NIFTY
Nifty
Historical option data for NIFTY
12 May 2025 11:19 AM IST
| NIFTY 15MAY2025 24450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.74
Vega: 7.49
Theta: -27.11
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 May | 24699.15 | 340.7 | 287.65 | 18.81 | 1,54,336 | -10,880 | 12,298 | |||
| 9 May | 24008.00 | 53.75 | -87.55 | 14.78 | 5,28,956 | 13,042 | 23,178 | |||
| 8 May | 24273.80 | 118 | -79.45 | 16.47 | 92,898 | 6,156 | 10,136 | |||
| 7 May | 24414.40 | 202.6 | 24.65 | 13.61 | 41,512 | -79 | 3,980 | |||
| 6 May | 24379.60 | 170.85 | -92.65 | 12.89 | 20,151 | 2,300 | 4,059 | |||
| 5 May | 24461.15 | 267 | 31.05 | 14.06 | 15,153 | 816 | 1,759 | |||
| 2 May | 24346.70 | 222.05 | -62.55 | 13.46 | 9,739 | 701 | 943 | |||
| 30 Apr | 24334.20 | 258.35 | -26.05 | 15.64 | 545 | -13 | 242 | |||
|
|
||||||||||
| 29 Apr | 24335.95 | 284 | -21.35 | 14.40 | 569 | 93 | 255 | |||
| 28 Apr | 24328.50 | 310.15 | 114.15 | 15.38 | 386 | 73 | 162 | |||
| 25 Apr | 24039.35 | 181.45 | -110.05 | 14.08 | 189 | 16 | 89 | |||
| 24 Apr | 24246.70 | 290.95 | -37.05 | 13.87 | 47 | 51 | 73 | |||
| 23 Apr | 24328.95 | 328 | 179.65 | 13.83 | 38 | 22 | 22 | |||
| 22 Apr | 24167.25 | 148.35 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Apr | 24125.55 | 148.35 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Apr | 23851.65 | 148.35 | 118.8 | 11.88 | 10 | 0 | 0 | |||
| 16 Apr | 23437.20 | 29.55 | 0 | 2.83 | 0 | 0 | 0 | |||
| 15 Apr | 23328.55 | 29.55 | 0 | 3.10 | 0 | 0 | 0 | |||
For Nifty - strike price 24450 expiring on 15MAY2025
Delta for 24450 CE is 0.74
Historical price for 24450 CE is as follows
On 12 May NIFTY was trading at 24699.15. The strike last trading price was 340.7, which was 287.65 higher than the previous day. The implied volatity was 18.81, the open interest changed by -10880 which decreased total open position to 12298
On 9 May NIFTY was trading at 24008.00. The strike last trading price was 53.75, which was -87.55 lower than the previous day. The implied volatity was 14.78, the open interest changed by 13042 which increased total open position to 23178
On 8 May NIFTY was trading at 24273.80. The strike last trading price was 118, which was -79.45 lower than the previous day. The implied volatity was 16.47, the open interest changed by 6156 which increased total open position to 10136
On 7 May NIFTY was trading at 24414.40. The strike last trading price was 202.6, which was 24.65 higher than the previous day. The implied volatity was 13.61, the open interest changed by -79 which decreased total open position to 3980
On 6 May NIFTY was trading at 24379.60. The strike last trading price was 170.85, which was -92.65 lower than the previous day. The implied volatity was 12.89, the open interest changed by 2300 which increased total open position to 4059
On 5 May NIFTY was trading at 24461.15. The strike last trading price was 267, which was 31.05 higher than the previous day. The implied volatity was 14.06, the open interest changed by 816 which increased total open position to 1759
On 2 May NIFTY was trading at 24346.70. The strike last trading price was 222.05, which was -62.55 lower than the previous day. The implied volatity was 13.46, the open interest changed by 701 which increased total open position to 943
On 30 Apr NIFTY was trading at 24334.20. The strike last trading price was 258.35, which was -26.05 lower than the previous day. The implied volatity was 15.64, the open interest changed by -13 which decreased total open position to 242
On 29 Apr NIFTY was trading at 24335.95. The strike last trading price was 284, which was -21.35 lower than the previous day. The implied volatity was 14.40, the open interest changed by 93 which increased total open position to 255
On 28 Apr NIFTY was trading at 24328.50. The strike last trading price was 310.15, which was 114.15 higher than the previous day. The implied volatity was 15.38, the open interest changed by 73 which increased total open position to 162
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 181.45, which was -110.05 lower than the previous day. The implied volatity was 14.08, the open interest changed by 16 which increased total open position to 89
On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 290.95, which was -37.05 lower than the previous day. The implied volatity was 13.87, the open interest changed by 51 which increased total open position to 73
On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 328, which was 179.65 higher than the previous day. The implied volatity was 13.83, the open interest changed by 22 which increased total open position to 22
On 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 148.35, which was 0 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 21 Apr NIFTY was trading at 24125.55. The strike last trading price was 148.35, which was 0 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 17 Apr NIFTY was trading at 23851.65. The strike last trading price was 148.35, which was 118.8 higher than the previous day. The implied volatity was 11.88, 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 29.55, which was 0 lower than the previous day. The implied volatity was 2.83, 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 29.55, which was 0 lower than the previous day. The implied volatity was 3.10, the open interest changed by 0 which decreased total open position to 0
| NIFTY 15MAY2025 24450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.29
Vega: 7.82
Theta: -24.25
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 May | 24699.15 | 88 | -424.3 | 21.26 | 3,13,078 | 22,158 | 25,823 |
| 9 May | 24008.00 | 490 | 119.85 | 21.10 | 14,398 | -1,159 | 3,665 |
| 8 May | 24273.80 | 417.2 | 162.8 | 20.44 | 75,659 | 2,022 | 4,824 |
| 7 May | 24414.40 | 246 | -5.95 | 17.51 | 26,467 | 529 | 2,802 |
| 6 May | 24379.60 | 264.4 | 42.55 | 15.49 | 22,571 | 243 | 2,273 |
| 5 May | 24461.15 | 208.4 | -125.3 | 15.20 | 17,679 | 1,479 | 2,030 |
| 2 May | 24346.70 | 291.15 | -67.25 | 14.46 | 9,152 | 426 | 551 |
| 30 Apr | 24334.20 | 376.95 | 19.1 | 16.42 | 306 | 19 | 125 |
| 29 Apr | 24335.95 | 353.7 | 14.7 | 17.04 | 358 | 85 | 106 |
| 28 Apr | 24328.50 | 354.35 | -215.9 | 16.34 | 52 | 10 | 21 |
| 25 Apr | 24039.35 | 570.25 | 146.45 | 17.15 | 16 | 1 | 11 |
| 24 Apr | 24246.70 | 411 | 31.65 | 16.25 | 24 | -1 | 10 |
| 23 Apr | 24328.95 | 378.45 | -63.4 | 15.47 | 11 | 11 | 11 |
| 22 Apr | 24167.25 | 441.85 | -1478.75 | 14.80 | 9 | 8 | 8 |
| 21 Apr | 24125.55 | 1920.6 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 23851.65 | 1920.6 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 23437.20 | 1920.6 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 23328.55 | 1920.6 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 24450 expiring on 15MAY2025
Delta for 24450 PE is -0.29
Historical price for 24450 PE is as follows
On 12 May NIFTY was trading at 24699.15. The strike last trading price was 88, which was -424.3 lower than the previous day. The implied volatity was 21.26, the open interest changed by 22158 which increased total open position to 25823
On 9 May NIFTY was trading at 24008.00. The strike last trading price was 490, which was 119.85 higher than the previous day. The implied volatity was 21.10, the open interest changed by -1159 which decreased total open position to 3665
On 8 May NIFTY was trading at 24273.80. The strike last trading price was 417.2, which was 162.8 higher than the previous day. The implied volatity was 20.44, the open interest changed by 2022 which increased total open position to 4824
On 7 May NIFTY was trading at 24414.40. The strike last trading price was 246, which was -5.95 lower than the previous day. The implied volatity was 17.51, the open interest changed by 529 which increased total open position to 2802
On 6 May NIFTY was trading at 24379.60. The strike last trading price was 264.4, which was 42.55 higher than the previous day. The implied volatity was 15.49, the open interest changed by 243 which increased total open position to 2273
On 5 May NIFTY was trading at 24461.15. The strike last trading price was 208.4, which was -125.3 lower than the previous day. The implied volatity was 15.20, the open interest changed by 1479 which increased total open position to 2030
On 2 May NIFTY was trading at 24346.70. The strike last trading price was 291.15, which was -67.25 lower than the previous day. The implied volatity was 14.46, the open interest changed by 426 which increased total open position to 551
On 30 Apr NIFTY was trading at 24334.20. The strike last trading price was 376.95, which was 19.1 higher than the previous day. The implied volatity was 16.42, the open interest changed by 19 which increased total open position to 125
On 29 Apr NIFTY was trading at 24335.95. The strike last trading price was 353.7, which was 14.7 higher than the previous day. The implied volatity was 17.04, the open interest changed by 85 which increased total open position to 106
On 28 Apr NIFTY was trading at 24328.50. The strike last trading price was 354.35, which was -215.9 lower than the previous day. The implied volatity was 16.34, the open interest changed by 10 which increased total open position to 21
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 570.25, which was 146.45 higher than the previous day. The implied volatity was 17.15, the open interest changed by 1 which increased total open position to 11
On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 411, which was 31.65 higher than the previous day. The implied volatity was 16.25, the open interest changed by -1 which decreased total open position to 10
On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 378.45, which was -63.4 lower than the previous day. The implied volatity was 15.47, the open interest changed by 11 which increased total open position to 11
On 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 441.85, which was -1478.75 lower than the previous day. The implied volatity was 14.80, the open interest changed by 8 which increased total open position to 8
On 21 Apr NIFTY was trading at 24125.55. The strike last trading price was 1920.6, 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 1920.6, 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 1920.6, 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 1920.6, 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
