NIFTY
Nifty
Historical option data for NIFTY
12 May 2025 11:53 AM IST
| NIFTY 15MAY2025 23550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 3.30
Theta: -25.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 May | 24719.75 | 1220.65 | 664.35 | 37.65 | 159 | -1 | 281 | |||
| 9 May | 24008.00 | 578.95 | -168.95 | 18.63 | 2,077 | 116 | 282 | |||
| 8 May | 24273.80 | 746.6 | -144.95 | 24.66 | 119 | 36 | 166 | |||
| 7 May | 24414.40 | 889 | 13.25 | - | 15 | 0 | 130 | |||
| 6 May | 24379.60 | 873.3 | -117.4 | 17.29 | 976 | 117 | 130 | |||
| 5 May | 24461.15 | 990.7 | 111.3 | 15.77 | 9 | 1 | 13 | |||
| 2 May | 24346.70 | 879.4 | -50.7 | 14.92 | 2 | 12 | 12 | |||
| 30 Apr | 24334.20 | 930.1 | 0 | 0.00 | 0 | -1 | 0 | |||
| 29 Apr | 24335.95 | 930.1 | 83.7 | 15.68 | 1 | -1 | 11 | |||
| 28 Apr | 24328.50 | 846.4 | 134.95 | - | 2 | 2 | 12 | |||
| 25 Apr | 24039.35 | 711.45 | -245.05 | 16.05 | 4 | 10 | 10 | |||
| 24 Apr | 24246.70 | 956.15 | -0.35 | 0.00 | 0 | 0 | 0 | |||
| 23 Apr | 24328.95 | 956.15 | 825.85 | 15.27 | 8 | 0 | 0 | |||
| 22 Apr | 24167.25 | 130.3 | 0 | - | 0 | 0 | 0 | |||
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| 21 Apr | 24125.55 | 130.3 | 0 | - | 0 | 0 | 0 | |||
| 17 Apr | 23851.65 | 130.3 | 0 | - | 0 | 0 | 0 | |||
| 16 Apr | 23437.20 | 130.3 | 0 | - | 0 | 0 | 0 | |||
| 15 Apr | 23328.55 | 130.3 | 0 | 0.06 | 0 | 0 | 0 | |||
For Nifty - strike price 23550 expiring on 15MAY2025
Delta for 23550 CE is 0.92
Historical price for 23550 CE is as follows
On 12 May NIFTY was trading at 24719.75. The strike last trading price was 1220.65, which was 664.35 higher than the previous day. The implied volatity was 37.65, the open interest changed by -1 which decreased total open position to 281
On 9 May NIFTY was trading at 24008.00. The strike last trading price was 578.95, which was -168.95 lower than the previous day. The implied volatity was 18.63, the open interest changed by 116 which increased total open position to 282
On 8 May NIFTY was trading at 24273.80. The strike last trading price was 746.6, which was -144.95 lower than the previous day. The implied volatity was 24.66, the open interest changed by 36 which increased total open position to 166
On 7 May NIFTY was trading at 24414.40. The strike last trading price was 889, which was 13.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 130
On 6 May NIFTY was trading at 24379.60. The strike last trading price was 873.3, which was -117.4 lower than the previous day. The implied volatity was 17.29, the open interest changed by 117 which increased total open position to 130
On 5 May NIFTY was trading at 24461.15. The strike last trading price was 990.7, which was 111.3 higher than the previous day. The implied volatity was 15.77, the open interest changed by 1 which increased total open position to 13
On 2 May NIFTY was trading at 24346.70. The strike last trading price was 879.4, which was -50.7 lower than the previous day. The implied volatity was 14.92, the open interest changed by 12 which increased total open position to 12
On 30 Apr NIFTY was trading at 24334.20. The strike last trading price was 930.1, 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 29 Apr NIFTY was trading at 24335.95. The strike last trading price was 930.1, which was 83.7 higher than the previous day. The implied volatity was 15.68, the open interest changed by -1 which decreased total open position to 11
On 28 Apr NIFTY was trading at 24328.50. The strike last trading price was 846.4, which was 134.95 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 12
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 711.45, which was -245.05 lower than the previous day. The implied volatity was 16.05, the open interest changed by 10 which increased total open position to 10
On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 956.15, which was -0.35 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 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 956.15, which was 825.85 higher than the previous day. The implied volatity was 15.27, 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 130.3, 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 130.3, 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 130.3, 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 130.3, 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 130.3, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0
| NIFTY 15MAY2025 23550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 2.23
Theta: -10.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 May | 24719.75 | 14.2 | -107.95 | 31.89 | 75,003 | 675 | 7,576 |
| 9 May | 24008.00 | 108.85 | -12.2 | 24.77 | 1,68,660 | 2,384 | 6,901 |
| 8 May | 24273.80 | 149 | 89.6 | 29.66 | 31,354 | -3,968 | 4,517 |
| 7 May | 24414.40 | 57 | -2.95 | 23.38 | 21,146 | 7,132 | 8,485 |
| 6 May | 24379.60 | 64.9 | 11.3 | 21.87 | 2,805 | 280 | 1,353 |
| 5 May | 24461.15 | 51.4 | -44.15 | 21.17 | 3,349 | 817 | 1,073 |
| 2 May | 24346.70 | 92.65 | -28.45 | 20.69 | 2,005 | 181 | 256 |
| 30 Apr | 24334.20 | 125.6 | 13.8 | 20.96 | 90 | 15 | 75 |
| 29 Apr | 24335.95 | 111 | -0.4 | 20.52 | 265 | 12 | 60 |
| 28 Apr | 24328.50 | 112.15 | -78.2 | 19.86 | 241 | 42 | 48 |
| 25 Apr | 24039.35 | 193.8 | 56.05 | 18.92 | 25 | 1 | 6 |
| 24 Apr | 24246.70 | 137 | -990.2 | 18.88 | 11 | 5 | 5 |
| 23 Apr | 24328.95 | 1127.2 | 0 | 3.48 | 0 | 0 | 0 |
| 22 Apr | 24167.25 | 1127.2 | 0 | 2.90 | 0 | 0 | 0 |
| 21 Apr | 24125.55 | 1127.2 | 0 | 2.79 | 0 | 0 | 0 |
| 17 Apr | 23851.65 | 1127.2 | 0 | 1.80 | 0 | 0 | 0 |
| 16 Apr | 23437.20 | 1127.2 | 0 | 0.28 | 0 | 0 | 0 |
| 15 Apr | 23328.55 | 1127.2 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 23550 expiring on 15MAY2025
Delta for 23550 PE is -0.05
Historical price for 23550 PE is as follows
On 12 May NIFTY was trading at 24719.75. The strike last trading price was 14.2, which was -107.95 lower than the previous day. The implied volatity was 31.89, the open interest changed by 675 which increased total open position to 7576
On 9 May NIFTY was trading at 24008.00. The strike last trading price was 108.85, which was -12.2 lower than the previous day. The implied volatity was 24.77, the open interest changed by 2384 which increased total open position to 6901
On 8 May NIFTY was trading at 24273.80. The strike last trading price was 149, which was 89.6 higher than the previous day. The implied volatity was 29.66, the open interest changed by -3968 which decreased total open position to 4517
On 7 May NIFTY was trading at 24414.40. The strike last trading price was 57, which was -2.95 lower than the previous day. The implied volatity was 23.38, the open interest changed by 7132 which increased total open position to 8485
On 6 May NIFTY was trading at 24379.60. The strike last trading price was 64.9, which was 11.3 higher than the previous day. The implied volatity was 21.87, the open interest changed by 280 which increased total open position to 1353
On 5 May NIFTY was trading at 24461.15. The strike last trading price was 51.4, which was -44.15 lower than the previous day. The implied volatity was 21.17, the open interest changed by 817 which increased total open position to 1073
On 2 May NIFTY was trading at 24346.70. The strike last trading price was 92.65, which was -28.45 lower than the previous day. The implied volatity was 20.69, the open interest changed by 181 which increased total open position to 256
On 30 Apr NIFTY was trading at 24334.20. The strike last trading price was 125.6, which was 13.8 higher than the previous day. The implied volatity was 20.96, the open interest changed by 15 which increased total open position to 75
On 29 Apr NIFTY was trading at 24335.95. The strike last trading price was 111, which was -0.4 lower than the previous day. The implied volatity was 20.52, the open interest changed by 12 which increased total open position to 60
On 28 Apr NIFTY was trading at 24328.50. The strike last trading price was 112.15, which was -78.2 lower than the previous day. The implied volatity was 19.86, the open interest changed by 42 which increased total open position to 48
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 193.8, which was 56.05 higher than the previous day. The implied volatity was 18.92, the open interest changed by 1 which increased total open position to 6
On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 137, which was -990.2 lower than the previous day. The implied volatity was 18.88, the open interest changed by 5 which increased total open position to 5
On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 1127.2, which was 0 lower than the previous day. The implied volatity was 3.48, 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 1127.2, which was 0 lower than the previous day. The implied volatity was 2.90, 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 1127.2, which was 0 lower than the previous day. The implied volatity was 2.79, 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 1127.2, which was 0 lower than the previous day. The implied volatity was 1.80, 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 1127.2, which was 0 lower than the previous day. The implied volatity was 0.28, 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 1127.2, 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
