[--[65.84.65.76]--]
NIFTY
Nifty

24884.55 274.85 (1.12%)

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Historical option data for NIFTY

23 May 2025 01:19 PM IST
NIFTY 29MAY2025 24950 CE
Delta: 0.49
Vega: 12.82
Theta: -21.17
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
23 May 24889.60 208 120.5 17.00 6,46,200 -7,836 24,743
22 May 24609.70 89.15 -86.25 14.12 85,002 4,195 9,954
21 May 24813.45 168.95 9.95 14.50 47,963 -47,587 5,854
20 May 24683.90 162.05 -115 15.42 32,075 2,818 5,716
19 May 24945.45 269.25 -75.85 14.75 10,353 -9,010 2,958
16 May 25019.80 344.15 -17.2 13.92 5,736 233 1,790
15 May 25062.10 356.8 168.45 13.07 8,437 -249 1,546
14 May 24666.90 194.85 4.55 13.40 4,260 85 1,805
13 May 24578.35 191.7 -197.5 14.52 5,430 311 1,715
12 May 24924.70 392.95 321.55 16.26 5,999 -396 1,160
9 May 24008.00 75.7 -41.45 14.38 6,075 1,400 1,556
8 May 24273.80 96.5 -59.75 13.82 1,996 -1,437 1,138
7 May 24414.40 159.5 8.15 13.17 1,241 -63 1,184
6 May 24379.60 148.45 -54.35 13.32 792 -964 1,251
5 May 24461.15 206.25 29.7 13.70 1,027 -38 1,249
2 May 24346.70 170.9 -25.8 13.21 2,754 1,290 1,296
30 Apr 24334.20 181.6 -11.8 13.89 703 1,078 1,139
29 Apr 24335.95 195.75 -9.35 13.09 878 874 944
28 Apr 24328.50 206.45 67.55 13.42 897 196 813
25 Apr 24039.35 129.25 -71.1 13.14 1,434 118 614
24 Apr 24246.70 202.15 -24.5 12.97 374 492 496
23 Apr 24328.95 222.75 55.7 13.00 772 427 427
22 Apr 24167.25 166 6.65 12.30 309 509 509
21 Apr 24125.55 161.55 104 12.13 433 360 404
17 Apr 23851.65 55.4 -2.15 0.00 0 0 0
16 Apr 23437.20 55.4 -2.15 0.00 0 0 0
15 Apr 23328.55 55.4 -2.15 0.00 0 0 0
11 Apr 22828.55 55.4 7.45 15.44 360 343 358
9 Apr 22399.15 47.95 -1.15 17.34 2 267 282
8 Apr 22535.85 46.9 21.55 16.13 41 -2 281
7 Apr 22161.60 25.25 -0.1 0.00 0 0 0
4 Apr 22904.45 25.25 -22.45 11.38 85 12 282
3 Apr 23250.10 47.7 -10.65 10.99 38 11 281
2 Apr 23332.35 58.35 5 10.90 46 -17 269
1 Apr 23165.70 53.35 -31.2 11.44 76 -34 287
28 Mar 23519.35 83.5 -16.05 10.35 159 28 321
27 Mar 23591.95 100 6.7 10.14 57 5 274
26 Mar 23486.85 93.3 -24.65 10.70 2 0 269
25 Mar 23668.65 113.35 -23.75 10.35 451 -3 269
24 Mar 23658.35 134.75 -3.95 10.46 669 272 272


For Nifty - strike price 24950 expiring on 29MAY2025

Delta for 24950 CE is 0.49

Historical price for 24950 CE is as follows

On 23 May NIFTY was trading at 24889.60. The strike last trading price was 208, which was 120.5 higher than the previous day. The implied volatity was 17.00, the open interest changed by -7836 which decreased total open position to 24743


On 22 May NIFTY was trading at 24609.70. The strike last trading price was 89.15, which was -86.25 lower than the previous day. The implied volatity was 14.12, the open interest changed by 4195 which increased total open position to 9954


On 21 May NIFTY was trading at 24813.45. The strike last trading price was 168.95, which was 9.95 higher than the previous day. The implied volatity was 14.50, the open interest changed by -47587 which decreased total open position to 5854


On 20 May NIFTY was trading at 24683.90. The strike last trading price was 162.05, which was -115 lower than the previous day. The implied volatity was 15.42, the open interest changed by 2818 which increased total open position to 5716


On 19 May NIFTY was trading at 24945.45. The strike last trading price was 269.25, which was -75.85 lower than the previous day. The implied volatity was 14.75, the open interest changed by -9010 which decreased total open position to 2958


On 16 May NIFTY was trading at 25019.80. The strike last trading price was 344.15, which was -17.2 lower than the previous day. The implied volatity was 13.92, the open interest changed by 233 which increased total open position to 1790


On 15 May NIFTY was trading at 25062.10. The strike last trading price was 356.8, which was 168.45 higher than the previous day. The implied volatity was 13.07, the open interest changed by -249 which decreased total open position to 1546


On 14 May NIFTY was trading at 24666.90. The strike last trading price was 194.85, which was 4.55 higher than the previous day. The implied volatity was 13.40, the open interest changed by 85 which increased total open position to 1805


On 13 May NIFTY was trading at 24578.35. The strike last trading price was 191.7, which was -197.5 lower than the previous day. The implied volatity was 14.52, the open interest changed by 311 which increased total open position to 1715


On 12 May NIFTY was trading at 24924.70. The strike last trading price was 392.95, which was 321.55 higher than the previous day. The implied volatity was 16.26, the open interest changed by -396 which decreased total open position to 1160


On 9 May NIFTY was trading at 24008.00. The strike last trading price was 75.7, which was -41.45 lower than the previous day. The implied volatity was 14.38, the open interest changed by 1400 which increased total open position to 1556


On 8 May NIFTY was trading at 24273.80. The strike last trading price was 96.5, which was -59.75 lower than the previous day. The implied volatity was 13.82, the open interest changed by -1437 which decreased total open position to 1138


On 7 May NIFTY was trading at 24414.40. The strike last trading price was 159.5, which was 8.15 higher than the previous day. The implied volatity was 13.17, the open interest changed by -63 which decreased total open position to 1184


On 6 May NIFTY was trading at 24379.60. The strike last trading price was 148.45, which was -54.35 lower than the previous day. The implied volatity was 13.32, the open interest changed by -964 which decreased total open position to 1251


On 5 May NIFTY was trading at 24461.15. The strike last trading price was 206.25, which was 29.7 higher than the previous day. The implied volatity was 13.70, the open interest changed by -38 which decreased total open position to 1249


On 2 May NIFTY was trading at 24346.70. The strike last trading price was 170.9, which was -25.8 lower than the previous day. The implied volatity was 13.21, the open interest changed by 1290 which increased total open position to 1296


On 30 Apr NIFTY was trading at 24334.20. The strike last trading price was 181.6, which was -11.8 lower than the previous day. The implied volatity was 13.89, the open interest changed by 1078 which increased total open position to 1139


On 29 Apr NIFTY was trading at 24335.95. The strike last trading price was 195.75, which was -9.35 lower than the previous day. The implied volatity was 13.09, the open interest changed by 874 which increased total open position to 944


On 28 Apr NIFTY was trading at 24328.50. The strike last trading price was 206.45, which was 67.55 higher than the previous day. The implied volatity was 13.42, the open interest changed by 196 which increased total open position to 813


On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 129.25, which was -71.1 lower than the previous day. The implied volatity was 13.14, the open interest changed by 118 which increased total open position to 614


On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 202.15, which was -24.5 lower than the previous day. The implied volatity was 12.97, the open interest changed by 492 which increased total open position to 496


On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 222.75, which was 55.7 higher than the previous day. The implied volatity was 13.00, the open interest changed by 427 which increased total open position to 427


On 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 166, which was 6.65 higher than the previous day. The implied volatity was 12.30, the open interest changed by 509 which increased total open position to 509


On 21 Apr NIFTY was trading at 24125.55. The strike last trading price was 161.55, which was 104 higher than the previous day. The implied volatity was 12.13, the open interest changed by 360 which increased total open position to 404


On 17 Apr NIFTY was trading at 23851.65. The strike last trading price was 55.4, which was -2.15 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 16 Apr NIFTY was trading at 23437.20. The strike last trading price was 55.4, which was -2.15 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 15 Apr NIFTY was trading at 23328.55. The strike last trading price was 55.4, which was -2.15 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 11 Apr NIFTY was trading at 22828.55. The strike last trading price was 55.4, which was 7.45 higher than the previous day. The implied volatity was 15.44, the open interest changed by 343 which increased total open position to 358


On 9 Apr NIFTY was trading at 22399.15. The strike last trading price was 47.95, which was -1.15 lower than the previous day. The implied volatity was 17.34, the open interest changed by 267 which increased total open position to 282


On 8 Apr NIFTY was trading at 22535.85. The strike last trading price was 46.9, which was 21.55 higher than the previous day. The implied volatity was 16.13, the open interest changed by -2 which decreased total open position to 281


On 7 Apr NIFTY was trading at 22161.60. The strike last trading price was 25.25, which was -0.1 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 4 Apr NIFTY was trading at 22904.45. The strike last trading price was 25.25, which was -22.45 lower than the previous day. The implied volatity was 11.38, the open interest changed by 12 which increased total open position to 282


On 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 47.7, which was -10.65 lower than the previous day. The implied volatity was 10.99, the open interest changed by 11 which increased total open position to 281


On 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 58.35, which was 5 higher than the previous day. The implied volatity was 10.90, the open interest changed by -17 which decreased total open position to 269


On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 53.35, which was -31.2 lower than the previous day. The implied volatity was 11.44, the open interest changed by -34 which decreased total open position to 287


On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 83.5, which was -16.05 lower than the previous day. The implied volatity was 10.35, the open interest changed by 28 which increased total open position to 321


On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 100, which was 6.7 higher than the previous day. The implied volatity was 10.14, the open interest changed by 5 which increased total open position to 274


On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 93.3, which was -24.65 lower than the previous day. The implied volatity was 10.70, the open interest changed by 0 which decreased total open position to 269


On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 113.35, which was -23.75 lower than the previous day. The implied volatity was 10.35, the open interest changed by -3 which decreased total open position to 269


On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 134.75, which was -3.95 lower than the previous day. The implied volatity was 10.46, the open interest changed by 272 which increased total open position to 272


NIFTY 29MAY2025 24950 PE
Delta: -0.51
Vega: 12.82
Theta: -13.87
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
23 May 24889.60 222.75 -161.1 16.55 1,46,246 13,735 15,676
22 May 24609.70 333.5 39.2 12.38 5,004 -5,104 1,993
21 May 24813.45 296.6 -38 16.80 22,587 -8,647 2,596
20 May 24683.90 329 78.85 14.86 24,830 -17,851 2,567
19 May 24945.45 251 35 16.78 13,952 -14,462 2,445
16 May 25019.80 214.25 -15.3 15.13 9,658 555 1,884
15 May 25062.10 227.35 -200.3 15.93 5,528 -3,878 1,336
14 May 24666.90 413.15 -80.6 16.24 1,035 274 783
13 May 24578.35 494.6 199.55 17.32 1,855 -196 699
12 May 24924.70 300.05 -637.25 15.95 2,448 618 897
9 May 24008.00 933.8 127.6 19.27 55 -43 279
8 May 24273.80 801.3 162.3 16.67 219 222 323
7 May 24414.40 639 -37 17.21 34 165 170
6 May 24379.60 676 88.35 16.55 34 -11 174
5 May 24461.15 587.65 -118.45 16.03 275 180 185
2 May 24346.70 727.65 36.3 17.50 257 163 166
30 Apr 24334.20 697.55 8.55 14.29 41 93 93
29 Apr 24335.95 689 1 16.04 62 76 78
28 Apr 24328.50 688 -240.3 15.51 38 44 46
25 Apr 24039.35 948.85 192.55 17.03 24 26 26
24 Apr 24246.70 756.3 49.3 16.13 29 20 24
23 Apr 24328.95 707 -122.35 15.17 2 4 4
22 Apr 24167.25 829.35 0 0.00 0 1 0
21 Apr 24125.55 829.35 -705.75 15.66 1 3 3
17 Apr 23851.65 1535.1 0 0.00 0 0 0
16 Apr 23437.20 1535.1 0 0.00 0 1 0
15 Apr 23328.55 1535.1 -410 20.99 1 1 2
11 Apr 22828.55 1945.1 -407.75 21.44 1 0 1
9 Apr 22399.15 2352.85 -450.7 24.11 1 0 1
8 Apr 22535.85 2803.55 0 0.00 0 0 0
7 Apr 22161.60 2803.55 1755.7 36.95 2 1 1
4 Apr 22904.45 1047.85 0 0.00 0 0 0
3 Apr 23250.10 1047.85 0 0.00 0 0 0
2 Apr 23332.35 1047.85 0 0.00 0 0 0
1 Apr 23165.70 1047.85 0 0.00 0 0 0
28 Mar 23519.35 1047.85 0 0.00 0 0 0
27 Mar 23591.95 1047.85 0 0.00 0 0 0
26 Mar 23486.85 1047.85 0 0.00 0 0 0
25 Mar 23668.65 1047.85 0 0.00 0 1 0
24 Mar 23658.35 1047.85 -1053.8 13.15 1 0 0


For Nifty - strike price 24950 expiring on 29MAY2025

Delta for 24950 PE is -0.51

Historical price for 24950 PE is as follows

On 23 May NIFTY was trading at 24889.60. The strike last trading price was 222.75, which was -161.1 lower than the previous day. The implied volatity was 16.55, the open interest changed by 13735 which increased total open position to 15676


On 22 May NIFTY was trading at 24609.70. The strike last trading price was 333.5, which was 39.2 higher than the previous day. The implied volatity was 12.38, the open interest changed by -5104 which decreased total open position to 1993


On 21 May NIFTY was trading at 24813.45. The strike last trading price was 296.6, which was -38 lower than the previous day. The implied volatity was 16.80, the open interest changed by -8647 which decreased total open position to 2596


On 20 May NIFTY was trading at 24683.90. The strike last trading price was 329, which was 78.85 higher than the previous day. The implied volatity was 14.86, the open interest changed by -17851 which decreased total open position to 2567


On 19 May NIFTY was trading at 24945.45. The strike last trading price was 251, which was 35 higher than the previous day. The implied volatity was 16.78, the open interest changed by -14462 which decreased total open position to 2445


On 16 May NIFTY was trading at 25019.80. The strike last trading price was 214.25, which was -15.3 lower than the previous day. The implied volatity was 15.13, the open interest changed by 555 which increased total open position to 1884


On 15 May NIFTY was trading at 25062.10. The strike last trading price was 227.35, which was -200.3 lower than the previous day. The implied volatity was 15.93, the open interest changed by -3878 which decreased total open position to 1336


On 14 May NIFTY was trading at 24666.90. The strike last trading price was 413.15, which was -80.6 lower than the previous day. The implied volatity was 16.24, the open interest changed by 274 which increased total open position to 783


On 13 May NIFTY was trading at 24578.35. The strike last trading price was 494.6, which was 199.55 higher than the previous day. The implied volatity was 17.32, the open interest changed by -196 which decreased total open position to 699


On 12 May NIFTY was trading at 24924.70. The strike last trading price was 300.05, which was -637.25 lower than the previous day. The implied volatity was 15.95, the open interest changed by 618 which increased total open position to 897


On 9 May NIFTY was trading at 24008.00. The strike last trading price was 933.8, which was 127.6 higher than the previous day. The implied volatity was 19.27, the open interest changed by -43 which decreased total open position to 279


On 8 May NIFTY was trading at 24273.80. The strike last trading price was 801.3, which was 162.3 higher than the previous day. The implied volatity was 16.67, the open interest changed by 222 which increased total open position to 323


On 7 May NIFTY was trading at 24414.40. The strike last trading price was 639, which was -37 lower than the previous day. The implied volatity was 17.21, the open interest changed by 165 which increased total open position to 170


On 6 May NIFTY was trading at 24379.60. The strike last trading price was 676, which was 88.35 higher than the previous day. The implied volatity was 16.55, the open interest changed by -11 which decreased total open position to 174


On 5 May NIFTY was trading at 24461.15. The strike last trading price was 587.65, which was -118.45 lower than the previous day. The implied volatity was 16.03, the open interest changed by 180 which increased total open position to 185


On 2 May NIFTY was trading at 24346.70. The strike last trading price was 727.65, which was 36.3 higher than the previous day. The implied volatity was 17.50, the open interest changed by 163 which increased total open position to 166


On 30 Apr NIFTY was trading at 24334.20. The strike last trading price was 697.55, which was 8.55 higher than the previous day. The implied volatity was 14.29, the open interest changed by 93 which increased total open position to 93


On 29 Apr NIFTY was trading at 24335.95. The strike last trading price was 689, which was 1 higher than the previous day. The implied volatity was 16.04, the open interest changed by 76 which increased total open position to 78


On 28 Apr NIFTY was trading at 24328.50. The strike last trading price was 688, which was -240.3 lower than the previous day. The implied volatity was 15.51, the open interest changed by 44 which increased total open position to 46


On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 948.85, which was 192.55 higher than the previous day. The implied volatity was 17.03, the open interest changed by 26 which increased total open position to 26


On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 756.3, which was 49.3 higher than the previous day. The implied volatity was 16.13, the open interest changed by 20 which increased total open position to 24


On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 707, which was -122.35 lower than the previous day. The implied volatity was 15.17, the open interest changed by 4 which increased total open position to 4


On 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 829.35, 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 829.35, which was -705.75 lower than the previous day. The implied volatity was 15.66, the open interest changed by 3 which increased total open position to 3


On 17 Apr NIFTY was trading at 23851.65. The strike last trading price was 1535.1, 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 16 Apr NIFTY was trading at 23437.20. The strike last trading price was 1535.1, 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 15 Apr NIFTY was trading at 23328.55. The strike last trading price was 1535.1, which was -410 lower than the previous day. The implied volatity was 20.99, the open interest changed by 1 which increased total open position to 2


On 11 Apr NIFTY was trading at 22828.55. The strike last trading price was 1945.1, which was -407.75 lower than the previous day. The implied volatity was 21.44, the open interest changed by 0 which decreased total open position to 1


On 9 Apr NIFTY was trading at 22399.15. The strike last trading price was 2352.85, which was -450.7 lower than the previous day. The implied volatity was 24.11, the open interest changed by 0 which decreased total open position to 1


On 8 Apr NIFTY was trading at 22535.85. The strike last trading price was 2803.55, 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 7 Apr NIFTY was trading at 22161.60. The strike last trading price was 2803.55, which was 1755.7 higher than the previous day. The implied volatity was 36.95, the open interest changed by 1 which increased total open position to 1


On 4 Apr NIFTY was trading at 22904.45. The strike last trading price was 1047.85, 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 3 Apr NIFTY was trading at 23250.10. The strike last trading price was 1047.85, 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 2 Apr NIFTY was trading at 23332.35. The strike last trading price was 1047.85, 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 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1047.85, 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 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 1047.85, 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 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 1047.85, 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 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 1047.85, 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 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 1047.85, 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 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 1047.85, which was -1053.8 lower than the previous day. The implied volatity was 13.15, the open interest changed by 0 which decreased total open position to 0