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NIFTY
Nifty
24724.6 716.60 (2.98%)

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Historical option data for NIFTY

12 May 2025 11:50 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
NIFTY 15MAY2025 25700 CE
Delta: 0.03
Vega: 1.43
Theta: -4.92
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 May 24725.90 4.9 3.1 20.94 2,65,014 20,138 52,461
9 May 24008.00 1.8 -0.45 21.19 1,59,629 4,361 32,323
8 May 24273.80 2.15 -0.4 18.64 1,10,663 16,806 27,962
7 May 24414.40 2.6 -0.65 15.04 28,567 2,267 11,156
6 May 24379.60 3 -2.25 15.16 33,140 5,896 8,889
5 May 24461.15 5.1 -2.2 14.17 9,200 1,387 2,993
2 May 24346.70 6.7 -3.8 14.19 13,042 803 1,606
30 Apr 24334.20 9.75 -4.2 14.59 2,714 171 803
29 Apr 24335.95 13.65 -5.15 14.20 1,287 236 632
28 Apr 24328.50 19.25 1.2 14.86 646 71 396
25 Apr 24039.35 17.9 -8 16.10 651 186 325
24 Apr 24246.70 25.1 -7.3 14.54 735 110 139
23 Apr 24328.95 31.75 29.6 14.61 59 29 29

For Nifty - strike price 25700 expiring on 15MAY2025

Delta for 25700 CE is 0.03

Historical price for 25700 CE is as follows

On 12 May NIFTY was trading at 24725.90. The strike last trading price was 4.9, which was 3.1 higher than the previous day. The implied volatity was 20.94, the open interest changed by 20138 which increased total open position to 52461


On 9 May NIFTY was trading at 24008.00. The strike last trading price was 1.8, which was -0.45 lower than the previous day. The implied volatity was 21.19, the open interest changed by 4361 which increased total open position to 32323


On 8 May NIFTY was trading at 24273.80. The strike last trading price was 2.15, which was -0.4 lower than the previous day. The implied volatity was 18.64, the open interest changed by 16806 which increased total open position to 27962


On 7 May NIFTY was trading at 24414.40. The strike last trading price was 2.6, which was -0.65 lower than the previous day. The implied volatity was 15.04, the open interest changed by 2267 which increased total open position to 11156


On 6 May NIFTY was trading at 24379.60. The strike last trading price was 3, which was -2.25 lower than the previous day. The implied volatity was 15.16, the open interest changed by 5896 which increased total open position to 8889


On 5 May NIFTY was trading at 24461.15. The strike last trading price was 5.1, which was -2.2 lower than the previous day. The implied volatity was 14.17, the open interest changed by 1387 which increased total open position to 2993


On 2 May NIFTY was trading at 24346.70. The strike last trading price was 6.7, which was -3.8 lower than the previous day. The implied volatity was 14.19, the open interest changed by 803 which increased total open position to 1606


On 30 Apr NIFTY was trading at 24334.20. The strike last trading price was 9.75, which was -4.2 lower than the previous day. The implied volatity was 14.59, the open interest changed by 171 which increased total open position to 803


On 29 Apr NIFTY was trading at 24335.95. The strike last trading price was 13.65, which was -5.15 lower than the previous day. The implied volatity was 14.20, the open interest changed by 236 which increased total open position to 632


On 28 Apr NIFTY was trading at 24328.50. The strike last trading price was 19.25, which was 1.2 higher than the previous day. The implied volatity was 14.86, the open interest changed by 71 which increased total open position to 396


On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 17.9, which was -8 lower than the previous day. The implied volatity was 16.10, the open interest changed by 186 which increased total open position to 325


On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 25.1, which was -7.3 lower than the previous day. The implied volatity was 14.54, the open interest changed by 110 which increased total open position to 139


On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 31.75, which was 29.6 higher than the previous day. The implied volatity was 14.61, the open interest changed by 29 which increased total open position to 29


NIFTY 15MAY2025 25700 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 May 24725.90 1456.95 0 0.00 0 1 0
9 May 24008.00 1456.95 0 0.00 0 1 0
8 May 24273.80 1456.95 154.3 - 1 1 9
7 May 24414.40 1302.65 99.3 29.18 2 8 8
6 May 24379.60 1203.35 0 0.00 0 1 0
5 May 24461.15 1203.35 -137.85 20.23 1 1 6
2 May 24346.70 1341.2 21.2 21.10 4 5 5
30 Apr 24334.20 1320 0 0.00 0 2 0
29 Apr 24335.95 1320 -236.65 20.30 2 2 2
28 Apr 24328.50 1556.65 0 0.00 0 0 0
25 Apr 24039.35 1556.65 -1578.35 - 2 0 0
24 Apr 24246.70 0 0 - 0 0 0
23 Apr 24328.95 0 0 - 0 0 0

For Nifty - strike price 25700 expiring on 15MAY2025

Delta for 25700 PE is 0.00

Historical price for 25700 PE is as follows

On 12 May NIFTY was trading at 24725.90. The strike last trading price was 1456.95, which was 0 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 9 May NIFTY was trading at 24008.00. The strike last trading price was 1456.95, which was 0 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 8 May NIFTY was trading at 24273.80. The strike last trading price was 1456.95, which was 154.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 9


On 7 May NIFTY was trading at 24414.40. The strike last trading price was 1302.65, which was 99.3 higher than the previous day. The implied volatity was 29.18, the open interest changed by 8 which increased total open position to 8


On 6 May NIFTY was trading at 24379.60. The strike last trading price was 1203.35, which was 0 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 5 May NIFTY was trading at 24461.15. The strike last trading price was 1203.35, which was -137.85 lower than the previous day. The implied volatity was 20.23, the open interest changed by 1 which increased total open position to 6


On 2 May NIFTY was trading at 24346.70. The strike last trading price was 1341.2, which was 21.2 higher than the previous day. The implied volatity was 21.10, the open interest changed by 5 which increased total open position to 5


On 30 Apr NIFTY was trading at 24334.20. The strike last trading price was 1320, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 29 Apr NIFTY was trading at 24335.95. The strike last trading price was 1320, which was -236.65 lower than the previous day. The implied volatity was 20.30, the open interest changed by 2 which increased total open position to 2


On 28 Apr NIFTY was trading at 24328.50. The strike last trading price was 1556.65, 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 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 1556.65, which was -1578.35 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