NIFTY
Nifty
Historical option data for NIFTY
12 May 2025 11:56 AM IST
| NIFTY 15MAY2025 23600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.99
Vega: 0.85
Theta: -9.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 May | 24721.80 | 1145.4 | 625.3 | 23.48 | 939 | -318 | 1,432 | |||
| 9 May | 24008.00 | 539.5 | -201.05 | 18.73 | 7,645 | 606 | 1,750 | |||
| 8 May | 24273.80 | 699.15 | -149.65 | 23.77 | 718 | 59 | 1,144 | |||
| 7 May | 24414.40 | 861.1 | 31.1 | 8.21 | 888 | 676 | 1,085 | |||
| 6 May | 24379.60 | 832 | -115.2 | 17.85 | 172 | 34 | 409 | |||
| 5 May | 24461.15 | 950.3 | 118.3 | 16.95 | 53 | 16 | 375 | |||
| 2 May | 24346.70 | 832 | -72.65 | 14.55 | 277 | 226 | 359 | |||
| 30 Apr | 24334.20 | 904.65 | 4.65 | 22.59 | 106 | 65 | 133 | |||
| 29 Apr | 24335.95 | 900 | -23.05 | 16.52 | 21 | 9 | 68 | |||
| 28 Apr | 24328.50 | 923.05 | 243.05 | 18.38 | 39 | -16 | 59 | |||
| 25 Apr | 24039.35 | 680 | -185 | 16.29 | 79 | 40 | 75 | |||
| 24 Apr | 24246.70 | 865 | 45 | 15.01 | 43 | 23 | 35 | |||
| 23 Apr | 24328.95 | 820 | 90.45 | - | 2 | 3 | 12 | |||
| 22 Apr | 24167.25 | 729.55 | -34.25 | 10.27 | 9 | 3 | 12 | |||
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| 21 Apr | 24125.55 | 763.8 | 208.8 | 13.12 | 4 | 1 | 9 | |||
| 17 Apr | 23851.65 | 555 | 255 | 11.45 | 17 | 6 | 8 | |||
| 16 Apr | 23437.20 | 300 | 178.9 | 11.01 | 9 | 2 | 2 | |||
| 15 Apr | 23328.55 | 121.1 | 0 | 0.25 | 0 | 0 | 0 | |||
For Nifty - strike price 23600 expiring on 15MAY2025
Delta for 23600 CE is 0.99
Historical price for 23600 CE is as follows
On 12 May NIFTY was trading at 24721.80. The strike last trading price was 1145.4, which was 625.3 higher than the previous day. The implied volatity was 23.48, the open interest changed by -318 which decreased total open position to 1432
On 9 May NIFTY was trading at 24008.00. The strike last trading price was 539.5, which was -201.05 lower than the previous day. The implied volatity was 18.73, the open interest changed by 606 which increased total open position to 1750
On 8 May NIFTY was trading at 24273.80. The strike last trading price was 699.15, which was -149.65 lower than the previous day. The implied volatity was 23.77, the open interest changed by 59 which increased total open position to 1144
On 7 May NIFTY was trading at 24414.40. The strike last trading price was 861.1, which was 31.1 higher than the previous day. The implied volatity was 8.21, the open interest changed by 676 which increased total open position to 1085
On 6 May NIFTY was trading at 24379.60. The strike last trading price was 832, which was -115.2 lower than the previous day. The implied volatity was 17.85, the open interest changed by 34 which increased total open position to 409
On 5 May NIFTY was trading at 24461.15. The strike last trading price was 950.3, which was 118.3 higher than the previous day. The implied volatity was 16.95, the open interest changed by 16 which increased total open position to 375
On 2 May NIFTY was trading at 24346.70. The strike last trading price was 832, which was -72.65 lower than the previous day. The implied volatity was 14.55, the open interest changed by 226 which increased total open position to 359
On 30 Apr NIFTY was trading at 24334.20. The strike last trading price was 904.65, which was 4.65 higher than the previous day. The implied volatity was 22.59, the open interest changed by 65 which increased total open position to 133
On 29 Apr NIFTY was trading at 24335.95. The strike last trading price was 900, which was -23.05 lower than the previous day. The implied volatity was 16.52, the open interest changed by 9 which increased total open position to 68
On 28 Apr NIFTY was trading at 24328.50. The strike last trading price was 923.05, which was 243.05 higher than the previous day. The implied volatity was 18.38, the open interest changed by -16 which decreased total open position to 59
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 680, which was -185 lower than the previous day. The implied volatity was 16.29, the open interest changed by 40 which increased total open position to 75
On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 865, which was 45 higher than the previous day. The implied volatity was 15.01, the open interest changed by 23 which increased total open position to 35
On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 820, which was 90.45 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 12
On 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 729.55, which was -34.25 lower than the previous day. The implied volatity was 10.27, the open interest changed by 3 which increased total open position to 12
On 21 Apr NIFTY was trading at 24125.55. The strike last trading price was 763.8, which was 208.8 higher than the previous day. The implied volatity was 13.12, the open interest changed by 1 which increased total open position to 9
On 17 Apr NIFTY was trading at 23851.65. The strike last trading price was 555, which was 255 higher than the previous day. The implied volatity was 11.45, the open interest changed by 6 which increased total open position to 8
On 16 Apr NIFTY was trading at 23437.20. The strike last trading price was 300, which was 178.9 higher than the previous day. The implied volatity was 11.01, the open interest changed by 2 which increased total open position to 2
On 15 Apr NIFTY was trading at 23328.55. The strike last trading price was 121.1, which was 0 lower than the previous day. The implied volatity was 0.25, the open interest changed by 0 which decreased total open position to 0
| NIFTY 15MAY2025 23600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 2.35
Theta: -11.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 May | 24721.80 | 14.95 | -115 | 31.16 | 1,65,956 | 1,121 | 21,336 |
| 9 May | 24008.00 | 116.3 | -10.45 | 24.22 | 3,82,610 | 8,891 | 20,215 |
| 8 May | 24273.80 | 160 | 95.65 | 29.44 | 86,604 | 2,960 | 11,324 |
| 7 May | 24414.40 | 58.6 | -3.7 | 22.67 | 33,438 | 2,868 | 8,364 |
| 6 May | 24379.60 | 70.4 | 12.75 | 21.59 | 16,309 | 370 | 5,496 |
| 5 May | 24461.15 | 53.05 | -49.05 | 20.63 | 17,794 | 3,240 | 5,126 |
| 2 May | 24346.70 | 99 | -25.5 | 20.44 | 11,410 | 763 | 1,886 |
| 30 Apr | 24334.20 | 144.4 | 27.25 | 21.45 | 2,078 | 641 | 1,123 |
| 29 Apr | 24335.95 | 118.15 | -0.05 | 20.25 | 818 | 66 | 482 |
| 28 Apr | 24328.50 | 117 | -81.85 | 19.48 | 811 | 114 | 416 |
| 25 Apr | 24039.35 | 218.8 | 74.7 | 19.40 | 940 | 120 | 302 |
| 24 Apr | 24246.70 | 144.45 | 18.35 | 18.65 | 208 | 16 | 182 |
| 23 Apr | 24328.95 | 129 | -17.75 | 17.89 | 218 | 106 | 166 |
| 22 Apr | 24167.25 | 147.85 | -6.25 | 16.87 | 85 | 57 | 117 |
| 21 Apr | 24125.55 | 150 | -1017.65 | 16.45 | 81 | 60 | 60 |
| 17 Apr | 23851.65 | 1167.65 | 0 | 1.61 | 0 | 0 | 0 |
| 16 Apr | 23437.20 | 1167.65 | 0 | 0.09 | 0 | 0 | 0 |
| 15 Apr | 23328.55 | 1167.65 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 23600 expiring on 15MAY2025
Delta for 23600 PE is -0.05
Historical price for 23600 PE is as follows
On 12 May NIFTY was trading at 24721.80. The strike last trading price was 14.95, which was -115 lower than the previous day. The implied volatity was 31.16, the open interest changed by 1121 which increased total open position to 21336
On 9 May NIFTY was trading at 24008.00. The strike last trading price was 116.3, which was -10.45 lower than the previous day. The implied volatity was 24.22, the open interest changed by 8891 which increased total open position to 20215
On 8 May NIFTY was trading at 24273.80. The strike last trading price was 160, which was 95.65 higher than the previous day. The implied volatity was 29.44, the open interest changed by 2960 which increased total open position to 11324
On 7 May NIFTY was trading at 24414.40. The strike last trading price was 58.6, which was -3.7 lower than the previous day. The implied volatity was 22.67, the open interest changed by 2868 which increased total open position to 8364
On 6 May NIFTY was trading at 24379.60. The strike last trading price was 70.4, which was 12.75 higher than the previous day. The implied volatity was 21.59, the open interest changed by 370 which increased total open position to 5496
On 5 May NIFTY was trading at 24461.15. The strike last trading price was 53.05, which was -49.05 lower than the previous day. The implied volatity was 20.63, the open interest changed by 3240 which increased total open position to 5126
On 2 May NIFTY was trading at 24346.70. The strike last trading price was 99, which was -25.5 lower than the previous day. The implied volatity was 20.44, the open interest changed by 763 which increased total open position to 1886
On 30 Apr NIFTY was trading at 24334.20. The strike last trading price was 144.4, which was 27.25 higher than the previous day. The implied volatity was 21.45, the open interest changed by 641 which increased total open position to 1123
On 29 Apr NIFTY was trading at 24335.95. The strike last trading price was 118.15, which was -0.05 lower than the previous day. The implied volatity was 20.25, the open interest changed by 66 which increased total open position to 482
On 28 Apr NIFTY was trading at 24328.50. The strike last trading price was 117, which was -81.85 lower than the previous day. The implied volatity was 19.48, the open interest changed by 114 which increased total open position to 416
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 218.8, which was 74.7 higher than the previous day. The implied volatity was 19.40, the open interest changed by 120 which increased total open position to 302
On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 144.45, which was 18.35 higher than the previous day. The implied volatity was 18.65, the open interest changed by 16 which increased total open position to 182
On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 129, which was -17.75 lower than the previous day. The implied volatity was 17.89, the open interest changed by 106 which increased total open position to 166
On 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 147.85, which was -6.25 lower than the previous day. The implied volatity was 16.87, the open interest changed by 57 which increased total open position to 117
On 21 Apr NIFTY was trading at 24125.55. The strike last trading price was 150, which was -1017.65 lower than the previous day. The implied volatity was 16.45, the open interest changed by 60 which increased total open position to 60
On 17 Apr NIFTY was trading at 23851.65. The strike last trading price was 1167.65, which was 0 lower than the previous day. The implied volatity was 1.61, 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 1167.65, which was 0 lower than the previous day. The implied volatity was 0.09, 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 1167.65, 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
