NIFTY
Nifty
Historical option data for NIFTY
12 May 2025 11:15 AM IST
| NIFTY 15MAY2025 23700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.98
Vega: 1.14
Theta: -10.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 May | 24705.55 | 1030.1 | 592.1 | 22.38 | 2,103 | -439 | 2,569 | |||
| 9 May | 24008.00 | 455.45 | -191.55 | 17.96 | 20,592 | 1,468 | 3,008 | |||
| 8 May | 24273.80 | 609.2 | -154.6 | 22.30 | 1,541 | 529 | 1,540 | |||
| 7 May | 24414.40 | 769.65 | 31.4 | 12.67 | 804 | 350 | 1,011 | |||
| 6 May | 24379.60 | 733.7 | -108.15 | 16.29 | 1,121 | 173 | 661 | |||
| 5 May | 24461.15 | 869.45 | 119.45 | 17.99 | 122 | 107 | 488 | |||
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| 2 May | 24346.70 | 750 | -74.1 | 14.99 | 411 | 233 | 381 | |||
| 30 Apr | 24334.20 | 801.85 | 0 | 20.84 | 122 | 109 | 148 | |||
| 29 Apr | 24335.95 | 805.5 | -17 | 15.57 | 32 | 13 | 39 | |||
| 28 Apr | 24328.50 | 822.5 | 203.2 | 16.90 | 80 | -8 | 26 | |||
| 25 Apr | 24039.35 | 616.25 | -193.75 | 16.54 | 105 | 16 | 34 | |||
| 24 Apr | 24246.70 | 810 | -23.7 | 16.42 | 6 | -3 | 18 | |||
| 23 Apr | 24328.95 | 822.25 | 107.25 | 14.75 | 4 | 9 | 21 | |||
| 22 Apr | 24167.25 | 715 | 42.4 | 14.32 | 29 | 11 | 23 | |||
| 21 Apr | 24125.55 | 672.6 | 191.15 | 12.35 | 20 | -8 | 12 | |||
| 17 Apr | 23851.65 | 491.85 | 202 | 11.71 | 35 | 4 | 20 | |||
| 16 Apr | 23437.20 | 276.2 | 23.5 | 11.90 | 36 | 8 | 16 | |||
| 15 Apr | 23328.55 | 253 | 148.8 | 12.22 | 9 | 8 | 8 | |||
For Nifty - strike price 23700 expiring on 15MAY2025
Delta for 23700 CE is 0.98
Historical price for 23700 CE is as follows
On 12 May NIFTY was trading at 24705.55. The strike last trading price was 1030.1, which was 592.1 higher than the previous day. The implied volatity was 22.38, the open interest changed by -439 which decreased total open position to 2569
On 9 May NIFTY was trading at 24008.00. The strike last trading price was 455.45, which was -191.55 lower than the previous day. The implied volatity was 17.96, the open interest changed by 1468 which increased total open position to 3008
On 8 May NIFTY was trading at 24273.80. The strike last trading price was 609.2, which was -154.6 lower than the previous day. The implied volatity was 22.30, the open interest changed by 529 which increased total open position to 1540
On 7 May NIFTY was trading at 24414.40. The strike last trading price was 769.65, which was 31.4 higher than the previous day. The implied volatity was 12.67, the open interest changed by 350 which increased total open position to 1011
On 6 May NIFTY was trading at 24379.60. The strike last trading price was 733.7, which was -108.15 lower than the previous day. The implied volatity was 16.29, the open interest changed by 173 which increased total open position to 661
On 5 May NIFTY was trading at 24461.15. The strike last trading price was 869.45, which was 119.45 higher than the previous day. The implied volatity was 17.99, the open interest changed by 107 which increased total open position to 488
On 2 May NIFTY was trading at 24346.70. The strike last trading price was 750, which was -74.1 lower than the previous day. The implied volatity was 14.99, the open interest changed by 233 which increased total open position to 381
On 30 Apr NIFTY was trading at 24334.20. The strike last trading price was 801.85, which was 0 lower than the previous day. The implied volatity was 20.84, the open interest changed by 109 which increased total open position to 148
On 29 Apr NIFTY was trading at 24335.95. The strike last trading price was 805.5, which was -17 lower than the previous day. The implied volatity was 15.57, the open interest changed by 13 which increased total open position to 39
On 28 Apr NIFTY was trading at 24328.50. The strike last trading price was 822.5, which was 203.2 higher than the previous day. The implied volatity was 16.90, the open interest changed by -8 which decreased total open position to 26
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 616.25, which was -193.75 lower than the previous day. The implied volatity was 16.54, the open interest changed by 16 which increased total open position to 34
On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 810, which was -23.7 lower than the previous day. The implied volatity was 16.42, the open interest changed by -3 which decreased total open position to 18
On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 822.25, which was 107.25 higher than the previous day. The implied volatity was 14.75, the open interest changed by 9 which increased total open position to 21
On 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 715, which was 42.4 higher than the previous day. The implied volatity was 14.32, the open interest changed by 11 which increased total open position to 23
On 21 Apr NIFTY was trading at 24125.55. The strike last trading price was 672.6, which was 191.15 higher than the previous day. The implied volatity was 12.35, the open interest changed by -8 which decreased total open position to 12
On 17 Apr NIFTY was trading at 23851.65. The strike last trading price was 491.85, which was 202 higher than the previous day. The implied volatity was 11.71, the open interest changed by 4 which increased total open position to 20
On 16 Apr NIFTY was trading at 23437.20. The strike last trading price was 276.2, which was 23.5 higher than the previous day. The implied volatity was 11.90, the open interest changed by 8 which increased total open position to 16
On 15 Apr NIFTY was trading at 23328.55. The strike last trading price was 253, which was 148.8 higher than the previous day. The implied volatity was 12.22, the open interest changed by 8 which increased total open position to 8
| NIFTY 15MAY2025 23700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 2.63
Theta: -11.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 May | 24705.55 | 16.4 | -132.3 | 29.00 | 1,73,851 | -780 | 24,490 |
| 9 May | 24008.00 | 134.9 | -10.75 | 23.26 | 5,04,210 | 4,993 | 25,270 |
| 8 May | 24273.80 | 178.35 | 104.35 | 28.49 | 94,404 | -376 | 20,277 |
| 7 May | 24414.40 | 71.25 | -0.75 | 22.29 | 52,915 | 14,905 | 20,653 |
| 6 May | 24379.60 | 79.65 | 15.25 | 20.69 | 17,723 | 1,908 | 5,748 |
| 5 May | 24461.15 | 61.45 | -54 | 19.95 | 19,058 | 2,191 | 3,840 |
| 2 May | 24346.70 | 109.1 | -34.55 | 19.59 | 12,578 | 649 | 1,649 |
| 30 Apr | 24334.20 | 152.05 | 18.9 | 20.30 | 2,452 | 285 | 1,000 |
| 29 Apr | 24335.95 | 135.2 | 3.1 | 19.93 | 1,303 | 39 | 715 |
| 28 Apr | 24328.50 | 131 | -86.55 | 18.93 | 1,356 | 85 | 676 |
| 25 Apr | 24039.35 | 231.2 | 66.25 | 18.37 | 911 | 152 | 591 |
| 24 Apr | 24246.70 | 163.75 | 23.35 | 18.32 | 277 | 5 | 439 |
| 23 Apr | 24328.95 | 144.65 | -24.9 | 17.45 | 301 | 163 | 434 |
| 22 Apr | 24167.25 | 171.25 | -3.3 | 16.70 | 149 | 13 | 284 |
| 21 Apr | 24125.55 | 169 | -109.05 | 16.05 | 342 | 225 | 271 |
| 17 Apr | 23851.65 | 279.2 | -276.65 | 16.07 | 71 | 44 | 46 |
| 16 Apr | 23437.20 | 555.85 | -694.25 | 19.52 | 3 | 2 | 2 |
| 15 Apr | 23328.55 | 1250.1 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 23700 expiring on 15MAY2025
Delta for 23700 PE is -0.06
Historical price for 23700 PE is as follows
On 12 May NIFTY was trading at 24705.55. The strike last trading price was 16.4, which was -132.3 lower than the previous day. The implied volatity was 29.00, the open interest changed by -780 which decreased total open position to 24490
On 9 May NIFTY was trading at 24008.00. The strike last trading price was 134.9, which was -10.75 lower than the previous day. The implied volatity was 23.26, the open interest changed by 4993 which increased total open position to 25270
On 8 May NIFTY was trading at 24273.80. The strike last trading price was 178.35, which was 104.35 higher than the previous day. The implied volatity was 28.49, the open interest changed by -376 which decreased total open position to 20277
On 7 May NIFTY was trading at 24414.40. The strike last trading price was 71.25, which was -0.75 lower than the previous day. The implied volatity was 22.29, the open interest changed by 14905 which increased total open position to 20653
On 6 May NIFTY was trading at 24379.60. The strike last trading price was 79.65, which was 15.25 higher than the previous day. The implied volatity was 20.69, the open interest changed by 1908 which increased total open position to 5748
On 5 May NIFTY was trading at 24461.15. The strike last trading price was 61.45, which was -54 lower than the previous day. The implied volatity was 19.95, the open interest changed by 2191 which increased total open position to 3840
On 2 May NIFTY was trading at 24346.70. The strike last trading price was 109.1, which was -34.55 lower than the previous day. The implied volatity was 19.59, the open interest changed by 649 which increased total open position to 1649
On 30 Apr NIFTY was trading at 24334.20. The strike last trading price was 152.05, which was 18.9 higher than the previous day. The implied volatity was 20.30, the open interest changed by 285 which increased total open position to 1000
On 29 Apr NIFTY was trading at 24335.95. The strike last trading price was 135.2, which was 3.1 higher than the previous day. The implied volatity was 19.93, the open interest changed by 39 which increased total open position to 715
On 28 Apr NIFTY was trading at 24328.50. The strike last trading price was 131, which was -86.55 lower than the previous day. The implied volatity was 18.93, the open interest changed by 85 which increased total open position to 676
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 231.2, which was 66.25 higher than the previous day. The implied volatity was 18.37, the open interest changed by 152 which increased total open position to 591
On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 163.75, which was 23.35 higher than the previous day. The implied volatity was 18.32, the open interest changed by 5 which increased total open position to 439
On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 144.65, which was -24.9 lower than the previous day. The implied volatity was 17.45, the open interest changed by 163 which increased total open position to 434
On 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 171.25, which was -3.3 lower than the previous day. The implied volatity was 16.70, the open interest changed by 13 which increased total open position to 284
On 21 Apr NIFTY was trading at 24125.55. The strike last trading price was 169, which was -109.05 lower than the previous day. The implied volatity was 16.05, the open interest changed by 225 which increased total open position to 271
On 17 Apr NIFTY was trading at 23851.65. The strike last trading price was 279.2, which was -276.65 lower than the previous day. The implied volatity was 16.07, the open interest changed by 44 which increased total open position to 46
On 16 Apr NIFTY was trading at 23437.20. The strike last trading price was 555.85, which was -694.25 lower than the previous day. The implied volatity was 19.52, 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 1250.1, 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
