NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 25300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.37
Theta: -0.78
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 0.95 | -0.7 | 24.49 | 31,981 | 2,322 | 18,424 | |||
|
|
||||||||||
| 2 Apr | 23332.35 | 1.7 | -0.45 | 23.10 | 16,937 | 2,413 | 16,102 | |||
| 1 Apr | 23165.70 | 2.05 | -1.65 | 23.64 | 36,387 | 13,085 | 13,689 | |||
| 28 Mar | 23519.35 | 3.6 | -3 | 17.57 | 3,415 | 515 | 604 | |||
| 27 Mar | 23591.95 | 6.3 | 1.1 | 17.21 | 218 | 89 | 89 | |||
| 26 Mar | 23486.85 | 5.2 | 0 | 8.44 | 0 | 0 | 0 | |||
| 25 Mar | 23668.65 | 5.2 | 0 | 7.53 | 0 | 0 | 0 | |||
For Nifty - strike price 25300 expiring on 09APR2025
Delta for 25300 CE is 0.00
Historical price for 25300 CE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 0.95, which was -0.7 lower than the previous day. The implied volatity was 24.49, the open interest changed by 2322 which increased total open position to 18424
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1.7, which was -0.45 lower than the previous day. The implied volatity was 23.10, the open interest changed by 2413 which increased total open position to 16102
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2.05, which was -1.65 lower than the previous day. The implied volatity was 23.64, the open interest changed by 13085 which increased total open position to 13689
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 3.6, which was -3 lower than the previous day. The implied volatity was 17.57, the open interest changed by 515 which increased total open position to 604
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 6.3, which was 1.1 higher than the previous day. The implied volatity was 17.21, the open interest changed by 89 which increased total open position to 89
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was 8.44, 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 5.2, which was 0 lower than the previous day. The implied volatity was 7.53, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09APR2025 25300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 1970 | 0 | 0.00 | 0 | 2 | 0 |
| 2 Apr | 23332.35 | 1970 | -102.95 | 40.62 | 4 | 2 | 8 |
| 1 Apr | 23165.70 | 2072.95 | 384.5 | 26.94 | 1 | 4 | 6 |
| 28 Mar | 23519.35 | 1688.45 | 190 | - | 4 | 2 | 2 |
| 27 Mar | 23591.95 | 1500.2 | 1.75 | 0.00 | 0 | 1 | 0 |
| 26 Mar | 23486.85 | 1500.2 | 1.75 | 0.00 | 0 | 1 | 0 |
| 25 Mar | 23668.65 | 1500.2 | -1091.4 | - | 2 | 1 | 1 |
For Nifty - strike price 25300 expiring on 09APR2025
Delta for 25300 PE is 0.00
Historical price for 25300 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1970, 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 1970, which was -102.95 lower than the previous day. The implied volatity was 40.62, the open interest changed by 2 which increased total open position to 8
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2072.95, which was 384.5 higher than the previous day. The implied volatity was 26.94, the open interest changed by 4 which increased total open position to 6
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1688.45, which was 190 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 1500.2, which was 1.75 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 1500.2, which was 1.75 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 1500.2, which was -1091.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
