NIFTY
Nifty
Historical option data for NIFTY
23 May 2025 01:18 PM IST
| NIFTY 29MAY2025 26200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 1.00
Theta: -1.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 May | 24887.20 | 2.25 | -0.05 | 16.98 | 2,00,116 | 36,626 | 57,749 | |||
| 22 May | 24609.70 | 2.25 | -1.3 | 18.55 | 1,28,176 | 9,126 | 56,431 | |||
| 21 May | 24813.45 | 3.4 | -2.45 | 16.47 | 1,17,022 | 18,670 | 44,556 | |||
| 20 May | 24683.90 | 5.55 | -5.15 | 17.59 | 46,788 | 2,982 | 26,057 | |||
| 19 May | 24945.45 | 11 | -4.9 | 16.15 | 24,948 | 1,488 | 23,363 | |||
| 16 May | 25019.80 | 15.5 | -0.65 | 14.09 | 26,813 | -40,403 | 21,908 | |||
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| 15 May | 25062.10 | 16.3 | 8.1 | 13.41 | 42,854 | -42,972 | 22,953 | |||
| 14 May | 24666.90 | 8.95 | -4.15 | 14.62 | 23,140 | -1,30,948 | 18,205 | |||
| 13 May | 24578.35 | 12.05 | -19.2 | 15.68 | 30,511 | -1,080 | 10,830 | |||
| 12 May | 24924.70 | 31.2 | 23.45 | 15.13 | 44,864 | 3,039 | 12,015 | |||
| 9 May | 24008.00 | 7.8 | -3.35 | 16.99 | 12,345 | -65,501 | 8,976 | |||
| 8 May | 24273.80 | 9.25 | -5.3 | 16.11 | 9,210 | -23,729 | 8,374 | |||
| 7 May | 24414.40 | 14.4 | 1.15 | 14.94 | 14,249 | -10,162 | 8,757 | |||
| 6 May | 24379.60 | 13.35 | -23.6 | 14.92 | 4,522 | 3,014 | 3,014 | |||
For Nifty - strike price 26200 expiring on 29MAY2025
Delta for 26200 CE is 0.01
Historical price for 26200 CE is as follows
On 23 May NIFTY was trading at 24887.20. The strike last trading price was 2.25, which was -0.05 lower than the previous day. The implied volatity was 16.98, the open interest changed by 36626 which increased total open position to 57749
On 22 May NIFTY was trading at 24609.70. The strike last trading price was 2.25, which was -1.3 lower than the previous day. The implied volatity was 18.55, the open interest changed by 9126 which increased total open position to 56431
On 21 May NIFTY was trading at 24813.45. The strike last trading price was 3.4, which was -2.45 lower than the previous day. The implied volatity was 16.47, the open interest changed by 18670 which increased total open position to 44556
On 20 May NIFTY was trading at 24683.90. The strike last trading price was 5.55, which was -5.15 lower than the previous day. The implied volatity was 17.59, the open interest changed by 2982 which increased total open position to 26057
On 19 May NIFTY was trading at 24945.45. The strike last trading price was 11, which was -4.9 lower than the previous day. The implied volatity was 16.15, the open interest changed by 1488 which increased total open position to 23363
On 16 May NIFTY was trading at 25019.80. The strike last trading price was 15.5, which was -0.65 lower than the previous day. The implied volatity was 14.09, the open interest changed by -40403 which decreased total open position to 21908
On 15 May NIFTY was trading at 25062.10. The strike last trading price was 16.3, which was 8.1 higher than the previous day. The implied volatity was 13.41, the open interest changed by -42972 which decreased total open position to 22953
On 14 May NIFTY was trading at 24666.90. The strike last trading price was 8.95, which was -4.15 lower than the previous day. The implied volatity was 14.62, the open interest changed by -130948 which decreased total open position to 18205
On 13 May NIFTY was trading at 24578.35. The strike last trading price was 12.05, which was -19.2 lower than the previous day. The implied volatity was 15.68, the open interest changed by -1080 which decreased total open position to 10830
On 12 May NIFTY was trading at 24924.70. The strike last trading price was 31.2, which was 23.45 higher than the previous day. The implied volatity was 15.13, the open interest changed by 3039 which increased total open position to 12015
On 9 May NIFTY was trading at 24008.00. The strike last trading price was 7.8, which was -3.35 lower than the previous day. The implied volatity was 16.99, the open interest changed by -65501 which decreased total open position to 8976
On 8 May NIFTY was trading at 24273.80. The strike last trading price was 9.25, which was -5.3 lower than the previous day. The implied volatity was 16.11, the open interest changed by -23729 which decreased total open position to 8374
On 7 May NIFTY was trading at 24414.40. The strike last trading price was 14.4, which was 1.15 higher than the previous day. The implied volatity was 14.94, the open interest changed by -10162 which decreased total open position to 8757
On 6 May NIFTY was trading at 24379.60. The strike last trading price was 13.35, which was -23.6 lower than the previous day. The implied volatity was 14.92, the open interest changed by 3014 which increased total open position to 3014
| NIFTY 29MAY2025 26200 PE | |||||||
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Delta: -0.82
Vega: 8.54
Theta: -23.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 May | 24887.20 | 1400 | -135.95 | 41.46 | 1 | 13 | 32 |
| 22 May | 24609.70 | 1528 | 140.9 | 25.20 | 8 | -3 | 31 |
| 21 May | 24813.45 | 1387.1 | -43.55 | 27.05 | 5 | -2 | 36 |
| 20 May | 24683.90 | 1430.65 | 198.7 | 19.03 | 7 | 20 | 40 |
| 19 May | 24945.45 | 1229 | 76 | 20.90 | 7 | 19 | 40 |
| 16 May | 25019.80 | 1153 | 20.5 | 19.74 | 50 | 21 | 40 |
| 15 May | 25062.10 | 1130 | -311.7 | 19.44 | 14 | 14 | 29 |
| 14 May | 24666.90 | 1441.7 | -83.3 | 19.27 | 3 | 0 | 25 |
| 13 May | 24578.35 | 1525 | 336.4 | 19.33 | 2 | 24 | 26 |
| 12 May | 24924.70 | 1177 | -978 | 13.58 | 28 | 22 | 23 |
| 9 May | 24008.00 | 2155 | 325 | 31.96 | 1 | 0 | 1 |
| 8 May | 24273.80 | 1830 | 90.7 | - | 2 | 1 | 2 |
| 7 May | 24414.40 | 1739.3 | -1488.4 | 23.96 | 1 | 0 | 0 |
| 6 May | 24379.60 | 3227.7 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26200 expiring on 29MAY2025
Delta for 26200 PE is -0.82
Historical price for 26200 PE is as follows
On 23 May NIFTY was trading at 24887.20. The strike last trading price was 1400, which was -135.95 lower than the previous day. The implied volatity was 41.46, the open interest changed by 13 which increased total open position to 32
On 22 May NIFTY was trading at 24609.70. The strike last trading price was 1528, which was 140.9 higher than the previous day. The implied volatity was 25.20, the open interest changed by -3 which decreased total open position to 31
On 21 May NIFTY was trading at 24813.45. The strike last trading price was 1387.1, which was -43.55 lower than the previous day. The implied volatity was 27.05, the open interest changed by -2 which decreased total open position to 36
On 20 May NIFTY was trading at 24683.90. The strike last trading price was 1430.65, which was 198.7 higher than the previous day. The implied volatity was 19.03, the open interest changed by 20 which increased total open position to 40
On 19 May NIFTY was trading at 24945.45. The strike last trading price was 1229, which was 76 higher than the previous day. The implied volatity was 20.90, the open interest changed by 19 which increased total open position to 40
On 16 May NIFTY was trading at 25019.80. The strike last trading price was 1153, which was 20.5 higher than the previous day. The implied volatity was 19.74, the open interest changed by 21 which increased total open position to 40
On 15 May NIFTY was trading at 25062.10. The strike last trading price was 1130, which was -311.7 lower than the previous day. The implied volatity was 19.44, the open interest changed by 14 which increased total open position to 29
On 14 May NIFTY was trading at 24666.90. The strike last trading price was 1441.7, which was -83.3 lower than the previous day. The implied volatity was 19.27, the open interest changed by 0 which decreased total open position to 25
On 13 May NIFTY was trading at 24578.35. The strike last trading price was 1525, which was 336.4 higher than the previous day. The implied volatity was 19.33, the open interest changed by 24 which increased total open position to 26
On 12 May NIFTY was trading at 24924.70. The strike last trading price was 1177, which was -978 lower than the previous day. The implied volatity was 13.58, the open interest changed by 22 which increased total open position to 23
On 9 May NIFTY was trading at 24008.00. The strike last trading price was 2155, which was 325 higher than the previous day. The implied volatity was 31.96, the open interest changed by 0 which decreased total open position to 1
On 8 May NIFTY was trading at 24273.80. The strike last trading price was 1830, which was 90.7 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 7 May NIFTY was trading at 24414.40. The strike last trading price was 1739.3, which was -1488.4 lower than the previous day. The implied volatity was 23.96, 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 3227.7, 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
