NIFTY
Nifty
Historical option data for NIFTY
14 May 2026 04:10 PM IST
| NIFTY 19-May-2026 (5d) 25150 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0
Theta: -0.97
Gamma: 0.00003
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 May | 23689.60 | 1.1 | -1 (-47.62%) | 19.43 | 54,351 | 5,896 | 11,975 | |||||||||
| 13 May | 23412.60 | 2.05 | -1.6 (-43.84%) | 22.28 | 46,562 | 3,526 | 6,107 | |||||||||
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| 12 May | 23379.55 | 4 | -4 (-50.00%) | 0 | 15,431 | -441 | 2,553 | |||||||||
| 11 May | 23815.85 | 8.55 | -13.55 (-61.31%) | 0 | 13,457 | 1,625 | 2,998 | |||||||||
| 8 May | 24176.15 | 21.05 | -16.900000000000002 (-44.53%) | 14.79 | 6,185 | 449 | 1,372 | |||||||||
| 7 May | 24326.65 | 40 | -7.399999999999999 (-15.61%) | 14.54 | 5,472 | 237 | 933 | |||||||||
| 6 May | 24330.95 | 49.3 | 25.349999999999998 (105.85%) | 14.8 | 4,062 | 301 | 669 | |||||||||
| 5 May | 24032.80 | 22.7 | -26.400000000000002 (-53.77%) | 14.65 | 803 | 76 | 359 | |||||||||
| 4 May | 24119.30 | 47.65 | -5.25 (-9.92%) | 16.32 | 577 | 229 | 281 | |||||||||
| 30 Apr | 23997.55 | 53.65 | -11.350000000000001 (-17.46%) | 15.99 | 210 | 48 | 100 | |||||||||
| 29 Apr | 24177.65 | 65 | 9.450000000000003 (17.01%) | 14.93 | 17 | 9 | 53 | |||||||||
| 28 Apr | 23995.70 | 55.55 | -33.400000000000006 (-37.55%) | 15.24 | 24 | 7 | 45 | |||||||||
| 27 Apr | 24092.70 | 88.95 | -60.749999999999986 (-40.58%) | 16.55 | 38 | 28 | 37 | |||||||||
| 24 Apr | 23897.95 | 149.7 | 0 (0.00%) | 16.39 | 0 | 0 | 9 | |||||||||
| 23 Apr | 24173.05 | 149.7 | -35.75 (-19.28%) | 16.39 | 5 | 3 | 8 | |||||||||
| 22 Apr | 24378.10 | 185.45 | -32.05000000000001 (-14.74%) | 16.08 | 2 | 0 | 5 | |||||||||
| 21 Apr | 24576.60 | 217.5 | 78.94999999999999 (56.98%) | 14.78 | 5 | 4 | 4 | |||||||||
| 20 Apr | 24364.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 24353.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 24196.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25150 expiring on 19MAY2026
Delta for 25150 CE is 0.01
Historical price for 25150 CE is as follows
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 1.1, which was -1 lower than the previous day. The implied volatity was 19.43, the open interest changed by 5896 which increased total open position to 11975
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 2.05, which was -1.6 lower than the previous day. The implied volatity was 22.28, the open interest changed by 3526 which increased total open position to 6107
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 4, which was -4 lower than the previous day. The implied volatity was 0, the open interest changed by -441 which decreased total open position to 2553
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 8.55, which was -13.55 lower than the previous day. The implied volatity was 0, the open interest changed by 1625 which increased total open position to 2998
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 21.05, which was -16.900000000000002 lower than the previous day. The implied volatity was 14.79, the open interest changed by 449 which increased total open position to 1372
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 40, which was -7.399999999999999 lower than the previous day. The implied volatity was 14.54, the open interest changed by 237 which increased total open position to 933
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 49.3, which was 25.349999999999998 higher than the previous day. The implied volatity was 14.8, the open interest changed by 301 which increased total open position to 669
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 22.7, which was -26.400000000000002 lower than the previous day. The implied volatity was 14.65, the open interest changed by 76 which increased total open position to 359
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 47.65, which was -5.25 lower than the previous day. The implied volatity was 16.32, the open interest changed by 229 which increased total open position to 281
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 53.65, which was -11.350000000000001 lower than the previous day. The implied volatity was 15.99, the open interest changed by 48 which increased total open position to 100
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 65, which was 9.450000000000003 higher than the previous day. The implied volatity was 14.93, the open interest changed by 9 which increased total open position to 53
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 55.55, which was -33.400000000000006 lower than the previous day. The implied volatity was 15.24, the open interest changed by 7 which increased total open position to 45
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 88.95, which was -60.749999999999986 lower than the previous day. The implied volatity was 16.55, the open interest changed by 28 which increased total open position to 37
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 149.7, which was 0 lower than the previous day. The implied volatity was 16.39, the open interest changed by 0 which decreased total open position to 9
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 149.7, which was -35.75 lower than the previous day. The implied volatity was 16.39, the open interest changed by 3 which increased total open position to 8
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 185.45, which was -32.05000000000001 lower than the previous day. The implied volatity was 16.08, the open interest changed by 0 which decreased total open position to 5
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 217.5, which was 78.94999999999999 higher than the previous day. The implied volatity was 14.78, the open interest changed by 4 which increased total open position to 4
On 20 Apr NIFTY was trading at 24364.85. 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 17 Apr NIFTY was trading at 24353.55. 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
On 16 Apr NIFTY was trading at 24196.75. 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 (5d) 25150 PE | |||||||
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Delta: 0
Vega: 0
Theta: 0
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 May | 23689.60 | 1199.95 | 0 (0.00%) | 0 | 0 | 0 | 3 |
| 13 May | 23412.60 | 1199.95 | 0 (0.00%) | 0 | 0 | 0 | 3 |
| 12 May | 23379.55 | 1199.95 | 0 (0.00%) | 0 | 0 | 0 | 3 |
| 11 May | 23815.85 | 1199.95 | 275.95000000000005 (29.86%) | 0 | 4 | 0 | 7 |
| 8 May | 24176.15 | 924 | 110.54999999999995 (13.59%) | 15.1 | 3 | 2 | 6 |
| 7 May | 24326.65 | 813.45 | 55.85000000000002 (7.37%) | 14.99 | 4 | -1 | 6 |
| 6 May | 24330.95 | 757.6 | -268.55000000000007 (-26.17%) | 14.66 | 6 | 0 | 1 |
| 5 May | 24032.80 | 1026.15 | 1026.15 | - | 0 | 0 | 1 |
| 4 May | 24119.30 | 1026.15 | 1026.15 | - | 0 | 0 | 1 |
| 30 Apr | 23997.55 | 1026.15 | 1026.15 (-21.44%) | 18.38 | 0 | 0 | 1 |
| 29 Apr | 24177.65 | 1026.15 | -280 (-21.44%) | 18.38 | 1 | 0 | 0 |
| 28 Apr | 23995.70 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 24092.70 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 23897.95 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 24173.05 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 24378.10 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 24576.60 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 24364.85 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 24353.55 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 24196.75 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25150 expiring on 19MAY2026
Delta for 25150 PE is 0
Historical price for 25150 PE is as follows
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 1199.95, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 1199.95, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 1199.95, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 1199.95, which was 275.95000000000005 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 7
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 924, which was 110.54999999999995 higher than the previous day. The implied volatity was 15.1, the open interest changed by 2 which increased total open position to 6
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 813.45, which was 55.85000000000002 higher than the previous day. The implied volatity was 14.99, the open interest changed by -1 which decreased total open position to 6
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 757.6, which was -268.55000000000007 lower than the previous day. The implied volatity was 14.66, the open interest changed by 0 which decreased total open position to 1
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 1026.15, which was 1026.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 1026.15, which was 1026.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 1026.15, which was 1026.15 higher than the previous day. The implied volatity was 18.38, the open interest changed by 0 which decreased total open position to 1
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 1026.15, which was -280 lower than the previous day. The implied volatity was 18.38, the open interest changed by 0 which decreased total open position to 0
On 28 Apr NIFTY was trading at 23995.70. 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 27 Apr NIFTY was trading at 24092.70. 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 24 Apr NIFTY was trading at 23897.95. 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 23 Apr NIFTY was trading at 24173.05. 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 24378.10. 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 24576.60. 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 20 Apr NIFTY was trading at 24364.85. 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 17 Apr NIFTY was trading at 24353.55. 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
On 16 Apr NIFTY was trading at 24196.75. 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
