NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 25400 CE | ||||||||||
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Delta: 0.00
Vega: 0.22
Theta: -2.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 1.05 | -0.85 | 46.41 | 9,15,986 | -7,304 | 2,31,164 | |||
| 28 Mar | 23519.35 | 1.75 | -0.2 | 24.26 | 7,41,031 | 77,618 | 2,38,468 | |||
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| 27 Mar | 23591.95 | 1.75 | -0.45 | 21.20 | 2,93,656 | 92,208 | 1,60,850 | |||
| 26 Mar | 23486.85 | 3 | -0.8 | 22.64 | 1,38,002 | 57,248 | 68,642 | |||
| 25 Mar | 23668.65 | 3.5 | -17.4 | 20.23 | 32,477 | 11,394 | 11,394 | |||
For Nifty - strike price 25400 expiring on 03APR2025
Delta for 25400 CE is 0.00
Historical price for 25400 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1.05, which was -0.85 lower than the previous day. The implied volatity was 46.41, the open interest changed by -7304 which decreased total open position to 231164
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1.75, which was -0.2 lower than the previous day. The implied volatity was 24.26, the open interest changed by 77618 which increased total open position to 238468
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1.75, which was -0.45 lower than the previous day. The implied volatity was 21.20, the open interest changed by 92208 which increased total open position to 160850
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 3, which was -0.8 lower than the previous day. The implied volatity was 22.64, the open interest changed by 57248 which increased total open position to 68642
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 3.5, which was -17.4 lower than the previous day. The implied volatity was 20.23, the open interest changed by 11394 which increased total open position to 11394
| NIFTY 03APR2025 25400 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 | 2198.35 | 383.3 | - | 8 | 3 | 42 |
| 28 Mar | 23519.35 | 1815.05 | 93.6 | - | 22 | 15 | 39 |
| 27 Mar | 23591.95 | 1685.2 | -19.8 | - | 23 | 22 | 24 |
| 26 Mar | 23486.85 | 1705 | 77.8 | - | 3 | 1 | 2 |
| 25 Mar | 23668.65 | 1628.2 | -670.55 | - | 2 | 1 | 1 |
For Nifty - strike price 25400 expiring on 03APR2025
Delta for 25400 PE is -
Historical price for 25400 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 2198.35, which was 383.3 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 42
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1815.05, which was 93.6 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 39
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1685.2, which was -19.8 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 24
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1705, which was 77.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1628.2, which was -670.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
