NIFTY
Nifty
Historical option data for NIFTY
03 Apr 2025 04:11 PM IST
| NIFTY 09APR2025 25400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.36
Theta: -0.79
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 23250.10 | 0.95 | -0.7 | 25.53 | 1,82,661 | 29,005 | 83,420 | |||
| 2 Apr | 23332.35 | 1.65 | -0.85 | 24.04 | 76,249 | 20,442 | 54,415 | |||
| 1 Apr | 23165.70 | 2.2 | -1.1 | 24.82 | 63,121 | 23,624 | 33,973 | |||
| 28 Mar | 23519.35 | 3.2 | -2.15 | 18.14 | 25,109 | 8,137 | 10,349 | |||
| 27 Mar | 23591.95 | 5.2 | 0.9 | 17.60 | 5,931 | 1,483 | 2,212 | |||
|
|
||||||||||
| 26 Mar | 23486.85 | 4.6 | -3.2 | 17.80 | 2,228 | -86 | 729 | |||
| 25 Mar | 23668.65 | 7.5 | 3.4 | 17.17 | 3,563 | 815 | 815 | |||
For Nifty - strike price 25400 expiring on 09APR2025
Delta for 25400 CE is 0.00
Historical price for 25400 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 25.53, the open interest changed by 29005 which increased total open position to 83420
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1.65, which was -0.85 lower than the previous day. The implied volatity was 24.04, the open interest changed by 20442 which increased total open position to 54415
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2.2, which was -1.1 lower than the previous day. The implied volatity was 24.82, the open interest changed by 23624 which increased total open position to 33973
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 3.2, which was -2.15 lower than the previous day. The implied volatity was 18.14, the open interest changed by 8137 which increased total open position to 10349
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 5.2, which was 0.9 higher than the previous day. The implied volatity was 17.60, the open interest changed by 1483 which increased total open position to 2212
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 4.6, which was -3.2 lower than the previous day. The implied volatity was 17.80, the open interest changed by -86 which decreased total open position to 729
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 7.5, which was 3.4 higher than the previous day. The implied volatity was 17.17, the open interest changed by 815 which increased total open position to 815
| NIFTY 09APR2025 25400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 3.68
Theta: -6.82
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 23250.10 | 2151 | 109.2 | 43.60 | 18 | 22 | 33 |
| 2 Apr | 23332.35 | 2042.6 | -127.05 | 35.42 | 11 | 4 | 11 |
| 1 Apr | 23165.70 | 2169.65 | 387.05 | 26.11 | 1 | 3 | 7 |
| 28 Mar | 23519.35 | 1782.6 | 185.3 | - | 4 | 4 | 4 |
| 27 Mar | 23591.95 | 1598.95 | 1.65 | 0.00 | 0 | 1 | 0 |
| 26 Mar | 23486.85 | 1598.95 | 1.65 | 0.00 | 0 | 1 | 0 |
| 25 Mar | 23668.65 | 1598.95 | -1090.9 | - | 3 | 1 | 1 |
For Nifty - strike price 25400 expiring on 09APR2025
Delta for 25400 PE is -0.94
Historical price for 25400 PE is as follows
On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 2151, which was 109.2 higher than the previous day. The implied volatity was 43.60, the open interest changed by 22 which increased total open position to 33
On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 2042.6, which was -127.05 lower than the previous day. The implied volatity was 35.42, the open interest changed by 4 which increased total open position to 11
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2169.65, which was 387.05 higher than the previous day. The implied volatity was 26.11, the open interest changed by 3 which increased total open position to 7
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1782.6, which was 185.3 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1598.95, which was 1.65 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 1598.95, which was 1.65 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 1598.95, which was -1090.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
