NIFTY
Nifty
Historical option data for NIFTY
12 May 2025 04:10 PM IST
| NIFTY 15MAY2025 25350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
Vega: 6.34
Theta: -23.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 May | 24924.70 | 53.15 | 50.5 | 21.14 | 6,00,845 | 9,448 | 15,860 | |||
| 9 May | 24008.00 | 2.4 | -1.9 | 17.89 | 96,110 | -1,480 | 6,412 | |||
| 8 May | 24273.80 | 4 | -3.8 | 16.27 | 35,958 | 2,443 | 7,892 | |||
| 7 May | 24414.40 | 7.85 | 0.65 | 13.64 | 21,989 | 1,706 | 5,449 | |||
| 6 May | 24379.60 | 6.1 | -8.15 | 13.07 | 11,861 | 1,662 | 3,743 | |||
| 5 May | 24461.15 | 14.15 | -4.6 | 12.92 | 12,766 | 248 | 2,081 | |||
| 2 May | 24346.70 | 18.05 | -12.3 | 13.41 | 8,553 | 280 | 1,833 | |||
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| 30 Apr | 24334.20 | 28.3 | -9.5 | 14.51 | 2,954 | 1,542 | 1,553 | |||
| 29 Apr | 24335.95 | 37.8 | -5.05 | 14.14 | 14 | 1 | 11 | |||
| 28 Apr | 24328.50 | 42 | 9.25 | 14.24 | 11 | 8 | 10 | |||
| 25 Apr | 24039.35 | 32.75 | -51.9 | 15.22 | 3 | 2 | 2 | |||
| 24 Apr | 24246.70 | 84.65 | 0 | 0.00 | 0 | 0 | 0 | |||
| 23 Apr | 24328.95 | 84.65 | 0 | 0.00 | 0 | 0 | 0 | |||
| 22 Apr | 24167.25 | 84.65 | 79.85 | 16.51 | 1 | 0 | 0 | |||
| 21 Apr | 24125.55 | 4.8 | 0 | 3.90 | 0 | 0 | 0 | |||
For Nifty - strike price 25350 expiring on 15MAY2025
Delta for 25350 CE is 0.20
Historical price for 25350 CE is as follows
On 12 May NIFTY was trading at 24924.70. The strike last trading price was 53.15, which was 50.5 higher than the previous day. The implied volatity was 21.14, the open interest changed by 9448 which increased total open position to 15860
On 9 May NIFTY was trading at 24008.00. The strike last trading price was 2.4, which was -1.9 lower than the previous day. The implied volatity was 17.89, the open interest changed by -1480 which decreased total open position to 6412
On 8 May NIFTY was trading at 24273.80. The strike last trading price was 4, which was -3.8 lower than the previous day. The implied volatity was 16.27, the open interest changed by 2443 which increased total open position to 7892
On 7 May NIFTY was trading at 24414.40. The strike last trading price was 7.85, which was 0.65 higher than the previous day. The implied volatity was 13.64, the open interest changed by 1706 which increased total open position to 5449
On 6 May NIFTY was trading at 24379.60. The strike last trading price was 6.1, which was -8.15 lower than the previous day. The implied volatity was 13.07, the open interest changed by 1662 which increased total open position to 3743
On 5 May NIFTY was trading at 24461.15. The strike last trading price was 14.15, which was -4.6 lower than the previous day. The implied volatity was 12.92, the open interest changed by 248 which increased total open position to 2081
On 2 May NIFTY was trading at 24346.70. The strike last trading price was 18.05, which was -12.3 lower than the previous day. The implied volatity was 13.41, the open interest changed by 280 which increased total open position to 1833
On 30 Apr NIFTY was trading at 24334.20. The strike last trading price was 28.3, which was -9.5 lower than the previous day. The implied volatity was 14.51, the open interest changed by 1542 which increased total open position to 1553
On 29 Apr NIFTY was trading at 24335.95. The strike last trading price was 37.8, which was -5.05 lower than the previous day. The implied volatity was 14.14, the open interest changed by 1 which increased total open position to 11
On 28 Apr NIFTY was trading at 24328.50. The strike last trading price was 42, which was 9.25 higher than the previous day. The implied volatity was 14.24, the open interest changed by 8 which increased total open position to 10
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 32.75, which was -51.9 lower than the previous day. The implied volatity was 15.22, the open interest changed by 2 which increased total open position to 2
On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 84.65, 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 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 84.65, 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 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 84.65, which was 79.85 higher than the previous day. The implied volatity was 16.51, 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 4.8, which was 0 lower than the previous day. The implied volatity was 3.90, the open interest changed by 0 which decreased total open position to 0
| NIFTY 15MAY2025 25350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 5.74
Theta: -12.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 May | 24924.70 | 447.3 | -670.65 | 18.72 | 794 | 203 | 203 |
| 9 May | 24008.00 | 1117.95 | 0 | 0.00 | 0 | -1 | 0 |
| 8 May | 24273.80 | 1117.95 | 137.95 | - | 1 | -1 | 51 |
| 7 May | 24414.40 | 980 | 107.7 | 26.33 | 2 | 52 | 52 |
| 6 May | 24379.60 | 863.35 | -8.95 | 0.00 | 0 | 32 | 0 |
| 5 May | 24461.15 | 863.35 | -154.5 | 17.19 | 38 | 32 | 46 |
| 2 May | 24346.70 | 1017.85 | 9.9 | 19.47 | 8 | 14 | 14 |
| 30 Apr | 24334.20 | 1007.75 | -0.2 | 0.00 | 0 | 1 | 0 |
| 29 Apr | 24335.95 | 1007.75 | -188.05 | 19.18 | 8 | 1 | 1 |
| 28 Apr | 24328.50 | 1195.8 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Apr | 24039.35 | 1195.8 | -1594.1 | - | 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 25350 expiring on 15MAY2025
Delta for 25350 PE is -0.83
Historical price for 25350 PE is as follows
On 12 May NIFTY was trading at 24924.70. The strike last trading price was 447.3, which was -670.65 lower than the previous day. The implied volatity was 18.72, the open interest changed by 203 which increased total open position to 203
On 9 May NIFTY was trading at 24008.00. The strike last trading price was 1117.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 8 May NIFTY was trading at 24273.80. The strike last trading price was 1117.95, which was 137.95 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 51
On 7 May NIFTY was trading at 24414.40. The strike last trading price was 980, which was 107.7 higher than the previous day. The implied volatity was 26.33, the open interest changed by 52 which increased total open position to 52
On 6 May NIFTY was trading at 24379.60. The strike last trading price was 863.35, which was -8.95 lower than the previous day. The implied volatity was 0.00, the open interest changed by 32 which increased total open position to 0
On 5 May NIFTY was trading at 24461.15. The strike last trading price was 863.35, which was -154.5 lower than the previous day. The implied volatity was 17.19, the open interest changed by 32 which increased total open position to 46
On 2 May NIFTY was trading at 24346.70. The strike last trading price was 1017.85, which was 9.9 higher than the previous day. The implied volatity was 19.47, the open interest changed by 14 which increased total open position to 14
On 30 Apr NIFTY was trading at 24334.20. The strike last trading price was 1007.75, which was -0.2 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 29 Apr NIFTY was trading at 24335.95. The strike last trading price was 1007.75, which was -188.05 lower than the previous day. The implied volatity was 19.18, 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 1195.8, 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 1195.8, which was -1594.1 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
