NIFTY
Nifty
Historical option data for NIFTY
11 May 2026 04:10 PM IST
| NIFTY 12-May-2026 (1d) 25450 CE | ||||||||||||||||
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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 | |||||||||
| 11 May | 23815.85 | 1 | -0.75 (-42.86%) | 0 | 1,22,651 | -7,926 | 21,906 | |||||||||
| 8 May | 24176.15 | 1.65 | -1.35 (-45.00%) | 19.69 | 1,19,893 | 11,693 | 29,862 | |||||||||
| 7 May | 24326.65 | 2.7 | -1.5999999999999996 (-37.21%) | 16.79 | 1,72,420 | 3,821 | 18,252 | |||||||||
| 6 May | 24330.95 | 5.75 | 3.65 (173.81%) | 17.2 | 2,63,637 | 10,840 | 14,457 | |||||||||
| 5 May | 24032.80 | 1.6 | -4.9 (-75.38%) | 16.36 | 17,125 | 426 | 3,618 | |||||||||
| 4 May | 24119.30 | 5.55 | -4.250000000000001 (-43.37%) | 17.38 | 12,275 | 2,586 | 3,200 | |||||||||
| 30 Apr | 23997.55 | 10.4 | -3.5 (-25.18%) | 16.43 | 2,261 | 117 | 731 | |||||||||
| 29 Apr | 24177.65 | 12.45 | 0.75 (6.41%) | 15.18 | 2,102 | 271 | 630 | |||||||||
| 28 Apr | 23995.70 | 12.1 | -10.950000000000001 (-47.51%) | 16.14 | 913 | 91 | 365 | |||||||||
| 27 Apr | 24092.70 | 23 | -8.7 (-27.44%) | 16.55 | 266 | 145 | 273 | |||||||||
| 24 Apr | 23897.95 | 31.8 | -9.650000000000002 (-23.28%) | 18.22 | 195 | 6 | 127 | |||||||||
| 23 Apr | 24173.05 | 41.55 | -29 (-41.11%) | 16.29 | 112 | 48 | 122 | |||||||||
| 22 Apr | 24378.10 | 71.35 | -19.10000000000001 (-21.12%) | 16.27 | 161 | 28 | 74 | |||||||||
| 21 Apr | 24576.60 | 95.95 | 24.60000000000001 (34.48%) | 14.99 | 53 | 12 | 46 | |||||||||
| 20 Apr | 24364.85 | 70.3 | 5.8999999999999915 (9.16%) | 15.67 | 106 | 16 | 38 | |||||||||
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| 17 Apr | 24353.55 | 65.45 | -14.5 (-18.14%) | 14.06 | 37 | 14 | 15 | |||||||||
| 16 Apr | 24196.75 | 79.95 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 15 Apr | 24231.30 | 79.95 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 13 Apr | 23842.65 | 79.95 | 58 (264.24%) | 18.84 | 1 | 0 | 0 | |||||||||
| 10 Apr | 24050.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 23775.10 | 0 | 0 (0.00%) | 4.15 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25450 expiring on 12MAY2026
Delta for 25450 CE is 0
Historical price for 25450 CE is as follows
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 1, which was -0.75 lower than the previous day. The implied volatity was 0, the open interest changed by -7926 which decreased total open position to 21906
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 1.65, which was -1.35 lower than the previous day. The implied volatity was 19.69, the open interest changed by 11693 which increased total open position to 29862
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 2.7, which was -1.5999999999999996 lower than the previous day. The implied volatity was 16.79, the open interest changed by 3821 which increased total open position to 18252
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 5.75, which was 3.65 higher than the previous day. The implied volatity was 17.2, the open interest changed by 10840 which increased total open position to 14457
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 1.6, which was -4.9 lower than the previous day. The implied volatity was 16.36, the open interest changed by 426 which increased total open position to 3618
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 5.55, which was -4.250000000000001 lower than the previous day. The implied volatity was 17.38, the open interest changed by 2586 which increased total open position to 3200
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 10.4, which was -3.5 lower than the previous day. The implied volatity was 16.43, the open interest changed by 117 which increased total open position to 731
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 12.45, which was 0.75 higher than the previous day. The implied volatity was 15.18, the open interest changed by 271 which increased total open position to 630
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 12.1, which was -10.950000000000001 lower than the previous day. The implied volatity was 16.14, the open interest changed by 91 which increased total open position to 365
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 23, which was -8.7 lower than the previous day. The implied volatity was 16.55, the open interest changed by 145 which increased total open position to 273
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 31.8, which was -9.650000000000002 lower than the previous day. The implied volatity was 18.22, the open interest changed by 6 which increased total open position to 127
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 41.55, which was -29 lower than the previous day. The implied volatity was 16.29, the open interest changed by 48 which increased total open position to 122
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 71.35, which was -19.10000000000001 lower than the previous day. The implied volatity was 16.27, the open interest changed by 28 which increased total open position to 74
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 95.95, which was 24.60000000000001 higher than the previous day. The implied volatity was 14.99, the open interest changed by 12 which increased total open position to 46
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 70.3, which was 5.8999999999999915 higher than the previous day. The implied volatity was 15.67, the open interest changed by 16 which increased total open position to 38
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 65.45, which was -14.5 lower than the previous day. The implied volatity was 14.06, the open interest changed by 14 which increased total open position to 15
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 79.95, which was 0 lower than the previous day. The implied volatity was -, 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 79.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 79.95, which was 58 higher than the previous day. The implied volatity was 18.84, the open interest changed by 0 which decreased total open position to 0
On 10 Apr NIFTY was trading at 24050.60. 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 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.15, the open interest changed by 0 which decreased total open position to 0
| NIFTY 12-May-2026 (1d) 25450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0
Vega: 0
Theta: 0
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 May | 23815.85 | 1100 | 0 (0.00%) | 0 | 0 | 0 | 3 |
| 8 May | 24176.15 | 1100 | 1100 (-20.00%) | 17.19 | 0 | 0 | 3 |
| 7 May | 24326.65 | 1100 | -275 (-20.00%) | 17.19 | 1 | 0 | 3 |
| 6 May | 24330.95 | 1375 | 1375 (-14.60%) | 17.1 | 0 | 0 | 3 |
| 5 May | 24032.80 | 1375 | -235 (-14.60%) | 17.1 | 2 | 0 | 1 |
| 4 May | 24119.30 | 1610 | 1610 | - | 0 | 0 | 1 |
| 30 Apr | 23997.55 | 1610 | -583.3000000000002 (-26.59%) | 40.89 | 1 | 0 | 0 |
| 29 Apr | 24177.65 | 0 | 0 | - | 0 | 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 |
| 15 Apr | 24231.30 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 23842.65 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 24050.60 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 23775.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Nifty - strike price 25450 expiring on 12MAY2026
Delta for 25450 PE is 0
Historical price for 25450 PE is as follows
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 1100, 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 8 May NIFTY was trading at 24176.15. The strike last trading price was 1100, which was 1100 higher than the previous day. The implied volatity was 17.19, the open interest changed by 0 which decreased total open position to 3
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 1100, which was -275 lower than the previous day. The implied volatity was 17.19, the open interest changed by 0 which decreased total open position to 3
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 1375, which was 1375 higher than the previous day. The implied volatity was 17.1, the open interest changed by 0 which decreased total open position to 3
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 1375, which was -235 lower than the previous day. The implied volatity was 17.1, 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 1610, which was 1610 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 1610, which was -583.3000000000002 lower than the previous day. The implied volatity was 40.89, the open interest changed by 0 which decreased total open position to 0
On 29 Apr NIFTY was trading at 24177.65. 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 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
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
On 13 Apr NIFTY was trading at 23842.65. 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 10 Apr NIFTY was trading at 24050.60. 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 9 Apr NIFTY was trading at 23775.10. 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
