60. The strike last trading price was 12, which was 5.65 higher than the previous day. The implied volatity was 24.38, the open interest changed by -2 which decreased total open position to 213
On 4 Apr NIFTY was trading at 22904.45. The strike last trading price was 6.85, which was -0.8 lower than the previous day. The implied volatity was 16.42, the open interest changed by -60 which decreased total open position to 215
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 7, which was -3.25 lower than the previous day. The implied volatity was 13.96, the open interest changed by 9 which increased total open position to 275
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 10.6, which was 2.15 higher than the previous day. The implied volatity was 14.00, the open interest changed by 39 which increased total open position to 266
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 8.75, which was -4.05 lower than the previous day. The implied volatity was 14.27, the open interest changed by 102 which increased total open position to 227
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 13.1, which was -5.85 lower than the previous day. The implied volatity was 12.11, the open interest changed by 45 which increased total open position to 125
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 18.75, which was -0.65 lower than the previous day. The implied volatity was 12.01, the open interest changed by 21 which increased total open position to 80
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 20, which was -18.3 lower than the previous day. The implied volatity was 12.87, the open interest changed by 59 which increased total open position to 59
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 38.3, which was 0 lower than the previous day. The implied volatity was 4.35, the open interest changed by 0 which decreased total open position to 0
| NIFTY 30APR2025 25300 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 |
| 28 Apr | 24274.25 | 1253 | 0 | 0.00 | 0 | 28 | 0 |
| 25 Apr | 24039.35 | 1253 | 264.25 | - | 98 | 28 | 67 |
| 24 Apr | 24246.70 | 988.75 | 23.25 | - | 10 | 6 | 39 |
| 23 Apr | 24328.95 | 962.4 | -146.7 | 16.75 | 19 | 22 | 33 |
| 22 Apr | 24167.25 | 1099 | -52.1 | - | 21 | 12 | 23 |
| 21 Apr | 24125.55 | 1152.55 | -298.85 | 21.56 | 10 | 9 | 11 |
| 17 Apr | 23851.65 | 1451.4 | -881.75 | 26.52 | 1 | 2 | 2 |
| 16 Apr | 23437.20 | 2335.55 | 2.4 | 0.00 | 0 | 0 | 0 |
| 15 Apr | 23328.55 | 2335.55 | 2.4 | 0.00 | 0 | 0 | 0 |
| 11 Apr | 22828.55 | 2335.55 | 392.55 | 21.21 | 2 | 0 | 0 |
| 9 Apr | 22399.15 | 1943 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 22535.85 | 1943 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 22161.60 | 1943 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 22904.45 | 1943 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 23250.10 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 23332.35 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 23165.70 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 23519.35 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 23591.95 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 23486.85 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 23668.65 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25300 expiring on 30APR2025
Delta for 25300 PE is 0.00
Historical price for 25300 PE is as follows
On 28 Apr NIFTY was trading at 24274.25. The strike last trading price was 1253, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 28 which increased total open position to 0
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 1253, which was 264.25 higher than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 67
On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 988.75, which was 23.25 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 39
On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 962.4, which was -146.7 lower than the previous day. The implied volatity was 16.75, the open interest changed by 22 which increased total open position to 33
On 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 1099, which was -52.1 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 23
On 21 Apr NIFTY was trading at 24125.55. The strike last trading price was 1152.55, which was -298.85 lower than the previous day. The implied volatity was 21.56, the open interest changed by 9 which increased total open position to 11
On 17 Apr NIFTY was trading at 23851.65. The strike last trading price was 1451.4, which was -881.75 lower than the previous day. The implied volatity was 26.52, the open interest changed by 2 which increased total open position to 2
On 16 Apr NIFTY was trading at 23437.20. The strike last trading price was 2335.55, which was 2.4 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 15 Apr NIFTY was trading at 23328.55. The strike last trading price was 2335.55, which was 2.4 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Apr NIFTY was trading at 22828.55. The strike last trading price was 2335.55, which was 392.55 higher than the previous day. The implied volatity was 21.21, the open interest changed by 0 which decreased total open position to 0
On 9 Apr NIFTY was trading at 22399.15. The strike last trading price was 1943, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr NIFTY was trading at 22535.85. The strike last trading price was 1943, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr NIFTY was trading at 22161.60. The strike last trading price was 1943, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Apr NIFTY was trading at 22904.45. The strike last trading price was 1943, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, 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 0, which was 0 lower than the previous day. The implied volatity was -, 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 0, which was 0 lower than the previous day. The implied volatity was -, 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 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
