NIFTY
Nifty
Historical option data for NIFTY
12 May 2025 04:10 PM IST
| NIFTY 15MAY2025 21200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | |||
| 12 May | 24924.70 | 3034.65 | -2.7 | 0.00 | 0 | 0 | 0 | |||
| 9 May | 24008.00 | 3034.65 | -2.7 | 0.00 | 0 | 0 | 0 | |||
| 8 May | 24273.80 | 3034.65 | 1633.75 | 59.00 | 2 | 0 | 0 | |||
| 7 May | 24414.40 | 1400.9 | 0 | - | 0 | 0 | 0 | |||
| 6 May | 24379.60 | 1400.9 | 0 | - | 0 | 0 | 0 | |||
| 5 May | 24461.15 | 1400.9 | 0 | - | 0 | 0 | 0 | |||
| 2 May | 24346.70 | 1400.9 | 0 | - | 0 | 0 | 0 | |||
| 30 Apr | 24334.20 | 1400.9 | 0 | - | 0 | 0 | 0 | |||
| 29 Apr | 24335.95 | 1400.9 | 0 | - | 0 | 0 | 0 | |||
| 28 Apr | 24328.50 | 1400.9 | 0 | - | 0 | 0 | 0 | |||
| 25 Apr | 24039.35 | 1400.9 | 0 | - | 0 | 0 | 0 | |||
| 24 Apr | 24246.70 | 1400.9 | 0 | - | 0 | 0 | 0 | |||
| 23 Apr | 24328.95 | 1400.9 | 0 | - | 0 | 0 | 0 | |||
| 22 Apr | 24167.25 | 1400.9 | 0 | - | 0 | 0 | 0 | |||
| 21 Apr | 24125.55 | 1400.9 | 0 | - | 0 | 0 | 0 | |||
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| 17 Apr | 23851.65 | 1400.9 | 0 | - | 0 | 0 | 0 | |||
| 16 Apr | 23437.20 | 1400.9 | 0 | - | 0 | 0 | 0 | |||
| 15 Apr | 23328.55 | 1400.9 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 21200 expiring on 15MAY2025
Delta for 21200 CE is 0.00
Historical price for 21200 CE is as follows
On 12 May NIFTY was trading at 24924.70. The strike last trading price was 3034.65, which was -2.7 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 May NIFTY was trading at 24008.00. The strike last trading price was 3034.65, which was -2.7 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 May NIFTY was trading at 24273.80. The strike last trading price was 3034.65, which was 1633.75 higher than the previous day. The implied volatity was 59.00, the open interest changed by 0 which decreased total open position to 0
On 7 May NIFTY was trading at 24414.40. The strike last trading price was 1400.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May NIFTY was trading at 24379.60. The strike last trading price was 1400.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May NIFTY was trading at 24461.15. The strike last trading price was 1400.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 May NIFTY was trading at 24346.70. The strike last trading price was 1400.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Apr NIFTY was trading at 24334.20. The strike last trading price was 1400.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Apr NIFTY was trading at 24335.95. The strike last trading price was 1400.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Apr NIFTY was trading at 24328.50. The strike last trading price was 1400.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 1400.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 1400.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 1400.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 1400.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Apr NIFTY was trading at 24125.55. The strike last trading price was 1400.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr NIFTY was trading at 23851.65. The strike last trading price was 1400.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr NIFTY was trading at 23437.20. The strike last trading price was 1400.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr NIFTY was trading at 23328.55. The strike last trading price was 1400.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTY 15MAY2025 21200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 May | 24924.70 | 1.3 | -13.25 | - | 65,488 | -1,445 | 4,441 |
| 9 May | 24008.00 | 14.3 | -13.9 | 50.89 | 77,147 | 2,226 | 5,886 |
| 8 May | 24273.80 | 40 | 33.2 | 58.71 | 23,776 | 2,464 | 3,660 |
| 7 May | 24414.40 | 6.3 | -2.1 | 43.14 | 8,138 | 844 | 1,196 |
| 6 May | 24379.60 | 11.1 | 5.8 | 43.37 | 1,128 | 111 | 352 |
| 5 May | 24461.15 | 5.7 | -2.05 | 38.68 | 236 | 25 | 241 |
| 2 May | 24346.70 | 7.5 | -3.4 | 34.13 | 1,021 | 36 | 216 |
| 30 Apr | 24334.20 | 13.2 | 2.7 | 34.09 | 280 | 130 | 180 |
| 29 Apr | 24335.95 | 10.5 | -3.65 | 32.58 | 24 | -13 | 50 |
| 28 Apr | 24328.50 | 13 | 0.7 | 32.58 | 156 | 44 | 63 |
| 25 Apr | 24039.35 | 12.3 | -0.7 | 27.59 | 7 | 2 | 19 |
| 24 Apr | 24246.70 | 13 | -3 | 29.06 | 14 | 0 | 17 |
| 23 Apr | 24328.95 | 16 | 0 | 29.63 | 1 | 17 | 17 |
| 22 Apr | 24167.25 | 16 | -47.15 | 28.04 | 17 | 16 | 16 |
| 21 Apr | 24125.55 | 63.15 | 0 | 12.14 | 0 | 0 | 0 |
| 17 Apr | 23851.65 | 63.15 | 0 | 10.15 | 0 | 0 | 0 |
| 16 Apr | 23437.20 | 63.15 | 0 | 8.82 | 0 | 0 | 0 |
| 15 Apr | 23328.55 | 63.15 | 0 | 8.41 | 0 | 0 | 0 |
For Nifty - strike price 21200 expiring on 15MAY2025
Delta for 21200 PE is -
Historical price for 21200 PE is as follows
On 12 May NIFTY was trading at 24924.70. The strike last trading price was 1.3, which was -13.25 lower than the previous day. The implied volatity was -, the open interest changed by -1445 which decreased total open position to 4441
On 9 May NIFTY was trading at 24008.00. The strike last trading price was 14.3, which was -13.9 lower than the previous day. The implied volatity was 50.89, the open interest changed by 2226 which increased total open position to 5886
On 8 May NIFTY was trading at 24273.80. The strike last trading price was 40, which was 33.2 higher than the previous day. The implied volatity was 58.71, the open interest changed by 2464 which increased total open position to 3660
On 7 May NIFTY was trading at 24414.40. The strike last trading price was 6.3, which was -2.1 lower than the previous day. The implied volatity was 43.14, the open interest changed by 844 which increased total open position to 1196
On 6 May NIFTY was trading at 24379.60. The strike last trading price was 11.1, which was 5.8 higher than the previous day. The implied volatity was 43.37, the open interest changed by 111 which increased total open position to 352
On 5 May NIFTY was trading at 24461.15. The strike last trading price was 5.7, which was -2.05 lower than the previous day. The implied volatity was 38.68, the open interest changed by 25 which increased total open position to 241
On 2 May NIFTY was trading at 24346.70. The strike last trading price was 7.5, which was -3.4 lower than the previous day. The implied volatity was 34.13, the open interest changed by 36 which increased total open position to 216
On 30 Apr NIFTY was trading at 24334.20. The strike last trading price was 13.2, which was 2.7 higher than the previous day. The implied volatity was 34.09, the open interest changed by 130 which increased total open position to 180
On 29 Apr NIFTY was trading at 24335.95. The strike last trading price was 10.5, which was -3.65 lower than the previous day. The implied volatity was 32.58, the open interest changed by -13 which decreased total open position to 50
On 28 Apr NIFTY was trading at 24328.50. The strike last trading price was 13, which was 0.7 higher than the previous day. The implied volatity was 32.58, the open interest changed by 44 which increased total open position to 63
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 12.3, which was -0.7 lower than the previous day. The implied volatity was 27.59, the open interest changed by 2 which increased total open position to 19
On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 13, which was -3 lower than the previous day. The implied volatity was 29.06, the open interest changed by 0 which decreased total open position to 17
On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 16, which was 0 lower than the previous day. The implied volatity was 29.63, the open interest changed by 17 which increased total open position to 17
On 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 16, which was -47.15 lower than the previous day. The implied volatity was 28.04, the open interest changed by 16 which increased total open position to 16
On 21 Apr NIFTY was trading at 24125.55. The strike last trading price was 63.15, which was 0 lower than the previous day. The implied volatity was 12.14, the open interest changed by 0 which decreased total open position to 0
On 17 Apr NIFTY was trading at 23851.65. The strike last trading price was 63.15, which was 0 lower than the previous day. The implied volatity was 10.15, the open interest changed by 0 which decreased total open position to 0
On 16 Apr NIFTY was trading at 23437.20. The strike last trading price was 63.15, which was 0 lower than the previous day. The implied volatity was 8.82, the open interest changed by 0 which decreased total open position to 0
On 15 Apr NIFTY was trading at 23328.55. The strike last trading price was 63.15, which was 0 lower than the previous day. The implied volatity was 8.41, the open interest changed by 0 which decreased total open position to 0
