Historical option data for NIFTY
19 May 2026 04:10 PM IST
| NIFTY 19-May-2026 25000 CE | ||||||||||||||||
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Delta: 0
Vega: 0
Theta: -1.03
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 May | 23618.00 | 0.05 | -0.75 (-93.75%) | 57.18 | 4,21,733 | -15,493 | 71,375 | |||||||||
| 18 May | 23649.95 | 0.65 | -1 (-60.61%) | 34.74 | 6,06,541 | -63,296 | 87,685 | |||||||||
| 15 May | 23643.50 | 1.45 | -0.2 (-12.12%) | 20.97 | 6,43,550 | 44,884 | 1,51,569 | |||||||||
| 14 May | 23689.60 | 1.75 | -1.15 (-39.66%) | 18.69 | 5,95,589 | 8,805 | 1,07,447 | |||||||||
| 13 May | 23412.60 | 2.75 | -2 (-42.11%) | 0 | 4,22,021 | 27,606 | 98,584 | |||||||||
| 12 May | 23379.55 | 5 | -7 (-58.33%) | 0 | 2,36,780 | 27,665 | 71,470 | |||||||||
| 11 May | 23815.85 | 12.3 | -22.7 (-64.86%) | 0 | 1,16,986 | 10,550 | 43,851 | |||||||||
| 8 May | 24176.15 | 33.05 | -26.7 (-44.69%) | 14.56 | 89,405 | 16,322 | 33,418 | |||||||||
| 7 May | 24326.65 | 62.45 | -11.8 (-15.89%) | 14.62 | 64,442 | 4,447 | 18,028 | |||||||||
| 6 May | 24330.95 | 77 | 39.25 (103.97%) | 15.1 | 57,816 | 5,115 | 13,643 | |||||||||
| 5 May | 24032.80 | 37.35 | -33.6 (-47.36%) | 14.86 | 24,522 | 2,844 | 8,559 | |||||||||
| 4 May | 24119.30 | 69.2 | -5.75 (-7.67%) | 16.39 | 14,706 | 2,583 | 5,722 | |||||||||
| 30 Apr | 23997.55 | 78.95 | -14.1 (-15.15%) | 16.07 | 10,377 | 764 | 3,903 | |||||||||
| 29 Apr | 24177.65 | 88.2 | 12.65 (16.74%) | 14.77 | 8,432 | 424 | 3,141 | |||||||||
| 28 Apr | 23995.70 | 73.7 | -43.5 (-37.12%) | 15.16 | 3,589 | 349 | 2,708 | |||||||||
| 27 Apr | 24092.70 | 118.3 | -2.1 (-1.74%) | 16.49 | 2,917 | 388 | 2,359 | |||||||||
| 24 Apr | 23897.95 | 124.95 | -38.8 (-23.69%) | 18.06 | 2,608 | 566 | 1,970 | |||||||||
| 23 Apr | 24173.05 | 165 | -70.7 (-30.00%) | 16.81 | 1,170 | 275 | 1,389 | |||||||||
| 22 Apr | 24378.10 | 231.9 | -62.4 (-21.20%) | 16.69 | 1,622 | 584 | 1,111 | |||||||||
| 21 Apr | 24576.60 | 298.8 | 60.8 (25.55%) | 15.88 | 806 | 179 | 508 | |||||||||
| 20 Apr | 24364.85 | 229.3 | 3.05 (1.35%) | 16.34 | 920 | 170 | 320 | |||||||||
| 17 Apr | 24353.55 | 234 | 42.4 (22.13%) | 15.2 | 191 | 51 | 148 | |||||||||
| 16 Apr | 24196.75 | 192.65 | 24.7 (14.71%) | 15.43 | 154 | 97 | 97 | |||||||||
| 15 Apr | 24231.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25000 expiring on 19MAY2026
Delta for 25000 CE is 0
Historical price for 25000 CE is as follows
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 0.05, which was -0.75 lower than the previous day. The implied volatity was 57.18, the open interest changed by -15493 which decreased total open position to 71375
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 0.65, which was -1 lower than the previous day. The implied volatity was 34.74, the open interest changed by -63296 which decreased total open position to 87685
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 1.45, which was -0.2 lower than the previous day. The implied volatity was 20.97, the open interest changed by 44884 which increased total open position to 151569
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 1.75, which was -1.15 lower than the previous day. The implied volatity was 18.69, the open interest changed by 8805 which increased total open position to 107447
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 2.75, which was -2 lower than the previous day. The implied volatity was 0, the open interest changed by 27606 which increased total open position to 98584
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 5, which was -7 lower than the previous day. The implied volatity was 0, the open interest changed by 27665 which increased total open position to 71470
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 12.3, which was -22.7 lower than the previous day. The implied volatity was 0, the open interest changed by 10550 which increased total open position to 43851
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 33.05, which was -26.7 lower than the previous day. The implied volatity was 14.56, the open interest changed by 16322 which increased total open position to 33418
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 62.45, which was -11.8 lower than the previous day. The implied volatity was 14.62, the open interest changed by 4447 which increased total open position to 18028
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 77, which was 39.25 higher than the previous day. The implied volatity was 15.1, the open interest changed by 5115 which increased total open position to 13643
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 37.35, which was -33.6 lower than the previous day. The implied volatity was 14.86, the open interest changed by 2844 which increased total open position to 8559
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 69.2, which was -5.75 lower than the previous day. The implied volatity was 16.39, the open interest changed by 2583 which increased total open position to 5722
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 78.95, which was -14.1 lower than the previous day. The implied volatity was 16.07, the open interest changed by 764 which increased total open position to 3903
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 88.2, which was 12.65 higher than the previous day. The implied volatity was 14.77, the open interest changed by 424 which increased total open position to 3141
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 73.7, which was -43.5 lower than the previous day. The implied volatity was 15.16, the open interest changed by 349 which increased total open position to 2708
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 118.3, which was -2.1 lower than the previous day. The implied volatity was 16.49, the open interest changed by 388 which increased total open position to 2359
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 124.95, which was -38.8 lower than the previous day. The implied volatity was 18.06, the open interest changed by 566 which increased total open position to 1970
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 165, which was -70.7 lower than the previous day. The implied volatity was 16.81, the open interest changed by 275 which increased total open position to 1389
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 231.9, which was -62.4 lower than the previous day. The implied volatity was 16.69, the open interest changed by 584 which increased total open position to 1111
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 298.8, which was 60.8 higher than the previous day. The implied volatity was 15.88, the open interest changed by 179 which increased total open position to 508
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 229.3, which was 3.05 higher than the previous day. The implied volatity was 16.34, the open interest changed by 170 which increased total open position to 320
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 234, which was 42.4 higher than the previous day. The implied volatity was 15.2, the open interest changed by 51 which increased total open position to 148
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 192.65, which was 24.7 higher than the previous day. The implied volatity was 15.43, the open interest changed by 97 which increased total open position to 97
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 0, 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
| NIFTY 19-May-2026 25000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -1
Vega: 0
Theta: -1.03
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 May | 23618.00 | 1384.95 | 22.35 (1.64%) | 57.35 | 3,043 | -1,487 | 1,460 |
| 18 May | 23649.95 | 1350.35 | -19.45 (-1.42%) | 34.86 | 2,749 | -2,024 | 2,948 |
| 15 May | 23643.50 | 1340 | 57.3 (4.47%) | 21.14 | 1,239 | -268 | 4,988 |
| 14 May | 23689.60 | 1258.1 | -284.5 (-18.44%) | 18.63 | 1,784 | -65 | 5,256 |
| 13 May | 23412.60 | 1528 | -43.55 (-2.77%) | 0 | 1,744 | 507 | 5,322 |
| 12 May | 23379.55 | 1531.15 | 397.95 (35.12%) | 0 | 2,554 | 1,479 | 4,815 |
| 11 May | 23815.85 | 1149.95 | 361.5 (45.85%) | 0 | 2,547 | 1,643 | 3,335 |
| 8 May | 24176.15 | 805.35 | 131.9 (19.59%) | 13.06 | 1,041 | 395 | 1,687 |
| 7 May | 24326.65 | 658 | 24.3 (3.83%) | 12.68 | 1,035 | 314 | 1,292 |
| 6 May | 24330.95 | 615.2 | -306.95 (-33.29%) | 15.07 | 964 | 414 | 977 |
| 5 May | 24032.80 | 908.55 | 48.9 (5.69%) | 11.98 | 220 | 115 | 557 |
| 4 May | 24119.30 | 866.85 | -122.15 (-12.35%) | 14.45 | 444 | 328 | 441 |
| 30 Apr | 23997.55 | 989 | 137.6 (16.16%) | 16.59 | 24 | -5 | 108 |
| 29 Apr | 24177.65 | 856.2 | -156.95 (-15.49%) | 14.77 | 140 | 21 | 114 |
| 28 Apr | 23995.70 | 1020 | 108.6 (11.92%) | 15.19 | 69 | 29 | 93 |
| 27 Apr | 24092.70 | 917.35 | -157.65 (-14.67%) | 14.59 | 48 | 16 | 64 |
| 24 Apr | 23897.95 | 1075 | 165.85 (18.24%) | 15.96 | 40 | -14 | 47 |
| 23 Apr | 24173.05 | 909.15 | 160.7 (21.47%) | 17.54 | 46 | 17 | 62 |
| 22 Apr | 24378.10 | 745.45 | -104.75 (-12.32%) | 16.35 | 175 | 42 | 43 |
| 21 Apr | 24576.60 | 850.2 | 850.2 | - | 0 | 0 | 1 |
| 20 Apr | 24364.85 | 850.2 | 850.2 | - | 0 | 0 | 1 |
| 17 Apr | 24353.55 | 850.2 | 850.2 (0.00%) | - | 0 | 0 | 1 |
| 16 Apr | 24196.75 | 850.2 | 0 (0.00%) | 14.89 | 0 | 0 | 1 |
| 15 Apr | 24231.30 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25000 expiring on 19MAY2026
Delta for 25000 PE is -1
Historical price for 25000 PE is as follows
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 1384.95, which was 22.35 higher than the previous day. The implied volatity was 57.35, the open interest changed by -1487 which decreased total open position to 1460
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 1350.35, which was -19.45 lower than the previous day. The implied volatity was 34.86, the open interest changed by -2024 which decreased total open position to 2948
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 1340, which was 57.3 higher than the previous day. The implied volatity was 21.14, the open interest changed by -268 which decreased total open position to 4988
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 1258.1, which was -284.5 lower than the previous day. The implied volatity was 18.63, the open interest changed by -65 which decreased total open position to 5256
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 1528, which was -43.55 lower than the previous day. The implied volatity was 0, the open interest changed by 507 which increased total open position to 5322
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 1531.15, which was 397.95 higher than the previous day. The implied volatity was 0, the open interest changed by 1479 which increased total open position to 4815
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 1149.95, which was 361.5 higher than the previous day. The implied volatity was 0, the open interest changed by 1643 which increased total open position to 3335
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 805.35, which was 131.9 higher than the previous day. The implied volatity was 13.06, the open interest changed by 395 which increased total open position to 1687
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 658, which was 24.3 higher than the previous day. The implied volatity was 12.68, the open interest changed by 314 which increased total open position to 1292
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 615.2, which was -306.95 lower than the previous day. The implied volatity was 15.07, the open interest changed by 414 which increased total open position to 977
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 908.55, which was 48.9 higher than the previous day. The implied volatity was 11.98, the open interest changed by 115 which increased total open position to 557
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 866.85, which was -122.15 lower than the previous day. The implied volatity was 14.45, the open interest changed by 328 which increased total open position to 441
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 989, which was 137.6 higher than the previous day. The implied volatity was 16.59, the open interest changed by -5 which decreased total open position to 108
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 856.2, which was -156.95 lower than the previous day. The implied volatity was 14.77, the open interest changed by 21 which increased total open position to 114
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 1020, which was 108.6 higher than the previous day. The implied volatity was 15.19, the open interest changed by 29 which increased total open position to 93
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 917.35, which was -157.65 lower than the previous day. The implied volatity was 14.59, the open interest changed by 16 which increased total open position to 64
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 1075, which was 165.85 higher than the previous day. The implied volatity was 15.96, the open interest changed by -14 which decreased total open position to 47
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 909.15, which was 160.7 higher than the previous day. The implied volatity was 17.54, the open interest changed by 17 which increased total open position to 62
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 745.45, which was -104.75 lower than the previous day. The implied volatity was 16.35, the open interest changed by 42 which increased total open position to 43
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 850.2, which was 850.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 850.2, which was 850.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 850.2, which was 850.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 850.2, which was 0 lower than the previous day. The implied volatity was 14.89, the open interest changed by 0 which decreased total open position to 1
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 0, 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
