NIFTY
Nifty
Historical option data for NIFTY
04 Apr 2025 01:07 PM IST
| NIFTY 09APR2025 25350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.32
Theta: -0.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 22967.70 | 1 | 0 | 30.74 | 93,920 | 16,633 | 28,575 | |||
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| 3 Apr | 23250.10 | 0.95 | -0.6 | 25.01 | 35,386 | 5,781 | 11,942 | |||
| 2 Apr | 23332.35 | 1.6 | -0.85 | 23.46 | 4,571 | 627 | 6,161 | |||
| 1 Apr | 23165.70 | 3.15 | -0.3 | 25.42 | 13,247 | 4,622 | 5,534 | |||
| 28 Mar | 23519.35 | 3.4 | -2.85 | 17.87 | 2,999 | 756 | 912 | |||
| 27 Mar | 23591.95 | 6 | 0.05 | 17.55 | 494 | 13 | 156 | |||
| 26 Mar | 23486.85 | 5.6 | -5.9 | 17.82 | 338 | 120 | 143 | |||
| 25 Mar | 23668.65 | 9.7 | 5.1 | 17.46 | 121 | 23 | 23 | |||
For Nifty - strike price 25350 expiring on 09APR2025
Delta for 25350 CE is 0.00
Historical price for 25350 CE is as follows
On 4 Apr NIFTY was trading at 22967.70. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 30.74, the open interest changed by 16633 which increased total open position to 28575
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 0.95, which was -0.6 lower than the previous day. The implied volatity was 25.01, the open interest changed by 5781 which increased total open position to 11942
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1.6, which was -0.85 lower than the previous day. The implied volatity was 23.46, the open interest changed by 627 which increased total open position to 6161
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 3.15, which was -0.3 lower than the previous day. The implied volatity was 25.42, the open interest changed by 4622 which increased total open position to 5534
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 3.4, which was -2.85 lower than the previous day. The implied volatity was 17.87, the open interest changed by 756 which increased total open position to 912
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 6, which was 0.05 higher than the previous day. The implied volatity was 17.55, the open interest changed by 13 which increased total open position to 156
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 5.6, which was -5.9 lower than the previous day. The implied volatity was 17.82, the open interest changed by 120 which increased total open position to 143
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 9.7, which was 5.1 higher than the previous day. The implied volatity was 17.46, the open interest changed by 23 which increased total open position to 23
| NIFTY 09APR2025 25350 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 |
| 4 Apr | 22967.70 | 2095.85 | 0 | 0.00 | 0 | 8 | 0 |
| 3 Apr | 23250.10 | 2095.85 | -26.9 | 41.37 | 2 | 8 | 8 |
| 2 Apr | 23332.35 | 2122.75 | 0 | 0.00 | 0 | 4 | 0 |
| 1 Apr | 23165.70 | 2122.75 | 384.7 | 29.02 | 2 | 4 | 6 |
| 28 Mar | 23519.35 | 1738.05 | 186.85 | - | 4 | 2 | 2 |
| 27 Mar | 23591.95 | 1552.7 | 1.5 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 23486.85 | 1552.7 | 1.5 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 23668.65 | 1552.7 | -1088 | - | 2 | 0 | 0 |
For Nifty - strike price 25350 expiring on 09APR2025
Delta for 25350 PE is 0.00
Historical price for 25350 PE is as follows
On 4 Apr NIFTY was trading at 22967.70. The strike last trading price was 2095.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 2095.85, which was -26.9 lower than the previous day. The implied volatity was 41.37, the open interest changed by 8 which increased total open position to 8
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 2122.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2122.75, which was 384.7 higher than the previous day. The implied volatity was 29.02, 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 1738.05, which was 186.85 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 1552.7, which was 1.5 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 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1552.7, which was 1.5 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 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1552.7, which was -1088 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
