NIFTY
Nifty
Historical option data for NIFTY
12 May 2025 04:10 PM IST
| NIFTY 15MAY2025 25500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 4.63
Theta: -17.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 May | 24924.70 | 29 | 26.8 | 21.00 | 19,84,256 | 37,369 | 1,04,533 | |||
| 9 May | 24008.00 | 2.1 | -1 | 19.31 | 4,78,312 | 119 | 67,164 | |||
| 8 May | 24273.80 | 2.8 | -2.1 | 17.11 | 2,78,624 | 32,357 | 67,045 | |||
| 7 May | 24414.40 | 5 | 0.05 | 14.32 | 73,125 | 12,935 | 34,688 | |||
| 6 May | 24379.60 | 4.5 | -4.35 | 14.01 | 50,183 | 11,087 | 21,753 | |||
| 5 May | 24461.15 | 8.7 | -3.5 | 13.35 | 33,922 | 5,450 | 10,666 | |||
| 2 May | 24346.70 | 11.95 | -6.85 | 13.78 | 46,066 | 747 | 5,216 | |||
| 30 Apr | 24334.20 | 17.25 | -6.15 | 14.40 | 10,709 | 1,904 | 4,469 | |||
| 29 Apr | 24335.95 | 23.35 | -5.2 | 13.97 | 5,759 | 248 | 2,565 | |||
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| 28 Apr | 24328.50 | 30 | 3.95 | 14.49 | 6,642 | 960 | 2,317 | |||
| 25 Apr | 24039.35 | 23.05 | -13.6 | 15.29 | 8,350 | -790 | 1,357 | |||
| 24 Apr | 24246.70 | 35.15 | -12.2 | 13.97 | 4,167 | 992 | 2,147 | |||
| 23 Apr | 24328.95 | 46.8 | 14.6 | 14.31 | 5,529 | 648 | 1,155 | |||
| 22 Apr | 24167.25 | 30.75 | -5.4 | 13.72 | 2,388 | 680 | 1,187 | |||
| 21 Apr | 24125.55 | 35.3 | 31.9 | 14.03 | 992 | 507 | 507 | |||
For Nifty - strike price 25500 expiring on 15MAY2025
Delta for 25500 CE is 0.12
Historical price for 25500 CE is as follows
On 12 May NIFTY was trading at 24924.70. The strike last trading price was 29, which was 26.8 higher than the previous day. The implied volatity was 21.00, the open interest changed by 37369 which increased total open position to 104533
On 9 May NIFTY was trading at 24008.00. The strike last trading price was 2.1, which was -1 lower than the previous day. The implied volatity was 19.31, the open interest changed by 119 which increased total open position to 67164
On 8 May NIFTY was trading at 24273.80. The strike last trading price was 2.8, which was -2.1 lower than the previous day. The implied volatity was 17.11, the open interest changed by 32357 which increased total open position to 67045
On 7 May NIFTY was trading at 24414.40. The strike last trading price was 5, which was 0.05 higher than the previous day. The implied volatity was 14.32, the open interest changed by 12935 which increased total open position to 34688
On 6 May NIFTY was trading at 24379.60. The strike last trading price was 4.5, which was -4.35 lower than the previous day. The implied volatity was 14.01, the open interest changed by 11087 which increased total open position to 21753
On 5 May NIFTY was trading at 24461.15. The strike last trading price was 8.7, which was -3.5 lower than the previous day. The implied volatity was 13.35, the open interest changed by 5450 which increased total open position to 10666
On 2 May NIFTY was trading at 24346.70. The strike last trading price was 11.95, which was -6.85 lower than the previous day. The implied volatity was 13.78, the open interest changed by 747 which increased total open position to 5216
On 30 Apr NIFTY was trading at 24334.20. The strike last trading price was 17.25, which was -6.15 lower than the previous day. The implied volatity was 14.40, the open interest changed by 1904 which increased total open position to 4469
On 29 Apr NIFTY was trading at 24335.95. The strike last trading price was 23.35, which was -5.2 lower than the previous day. The implied volatity was 13.97, the open interest changed by 248 which increased total open position to 2565
On 28 Apr NIFTY was trading at 24328.50. The strike last trading price was 30, which was 3.95 higher than the previous day. The implied volatity was 14.49, the open interest changed by 960 which increased total open position to 2317
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 23.05, which was -13.6 lower than the previous day. The implied volatity was 15.29, the open interest changed by -790 which decreased total open position to 1357
On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 35.15, which was -12.2 lower than the previous day. The implied volatity was 13.97, the open interest changed by 992 which increased total open position to 2147
On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 46.8, which was 14.6 higher than the previous day. The implied volatity was 14.31, the open interest changed by 648 which increased total open position to 1155
On 22 Apr NIFTY was trading at 24167.25. The strike last trading price was 30.75, which was -5.4 lower than the previous day. The implied volatity was 13.72, the open interest changed by 680 which increased total open position to 1187
On 21 Apr NIFTY was trading at 24125.55. The strike last trading price was 35.3, which was 31.9 higher than the previous day. The implied volatity was 14.03, the open interest changed by 507 which increased total open position to 507
| NIFTY 15MAY2025 25500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 2.53
Theta: 0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 May | 24924.70 | 566.35 | -947.25 | 15.27 | 12,363 | 1,190 | 1,847 |
| 9 May | 24008.00 | 1486.85 | 190.35 | 37.03 | 192 | -14 | 657 |
| 8 May | 24273.80 | 1354.45 | 245.25 | 30.84 | 751 | 272 | 671 |
| 7 May | 24414.40 | 1102.1 | -31.9 | 25.83 | 373 | 238 | 399 |
| 6 May | 24379.60 | 1133 | 114.55 | 20.59 | 53 | 3 | 161 |
| 5 May | 24461.15 | 1006 | -148.05 | 18.38 | 89 | 23 | 158 |
| 2 May | 24346.70 | 1154.05 | 10.65 | 20.09 | 131 | 95 | 135 |
| 30 Apr | 24334.20 | 1176.2 | 56.2 | 15.90 | 28 | 28 | 40 |
| 29 Apr | 24335.95 | 1120 | -255.35 | 17.98 | 13 | 12 | 12 |
| 28 Apr | 24328.50 | 1375.35 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Apr | 24039.35 | 1375.35 | -1562.2 | 12.25 | 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 25500 expiring on 15MAY2025
Delta for 25500 PE is -0.94
Historical price for 25500 PE is as follows
On 12 May NIFTY was trading at 24924.70. The strike last trading price was 566.35, which was -947.25 lower than the previous day. The implied volatity was 15.27, the open interest changed by 1190 which increased total open position to 1847
On 9 May NIFTY was trading at 24008.00. The strike last trading price was 1486.85, which was 190.35 higher than the previous day. The implied volatity was 37.03, the open interest changed by -14 which decreased total open position to 657
On 8 May NIFTY was trading at 24273.80. The strike last trading price was 1354.45, which was 245.25 higher than the previous day. The implied volatity was 30.84, the open interest changed by 272 which increased total open position to 671
On 7 May NIFTY was trading at 24414.40. The strike last trading price was 1102.1, which was -31.9 lower than the previous day. The implied volatity was 25.83, the open interest changed by 238 which increased total open position to 399
On 6 May NIFTY was trading at 24379.60. The strike last trading price was 1133, which was 114.55 higher than the previous day. The implied volatity was 20.59, the open interest changed by 3 which increased total open position to 161
On 5 May NIFTY was trading at 24461.15. The strike last trading price was 1006, which was -148.05 lower than the previous day. The implied volatity was 18.38, the open interest changed by 23 which increased total open position to 158
On 2 May NIFTY was trading at 24346.70. The strike last trading price was 1154.05, which was 10.65 higher than the previous day. The implied volatity was 20.09, the open interest changed by 95 which increased total open position to 135
On 30 Apr NIFTY was trading at 24334.20. The strike last trading price was 1176.2, which was 56.2 higher than the previous day. The implied volatity was 15.90, the open interest changed by 28 which increased total open position to 40
On 29 Apr NIFTY was trading at 24335.95. The strike last trading price was 1120, which was -255.35 lower than the previous day. The implied volatity was 17.98, the open interest changed by 12 which increased total open position to 12
On 28 Apr NIFTY was trading at 24328.50. The strike last trading price was 1375.35, 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 1375.35, which was -1562.2 lower than the previous day. The implied volatity was 12.25, 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
