NIFTY
Nifty
Historical option data for NIFTY
11 Jul 2025 04:10 PM IST
| NIFTY 17JUL2025 23750 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Jul | 25149.85 | 1630.75 | -0.3 | 0.00 | 0 | 2 | 0 | |||
| 10 Jul | 25355.25 | 1630.75 | -139.25 | - | 5 | 2 | 8 | |||
| 9 Jul | 25476.10 | 1770 | 10 | 21.61 | 4 | 4 | 6 | |||
| 8 Jul | 25522.50 | 1760 | 8.9 | - | 2 | 2 | 2 | |||
| 7 Jul | 25461.30 | 1751.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Jul | 25461.00 | 1751.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Jul | 25405.30 | 1751.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Jul | 25453.40 | 1751.1 | 365.05 | - | 1 | 0 | 0 | |||
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| 1 Jul | 25541.80 | 1386.05 | 0 | - | 0 | 0 | 0 | |||
| 30 Jun | 25517.05 | 1386.05 | 0 | - | 0 | 0 | 0 | |||
| 27 Jun | 25637.80 | 1386.05 | 0 | - | 0 | 0 | 0 | |||
| 26 Jun | 25549.00 | 0 | 0 | - | 0 | 0 | 0 | |||
| 25 Jun | 25244.75 | 0 | 0 | - | 0 | 0 | 0 | |||
| 24 Jun | 25044.35 | 0 | 0 | - | 0 | 0 | 0 | |||
| 23 Jun | 24971.90 | 0 | 0 | - | 0 | 0 | 0 | |||
| 20 Jun | 25112.40 | 0 | 0 | - | 0 | 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 | |||
For Nifty - strike price 23750 expiring on 17JUL2025
Delta for 23750 CE is 0.00
Historical price for 23750 CE is as follows
On 11 Jul NIFTY was trading at 25149.85. The strike last trading price was 1630.75, which was -0.3 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 10 Jul NIFTY was trading at 25355.25. The strike last trading price was 1630.75, which was -139.25 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 8
On 9 Jul NIFTY was trading at 25476.10. The strike last trading price was 1770, which was 10 higher than the previous day. The implied volatity was 21.61, the open interest changed by 4 which increased total open position to 6
On 8 Jul NIFTY was trading at 25522.50. The strike last trading price was 1760, which was 8.9 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 7 Jul NIFTY was trading at 25461.30. The strike last trading price was 1751.1, 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 4 Jul NIFTY was trading at 25461.00. The strike last trading price was 1751.1, 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 3 Jul NIFTY was trading at 25405.30. The strike last trading price was 1751.1, 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 2 Jul NIFTY was trading at 25453.40. The strike last trading price was 1751.1, which was 365.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Jul NIFTY was trading at 25541.80. The strike last trading price was 1386.05, 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 30 Jun NIFTY was trading at 25517.05. The strike last trading price was 1386.05, 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 Jun NIFTY was trading at 25637.80. The strike last trading price was 1386.05, 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 Jun NIFTY was trading at 25549.00. 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 25 Jun NIFTY was trading at 25244.75. 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 24 Jun NIFTY was trading at 25044.35. 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 23 Jun NIFTY was trading at 24971.90. 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 20 Jun NIFTY was trading at 25112.40. 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 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
| NIFTY 17JUL2025 23750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 1.17
Theta: -1.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Jul | 25149.85 | 3.45 | 1.3 | 21.00 | 56,444 | 5,625 | 6,368 |
| 10 Jul | 25355.25 | 2 | -0.85 | 20.35 | 1,968 | 503 | 743 |
| 9 Jul | 25476.10 | 2.85 | 0 | 21.15 | 368 | 46 | 240 |
| 8 Jul | 25522.50 | 2.75 | -1.55 | 20.48 | 285 | -42 | 194 |
| 7 Jul | 25461.30 | 4.45 | -0.2 | 20.13 | 410 | 130 | 236 |
| 4 Jul | 25461.00 | 4.65 | -8.05 | 18.05 | 252 | 106 | 106 |
| 3 Jul | 25405.30 | 12.7 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Jul | 25453.40 | 12.7 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Jul | 25541.80 | 12.7 | 0 | 0.00 | 0 | 0 | 0 |
| 30 Jun | 25517.05 | 12.7 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Jun | 25637.80 | 12.7 | -95.5 | 18.63 | 1 | 0 | 0 |
| 26 Jun | 25549.00 | 108.2 | 0 | 7.61 | 0 | 0 | 0 |
| 25 Jun | 25244.75 | 108.2 | 0 | 6.15 | 0 | 0 | 0 |
| 24 Jun | 25044.35 | 108.2 | 0 | 5.50 | 0 | 0 | 0 |
| 23 Jun | 24971.90 | 108.2 | 0 | 5.02 | 0 | 0 | 0 |
| 20 Jun | 25112.40 | 108.2 | 0 | 5.20 | 0 | 0 | 0 |
| 19 Jun | 24793.25 | 108.2 | 0 | 4.07 | 0 | 0 | 0 |
| 18 Jun | 24812.05 | 108.2 | 0 | 4.19 | 0 | 0 | 0 |
| 17 Jun | 24853.40 | 108.2 | 0 | 4.27 | 0 | 0 | 0 |
| 16 Jun | 24946.50 | 108.2 | 0 | 4.53 | 0 | 0 | 0 |
| 13 Jun | 24718.60 | 108.2 | 0 | 3.80 | 0 | 0 | 0 |
For Nifty - strike price 23750 expiring on 17JUL2025
Delta for 23750 PE is -0.01
Historical price for 23750 PE is as follows
On 11 Jul NIFTY was trading at 25149.85. The strike last trading price was 3.45, which was 1.3 higher than the previous day. The implied volatity was 21.00, the open interest changed by 5625 which increased total open position to 6368
On 10 Jul NIFTY was trading at 25355.25. The strike last trading price was 2, which was -0.85 lower than the previous day. The implied volatity was 20.35, the open interest changed by 503 which increased total open position to 743
On 9 Jul NIFTY was trading at 25476.10. The strike last trading price was 2.85, which was 0 lower than the previous day. The implied volatity was 21.15, the open interest changed by 46 which increased total open position to 240
On 8 Jul NIFTY was trading at 25522.50. The strike last trading price was 2.75, which was -1.55 lower than the previous day. The implied volatity was 20.48, the open interest changed by -42 which decreased total open position to 194
On 7 Jul NIFTY was trading at 25461.30. The strike last trading price was 4.45, which was -0.2 lower than the previous day. The implied volatity was 20.13, the open interest changed by 130 which increased total open position to 236
On 4 Jul NIFTY was trading at 25461.00. The strike last trading price was 4.65, which was -8.05 lower than the previous day. The implied volatity was 18.05, the open interest changed by 106 which increased total open position to 106
On 3 Jul NIFTY was trading at 25405.30. The strike last trading price was 12.7, 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 2 Jul NIFTY was trading at 25453.40. The strike last trading price was 12.7, 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 1 Jul NIFTY was trading at 25541.80. The strike last trading price was 12.7, 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 30 Jun NIFTY was trading at 25517.05. The strike last trading price was 12.7, 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 27 Jun NIFTY was trading at 25637.80. The strike last trading price was 12.7, which was -95.5 lower than the previous day. The implied volatity was 18.63, the open interest changed by 0 which decreased total open position to 0
On 26 Jun NIFTY was trading at 25549.00. The strike last trading price was 108.2, which was 0 lower than the previous day. The implied volatity was 7.61, the open interest changed by 0 which decreased total open position to 0
On 25 Jun NIFTY was trading at 25244.75. The strike last trading price was 108.2, which was 0 lower than the previous day. The implied volatity was 6.15, the open interest changed by 0 which decreased total open position to 0
On 24 Jun NIFTY was trading at 25044.35. The strike last trading price was 108.2, which was 0 lower than the previous day. The implied volatity was 5.50, the open interest changed by 0 which decreased total open position to 0
On 23 Jun NIFTY was trading at 24971.90. The strike last trading price was 108.2, which was 0 lower than the previous day. The implied volatity was 5.02, the open interest changed by 0 which decreased total open position to 0
On 20 Jun NIFTY was trading at 25112.40. The strike last trading price was 108.2, which was 0 lower than the previous day. The implied volatity was 5.20, 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 108.2, which was 0 lower than the previous day. The implied volatity was 4.07, 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 108.2, which was 0 lower than the previous day. The implied volatity was 4.19, 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 108.2, which was 0 lower than the previous day. The implied volatity was 4.27, 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 108.2, which was 0 lower than the previous day. The implied volatity was 4.53, 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 108.2, which was 0 lower than the previous day. The implied volatity was 3.80, the open interest changed by 0 which decreased total open position to 0
