NIFTY
Nifty
Historical option data for NIFTY
10 Jul 2025 01:21 PM IST
| NIFTY 10JUL2025 23000 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 10 Jul | 25397.90 | 2390.2 | -99.8 | - | 97 | -94 | 256 | |||
| 9 Jul | 25476.10 | 2490 | -60 | - | 79 | -43 | 350 | |||
| 8 Jul | 25522.50 | 2550 | 92 | - | 63 | -28 | 393 | |||
| 7 Jul | 25461.30 | 2458 | -11.6 | - | 13 | -1 | 421 | |||
| 4 Jul | 25461.00 | 2472.2 | 33.55 | - | 49 | 1 | 422 | |||
| 3 Jul | 25405.30 | 2431.35 | -41.1 | - | 323 | 283 | 421 | |||
| 2 Jul | 25453.40 | 2465 | -57.05 | - | 130 | 138 | 138 | |||
| 1 Jul | 25541.80 | 2522.05 | 0 | 0.00 | 0 | 14 | 0 | |||
| 30 Jun | 25517.05 | 2522.05 | 72.05 | - | 1 | 14 | 14 | |||
| 27 Jun | 25637.80 | 2450 | 0 | 0.00 | 0 | 2 | 0 | |||
| 26 Jun | 25549.00 | 2450 | 166.95 | - | 2 | 2 | 13 | |||
| 25 Jun | 25244.75 | 2283.05 | 148.05 | - | 13 | 9 | 11 | |||
| 24 Jun | 25044.35 | 2135 | 88.6 | - | 4 | 1 | 2 | |||
| 23 Jun | 24971.90 | 2046.4 | -100.7 | - | 1 | 1 | 1 | |||
| 20 Jun | 25112.40 | 2147.1 | 214.15 | - | 1 | 0 | 0 | |||
| 19 Jun | 24793.25 | 0 | 0 | - | 0 | 0 | 0 | |||
| 18 Jun | 24812.05 | 0 | 0 | - | 0 | 0 | 0 | |||
| 17 Jun | 24853.40 | 0 | 0 | - | 0 | 0 | 0 | |||
| 16 Jun | 24946.50 | 0 | 0 | - | 0 | 0 | 0 | |||
| 13 Jun | 24718.60 | 0 | 0 | - | 0 | 0 | 0 | |||
| 12 Jun | 0.00 | 0 | 0 | - | 0 | 0 | 0 | |||
| 11 Jun | 25141.40 | 0 | 0 | - | 0 | 0 | 0 | |||
| 10 Jun | 25104.25 | 0 | 0 | - | 0 | 0 | 0 | |||
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| 9 Jun | 25103.20 | 0 | 0 | - | 0 | 0 | 0 | |||
| 6 Jun | 25003.05 | 0 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 23000 expiring on 10JUL2025
Delta for 23000 CE is -
Historical price for 23000 CE is as follows
On 10 Jul NIFTY was trading at 25397.90. The strike last trading price was 2390.2, which was -99.8 lower than the previous day. The implied volatity was -, the open interest changed by -94 which decreased total open position to 256
On 9 Jul NIFTY was trading at 25476.10. The strike last trading price was 2490, which was -60 lower than the previous day. The implied volatity was -, the open interest changed by -43 which decreased total open position to 350
On 8 Jul NIFTY was trading at 25522.50. The strike last trading price was 2550, which was 92 higher than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 393
On 7 Jul NIFTY was trading at 25461.30. The strike last trading price was 2458, which was -11.6 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 421
On 4 Jul NIFTY was trading at 25461.00. The strike last trading price was 2472.2, which was 33.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 422
On 3 Jul NIFTY was trading at 25405.30. The strike last trading price was 2431.35, which was -41.1 lower than the previous day. The implied volatity was -, the open interest changed by 283 which increased total open position to 421
On 2 Jul NIFTY was trading at 25453.40. The strike last trading price was 2465, which was -57.05 lower than the previous day. The implied volatity was -, the open interest changed by 138 which increased total open position to 138
On 1 Jul NIFTY was trading at 25541.80. The strike last trading price was 2522.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 30 Jun NIFTY was trading at 25517.05. The strike last trading price was 2522.05, which was 72.05 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 14
On 27 Jun NIFTY was trading at 25637.80. The strike last trading price was 2450, 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 26 Jun NIFTY was trading at 25549.00. The strike last trading price was 2450, which was 166.95 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 13
On 25 Jun NIFTY was trading at 25244.75. The strike last trading price was 2283.05, which was 148.05 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 11
On 24 Jun NIFTY was trading at 25044.35. The strike last trading price was 2135, which was 88.6 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 23 Jun NIFTY was trading at 24971.90. The strike last trading price was 2046.4, which was -100.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 20 Jun NIFTY was trading at 25112.40. The strike last trading price was 2147.1, which was 214.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jun NIFTY was trading at 24793.25. 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 18 Jun NIFTY was trading at 24812.05. 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 17 Jun NIFTY was trading at 24853.40. 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 Jun NIFTY was trading at 24946.50. 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 Jun NIFTY was trading at 24718.60. 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 12 Jun NIFTY was trading at 0.00. 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 11 Jun NIFTY was trading at 25141.40. 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 Jun NIFTY was trading at 25104.25. 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 Jun NIFTY was trading at 25103.20. 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 6 Jun NIFTY was trading at 25003.05. 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
| NIFTY 10JUL2025 23000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 10 Jul | 25397.90 | 0.2 | -0.2 | - | 47,671 | -10,224 | 15,283 |
| 9 Jul | 25476.10 | 0.35 | -0.25 | - | 79,197 | -2,522 | 25,507 |
| 8 Jul | 25522.50 | 0.6 | -0.25 | - | 99,776 | -2,604 | 28,029 |
| 7 Jul | 25461.30 | 0.85 | -0.15 | 41.21 | 93,777 | -9,525 | 30,633 |
| 4 Jul | 25461.00 | 1.05 | -0.1 | 30.11 | 1,74,311 | 20,682 | 40,158 |
| 3 Jul | 25405.30 | 1.1 | -0.6 | 27.42 | 37,274 | 7,889 | 19,476 |
| 2 Jul | 25453.40 | 1.7 | -0.15 | 27.37 | 20,734 | 4,389 | 11,587 |
| 1 Jul | 25541.80 | 1.75 | -0.25 | 26.73 | 6,390 | 1,490 | 7,198 |
| 30 Jun | 25517.05 | 1.9 | -1 | 25.49 | 8,219 | 967 | 5,708 |
| 27 Jun | 25637.80 | 2.7 | -1.7 | 24.32 | 8,910 | 1,308 | 4,741 |
| 26 Jun | 25549.00 | 4.25 | -2 | 24.08 | 4,733 | 417 | 3,433 |
| 25 Jun | 25244.75 | 6.4 | -1.65 | 22.39 | 1,933 | 454 | 3,016 |
| 24 Jun | 25044.35 | 8 | -7.25 | 21.20 | 4,150 | 965 | 2,562 |
| 23 Jun | 24971.90 | 14.45 | -2.75 | 21.75 | 2,329 | 506 | 1,597 |
| 20 Jun | 25112.40 | 16.9 | -8.2 | 21.71 | 1,496 | 61 | 1,091 |
| 19 Jun | 24793.25 | 25.9 | 1.65 | 20.32 | 633 | 175 | 1,030 |
| 18 Jun | 24812.05 | 25.6 | -0.7 | 20.30 | 838 | 192 | 855 |
| 17 Jun | 24853.40 | 28.85 | 0.95 | 20.72 | 434 | 45 | 663 |
| 16 Jun | 24946.50 | 25.45 | -21.4 | 20.58 | 758 | 299 | 618 |
| 13 Jun | 24718.60 | 46.05 | 26.05 | 20.65 | 409 | 94 | 319 |
| 12 Jun | 0.00 | 20 | 4.95 | 17.81 | 189 | 56 | 225 |
| 11 Jun | 25141.40 | 16.85 | -3.85 | 18.75 | 175 | 44 | 169 |
| 10 Jun | 25104.25 | 19.8 | -4.5 | 18.76 | 117 | 38 | 125 |
| 9 Jun | 25103.20 | 24.85 | -3.9 | 19.40 | 124 | 70 | 87 |
| 6 Jun | 25003.05 | 27.45 | -10.15 | 18.38 | 22 | 17 | 17 |
For Nifty - strike price 23000 expiring on 10JUL2025
Delta for 23000 PE is -
Historical price for 23000 PE is as follows
On 10 Jul NIFTY was trading at 25397.90. The strike last trading price was 0.2, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by -10224 which decreased total open position to 15283
On 9 Jul NIFTY was trading at 25476.10. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -2522 which decreased total open position to 25507
On 8 Jul NIFTY was trading at 25522.50. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -2604 which decreased total open position to 28029
On 7 Jul NIFTY was trading at 25461.30. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 41.21, the open interest changed by -9525 which decreased total open position to 30633
On 4 Jul NIFTY was trading at 25461.00. The strike last trading price was 1.05, which was -0.1 lower than the previous day. The implied volatity was 30.11, the open interest changed by 20682 which increased total open position to 40158
On 3 Jul NIFTY was trading at 25405.30. The strike last trading price was 1.1, which was -0.6 lower than the previous day. The implied volatity was 27.42, the open interest changed by 7889 which increased total open position to 19476
On 2 Jul NIFTY was trading at 25453.40. The strike last trading price was 1.7, which was -0.15 lower than the previous day. The implied volatity was 27.37, the open interest changed by 4389 which increased total open position to 11587
On 1 Jul NIFTY was trading at 25541.80. The strike last trading price was 1.75, which was -0.25 lower than the previous day. The implied volatity was 26.73, the open interest changed by 1490 which increased total open position to 7198
On 30 Jun NIFTY was trading at 25517.05. The strike last trading price was 1.9, which was -1 lower than the previous day. The implied volatity was 25.49, the open interest changed by 967 which increased total open position to 5708
On 27 Jun NIFTY was trading at 25637.80. The strike last trading price was 2.7, which was -1.7 lower than the previous day. The implied volatity was 24.32, the open interest changed by 1308 which increased total open position to 4741
On 26 Jun NIFTY was trading at 25549.00. The strike last trading price was 4.25, which was -2 lower than the previous day. The implied volatity was 24.08, the open interest changed by 417 which increased total open position to 3433
On 25 Jun NIFTY was trading at 25244.75. The strike last trading price was 6.4, which was -1.65 lower than the previous day. The implied volatity was 22.39, the open interest changed by 454 which increased total open position to 3016
On 24 Jun NIFTY was trading at 25044.35. The strike last trading price was 8, which was -7.25 lower than the previous day. The implied volatity was 21.20, the open interest changed by 965 which increased total open position to 2562
On 23 Jun NIFTY was trading at 24971.90. The strike last trading price was 14.45, which was -2.75 lower than the previous day. The implied volatity was 21.75, the open interest changed by 506 which increased total open position to 1597
On 20 Jun NIFTY was trading at 25112.40. The strike last trading price was 16.9, which was -8.2 lower than the previous day. The implied volatity was 21.71, the open interest changed by 61 which increased total open position to 1091
On 19 Jun NIFTY was trading at 24793.25. The strike last trading price was 25.9, which was 1.65 higher than the previous day. The implied volatity was 20.32, the open interest changed by 175 which increased total open position to 1030
On 18 Jun NIFTY was trading at 24812.05. The strike last trading price was 25.6, which was -0.7 lower than the previous day. The implied volatity was 20.30, the open interest changed by 192 which increased total open position to 855
On 17 Jun NIFTY was trading at 24853.40. The strike last trading price was 28.85, which was 0.95 higher than the previous day. The implied volatity was 20.72, the open interest changed by 45 which increased total open position to 663
On 16 Jun NIFTY was trading at 24946.50. The strike last trading price was 25.45, which was -21.4 lower than the previous day. The implied volatity was 20.58, the open interest changed by 299 which increased total open position to 618
On 13 Jun NIFTY was trading at 24718.60. The strike last trading price was 46.05, which was 26.05 higher than the previous day. The implied volatity was 20.65, the open interest changed by 94 which increased total open position to 319
On 12 Jun NIFTY was trading at 0.00. The strike last trading price was 20, which was 4.95 higher than the previous day. The implied volatity was 17.81, the open interest changed by 56 which increased total open position to 225
On 11 Jun NIFTY was trading at 25141.40. The strike last trading price was 16.85, which was -3.85 lower than the previous day. The implied volatity was 18.75, the open interest changed by 44 which increased total open position to 169
On 10 Jun NIFTY was trading at 25104.25. The strike last trading price was 19.8, which was -4.5 lower than the previous day. The implied volatity was 18.76, the open interest changed by 38 which increased total open position to 125
On 9 Jun NIFTY was trading at 25103.20. The strike last trading price was 24.85, which was -3.9 lower than the previous day. The implied volatity was 19.40, the open interest changed by 70 which increased total open position to 87
On 6 Jun NIFTY was trading at 25003.05. The strike last trading price was 27.45, which was -10.15 lower than the previous day. The implied volatity was 18.38, the open interest changed by 17 which increased total open position to 17
