NIFTY
Nifty
Historical option data for NIFTY
15 May 2026 04:10 PM IST
| NIFTY 19-May-2026 (4d) 25400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0
Vega: 0
Theta: -0.93
Gamma: 0.00002
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 May | 23643.50 | 0.8 | -0.04999999999999993 (-5.88%) | 24.54 | 64,533 | 598 | 17,001 | |||||||||
| 14 May | 23689.60 | 0.8 | -0.7 (-46.67%) | 21.53 | 69,685 | -5,187 | 16,391 | |||||||||
| 13 May | 23412.60 | 1.45 | -1.2500000000000002 (-46.30%) | 24.04 | 95,648 | 10,955 | 21,600 | |||||||||
|
|
||||||||||||||||
| 12 May | 23379.55 | 2.65 | -2.35 (-47.00%) | 23.96 | 45,697 | -4,218 | 10,552 | |||||||||
| 11 May | 23815.85 | 4.95 | -4.95 (-50.00%) | 0 | 39,282 | 9,268 | 14,852 | |||||||||
| 8 May | 24176.15 | 9.9 | -7.499999999999998 (-43.10%) | 15.14 | 24,809 | 1,251 | 5,616 | |||||||||
| 7 May | 24326.65 | 20 | -1.3000000000000007 (-6.10%) | 14.85 | 25,334 | 1,068 | 4,949 | |||||||||
| 6 May | 24330.95 | 23.15 | 11.7 (102.18%) | 14.7 | 22,321 | 2,673 | 3,890 | |||||||||
| 5 May | 24032.80 | 10.6 | -13.6 (-56.20%) | 14.75 | 3,590 | 564 | 1,190 | |||||||||
| 4 May | 24119.30 | 22.1 | -6 (-21.35%) | 15.75 | 917 | 225 | 598 | |||||||||
| 30 Apr | 23997.55 | 29.55 | -5.099999999999998 (-14.72%) | 15.64 | 481 | 106 | 479 | |||||||||
| 29 Apr | 24177.65 | 33 | 3.5 (11.86%) | 14.57 | 586 | 46 | 369 | |||||||||
| 28 Apr | 23995.70 | 29.85 | -20.949999999999996 (-41.24%) | 15.17 | 279 | 6 | 323 | |||||||||
| 27 Apr | 24092.70 | 50 | -5.75 (-10.31%) | 15.93 | 364 | 93 | 318 | |||||||||
| 24 Apr | 23897.95 | 57.5 | -18.75 (-24.59%) | 17.33 | 337 | 71 | 224 | |||||||||
| 23 Apr | 24173.05 | 75.8 | -39.60000000000001 (-34.32%) | 15.87 | 195 | 59 | 155 | |||||||||
| 22 Apr | 24378.10 | 114.45 | -27.799999999999997 (-19.54%) | 15.85 | 241 | 32 | 96 | |||||||||
| 21 Apr | 24576.60 | 145.7 | 29.69999999999999 (25.60%) | 14.66 | 126 | 4 | 64 | |||||||||
| 20 Apr | 24364.85 | 114.75 | 0.9500000000000028 (0.83%) | 15.49 | 195 | 47 | 60 | |||||||||
| 17 Apr | 24353.55 | 113.8 | 24.14999999999999 (26.94%) | 14.34 | 45 | -2 | 8 | |||||||||
| 16 Apr | 24196.75 | 89.75 | -9.150000000000006 (-9.25%) | 14.48 | 13 | 9 | 9 | |||||||||
For Nifty - strike price 25400 expiring on 19MAY2026
Delta for 25400 CE is 0
Historical price for 25400 CE is as follows
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 0.8, which was -0.04999999999999993 lower than the previous day. The implied volatity was 24.54, the open interest changed by 598 which increased total open position to 17001
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 0.8, which was -0.7 lower than the previous day. The implied volatity was 21.53, the open interest changed by -5187 which decreased total open position to 16391
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 1.45, which was -1.2500000000000002 lower than the previous day. The implied volatity was 24.04, the open interest changed by 10955 which increased total open position to 21600
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 2.65, which was -2.35 lower than the previous day. The implied volatity was 23.96, the open interest changed by -4218 which decreased total open position to 10552
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 4.95, which was -4.95 lower than the previous day. The implied volatity was 0, the open interest changed by 9268 which increased total open position to 14852
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 9.9, which was -7.499999999999998 lower than the previous day. The implied volatity was 15.14, the open interest changed by 1251 which increased total open position to 5616
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 20, which was -1.3000000000000007 lower than the previous day. The implied volatity was 14.85, the open interest changed by 1068 which increased total open position to 4949
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 23.15, which was 11.7 higher than the previous day. The implied volatity was 14.7, the open interest changed by 2673 which increased total open position to 3890
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 10.6, which was -13.6 lower than the previous day. The implied volatity was 14.75, the open interest changed by 564 which increased total open position to 1190
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 22.1, which was -6 lower than the previous day. The implied volatity was 15.75, the open interest changed by 225 which increased total open position to 598
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 29.55, which was -5.099999999999998 lower than the previous day. The implied volatity was 15.64, the open interest changed by 106 which increased total open position to 479
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 33, which was 3.5 higher than the previous day. The implied volatity was 14.57, the open interest changed by 46 which increased total open position to 369
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 29.85, which was -20.949999999999996 lower than the previous day. The implied volatity was 15.17, the open interest changed by 6 which increased total open position to 323
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 50, which was -5.75 lower than the previous day. The implied volatity was 15.93, the open interest changed by 93 which increased total open position to 318
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 57.5, which was -18.75 lower than the previous day. The implied volatity was 17.33, the open interest changed by 71 which increased total open position to 224
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 75.8, which was -39.60000000000001 lower than the previous day. The implied volatity was 15.87, the open interest changed by 59 which increased total open position to 155
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 114.45, which was -27.799999999999997 lower than the previous day. The implied volatity was 15.85, the open interest changed by 32 which increased total open position to 96
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 145.7, which was 29.69999999999999 higher than the previous day. The implied volatity was 14.66, the open interest changed by 4 which increased total open position to 64
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 114.75, which was 0.9500000000000028 higher than the previous day. The implied volatity was 15.49, the open interest changed by 47 which increased total open position to 60
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 113.8, which was 24.14999999999999 higher than the previous day. The implied volatity was 14.34, the open interest changed by -2 which decreased total open position to 8
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 89.75, which was -9.150000000000006 lower than the previous day. The implied volatity was 14.48, the open interest changed by 9 which increased total open position to 9
| NIFTY 19-May-2026 (4d) 25400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.98
Vega: 0.01
Theta: -0.96
Gamma: 0.00006
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 23643.50 | 1768.55 | -101.45000000000005 (-5.43%) | 31.9 | 41 | 2 | 35 |
| 14 May | 23689.60 | 1870 | 0 (0.00%) | 0 | 0 | 0 | 33 |
| 13 May | 23412.60 | 1870 | -100 (-5.08%) | 0 | 3 | -3 | 33 |
| 12 May | 23379.55 | 1970 | 529.3 (36.74%) | 0 | 27 | 20 | 35 |
| 11 May | 23815.85 | 1440.7 | 239.70000000000005 (19.96%) | 0 | 6 | 3 | 17 |
| 8 May | 24176.15 | 1201 | 218.04999999999995 (22.18%) | 15.86 | 18 | 8 | 13 |
| 7 May | 24326.65 | 982.95 | 982.95 (-24.39%) | 14.49 | 0 | 0 | 5 |
| 6 May | 24330.95 | 982.95 | -317.04999999999995 (-24.39%) | 14.49 | 6 | 2 | 4 |
| 5 May | 24032.80 | 1300 | 1300 | - | 0 | 0 | 2 |
| 4 May | 24119.30 | 1300 | 1300 | - | 0 | 0 | 2 |
| 30 Apr | 23997.55 | 1300 | 1300 | - | 0 | 0 | 2 |
| 29 Apr | 24177.65 | 1300 | 1300 (-14.20%) | 15.13 | 0 | 0 | 2 |
| 28 Apr | 23995.70 | 1300 | -215.1500000000001 (-14.20%) | 15.13 | 2 | 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 25400 expiring on 19MAY2026
Delta for 25400 PE is -0.98
Historical price for 25400 PE is as follows
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 1768.55, which was -101.45000000000005 lower than the previous day. The implied volatity was 31.9, the open interest changed by 2 which increased total open position to 35
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 1870, 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 33
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 1870, which was -100 lower than the previous day. The implied volatity was 0, the open interest changed by -3 which decreased total open position to 33
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 1970, which was 529.3 higher than the previous day. The implied volatity was 0, the open interest changed by 20 which increased total open position to 35
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 1440.7, which was 239.70000000000005 higher than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 17
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 1201, which was 218.04999999999995 higher than the previous day. The implied volatity was 15.86, the open interest changed by 8 which increased total open position to 13
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 982.95, which was 982.95 higher than the previous day. The implied volatity was 14.49, the open interest changed by 0 which decreased total open position to 5
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 982.95, which was -317.04999999999995 lower than the previous day. The implied volatity was 14.49, the open interest changed by 2 which increased total open position to 4
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 1300, which was 1300 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 1300, which was 1300 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 1300, which was 1300 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 1300, which was 1300 higher than the previous day. The implied volatity was 15.13, the open interest changed by 0 which decreased total open position to 2
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 1300, which was -215.1500000000001 lower than the previous day. The implied volatity was 15.13, 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
