NIFTY
Nifty
Historical option data for NIFTY
12 May 2025 10:11 AM IST
| NIFTY 15MAY2025 25150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 5.02
Theta: -14.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 May | 24677.30 | 27.2 | 23.35 | 17.39 | 2,12,197 | 3,424 | 16,201 | |||
| 9 May | 24008.00 | 3.8 | -4.55 | 16.56 | 1,22,753 | 2,816 | 12,777 | |||
| 8 May | 24273.80 | 7.45 | -8.7 | 15.41 | 51,572 | 5,454 | 9,961 | |||
| 7 May | 24414.40 | 16.05 | 3.35 | 13.01 | 24,660 | 265 | 4,507 | |||
| 6 May | 24379.60 | 12.45 | -15.55 | 12.46 | 10,182 | 1,668 | 4,242 | |||
| 5 May | 24461.15 | 26.4 | -8.3 | 12.28 | 10,081 | 1,908 | 2,574 | |||
| 2 May | 24346.70 | 36.2 | -15.65 | 13.52 | 6,069 | 537 | 666 | |||
| 30 Apr | 24334.20 | 42.1 | -13.9 | 13.82 | 257 | 53 | 129 | |||
| 29 Apr | 24335.95 | 56.95 | -10.85 | 13.58 | 104 | 32 | 76 | |||
| 28 Apr | 24328.50 | 68.05 | 20.1 | 14.15 | 120 | 29 | 44 | |||
| 25 Apr | 24039.35 | 45.1 | -35.35 | 14.59 | 39 | 13 | 15 | |||
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| 24 Apr | 24246.70 | 80.45 | -15.35 | 14.03 | 1 | 1 | 2 | |||
| 23 Apr | 24328.95 | 95.8 | 88.45 | 13.90 | 2 | 1 | 1 | |||
| 22 Apr | 24167.25 | 7.35 | 0 | 3.12 | 0 | 0 | 0 | |||
| 21 Apr | 24125.55 | 7.35 | 0 | 3.21 | 0 | 0 | 0 | |||
For Nifty - strike price 25150 expiring on 15MAY2025
Delta for 25150 CE is 0.13
Historical price for 25150 CE is as follows
On 12 May NIFTY was trading at 24677.30. The strike last trading price was 27.2, which was 23.35 higher than the previous day. The implied volatity was 17.39, the open interest changed by 3424 which increased total open position to 16201
On 9 May NIFTY was trading at 24008.00. The strike last trading price was 3.8, which was -4.55 lower than the previous day. The implied volatity was 16.56, the open interest changed by 2816 which increased total open position to 12777
On 8 May NIFTY was trading at 24273.80. The strike last trading price was 7.45, which was -8.7 lower than the previous day. The implied volatity was 15.41, the open interest changed by 5454 which increased total open position to 9961
On 7 May NIFTY was trading at 24414.40. The strike last trading price was 16.05, which was 3.35 higher than the previous day. The implied volatity was 13.01, the open interest changed by 265 which increased total open position to 4507
On 6 May NIFTY was trading at 24379.60. The strike last trading price was 12.45, which was -15.55 lower than the previous day. The implied volatity was 12.46, the open interest changed by 1668 which increased total open position to 4242
On 5 May NIFTY was trading at 24461.15. The strike last trading price was 26.4, which was -8.3 lower than the previous day. The implied volatity was 12.28, the open interest changed by 1908 which increased total open position to 2574
On 2 May NIFTY was trading at 24346.70. The strike last trading price was 36.2, which was -15.65 lower than the previous day. The implied volatity was 13.52, the open interest changed by 537 which increased total open position to 666
On 30 Apr NIFTY was trading at 24334.20. The strike last trading price was 42.1, which was -13.9 lower than the previous day. The implied volatity was 13.82, the open interest changed by 53 which increased total open position to 129
On 29 Apr NIFTY was trading at 24335.95. The strike last trading price was 56.95, which was -10.85 lower than the previous day. The implied volatity was 13.58, the open interest changed by 32 which increased total open position to 76
On 28 Apr NIFTY was trading at 24328.50. The strike last trading price was 68.05, which was 20.1 higher than the previous day. The implied volatity was 14.15, the open interest changed by 29 which increased total open position to 44
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 45.1, which was -35.35 lower than the previous day. The implied volatity was 14.59, the open interest changed by 13 which increased total open position to 15
On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 80.45, which was -15.35 lower than the previous day. The implied volatity was 14.03, the open interest changed by 1 which increased total open position to 2
On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 95.8, which was 88.45 higher than the previous day. The implied volatity was 13.90, the open interest changed by 1 which increased total open position to 1
On 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 7.35, which was 0 lower than the previous day. The implied volatity was 3.12, 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 7.35, which was 0 lower than the previous day. The implied volatity was 3.21, the open interest changed by 0 which decreased total open position to 0
| NIFTY 15MAY2025 25150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 5.48
Theta: -10.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 May | 24677.30 | 487.15 | -663.75 | 18.76 | 669 | 219 | 322 |
| 9 May | 24008.00 | 1150.9 | 177.2 | 32.29 | 1 | 1 | 103 |
| 8 May | 24273.80 | 973.7 | 193.3 | 19.89 | 24 | 5 | 102 |
| 7 May | 24414.40 | 780.4 | 33.55 | 22.60 | 39 | 21 | 97 |
| 6 May | 24379.60 | 746.85 | -86.75 | - | 13 | 76 | 76 |
| 5 May | 24461.15 | 833.6 | 0 | 0.00 | 0 | 76 | 0 |
| 2 May | 24346.70 | 833.6 | 14.15 | 17.91 | 78 | 76 | 76 |
| 30 Apr | 24334.20 | 820.35 | 0.9 | 0.00 | 0 | 1 | 0 |
| 29 Apr | 24335.95 | 820.35 | -196.45 | 17.35 | 6 | 1 | 1 |
| 28 Apr | 24328.50 | 1016.8 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Apr | 24039.35 | 1016.8 | -1577 | - | 1 | 0 | 0 |
| 24 Apr | 24246.70 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 24328.95 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 24167.25 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 24125.55 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25150 expiring on 15MAY2025
Delta for 25150 PE is -0.85
Historical price for 25150 PE is as follows
On 12 May NIFTY was trading at 24677.30. The strike last trading price was 487.15, which was -663.75 lower than the previous day. The implied volatity was 18.76, the open interest changed by 219 which increased total open position to 322
On 9 May NIFTY was trading at 24008.00. The strike last trading price was 1150.9, which was 177.2 higher than the previous day. The implied volatity was 32.29, the open interest changed by 1 which increased total open position to 103
On 8 May NIFTY was trading at 24273.80. The strike last trading price was 973.7, which was 193.3 higher than the previous day. The implied volatity was 19.89, the open interest changed by 5 which increased total open position to 102
On 7 May NIFTY was trading at 24414.40. The strike last trading price was 780.4, which was 33.55 higher than the previous day. The implied volatity was 22.60, the open interest changed by 21 which increased total open position to 97
On 6 May NIFTY was trading at 24379.60. The strike last trading price was 746.85, which was -86.75 lower than the previous day. The implied volatity was -, the open interest changed by 76 which increased total open position to 76
On 5 May NIFTY was trading at 24461.15. The strike last trading price was 833.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 76 which increased total open position to 0
On 2 May NIFTY was trading at 24346.70. The strike last trading price was 833.6, which was 14.15 higher than the previous day. The implied volatity was 17.91, the open interest changed by 76 which increased total open position to 76
On 30 Apr NIFTY was trading at 24334.20. The strike last trading price was 820.35, which was 0.9 higher than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 29 Apr NIFTY was trading at 24335.95. The strike last trading price was 820.35, which was -196.45 lower than the previous day. The implied volatity was 17.35, the open interest changed by 1 which increased total open position to 1
On 28 Apr NIFTY was trading at 24328.50. The strike last trading price was 1016.8, 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 Apr NIFTY was trading at 24039.35. The strike last trading price was 1016.8, which was -1577 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Apr NIFTY was trading at 24246.70. 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
On 23 Apr NIFTY was trading at 24328.95. 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
On 22 Apr NIFTY was trading at 24167.25. 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
On 21 Apr NIFTY was trading at 24125.55. 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
