NIFTY
Nifty
Historical option data for NIFTY
10 Jul 2025 04:10 PM IST
| NIFTY 10JUL2025 23500 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 10 Jul | 25355.25 | 1860.9 | -103.25 | - | 248 | -104 | 123 | |||
| 9 Jul | 25476.10 | 1964.15 | -15.85 | - | 92 | -71 | 227 | |||
| 8 Jul | 25522.50 | 1980 | 20 | - | 44 | -30 | 298 | |||
| 7 Jul | 25461.30 | 1960 | -12 | - | 6 | -5 | 328 | |||
| 4 Jul | 25461.00 | 1972.3 | 33.25 | - | 35 | -2 | 333 | |||
| 3 Jul | 25405.30 | 1925 | -56.3 | - | 231 | 234 | 335 | |||
| 2 Jul | 25453.40 | 1981.8 | -78.2 | - | 85 | 78 | 101 | |||
| 1 Jul | 25541.80 | 2060 | 29 | - | 6 | 2 | 23 | |||
| 30 Jun | 25517.05 | 2031 | -140.2 | - | 5 | 3 | 21 | |||
| 27 Jun | 25637.80 | 2171.2 | 111.2 | - | 4 | 3 | 18 | |||
| 26 Jun | 25549.00 | 2060 | 273.05 | - | 9 | 9 | 15 | |||
| 25 Jun | 25244.75 | 1780 | 143 | - | 3 | 2 | 6 | |||
| 24 Jun | 25044.35 | 1637 | 80.4 | - | 22 | 3 | 4 | |||
| 23 Jun | 24971.90 | 1556.6 | -118.65 | - | 1 | 1 | 1 | |||
| 20 Jun | 25112.40 | 1675.25 | 187.35 | - | 1 | 0 | 0 | |||
| 19 Jun | 24793.25 | 1487.9 | 0 | - | 0 | 0 | 0 | |||
| 18 Jun | 24812.05 | 0 | 0 | - | 0 | 0 | 0 | |||
| 17 Jun | 24853.40 | 0 | 0 | - | 0 | 0 | 0 | |||
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| 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 | |||
| 9 Jun | 25103.20 | 0 | 0 | - | 0 | 0 | 0 | |||
| 6 Jun | 25003.05 | 0 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 23500 expiring on 10JUL2025
Delta for 23500 CE is -
Historical price for 23500 CE is as follows
On 10 Jul NIFTY was trading at 25355.25. The strike last trading price was 1860.9, which was -103.25 lower than the previous day. The implied volatity was -, the open interest changed by -104 which decreased total open position to 123
On 9 Jul NIFTY was trading at 25476.10. The strike last trading price was 1964.15, which was -15.85 lower than the previous day. The implied volatity was -, the open interest changed by -71 which decreased total open position to 227
On 8 Jul NIFTY was trading at 25522.50. The strike last trading price was 1980, which was 20 higher than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 298
On 7 Jul NIFTY was trading at 25461.30. The strike last trading price was 1960, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 328
On 4 Jul NIFTY was trading at 25461.00. The strike last trading price was 1972.3, which was 33.25 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 333
On 3 Jul NIFTY was trading at 25405.30. The strike last trading price was 1925, which was -56.3 lower than the previous day. The implied volatity was -, the open interest changed by 234 which increased total open position to 335
On 2 Jul NIFTY was trading at 25453.40. The strike last trading price was 1981.8, which was -78.2 lower than the previous day. The implied volatity was -, the open interest changed by 78 which increased total open position to 101
On 1 Jul NIFTY was trading at 25541.80. The strike last trading price was 2060, which was 29 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 23
On 30 Jun NIFTY was trading at 25517.05. The strike last trading price was 2031, which was -140.2 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 21
On 27 Jun NIFTY was trading at 25637.80. The strike last trading price was 2171.2, which was 111.2 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 18
On 26 Jun NIFTY was trading at 25549.00. The strike last trading price was 2060, which was 273.05 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 15
On 25 Jun NIFTY was trading at 25244.75. The strike last trading price was 1780, which was 143 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 6
On 24 Jun NIFTY was trading at 25044.35. The strike last trading price was 1637, which was 80.4 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 4
On 23 Jun NIFTY was trading at 24971.90. The strike last trading price was 1556.6, which was -118.65 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 1675.25, which was 187.35 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 1487.9, 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 23500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 10 Jul | 25355.25 | 0.05 | -0.5 | - | 67,408 | -14,646 | 13,464 |
| 9 Jul | 25476.10 | 0.45 | -0.4 | - | 40,875 | -4,517 | 28,110 |
| 8 Jul | 25522.50 | 0.75 | -0.55 | 41.35 | 66,479 | -469 | 32,627 |
| 7 Jul | 25461.30 | 1.2 | -0.25 | 34.53 | 1,08,384 | 4,584 | 33,096 |
| 4 Jul | 25461.00 | 1.4 | -0.2 | 25.20 | 1,43,869 | 16,552 | 28,512 |
| 3 Jul | 25405.30 | 1.4 | -1.15 | 22.71 | 29,647 | 3,430 | 11,960 |
| 2 Jul | 25453.40 | 2.55 | 0.15 | 23.33 | 20,904 | 5,039 | 8,530 |
| 1 Jul | 25541.80 | 2.25 | -0.45 | 22.51 | 6,077 | 1,041 | 3,491 |
| 30 Jun | 25517.05 | 2.65 | -1.9 | 21.70 | 5,142 | 764 | 2,450 |
| 27 Jun | 25637.80 | 4.5 | -2.65 | 21.50 | 4,011 | -30 | 1,686 |
| 26 Jun | 25549.00 | 6.6 | -3.05 | 21.13 | 4,772 | 89 | 1,716 |
| 25 Jun | 25244.75 | 9.55 | -4.7 | 19.22 | 2,838 | 144 | 1,627 |
| 24 Jun | 25044.35 | 13.05 | -15.75 | 18.28 | 4,374 | 157 | 1,483 |
| 23 Jun | 24971.90 | 27.75 | -1.15 | 19.61 | 2,438 | 323 | 1,326 |
| 20 Jun | 25112.40 | 28.85 | -17.95 | 19.45 | 2,794 | 173 | 1,003 |
| 19 Jun | 24793.25 | 48 | 2.5 | 18.35 | 564 | -25 | 830 |
| 18 Jun | 24812.05 | 46.6 | -1.2 | 18.35 | 524 | 153 | 855 |
| 17 Jun | 24853.40 | 49.2 | 1.85 | 18.65 | 196 | -17 | 702 |
| 16 Jun | 24946.50 | 47 | -33.85 | 18.95 | 1,077 | 555 | 719 |
| 13 Jun | 24718.60 | 80.2 | 41.1 | 19.05 | 282 | 80 | 164 |
| 12 Jun | 0.00 | 40.55 | 13.55 | 16.49 | 103 | 28 | 84 |
| 11 Jun | 25141.40 | 27 | -7.9 | 16.69 | 27 | 16 | 56 |
| 10 Jun | 25104.25 | 34.9 | -7.05 | 17.16 | 41 | 34 | 40 |
| 9 Jun | 25103.20 | 42.45 | -46.95 | 17.80 | 15 | 6 | 6 |
| 6 Jun | 25003.05 | 89.4 | 0 | 5.33 | 0 | 0 | 0 |
For Nifty - strike price 23500 expiring on 10JUL2025
Delta for 23500 PE is -
Historical price for 23500 PE is as follows
On 10 Jul NIFTY was trading at 25355.25. The strike last trading price was 0.05, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by -14646 which decreased total open position to 13464
On 9 Jul NIFTY was trading at 25476.10. The strike last trading price was 0.45, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by -4517 which decreased total open position to 28110
On 8 Jul NIFTY was trading at 25522.50. The strike last trading price was 0.75, which was -0.55 lower than the previous day. The implied volatity was 41.35, the open interest changed by -469 which decreased total open position to 32627
On 7 Jul NIFTY was trading at 25461.30. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 34.53, the open interest changed by 4584 which increased total open position to 33096
On 4 Jul NIFTY was trading at 25461.00. The strike last trading price was 1.4, which was -0.2 lower than the previous day. The implied volatity was 25.20, the open interest changed by 16552 which increased total open position to 28512
On 3 Jul NIFTY was trading at 25405.30. The strike last trading price was 1.4, which was -1.15 lower than the previous day. The implied volatity was 22.71, the open interest changed by 3430 which increased total open position to 11960
On 2 Jul NIFTY was trading at 25453.40. The strike last trading price was 2.55, which was 0.15 higher than the previous day. The implied volatity was 23.33, the open interest changed by 5039 which increased total open position to 8530
On 1 Jul NIFTY was trading at 25541.80. The strike last trading price was 2.25, which was -0.45 lower than the previous day. The implied volatity was 22.51, the open interest changed by 1041 which increased total open position to 3491
On 30 Jun NIFTY was trading at 25517.05. The strike last trading price was 2.65, which was -1.9 lower than the previous day. The implied volatity was 21.70, the open interest changed by 764 which increased total open position to 2450
On 27 Jun NIFTY was trading at 25637.80. The strike last trading price was 4.5, which was -2.65 lower than the previous day. The implied volatity was 21.50, the open interest changed by -30 which decreased total open position to 1686
On 26 Jun NIFTY was trading at 25549.00. The strike last trading price was 6.6, which was -3.05 lower than the previous day. The implied volatity was 21.13, the open interest changed by 89 which increased total open position to 1716
On 25 Jun NIFTY was trading at 25244.75. The strike last trading price was 9.55, which was -4.7 lower than the previous day. The implied volatity was 19.22, the open interest changed by 144 which increased total open position to 1627
On 24 Jun NIFTY was trading at 25044.35. The strike last trading price was 13.05, which was -15.75 lower than the previous day. The implied volatity was 18.28, the open interest changed by 157 which increased total open position to 1483
On 23 Jun NIFTY was trading at 24971.90. The strike last trading price was 27.75, which was -1.15 lower than the previous day. The implied volatity was 19.61, the open interest changed by 323 which increased total open position to 1326
On 20 Jun NIFTY was trading at 25112.40. The strike last trading price was 28.85, which was -17.95 lower than the previous day. The implied volatity was 19.45, the open interest changed by 173 which increased total open position to 1003
On 19 Jun NIFTY was trading at 24793.25. The strike last trading price was 48, which was 2.5 higher than the previous day. The implied volatity was 18.35, the open interest changed by -25 which decreased total open position to 830
On 18 Jun NIFTY was trading at 24812.05. The strike last trading price was 46.6, which was -1.2 lower than the previous day. The implied volatity was 18.35, the open interest changed by 153 which increased total open position to 855
On 17 Jun NIFTY was trading at 24853.40. The strike last trading price was 49.2, which was 1.85 higher than the previous day. The implied volatity was 18.65, the open interest changed by -17 which decreased total open position to 702
On 16 Jun NIFTY was trading at 24946.50. The strike last trading price was 47, which was -33.85 lower than the previous day. The implied volatity was 18.95, the open interest changed by 555 which increased total open position to 719
On 13 Jun NIFTY was trading at 24718.60. The strike last trading price was 80.2, which was 41.1 higher than the previous day. The implied volatity was 19.05, the open interest changed by 80 which increased total open position to 164
On 12 Jun NIFTY was trading at 0.00. The strike last trading price was 40.55, which was 13.55 higher than the previous day. The implied volatity was 16.49, the open interest changed by 28 which increased total open position to 84
On 11 Jun NIFTY was trading at 25141.40. The strike last trading price was 27, which was -7.9 lower than the previous day. The implied volatity was 16.69, the open interest changed by 16 which increased total open position to 56
On 10 Jun NIFTY was trading at 25104.25. The strike last trading price was 34.9, which was -7.05 lower than the previous day. The implied volatity was 17.16, the open interest changed by 34 which increased total open position to 40
On 9 Jun NIFTY was trading at 25103.20. The strike last trading price was 42.45, which was -46.95 lower than the previous day. The implied volatity was 17.80, the open interest changed by 6 which increased total open position to 6
On 6 Jun NIFTY was trading at 25003.05. The strike last trading price was 89.4, which was 0 lower than the previous day. The implied volatity was 5.33, the open interest changed by 0 which decreased total open position to 0
