NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 25350 CE | ||||||||||
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Delta: 0.00
Vega: 0.22
Theta: -2.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 1.05 | -0.9 | 45.51 | 2,50,920 | 18,081 | 34,108 | |||
| 28 Mar | 23519.35 | 1.8 | -0.15 | 23.78 | 1,10,245 | 15,246 | 16,027 | |||
| 27 Mar | 23591.95 | 1.85 | -21 | 20.82 | 2,219 | 781 | 781 | |||
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| 26 Mar | 23486.85 | 22.85 | 0 | 11.74 | 0 | 0 | 0 | |||
| 25 Mar | 23668.65 | 22.85 | 0 | 9.90 | 0 | 0 | 0 | |||
For Nifty - strike price 25350 expiring on 03APR2025
Delta for 25350 CE is 0.00
Historical price for 25350 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1.05, which was -0.9 lower than the previous day. The implied volatity was 45.51, the open interest changed by 18081 which increased total open position to 34108
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1.8, which was -0.15 lower than the previous day. The implied volatity was 23.78, the open interest changed by 15246 which increased total open position to 16027
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1.85, which was -21 lower than the previous day. The implied volatity was 20.82, the open interest changed by 781 which increased total open position to 781
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 22.85, which was 0 lower than the previous day. The implied volatity was 11.74, 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 22.85, which was 0 lower than the previous day. The implied volatity was 9.90, the open interest changed by 0 which decreased total open position to 0
| NIFTY 03APR2025 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 |
| 1 Apr | 23165.70 | 1580.1 | 0.45 | 0.00 | 0 | 1 | 0 |
| 28 Mar | 23519.35 | 1580.1 | 0.45 | 0.00 | 0 | 1 | 0 |
| 27 Mar | 23591.95 | 1580.1 | 0.45 | 0.00 | 0 | 1 | 0 |
| 26 Mar | 23486.85 | 1580.1 | 0.45 | 0.00 | 0 | 1 | 0 |
| 25 Mar | 23668.65 | 1580.1 | -671 | - | 6 | 1 | 1 |
For Nifty - strike price 25350 expiring on 03APR2025
Delta for 25350 PE is 0.00
Historical price for 25350 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1580.1, which was 0.45 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 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1580.1, which was 0.45 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 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1580.1, which was 0.45 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 1580.1, which was 0.45 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 1580.1, which was -671 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
