NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2025 11:59 AM IST
| NIFTY 24APR2025 25600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Apr | 24261.65 | 0.7 | -0.3 | - | 4,27,561 | -20,657 | 42,262 | |||
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| 23 Apr | 24328.95 | 0.8 | -0.25 | 38.97 | 5,19,728 | 53,680 | 63,496 | |||
| 22 Apr | 24167.25 | 0.95 | -1.15 | 30.72 | 3,42,869 | 91,439 | 97,669 | |||
| 21 Apr | 24125.55 | 2 | -146.45 | 27.61 | 8,46,834 | 1,34,930 | 1,34,930 | |||
For Nifty - strike price 25600 expiring on 24APR2025
Delta for 25600 CE is -
Historical price for 25600 CE is as follows
On 24 Apr NIFTY was trading at 24261.65. The strike last trading price was 0.7, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by -20657 which decreased total open position to 42262
On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 38.97, the open interest changed by 53680 which increased total open position to 63496
On 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 0.95, which was -1.15 lower than the previous day. The implied volatity was 30.72, the open interest changed by 91439 which increased total open position to 97669
On 21 Apr NIFTY was trading at 24125.55. The strike last trading price was 2, which was -146.45 lower than the previous day. The implied volatity was 27.61, the open interest changed by 134930 which increased total open position to 134930
| NIFTY 24APR2025 25600 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 |
| 24 Apr | 24261.65 | 1282.4 | 0 | 0.00 | 0 | 5 | 0 |
| 23 Apr | 24328.95 | 1282.4 | -138.75 | - | 2 | 1 | 3 |
| 22 Apr | 24167.25 | 1421.15 | -64.15 | - | 4 | 2 | 2 |
| 21 Apr | 24125.55 | 1485.3 | -587.75 | 42.50 | 2 | 1 | 1 |
For Nifty - strike price 25600 expiring on 24APR2025
Delta for 25600 PE is 0.00
Historical price for 25600 PE is as follows
On 24 Apr NIFTY was trading at 24261.65. The strike last trading price was 1282.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 1282.4, which was -138.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 1421.15, which was -64.15 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 21 Apr NIFTY was trading at 24125.55. The strike last trading price was 1485.3, which was -587.75 lower than the previous day. The implied volatity was 42.50, the open interest changed by 1 which increased total open position to 1
