NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 25300 CE | ||||||||||
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Delta: 0.00
Vega: 0.21
Theta: -2.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 1 | -1 | 44.38 | 1,81,954 | 5,294 | 41,705 | |||
| 28 Mar | 23519.35 | 1.95 | -0.05 | 23.45 | 1,71,839 | 18,537 | 36,411 | |||
| 27 Mar | 23591.95 | 1.9 | -0.25 | 20.37 | 68,540 | 8,727 | 17,874 | |||
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| 26 Mar | 23486.85 | 2.25 | -1.65 | 20.86 | 32,304 | 6,669 | 9,147 | |||
| 25 Mar | 23668.65 | 3.85 | -21.1 | 19.51 | 14,384 | 2,478 | 2,478 | |||
For Nifty - strike price 25300 expiring on 03APR2025
Delta for 25300 CE is 0.00
Historical price for 25300 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1, which was -1 lower than the previous day. The implied volatity was 44.38, the open interest changed by 5294 which increased total open position to 41705
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1.95, which was -0.05 lower than the previous day. The implied volatity was 23.45, the open interest changed by 18537 which increased total open position to 36411
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1.9, which was -0.25 lower than the previous day. The implied volatity was 20.37, the open interest changed by 8727 which increased total open position to 17874
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 2.25, which was -1.65 lower than the previous day. The implied volatity was 20.86, the open interest changed by 6669 which increased total open position to 9147
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 3.85, which was -21.1 lower than the previous day. The implied volatity was 19.51, the open interest changed by 2478 which increased total open position to 2478
| NIFTY 03APR2025 25300 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 1750 | 210 | - | 1 | 4 | 4 |
| 28 Mar | 23519.35 | 1540 | 0 | 0.00 | 0 | 1 | 0 |
| 27 Mar | 23591.95 | 1540 | 0 | 0.00 | 0 | 1 | 0 |
| 26 Mar | 23486.85 | 1540 | -4 | - | 1 | 1 | 3 |
| 25 Mar | 23668.65 | 1594 | -609.6 | - | 3 | 2 | 2 |
For Nifty - strike price 25300 expiring on 03APR2025
Delta for 25300 PE is -
Historical price for 25300 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1750, which was 210 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1540, which was 0 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 1540, which was 0 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 1540, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1594, which was -609.6 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
