NIFTY
Nifty
Historical option data for NIFTY
12 May 2025 11:34 AM IST
| NIFTY 15MAY2025 26050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.73
Theta: -2.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 May | 24736.70 | 2.35 | 0.8 | 24.17 | 51,201 | 1,945 | 5,617 | |||
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| 9 May | 24008.00 | 1.5 | -0.75 | 24.45 | 85,246 | 947 | 3,672 | |||
| 8 May | 24273.80 | 2.35 | 0.5 | 22.49 | 16,379 | 1,644 | 2,725 | |||
| 7 May | 24414.40 | 1.8 | -0.85 | 17.70 | 3,126 | 247 | 1,081 | |||
| 6 May | 24379.60 | 2.45 | -0.5 | 18.00 | 1,425 | 198 | 834 | |||
| 5 May | 24461.15 | 2.95 | -0.65 | 16.24 | 1,340 | 38 | 636 | |||
| 2 May | 24346.70 | 3.5 | -0.4 | 15.68 | 2,771 | 311 | 598 | |||
| 30 Apr | 24334.20 | 4.25 | -2.1 | 15.41 | 768 | 185 | 287 | |||
| 29 Apr | 24335.95 | 5.7 | -2.45 | 14.86 | 371 | 16 | 102 | |||
| 28 Apr | 24328.50 | 9 | -2.2 | 15.59 | 273 | 72 | 86 | |||
| 25 Apr | 24039.35 | 11 | 10.05 | 17.24 | 31 | 14 | 14 | |||
For Nifty - strike price 26050 expiring on 15MAY2025
Delta for 26050 CE is 0.01
Historical price for 26050 CE is as follows
On 12 May NIFTY was trading at 24736.70. The strike last trading price was 2.35, which was 0.8 higher than the previous day. The implied volatity was 24.17, the open interest changed by 1945 which increased total open position to 5617
On 9 May NIFTY was trading at 24008.00. The strike last trading price was 1.5, which was -0.75 lower than the previous day. The implied volatity was 24.45, the open interest changed by 947 which increased total open position to 3672
On 8 May NIFTY was trading at 24273.80. The strike last trading price was 2.35, which was 0.5 higher than the previous day. The implied volatity was 22.49, the open interest changed by 1644 which increased total open position to 2725
On 7 May NIFTY was trading at 24414.40. The strike last trading price was 1.8, which was -0.85 lower than the previous day. The implied volatity was 17.70, the open interest changed by 247 which increased total open position to 1081
On 6 May NIFTY was trading at 24379.60. The strike last trading price was 2.45, which was -0.5 lower than the previous day. The implied volatity was 18.00, the open interest changed by 198 which increased total open position to 834
On 5 May NIFTY was trading at 24461.15. The strike last trading price was 2.95, which was -0.65 lower than the previous day. The implied volatity was 16.24, the open interest changed by 38 which increased total open position to 636
On 2 May NIFTY was trading at 24346.70. The strike last trading price was 3.5, which was -0.4 lower than the previous day. The implied volatity was 15.68, the open interest changed by 311 which increased total open position to 598
On 30 Apr NIFTY was trading at 24334.20. The strike last trading price was 4.25, which was -2.1 lower than the previous day. The implied volatity was 15.41, the open interest changed by 185 which increased total open position to 287
On 29 Apr NIFTY was trading at 24335.95. The strike last trading price was 5.7, which was -2.45 lower than the previous day. The implied volatity was 14.86, the open interest changed by 16 which increased total open position to 102
On 28 Apr NIFTY was trading at 24328.50. The strike last trading price was 9, which was -2.2 lower than the previous day. The implied volatity was 15.59, the open interest changed by 72 which increased total open position to 86
On 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 11, which was 10.05 higher than the previous day. The implied volatity was 17.24, the open interest changed by 14 which increased total open position to 14
| NIFTY 15MAY2025 26050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 May | 24736.70 | 1830.65 | 0 | 0.00 | 0 | 1 | 0 |
| 9 May | 24008.00 | 1830.65 | 0 | 0.00 | 0 | 1 | 0 |
| 8 May | 24273.80 | 1830.65 | 172.1 | - | 1 | 1 | 4 |
| 7 May | 24414.40 | 1658.55 | 107.35 | 35.50 | 1 | 3 | 3 |
| 6 May | 24379.60 | 1551.2 | 0 | 0.00 | 0 | 1 | 0 |
| 5 May | 24461.15 | 1551.2 | -186.55 | 24.84 | 1 | 1 | 2 |
| 2 May | 24346.70 | 1737.75 | 73.45 | 30.55 | 1 | 1 | 1 |
| 30 Apr | 24334.20 | 1664.3 | 0 | 0.00 | 0 | 0 | 0 |
| 29 Apr | 24335.95 | 1664.3 | -1817.2 | 23.57 | 1 | 0 | 0 |
| 28 Apr | 24328.50 | 3481.5 | 0 | - | 0 | 0 | 0 |
| 25 Apr | 24039.35 | 3481.5 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26050 expiring on 15MAY2025
Delta for 26050 PE is 0.00
Historical price for 26050 PE is as follows
On 12 May NIFTY was trading at 24736.70. The strike last trading price was 1830.65, 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 1830.65, 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 1830.65, which was 172.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 7 May NIFTY was trading at 24414.40. The strike last trading price was 1658.55, which was 107.35 higher than the previous day. The implied volatity was 35.50, the open interest changed by 3 which increased total open position to 3
On 6 May NIFTY was trading at 24379.60. The strike last trading price was 1551.2, 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 1551.2, which was -186.55 lower than the previous day. The implied volatity was 24.84, the open interest changed by 1 which increased total open position to 2
On 2 May NIFTY was trading at 24346.70. The strike last trading price was 1737.75, which was 73.45 higher than the previous day. The implied volatity was 30.55, the open interest changed by 1 which increased total open position to 1
On 30 Apr NIFTY was trading at 24334.20. The strike last trading price was 1664.3, 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 29 Apr NIFTY was trading at 24335.95. The strike last trading price was 1664.3, which was -1817.2 lower than the previous day. The implied volatity was 23.57, the open interest changed by 0 which decreased total open position to 0
On 28 Apr NIFTY was trading at 24328.50. The strike last trading price was 3481.5, 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 25 Apr NIFTY was trading at 24039.35. The strike last trading price was 3481.5, 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
