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NIFTY
Nifty
24924.7 916.70 (3.82%)

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Historical option data for NIFTY

12 May 2025 04:10 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
NIFTY 15MAY2025 25850 CE
Delta: 0.04
Vega: 1.89
Theta: -7.25
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 May 24924.70 7.7 5.95 22.20 2,58,588 9,753 19,785
9 May 24008.00 1.55 -0.6 22.42 64,885 2,391 10,032
8 May 24273.80 2 -0.05 20.02 41,100 490 7,641
7 May 24414.40 2.1 -0.85 16.10 18,303 6,414 7,151
6 May 24379.60 2.5 -1.5 16.19 3,354 576 737
5 May 24461.15 4.15 -1.1 15.16 503 39 161
2 May 24346.70 5.25 -2.3 14.93 665 -16 122
30 Apr 24334.20 6.45 -3.7 14.82 134 61 138
29 Apr 24335.95 9.85 -3.4 14.64 90 31 77
28 Apr 24328.50 13.25 -0.6 15.04 56 6 46
25 Apr 24039.35 13 -7.1 16.26 39 14 40
24 Apr 24246.70 20.1 -5.85 15.04 47 14 26
23 Apr 24328.95 25.9 24.4 15.14 53 12 12

For Nifty - strike price 25850 expiring on 15MAY2025

Delta for 25850 CE is 0.04

Historical price for 25850 CE is as follows

On 12 May NIFTY was trading at 24924.70. The strike last trading price was 7.7, which was 5.95 higher than the previous day. The implied volatity was 22.20, the open interest changed by 9753 which increased total open position to 19785


On 9 May NIFTY was trading at 24008.00. The strike last trading price was 1.55, which was -0.6 lower than the previous day. The implied volatity was 22.42, the open interest changed by 2391 which increased total open position to 10032


On 8 May NIFTY was trading at 24273.80. The strike last trading price was 2, which was -0.05 lower than the previous day. The implied volatity was 20.02, the open interest changed by 490 which increased total open position to 7641


On 7 May NIFTY was trading at 24414.40. The strike last trading price was 2.1, which was -0.85 lower than the previous day. The implied volatity was 16.10, the open interest changed by 6414 which increased total open position to 7151


On 6 May NIFTY was trading at 24379.60. The strike last trading price was 2.5, which was -1.5 lower than the previous day. The implied volatity was 16.19, the open interest changed by 576 which increased total open position to 737


On 5 May NIFTY was trading at 24461.15. The strike last trading price was 4.15, which was -1.1 lower than the previous day. The implied volatity was 15.16, the open interest changed by 39 which increased total open position to 161


On 2 May NIFTY was trading at 24346.70. The strike last trading price was 5.25, which was -2.3 lower than the previous day. The implied volatity was 14.93, the open interest changed by -16 which decreased total open position to 122


On 30 Apr NIFTY was trading at 24334.20. The strike last trading price was 6.45, which was -3.7 lower than the previous day. The implied volatity was 14.82, the open interest changed by 61 which increased total open position to 138


On 29 Apr NIFTY was trading at 24335.95. The strike last trading price was 9.85, which was -3.4 lower than the previous day. The implied volatity was 14.64, the open interest changed by 31 which increased total open position to 77


On 28 Apr NIFTY was trading at 24328.50. The strike last trading price was 13.25, which was -0.6 lower than the previous day. The implied volatity was 15.04, the open interest changed by 6 which increased total open position to 46


On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 13, which was -7.1 lower than the previous day. The implied volatity was 16.26, the open interest changed by 14 which increased total open position to 40


On 24 Apr NIFTY was trading at 24246.70. The strike last trading price was 20.1, which was -5.85 lower than the previous day. The implied volatity was 15.04, the open interest changed by 14 which increased total open position to 26


On 23 Apr NIFTY was trading at 24328.95. The strike last trading price was 25.9, which was 24.4 higher than the previous day. The implied volatity was 15.14, the open interest changed by 12 which increased total open position to 12


NIFTY 15MAY2025 25850 PE
Delta: -0.93
Vega: 3.05
Theta: -6.84
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 May 24924.70 920 -711.15 26.42 14 13 13
9 May 24008.00 1631.15 0 0.00 0 1 0
8 May 24273.80 1631.15 180.6 - 1 1 11
7 May 24414.40 1450.55 102 31.29 1 10 10
6 May 24379.60 1348.55 0 0.00 0 2 0
5 May 24461.15 1348.55 -108.5 21.32 1 2 9
2 May 24346.70 1457.05 -13.85 17.29 2 7 7
30 Apr 24334.20 1471.2 0.3 0.00 0 1 0
29 Apr 24335.95 1471.2 -225.45 22.11 6 1 1
28 Apr 24328.50 1696.65 0 0.00 0 0 0
25 Apr 24039.35 1696.65 -1586.7 - 1 0 0
24 Apr 24246.70 0 0 - 0 0 0
23 Apr 24328.95 0 0 - 0 0 0

For Nifty - strike price 25850 expiring on 15MAY2025

Delta for 25850 PE is -0.93

Historical price for 25850 PE is as follows

On 12 May NIFTY was trading at 24924.70. The strike last trading price was 920, which was -711.15 lower than the previous day. The implied volatity was 26.42, the open interest changed by 13 which increased total open position to 13


On 9 May NIFTY was trading at 24008.00. The strike last trading price was 1631.15, 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 1631.15, which was 180.6 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 11


On 7 May NIFTY was trading at 24414.40. The strike last trading price was 1450.55, which was 102 higher than the previous day. The implied volatity was 31.29, the open interest changed by 10 which increased total open position to 10


On 6 May NIFTY was trading at 24379.60. The strike last trading price was 1348.55, 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 5 May NIFTY was trading at 24461.15. The strike last trading price was 1348.55, which was -108.5 lower than the previous day. The implied volatity was 21.32, the open interest changed by 2 which increased total open position to 9


On 2 May NIFTY was trading at 24346.70. The strike last trading price was 1457.05, which was -13.85 lower than the previous day. The implied volatity was 17.29, the open interest changed by 7 which increased total open position to 7


On 30 Apr NIFTY was trading at 24334.20. The strike last trading price was 1471.2, which was 0.3 higher 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 1471.2, which was -225.45 lower than the previous day. The implied volatity was 22.11, 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 1696.65, 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 1696.65, which was -1586.7 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