NIFTY
Nifty
Historical option data for NIFTY
12 May 2025 04:10 PM IST
| NIFTY 15MAY2025 23350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 3.41
Theta: -35.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 May | 24924.70 | 1634.85 | 895.2 | 53.06 | 135 | -14 | 202 | |||
| 9 May | 24008.00 | 755.15 | -223.5 | 19.41 | 746 | 77 | 216 | |||
| 8 May | 24273.80 | 961 | -123.85 | 30.74 | 41 | 4 | 139 | |||
| 7 May | 24414.40 | 1084.85 | -91.1 | - | 135 | 135 | 135 | |||
| 6 May | 24379.60 | 1175.95 | 0 | 0.00 | 0 | -2 | 0 | |||
| 5 May | 24461.15 | 1175.95 | 120.8 | 12.92 | 2 | -2 | 5 | |||
| 2 May | 24346.70 | 1055.15 | -54.6 | 13.38 | 2 | 7 | 7 | |||
| 30 Apr | 24334.20 | 1109.35 | -0.4 | 0.00 | 0 | 2 | 0 | |||
| 29 Apr | 24335.95 | 1109.35 | 208.7 | 15.54 | 6 | 2 | 2 | |||
| 28 Apr | 24328.50 | 900.65 | 0 | 0.00 | 0 | 2 | 0 | |||
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| 25 Apr | 24039.35 | 900.65 | 345.65 | 18.38 | 1 | 2 | 2 | |||
| 24 Apr | 24246.70 | 555 | 0 | 0.00 | 0 | 1 | 0 | |||
| 23 Apr | 24328.95 | 555 | 0 | 0.00 | 0 | 1 | 0 | |||
| 22 Apr | 24167.25 | 555 | 0 | 0.00 | 0 | 1 | 0 | |||
| 21 Apr | 24125.55 | 555 | 0 | 0.00 | 0 | 1 | 0 | |||
| 17 Apr | 23851.65 | 555 | 151.35 | - | 2 | 1 | 1 | |||
| 16 Apr | 23437.20 | 403.65 | 229.75 | 9.42 | 1 | 0 | 0 | |||
| 15 Apr | 23328.55 | 173.9 | 0 | - | 0 | 0 | 0 | |||
| 11 Apr | 22828.55 | 173.9 | 0 | 1.04 | 0 | 0 | 0 | |||
For Nifty - strike price 23350 expiring on 15MAY2025
Delta for 23350 CE is 0.92
Historical price for 23350 CE is as follows
On 12 May NIFTY was trading at 24924.70. The strike last trading price was 1634.85, which was 895.2 higher than the previous day. The implied volatity was 53.06, the open interest changed by -14 which decreased total open position to 202
On 9 May NIFTY was trading at 24008.00. The strike last trading price was 755.15, which was -223.5 lower than the previous day. The implied volatity was 19.41, the open interest changed by 77 which increased total open position to 216
On 8 May NIFTY was trading at 24273.80. The strike last trading price was 961, which was -123.85 lower than the previous day. The implied volatity was 30.74, the open interest changed by 4 which increased total open position to 139
On 7 May NIFTY was trading at 24414.40. The strike last trading price was 1084.85, which was -91.1 lower than the previous day. The implied volatity was -, the open interest changed by 135 which increased total open position to 135
On 6 May NIFTY was trading at 24379.60. The strike last trading price was 1175.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 5 May NIFTY was trading at 24461.15. The strike last trading price was 1175.95, which was 120.8 higher than the previous day. The implied volatity was 12.92, the open interest changed by -2 which decreased total open position to 5
On 2 May NIFTY was trading at 24346.70. The strike last trading price was 1055.15, which was -54.6 lower than the previous day. The implied volatity was 13.38, the open interest changed by 7 which increased total open position to 7
On 30 Apr NIFTY was trading at 24334.20. The strike last trading price was 1109.35, which was -0.4 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 29 Apr NIFTY was trading at 24335.95. The strike last trading price was 1109.35, which was 208.7 higher than the previous day. The implied volatity was 15.54, the open interest changed by 2 which increased total open position to 2
On 28 Apr NIFTY was trading at 24328.50. The strike last trading price was 900.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 900.65, which was 345.65 higher than the previous day. The implied volatity was 18.38, the open interest changed by 2 which increased total open position to 2
On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 555, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 555, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 555, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 21 Apr NIFTY was trading at 24125.55. The strike last trading price was 555, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 17 Apr NIFTY was trading at 23851.65. The strike last trading price was 555, which was 151.35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 16 Apr NIFTY was trading at 23437.20. The strike last trading price was 403.65, which was 229.75 higher than the previous day. The implied volatity was 9.42, 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 173.9, 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 11 Apr NIFTY was trading at 22828.55. The strike last trading price was 173.9, which was 0 lower than the previous day. The implied volatity was 1.04, the open interest changed by 0 which decreased total open position to 0
| NIFTY 15MAY2025 23350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 1.30
Theta: -7.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 May | 24924.70 | 7.9 | -87.65 | 37.29 | 1,01,497 | 3,888 | 8,032 |
| 9 May | 24008.00 | 84.1 | -16.95 | 26.91 | 1,83,279 | 2,649 | 4,144 |
| 8 May | 24273.80 | 125 | 78.05 | 32.03 | 13,497 | 734 | 1,495 |
| 7 May | 24414.40 | 44.75 | -1.65 | 25.13 | 4,362 | 35 | 761 |
| 6 May | 24379.60 | 52 | 10.7 | 23.69 | 3,227 | 368 | 726 |
| 5 May | 24461.15 | 39.9 | -34.25 | 22.64 | 901 | 101 | 358 |
| 2 May | 24346.70 | 72 | -30.3 | 21.85 | 1,308 | 123 | 257 |
| 30 Apr | 24334.20 | 106 | 18.85 | 22.53 | 315 | 65 | 134 |
| 29 Apr | 24335.95 | 87.1 | -4.95 | 21.46 | 66 | 12 | 69 |
| 28 Apr | 24328.50 | 92.05 | -44.45 | 21.10 | 183 | 35 | 57 |
| 25 Apr | 24039.35 | 136.5 | 32.1 | 18.69 | 18 | -2 | 22 |
| 24 Apr | 24246.70 | 104.4 | 7.5 | 19.39 | 22 | 16 | 24 |
| 23 Apr | 24328.95 | 96.9 | -12.7 | 18.93 | 17 | 6 | 8 |
| 22 Apr | 24167.25 | 109.6 | 0.05 | 17.85 | 5 | 1 | 3 |
| 21 Apr | 24125.55 | 109.55 | -230.25 | 17.31 | 4 | 2 | 2 |
| 17 Apr | 23851.65 | 339.8 | -632.3 | 23.74 | 3 | 0 | 0 |
| 16 Apr | 23437.20 | 972.1 | 0 | 1.03 | 0 | 0 | 0 |
| 15 Apr | 23328.55 | 972.1 | 0 | 0.70 | 0 | 0 | 0 |
| 11 Apr | 22828.55 | 972.1 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 23350 expiring on 15MAY2025
Delta for 23350 PE is -0.02
Historical price for 23350 PE is as follows
On 12 May NIFTY was trading at 24924.70. The strike last trading price was 7.9, which was -87.65 lower than the previous day. The implied volatity was 37.29, the open interest changed by 3888 which increased total open position to 8032
On 9 May NIFTY was trading at 24008.00. The strike last trading price was 84.1, which was -16.95 lower than the previous day. The implied volatity was 26.91, the open interest changed by 2649 which increased total open position to 4144
On 8 May NIFTY was trading at 24273.80. The strike last trading price was 125, which was 78.05 higher than the previous day. The implied volatity was 32.03, the open interest changed by 734 which increased total open position to 1495
On 7 May NIFTY was trading at 24414.40. The strike last trading price was 44.75, which was -1.65 lower than the previous day. The implied volatity was 25.13, the open interest changed by 35 which increased total open position to 761
On 6 May NIFTY was trading at 24379.60. The strike last trading price was 52, which was 10.7 higher than the previous day. The implied volatity was 23.69, the open interest changed by 368 which increased total open position to 726
On 5 May NIFTY was trading at 24461.15. The strike last trading price was 39.9, which was -34.25 lower than the previous day. The implied volatity was 22.64, the open interest changed by 101 which increased total open position to 358
On 2 May NIFTY was trading at 24346.70. The strike last trading price was 72, which was -30.3 lower than the previous day. The implied volatity was 21.85, the open interest changed by 123 which increased total open position to 257
On 30 Apr NIFTY was trading at 24334.20. The strike last trading price was 106, which was 18.85 higher than the previous day. The implied volatity was 22.53, the open interest changed by 65 which increased total open position to 134
On 29 Apr NIFTY was trading at 24335.95. The strike last trading price was 87.1, which was -4.95 lower than the previous day. The implied volatity was 21.46, the open interest changed by 12 which increased total open position to 69
On 28 Apr NIFTY was trading at 24328.50. The strike last trading price was 92.05, which was -44.45 lower than the previous day. The implied volatity was 21.10, the open interest changed by 35 which increased total open position to 57
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 136.5, which was 32.1 higher than the previous day. The implied volatity was 18.69, the open interest changed by -2 which decreased total open position to 22
On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 104.4, which was 7.5 higher than the previous day. The implied volatity was 19.39, the open interest changed by 16 which increased total open position to 24
On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 96.9, which was -12.7 lower than the previous day. The implied volatity was 18.93, the open interest changed by 6 which increased total open position to 8
On 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 109.6, which was 0.05 higher than the previous day. The implied volatity was 17.85, the open interest changed by 1 which increased total open position to 3
On 21 Apr NIFTY was trading at 24125.55. The strike last trading price was 109.55, which was -230.25 lower than the previous day. The implied volatity was 17.31, the open interest changed by 2 which increased total open position to 2
On 17 Apr NIFTY was trading at 23851.65. The strike last trading price was 339.8, which was -632.3 lower than the previous day. The implied volatity was 23.74, 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 972.1, which was 0 lower than the previous day. The implied volatity was 1.03, 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 972.1, which was 0 lower than the previous day. The implied volatity was 0.70, 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 972.1, 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
