NIFTY
Nifty
Historical option data for NIFTY
17 Jun 2025 04:10 PM IST
| NIFTY 19JUN2025 23300 CE | ||||||||||
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Delta: 0.93
Vega: 2.54
Theta: -44.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Jun | 24853.40 | 1590.05 | 200.05 | 60.87 | 1 | 30 | 30 | |||
| 16 Jun | 24946.50 | 1390 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Jun | 24718.60 | 1390 | -207.3 | - | 9 | 0 | 31 | |||
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| 12 Jun | 0.00 | 1580.95 | -299.05 | - | 33 | 22 | 31 | |||
| 11 Jun | 25141.40 | 1880 | 140 | 21.74 | 6 | 9 | 9 | |||
| 10 Jun | 25104.25 | 1740 | 0 | 0.00 | 0 | 2 | 0 | |||
| 9 Jun | 25103.20 | 1740 | 0 | 0.00 | 0 | 2 | 0 | |||
| 6 Jun | 25003.05 | 1740 | 206.7 | - | 2 | 2 | 6 | |||
| 5 Jun | 24750.90 | 1533.3 | 213.3 | - | 1 | 1 | 4 | |||
| 4 Jun | 24620.20 | 1320 | -61.05 | - | 2 | 2 | 3 | |||
| 3 Jun | 24542.50 | 1381.05 | -156.2 | 20.18 | 1 | 1 | 1 | |||
| 2 Jun | 24716.60 | 1537.25 | -416.5 | 20.60 | 1 | 0 | 0 | |||
| 30 May | 24750.70 | 1953.75 | 0 | - | 0 | 0 | 0 | |||
| 29 May | 24833.60 | 1953.75 | 0 | - | 0 | 0 | 0 | |||
| 28 May | 24752.45 | 1953.75 | 0 | - | 0 | 0 | 0 | |||
| 27 May | 24826.20 | 1953.75 | 0 | - | 0 | 0 | 0 | |||
| 26 May | 25001.15 | 1953.75 | 0 | - | 0 | 0 | 0 | |||
| 23 May | 24853.15 | 1953.75 | 0 | - | 0 | 0 | 0 | |||
| 22 May | 24609.70 | 1953.75 | 0 | - | 0 | 0 | 0 | |||
| 21 May | 24813.45 | 1953.75 | 0 | - | 0 | 0 | 0 | |||
| 20 May | 24683.90 | 1953.75 | 0 | - | 0 | 0 | 0 | |||
| 19 May | 24945.45 | 1953.75 | 0 | - | 0 | 0 | 0 | |||
| 16 May | 25019.80 | 1953.75 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 23300 expiring on 19JUN2025
Delta for 23300 CE is 0.93
Historical price for 23300 CE is as follows
On 17 Jun NIFTY was trading at 24853.40. The strike last trading price was 1590.05, which was 200.05 higher than the previous day. The implied volatity was 60.87, the open interest changed by 30 which increased total open position to 30
On 16 Jun NIFTY was trading at 24946.50. The strike last trading price was 1390, 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 13 Jun NIFTY was trading at 24718.60. The strike last trading price was 1390, which was -207.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 12 Jun NIFTY was trading at 0.00. The strike last trading price was 1580.95, which was -299.05 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 31
On 11 Jun NIFTY was trading at 25141.40. The strike last trading price was 1880, which was 140 higher than the previous day. The implied volatity was 21.74, the open interest changed by 9 which increased total open position to 9
On 10 Jun NIFTY was trading at 25104.25. The strike last trading price was 1740, 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 9 Jun NIFTY was trading at 25103.20. The strike last trading price was 1740, 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 6 Jun NIFTY was trading at 25003.05. The strike last trading price was 1740, which was 206.7 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 6
On 5 Jun NIFTY was trading at 24750.90. The strike last trading price was 1533.3, which was 213.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 4 Jun NIFTY was trading at 24620.20. The strike last trading price was 1320, which was -61.05 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3
On 3 Jun NIFTY was trading at 24542.50. The strike last trading price was 1381.05, which was -156.2 lower than the previous day. The implied volatity was 20.18, the open interest changed by 1 which increased total open position to 1
On 2 Jun NIFTY was trading at 24716.60. The strike last trading price was 1537.25, which was -416.5 lower than the previous day. The implied volatity was 20.60, the open interest changed by 0 which decreased total open position to 0
On 30 May NIFTY was trading at 24750.70. The strike last trading price was 1953.75, 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 May NIFTY was trading at 24833.60. The strike last trading price was 1953.75, 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 May NIFTY was trading at 24752.45. The strike last trading price was 1953.75, 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 May NIFTY was trading at 24826.20. The strike last trading price was 1953.75, 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 26 May NIFTY was trading at 25001.15. The strike last trading price was 1953.75, 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 May NIFTY was trading at 24853.15. The strike last trading price was 1953.75, 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 May NIFTY was trading at 24609.70. The strike last trading price was 1953.75, 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 May NIFTY was trading at 24813.45. The strike last trading price was 1953.75, 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 May NIFTY was trading at 24683.90. The strike last trading price was 1953.75, 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 19 May NIFTY was trading at 24945.45. The strike last trading price was 1953.75, 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 May NIFTY was trading at 25019.80. The strike last trading price was 1953.75, 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 19JUN2025 23300 PE | |||||||
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Delta: -0.01
Vega: 0.47
Theta: -4.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Jun | 24853.40 | 2.2 | -2.9 | 37.32 | 2,22,990 | -2,426 | 25,638 |
| 16 Jun | 24946.50 | 4.55 | -6.1 | 35.55 | 2,73,580 | 12,566 | 28,064 |
| 13 Jun | 24718.60 | 10.8 | 8.1 | 26.25 | 2,07,286 | 5,249 | 15,498 |
| 12 Jun | 0.00 | 3.1 | 0.25 | 21.46 | 38,704 | 3,963 | 10,249 |
| 11 Jun | 25141.40 | 2.65 | -1.1 | 22.46 | 14,150 | 2,401 | 6,286 |
| 10 Jun | 25104.25 | 3.75 | -1.4 | 21.88 | 7,780 | 2,347 | 3,885 |
| 9 Jun | 25103.20 | 5.3 | -2.4 | 21.97 | 2,920 | 150 | 1,538 |
| 6 Jun | 25003.05 | 8.15 | -3.45 | 19.80 | 4,297 | 353 | 1,388 |
| 5 Jun | 24750.90 | 11.4 | -7.75 | 18.10 | 2,027 | 513 | 1,035 |
| 4 Jun | 24620.20 | 19 | -14.9 | 17.88 | 771 | 219 | 522 |
| 3 Jun | 24542.50 | 35.8 | 1.65 | 19.25 | 492 | 103 | 303 |
| 2 Jun | 24716.60 | 37.1 | 7.5 | 20.44 | 149 | 90 | 200 |
| 30 May | 24750.70 | 30.4 | 2.4 | 18.59 | 134 | 88 | 110 |
| 29 May | 24833.60 | 28 | -32 | 19.07 | 13 | 22 | 22 |
| 28 May | 24752.45 | 60 | 0 | 0.00 | 0 | -1 | 0 |
| 27 May | 24826.20 | 60 | 0 | 0.00 | 0 | -1 | 0 |
| 26 May | 25001.15 | 60 | 0 | 0.00 | 0 | -1 | 0 |
| 23 May | 24853.15 | 60 | -25 | 20.28 | 1 | -1 | 18 |
| 22 May | 24609.70 | 85 | 13 | 20.17 | 2 | 1 | 19 |
| 21 May | 24813.45 | 72 | 5.95 | 20.28 | 1 | 0 | 18 |
| 20 May | 24683.90 | 66.05 | 2 | 18.82 | 4 | 0 | 18 |
| 19 May | 24945.45 | 64.05 | 4.05 | 20.12 | 25 | 15 | 18 |
| 16 May | 25019.80 | 60 | 17.35 | 19.62 | 5 | 3 | 3 |
For Nifty - strike price 23300 expiring on 19JUN2025
Delta for 23300 PE is -0.01
Historical price for 23300 PE is as follows
On 17 Jun NIFTY was trading at 24853.40. The strike last trading price was 2.2, which was -2.9 lower than the previous day. The implied volatity was 37.32, the open interest changed by -2426 which decreased total open position to 25638
On 16 Jun NIFTY was trading at 24946.50. The strike last trading price was 4.55, which was -6.1 lower than the previous day. The implied volatity was 35.55, the open interest changed by 12566 which increased total open position to 28064
On 13 Jun NIFTY was trading at 24718.60. The strike last trading price was 10.8, which was 8.1 higher than the previous day. The implied volatity was 26.25, the open interest changed by 5249 which increased total open position to 15498
On 12 Jun NIFTY was trading at 0.00. The strike last trading price was 3.1, which was 0.25 higher than the previous day. The implied volatity was 21.46, the open interest changed by 3963 which increased total open position to 10249
On 11 Jun NIFTY was trading at 25141.40. The strike last trading price was 2.65, which was -1.1 lower than the previous day. The implied volatity was 22.46, the open interest changed by 2401 which increased total open position to 6286
On 10 Jun NIFTY was trading at 25104.25. The strike last trading price was 3.75, which was -1.4 lower than the previous day. The implied volatity was 21.88, the open interest changed by 2347 which increased total open position to 3885
On 9 Jun NIFTY was trading at 25103.20. The strike last trading price was 5.3, which was -2.4 lower than the previous day. The implied volatity was 21.97, the open interest changed by 150 which increased total open position to 1538
On 6 Jun NIFTY was trading at 25003.05. The strike last trading price was 8.15, which was -3.45 lower than the previous day. The implied volatity was 19.80, the open interest changed by 353 which increased total open position to 1388
On 5 Jun NIFTY was trading at 24750.90. The strike last trading price was 11.4, which was -7.75 lower than the previous day. The implied volatity was 18.10, the open interest changed by 513 which increased total open position to 1035
On 4 Jun NIFTY was trading at 24620.20. The strike last trading price was 19, which was -14.9 lower than the previous day. The implied volatity was 17.88, the open interest changed by 219 which increased total open position to 522
On 3 Jun NIFTY was trading at 24542.50. The strike last trading price was 35.8, which was 1.65 higher than the previous day. The implied volatity was 19.25, the open interest changed by 103 which increased total open position to 303
On 2 Jun NIFTY was trading at 24716.60. The strike last trading price was 37.1, which was 7.5 higher than the previous day. The implied volatity was 20.44, the open interest changed by 90 which increased total open position to 200
On 30 May NIFTY was trading at 24750.70. The strike last trading price was 30.4, which was 2.4 higher than the previous day. The implied volatity was 18.59, the open interest changed by 88 which increased total open position to 110
On 29 May NIFTY was trading at 24833.60. The strike last trading price was 28, which was -32 lower than the previous day. The implied volatity was 19.07, the open interest changed by 22 which increased total open position to 22
On 28 May NIFTY was trading at 24752.45. The strike last trading price was 60, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 27 May NIFTY was trading at 24826.20. The strike last trading price was 60, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 26 May NIFTY was trading at 25001.15. The strike last trading price was 60, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 23 May NIFTY was trading at 24853.15. The strike last trading price was 60, which was -25 lower than the previous day. The implied volatity was 20.28, the open interest changed by -1 which decreased total open position to 18
On 22 May NIFTY was trading at 24609.70. The strike last trading price was 85, which was 13 higher than the previous day. The implied volatity was 20.17, the open interest changed by 1 which increased total open position to 19
On 21 May NIFTY was trading at 24813.45. The strike last trading price was 72, which was 5.95 higher than the previous day. The implied volatity was 20.28, the open interest changed by 0 which decreased total open position to 18
On 20 May NIFTY was trading at 24683.90. The strike last trading price was 66.05, which was 2 higher than the previous day. The implied volatity was 18.82, the open interest changed by 0 which decreased total open position to 18
On 19 May NIFTY was trading at 24945.45. The strike last trading price was 64.05, which was 4.05 higher than the previous day. The implied volatity was 20.12, the open interest changed by 15 which increased total open position to 18
On 16 May NIFTY was trading at 25019.80. The strike last trading price was 60, which was 17.35 higher than the previous day. The implied volatity was 19.62, the open interest changed by 3 which increased total open position to 3
