NIFTY
Nifty
Historical option data for NIFTY
12 May 2025 10:41 AM IST
| NIFTY 15MAY2025 26150 CE | ||||||||||
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Delta: 0.01
Vega: 0.54
Theta: -2.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 May | 24688.10 | 1.65 | 0.1 | 25.25 | 50,293 | 554 | 8,473 | |||
| 9 May | 24008.00 | 1.45 | -0.4 | 25.37 | 1,42,547 | 2,919 | 7,919 | |||
| 8 May | 24273.80 | 2.05 | 0.45 | 23.12 | 21,900 | 1,361 | 5,000 | |||
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| 7 May | 24414.40 | 1.55 | -1 | 18.31 | 11,054 | 3,403 | 3,639 | |||
| 6 May | 24379.60 | 2.2 | 1.45 | 18.66 | 1,324 | 236 | 236 | |||
For Nifty - strike price 26150 expiring on 15MAY2025
Delta for 26150 CE is 0.01
Historical price for 26150 CE is as follows
On 12 May NIFTY was trading at 24688.10. The strike last trading price was 1.65, which was 0.1 higher than the previous day. The implied volatity was 25.25, the open interest changed by 554 which increased total open position to 8473
On 9 May NIFTY was trading at 24008.00. The strike last trading price was 1.45, which was -0.4 lower than the previous day. The implied volatity was 25.37, the open interest changed by 2919 which increased total open position to 7919
On 8 May NIFTY was trading at 24273.80. The strike last trading price was 2.05, which was 0.45 higher than the previous day. The implied volatity was 23.12, the open interest changed by 1361 which increased total open position to 5000
On 7 May NIFTY was trading at 24414.40. The strike last trading price was 1.55, which was -1 lower than the previous day. The implied volatity was 18.31, the open interest changed by 3403 which increased total open position to 3639
On 6 May NIFTY was trading at 24379.60. The strike last trading price was 2.2, which was 1.45 higher than the previous day. The implied volatity was 18.66, the open interest changed by 236 which increased total open position to 236
| NIFTY 15MAY2025 26150 PE | |||||||
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Delta: -0.85
Vega: 5.33
Theta: -40.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 May | 24688.10 | 1535.9 | -394.65 | 56.37 | 2 | 3 | 3 |
| 9 May | 24008.00 | 1930.55 | 0 | 0.00 | 0 | 1 | 0 |
| 8 May | 24273.80 | 1930.55 | 182.9 | - | 1 | 1 | 1 |
| 7 May | 24414.40 | 1747.65 | -1833 | 35.74 | 1 | 0 | 0 |
| 6 May | 24379.60 | 3580.65 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26150 expiring on 15MAY2025
Delta for 26150 PE is -0.85
Historical price for 26150 PE is as follows
On 12 May NIFTY was trading at 24688.10. The strike last trading price was 1535.9, which was -394.65 lower than the previous day. The implied volatity was 56.37, the open interest changed by 3 which increased total open position to 3
On 9 May NIFTY was trading at 24008.00. The strike last trading price was 1930.55, 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 1930.55, which was 182.9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 7 May NIFTY was trading at 24414.40. The strike last trading price was 1747.65, which was -1833 lower than the previous day. The implied volatity was 35.74, the open interest changed by 0 which decreased total open position to 0
On 6 May NIFTY was trading at 24379.60. The strike last trading price was 3580.65, 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
