NIFTY
Nifty
Historical option data for NIFTY
12 May 2025 11:40 AM IST
| NIFTY 15MAY2025 23200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 May | 24726.75 | 1520 | 654.75 | - | 289 | -206 | 758 | |||
| 9 May | 24008.00 | 885 | -192 | 16.61 | 1,254 | 258 | 964 | |||
| 8 May | 24273.80 | 1049.95 | -173.6 | 26.13 | 279 | 116 | 706 | |||
| 7 May | 24414.40 | 1230.45 | 16 | - | 535 | 471 | 590 | |||
| 6 May | 24379.60 | 1199.85 | -126.6 | 16.80 | 241 | -156 | 119 | |||
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| 5 May | 24461.15 | 1326.45 | 130.95 | 15.01 | 18 | 17 | 275 | |||
| 2 May | 24346.70 | 1195.3 | -59.7 | 10.17 | 300 | 250 | 258 | |||
| 30 Apr | 24334.20 | 1255 | -14.4 | 25.33 | 1 | -1 | 8 | |||
| 29 Apr | 24335.95 | 1269.4 | -30.4 | 18.61 | 1 | -1 | 9 | |||
| 28 Apr | 24328.50 | 1299.8 | 239.8 | 21.87 | 2 | 1 | 10 | |||
| 25 Apr | 24039.35 | 1060 | -178.2 | 21.03 | 8 | 0 | 9 | |||
| 24 Apr | 24246.70 | 1238.2 | -27.9 | 17.78 | 2 | 2 | 9 | |||
| 23 Apr | 24328.95 | 1265.7 | 740.7 | 15.77 | 8 | 7 | 7 | |||
| 22 Apr | 24167.25 | 525 | 0 | 0.00 | 0 | -1 | 0 | |||
| 21 Apr | 24125.55 | 525 | 0 | 0.00 | 0 | -1 | 0 | |||
| 17 Apr | 23851.65 | 525 | 20 | - | 1 | -1 | 7 | |||
| 16 Apr | 23437.20 | 505 | -37.85 | 9.24 | 9 | 8 | 8 | |||
| 15 Apr | 23328.55 | 542.85 | 331.35 | 13.23 | 2 | 0 | 0 | |||
| 11 Apr | 22828.55 | 211.5 | 0 | 0.55 | 0 | 0 | 0 | |||
For Nifty - strike price 23200 expiring on 15MAY2025
Delta for 23200 CE is -
Historical price for 23200 CE is as follows
On 12 May NIFTY was trading at 24726.75. The strike last trading price was 1520, which was 654.75 higher than the previous day. The implied volatity was -, the open interest changed by -206 which decreased total open position to 758
On 9 May NIFTY was trading at 24008.00. The strike last trading price was 885, which was -192 lower than the previous day. The implied volatity was 16.61, the open interest changed by 258 which increased total open position to 964
On 8 May NIFTY was trading at 24273.80. The strike last trading price was 1049.95, which was -173.6 lower than the previous day. The implied volatity was 26.13, the open interest changed by 116 which increased total open position to 706
On 7 May NIFTY was trading at 24414.40. The strike last trading price was 1230.45, which was 16 higher than the previous day. The implied volatity was -, the open interest changed by 471 which increased total open position to 590
On 6 May NIFTY was trading at 24379.60. The strike last trading price was 1199.85, which was -126.6 lower than the previous day. The implied volatity was 16.80, the open interest changed by -156 which decreased total open position to 119
On 5 May NIFTY was trading at 24461.15. The strike last trading price was 1326.45, which was 130.95 higher than the previous day. The implied volatity was 15.01, the open interest changed by 17 which increased total open position to 275
On 2 May NIFTY was trading at 24346.70. The strike last trading price was 1195.3, which was -59.7 lower than the previous day. The implied volatity was 10.17, the open interest changed by 250 which increased total open position to 258
On 30 Apr NIFTY was trading at 24334.20. The strike last trading price was 1255, which was -14.4 lower than the previous day. The implied volatity was 25.33, the open interest changed by -1 which decreased total open position to 8
On 29 Apr NIFTY was trading at 24335.95. The strike last trading price was 1269.4, which was -30.4 lower than the previous day. The implied volatity was 18.61, the open interest changed by -1 which decreased total open position to 9
On 28 Apr NIFTY was trading at 24328.50. The strike last trading price was 1299.8, which was 239.8 higher than the previous day. The implied volatity was 21.87, the open interest changed by 1 which increased total open position to 10
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 1060, which was -178.2 lower than the previous day. The implied volatity was 21.03, the open interest changed by 0 which decreased total open position to 9
On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 1238.2, which was -27.9 lower than the previous day. The implied volatity was 17.78, the open interest changed by 2 which increased total open position to 9
On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 1265.7, which was 740.7 higher than the previous day. The implied volatity was 15.77, the open interest changed by 7 which increased total open position to 7
On 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 525, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 21 Apr NIFTY was trading at 24125.55. The strike last trading price was 525, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 17 Apr NIFTY was trading at 23851.65. The strike last trading price was 525, which was 20 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 7
On 16 Apr NIFTY was trading at 23437.20. The strike last trading price was 505, which was -37.85 lower than the previous day. The implied volatity was 9.24, the open interest changed by 8 which increased total open position to 8
On 15 Apr NIFTY was trading at 23328.55. The strike last trading price was 542.85, which was 331.35 higher than the previous day. The implied volatity was 13.23, the open interest changed by 0 which decreased total open position to 0
On 11 Apr NIFTY was trading at 22828.55. The strike last trading price was 211.5, which was 0 lower than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0
| NIFTY 15MAY2025 23200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 1.54
Theta: -8.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 May | 24726.75 | 9.85 | -68.85 | 37.11 | 1,46,286 | 6,380 | 23,388 |
| 9 May | 24008.00 | 70.7 | -20.55 | 28.60 | 2,92,028 | 5,646 | 17,008 |
| 8 May | 24273.80 | 117.95 | 78.85 | 34.60 | 82,421 | 5,883 | 11,362 |
| 7 May | 24414.40 | 38.75 | -1.7 | 26.62 | 25,816 | 1,384 | 5,479 |
| 6 May | 24379.60 | 44.95 | 9.95 | 25.11 | 17,180 | 661 | 4,095 |
| 5 May | 24461.15 | 33.4 | -28.6 | 23.80 | 13,552 | 1,520 | 3,434 |
| 2 May | 24346.70 | 58.75 | -19.85 | 22.60 | 15,669 | 973 | 1,914 |
| 30 Apr | 24334.20 | 86.4 | 13.2 | 23.03 | 1,828 | 439 | 941 |
| 29 Apr | 24335.95 | 73.55 | -2.55 | 22.23 | 1,076 | -90 | 502 |
| 28 Apr | 24328.50 | 75.6 | -52 | 21.64 | 1,467 | 260 | 592 |
| 25 Apr | 24039.35 | 132 | 39.9 | 20.48 | 478 | 111 | 332 |
| 24 Apr | 24246.70 | 91.4 | 9.55 | 20.27 | 295 | 31 | 221 |
| 23 Apr | 24328.95 | 81.75 | -9.8 | 19.55 | 513 | 2 | 190 |
| 22 Apr | 24167.25 | 95 | -1.75 | 18.66 | 201 | 17 | 205 |
| 21 Apr | 24125.55 | 96 | -58.65 | 18.19 | 471 | -3 | 188 |
| 17 Apr | 23851.65 | 157 | -115.55 | 17.48 | 356 | 108 | 191 |
| 16 Apr | 23437.20 | 263.2 | -45.8 | 16.87 | 137 | 80 | 83 |
| 15 Apr | 23328.55 | 309 | -551.7 | 17.24 | 11 | 3 | 3 |
| 11 Apr | 22828.55 | 860.7 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 23200 expiring on 15MAY2025
Delta for 23200 PE is -0.03
Historical price for 23200 PE is as follows
On 12 May NIFTY was trading at 24726.75. The strike last trading price was 9.85, which was -68.85 lower than the previous day. The implied volatity was 37.11, the open interest changed by 6380 which increased total open position to 23388
On 9 May NIFTY was trading at 24008.00. The strike last trading price was 70.7, which was -20.55 lower than the previous day. The implied volatity was 28.60, the open interest changed by 5646 which increased total open position to 17008
On 8 May NIFTY was trading at 24273.80. The strike last trading price was 117.95, which was 78.85 higher than the previous day. The implied volatity was 34.60, the open interest changed by 5883 which increased total open position to 11362
On 7 May NIFTY was trading at 24414.40. The strike last trading price was 38.75, which was -1.7 lower than the previous day. The implied volatity was 26.62, the open interest changed by 1384 which increased total open position to 5479
On 6 May NIFTY was trading at 24379.60. The strike last trading price was 44.95, which was 9.95 higher than the previous day. The implied volatity was 25.11, the open interest changed by 661 which increased total open position to 4095
On 5 May NIFTY was trading at 24461.15. The strike last trading price was 33.4, which was -28.6 lower than the previous day. The implied volatity was 23.80, the open interest changed by 1520 which increased total open position to 3434
On 2 May NIFTY was trading at 24346.70. The strike last trading price was 58.75, which was -19.85 lower than the previous day. The implied volatity was 22.60, the open interest changed by 973 which increased total open position to 1914
On 30 Apr NIFTY was trading at 24334.20. The strike last trading price was 86.4, which was 13.2 higher than the previous day. The implied volatity was 23.03, the open interest changed by 439 which increased total open position to 941
On 29 Apr NIFTY was trading at 24335.95. The strike last trading price was 73.55, which was -2.55 lower than the previous day. The implied volatity was 22.23, the open interest changed by -90 which decreased total open position to 502
On 28 Apr NIFTY was trading at 24328.50. The strike last trading price was 75.6, which was -52 lower than the previous day. The implied volatity was 21.64, the open interest changed by 260 which increased total open position to 592
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 132, which was 39.9 higher than the previous day. The implied volatity was 20.48, the open interest changed by 111 which increased total open position to 332
On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 91.4, which was 9.55 higher than the previous day. The implied volatity was 20.27, the open interest changed by 31 which increased total open position to 221
On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 81.75, which was -9.8 lower than the previous day. The implied volatity was 19.55, the open interest changed by 2 which increased total open position to 190
On 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 95, which was -1.75 lower than the previous day. The implied volatity was 18.66, the open interest changed by 17 which increased total open position to 205
On 21 Apr NIFTY was trading at 24125.55. The strike last trading price was 96, which was -58.65 lower than the previous day. The implied volatity was 18.19, the open interest changed by -3 which decreased total open position to 188
On 17 Apr NIFTY was trading at 23851.65. The strike last trading price was 157, which was -115.55 lower than the previous day. The implied volatity was 17.48, the open interest changed by 108 which increased total open position to 191
On 16 Apr NIFTY was trading at 23437.20. The strike last trading price was 263.2, which was -45.8 lower than the previous day. The implied volatity was 16.87, the open interest changed by 80 which increased total open position to 83
On 15 Apr NIFTY was trading at 23328.55. The strike last trading price was 309, which was -551.7 lower than the previous day. The implied volatity was 17.24, the open interest changed by 3 which increased total open position to 3
On 11 Apr NIFTY was trading at 22828.55. The strike last trading price was 860.7, 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
