NIFTY
Nifty
Historical option data for NIFTY
06 May 2026 04:10 PM IST
| NIFTY 12-May-2026 (6d) 25900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.01
Theta: -1.05
Gamma: 0.00003
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 May | 24330.95 | 1.45 | 0.5 (52.63%) | 18.94 | 93,138 | 2,185 | 16,445 | |||||||||
| 5 May | 24032.80 | 0.95 | -0.8500000000000001 (-47.22%) | 19.64 | 42,724 | -593 | 14,403 | |||||||||
| 4 May | 24119.30 | 1.75 | -0.9500000000000002 (-35.19%) | 18.97 | 43,646 | 13,415 | 14,996 | |||||||||
| 30 Apr | 23997.55 | 2.7 | -0.8999999999999999 (-25.00%) | 16.94 | 11,201 | 3,656 | 5,237 | |||||||||
| 29 Apr | 24177.65 | 3.4 | -0.6000000000000001 (-15.00%) | 15.81 | 6,492 | 776 | 1,593 | |||||||||
| 28 Apr | 23995.70 | 3.95 | -2.95 (-42.75%) | 16.82 | 1,813 | 32 | 801 | |||||||||
| 27 Apr | 24092.70 | 6.75 | -5.449999999999999 (-44.67%) | 16.69 | 1,861 | 399 | 759 | |||||||||
| 24 Apr | 23897.95 | 13.85 | -0.8499999999999996 (-5.78%) | 18.83 | 725 | 154 | 365 | |||||||||
| 23 Apr | 24173.05 | 15.1 | -8.4 (-35.74%) | 16.46 | 269 | -24 | 212 | |||||||||
| 22 Apr | 24378.10 | 23.4 | -3.900000000000002 (-14.29%) | 15.69 | 324 | 95 | 237 | |||||||||
|
|
||||||||||||||||
| 21 Apr | 24576.60 | 28.7 | 2.75 (10.60%) | 14.12 | 195 | 74 | 142 | |||||||||
| 20 Apr | 24364.85 | 25.25 | 1.6499999999999986 (6.99%) | 15.44 | 170 | 40 | 71 | |||||||||
| 17 Apr | 24353.55 | 23.75 | -0.25 (-1.04%) | 13.99 | 31 | 13 | 29 | |||||||||
| 16 Apr | 24196.75 | 24 | 0.25 (1.05%) | 15.12 | 37 | -4 | 15 | |||||||||
| 15 Apr | 24231.30 | 23.75 | 14.5 (156.76%) | 14.54 | 64 | 20 | 20 | |||||||||
| 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%) | 5.61 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25900 expiring on 12MAY2026
Delta for 25900 CE is 0.01
Historical price for 25900 CE is as follows
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 1.45, which was 0.5 higher than the previous day. The implied volatity was 18.94, the open interest changed by 2185 which increased total open position to 16445
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 0.95, which was -0.8500000000000001 lower than the previous day. The implied volatity was 19.64, the open interest changed by -593 which decreased total open position to 14403
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 1.75, which was -0.9500000000000002 lower than the previous day. The implied volatity was 18.97, the open interest changed by 13415 which increased total open position to 14996
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 2.7, which was -0.8999999999999999 lower than the previous day. The implied volatity was 16.94, the open interest changed by 3656 which increased total open position to 5237
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 3.4, which was -0.6000000000000001 lower than the previous day. The implied volatity was 15.81, the open interest changed by 776 which increased total open position to 1593
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 3.95, which was -2.95 lower than the previous day. The implied volatity was 16.82, the open interest changed by 32 which increased total open position to 801
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 6.75, which was -5.449999999999999 lower than the previous day. The implied volatity was 16.69, the open interest changed by 399 which increased total open position to 759
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 13.85, which was -0.8499999999999996 lower than the previous day. The implied volatity was 18.83, the open interest changed by 154 which increased total open position to 365
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 15.1, which was -8.4 lower than the previous day. The implied volatity was 16.46, the open interest changed by -24 which decreased total open position to 212
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 23.4, which was -3.900000000000002 lower than the previous day. The implied volatity was 15.69, the open interest changed by 95 which increased total open position to 237
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 28.7, which was 2.75 higher than the previous day. The implied volatity was 14.12, the open interest changed by 74 which increased total open position to 142
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 25.25, which was 1.6499999999999986 higher than the previous day. The implied volatity was 15.44, the open interest changed by 40 which increased total open position to 71
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 23.75, which was -0.25 lower than the previous day. The implied volatity was 13.99, the open interest changed by 13 which increased total open position to 29
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 24, which was 0.25 higher than the previous day. The implied volatity was 15.12, the open interest changed by -4 which decreased total open position to 15
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 23.75, which was 14.5 higher than the previous day. The implied volatity was 14.54, the open interest changed by 20 which increased total open position to 20
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 5.61, the open interest changed by 0 which decreased total open position to 0
| NIFTY 12-May-2026 (6d) 25900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -1
Vega: 0
Theta: -0.71
Gamma: 0.00002
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 May | 24330.95 | 1510.1 | -289.9000000000001 (-16.11%) | 18.29 | 65 | -4 | 19 |
| 5 May | 24032.80 | 1800 | -827.9000000000001 (-31.50%) | 19.64 | 25 | 4 | 4 |
| 4 May | 24119.30 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 23997.55 | 0 | 0 | - | 0 | 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 25900 expiring on 12MAY2026
Delta for 25900 PE is -1
Historical price for 25900 PE is as follows
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 1510.1, which was -289.9000000000001 lower than the previous day. The implied volatity was 18.29, the open interest changed by -4 which decreased total open position to 19
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 1800, which was -827.9000000000001 lower than the previous day. The implied volatity was 19.64, the open interest changed by 4 which increased total open position to 4
On 4 May NIFTY was trading at 24119.30. 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 30 Apr NIFTY was trading at 23997.55. 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 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
