NIFTY
Nifty
Historical option data for NIFTY
10 Jul 2025 12:17 PM IST
| NIFTY 10JUL2025 23800 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 10 Jul | 25367.25 | 1571.15 | -123.85 | - | 66 | -60 | 54 | |||
| 9 Jul | 25476.10 | 1695 | 13 | - | 22 | -22 | 114 | |||
| 8 Jul | 25522.50 | 1682 | -42 | - | 1 | 136 | 136 | |||
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| 7 Jul | 25461.30 | 1724 | 0 | 0.00 | 0 | 10 | 0 | |||
| 4 Jul | 25461.00 | 1724 | 0 | 0.00 | 0 | 10 | 0 | |||
| 3 Jul | 25405.30 | 1724 | 55.15 | 40.89 | 12 | 10 | 135 | |||
| 2 Jul | 25453.40 | 1665 | -109.35 | - | 119 | 113 | 125 | |||
| 1 Jul | 25541.80 | 1785.85 | 48.3 | - | 6 | 2 | 12 | |||
| 30 Jun | 25517.05 | 1737.55 | 67.55 | - | 2 | 10 | 10 | |||
| 27 Jun | 25637.80 | 1670 | 0 | 0.00 | 0 | 8 | 0 | |||
| 26 Jun | 25549.00 | 1670 | 335 | - | 4 | 8 | 8 | |||
| 25 Jun | 25244.75 | 1335 | 0 | 0.00 | 0 | 2 | 0 | |||
| 24 Jun | 25044.35 | 1335 | 57.3 | - | 4 | 2 | 3 | |||
| 23 Jun | 24971.90 | 1277.5 | -97.25 | 13.12 | 2 | 1 | 1 | |||
| 20 Jun | 25112.40 | 1374.75 | 133.5 | - | 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 | |||
| 9 Jun | 25103.20 | 0 | 0 | - | 0 | 0 | 0 | |||
| 6 Jun | 25003.05 | 0 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 23800 expiring on 10JUL2025
Delta for 23800 CE is -
Historical price for 23800 CE is as follows
On 10 Jul NIFTY was trading at 25367.25. The strike last trading price was 1571.15, which was -123.85 lower than the previous day. The implied volatity was -, the open interest changed by -60 which decreased total open position to 54
On 9 Jul NIFTY was trading at 25476.10. The strike last trading price was 1695, which was 13 higher than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 114
On 8 Jul NIFTY was trading at 25522.50. The strike last trading price was 1682, which was -42 lower than the previous day. The implied volatity was -, the open interest changed by 136 which increased total open position to 136
On 7 Jul NIFTY was trading at 25461.30. The strike last trading price was 1724, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 4 Jul NIFTY was trading at 25461.00. The strike last trading price was 1724, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 3 Jul NIFTY was trading at 25405.30. The strike last trading price was 1724, which was 55.15 higher than the previous day. The implied volatity was 40.89, the open interest changed by 10 which increased total open position to 135
On 2 Jul NIFTY was trading at 25453.40. The strike last trading price was 1665, which was -109.35 lower than the previous day. The implied volatity was -, the open interest changed by 113 which increased total open position to 125
On 1 Jul NIFTY was trading at 25541.80. The strike last trading price was 1785.85, which was 48.3 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 12
On 30 Jun NIFTY was trading at 25517.05. The strike last trading price was 1737.55, which was 67.55 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 27 Jun NIFTY was trading at 25637.80. The strike last trading price was 1670, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 26 Jun NIFTY was trading at 25549.00. The strike last trading price was 1670, which was 335 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
On 25 Jun NIFTY was trading at 25244.75. The strike last trading price was 1335, 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 24 Jun NIFTY was trading at 25044.35. The strike last trading price was 1335, which was 57.3 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3
On 23 Jun NIFTY was trading at 24971.90. The strike last trading price was 1277.5, which was -97.25 lower than the previous day. The implied volatity was 13.12, 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 1374.75, which was 133.5 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 23800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 10 Jul | 25367.25 | 0.25 | -0.3 | - | 15,747 | -1,335 | 8,607 |
| 9 Jul | 25476.10 | 0.55 | -0.4 | 47.18 | 20,292 | 300 | 9,942 |
| 8 Jul | 25522.50 | 0.85 | -0.7 | 36.09 | 22,526 | -2,780 | 9,642 |
| 7 Jul | 25461.30 | 1.25 | -0.65 | 29.77 | 66,825 | -723 | 12,422 |
| 4 Jul | 25461.00 | 1.7 | -0.35 | 22.20 | 1,32,018 | 6,135 | 13,145 |
| 3 Jul | 25405.30 | 1.8 | -1.5 | 20.04 | 27,178 | 4,350 | 7,010 |
| 2 Jul | 25453.40 | 3.35 | 0.4 | 20.84 | 7,037 | 880 | 2,660 |
| 1 Jul | 25541.80 | 2.9 | -1.05 | 20.18 | 2,844 | 620 | 1,780 |
| 30 Jun | 25517.05 | 3.8 | -2.55 | 19.74 | 2,295 | 120 | 1,160 |
| 27 Jun | 25637.80 | 6.2 | -3.55 | 19.75 | 2,095 | 141 | 1,040 |
| 26 Jun | 25549.00 | 9.25 | -5.05 | 19.45 | 2,135 | 163 | 899 |
| 25 Jun | 25244.75 | 14.85 | -7.9 | 17.83 | 1,916 | -197 | 736 |
| 24 Jun | 25044.35 | 22.3 | -20.5 | 17.28 | 924 | 44 | 933 |
| 23 Jun | 24971.90 | 41.9 | -0.45 | 18.32 | 1,616 | 726 | 889 |
| 20 Jun | 25112.40 | 41.55 | -29.55 | 18.18 | 382 | 59 | 163 |
| 19 Jun | 24793.25 | 76.65 | 10.65 | 17.63 | 128 | 40 | 104 |
| 18 Jun | 24812.05 | 66 | -6.7 | 17.04 | 31 | 24 | 64 |
| 17 Jun | 24853.40 | 72 | -68.85 | 17.59 | 64 | 40 | 40 |
| 16 Jun | 24946.50 | 140.85 | 0 | 4.78 | 0 | 0 | 0 |
| 13 Jun | 24718.60 | 140.85 | 0 | 3.92 | 0 | 0 | 0 |
| 12 Jun | 0.00 | 140.85 | 0 | 4.26 | 0 | 0 | 0 |
| 11 Jun | 25141.40 | 140.85 | 0 | 5.05 | 0 | 0 | 0 |
| 10 Jun | 25104.25 | 140.85 | 0 | 4.89 | 0 | 0 | 0 |
| 9 Jun | 25103.20 | 140.85 | 0 | 4.87 | 0 | 0 | 0 |
| 6 Jun | 25003.05 | 140.85 | 0 | 4.43 | 0 | 0 | 0 |
For Nifty - strike price 23800 expiring on 10JUL2025
Delta for 23800 PE is -
Historical price for 23800 PE is as follows
On 10 Jul NIFTY was trading at 25367.25. The strike last trading price was 0.25, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by -1335 which decreased total open position to 8607
On 9 Jul NIFTY was trading at 25476.10. The strike last trading price was 0.55, which was -0.4 lower than the previous day. The implied volatity was 47.18, the open interest changed by 300 which increased total open position to 9942
On 8 Jul NIFTY was trading at 25522.50. The strike last trading price was 0.85, which was -0.7 lower than the previous day. The implied volatity was 36.09, the open interest changed by -2780 which decreased total open position to 9642
On 7 Jul NIFTY was trading at 25461.30. The strike last trading price was 1.25, which was -0.65 lower than the previous day. The implied volatity was 29.77, the open interest changed by -723 which decreased total open position to 12422
On 4 Jul NIFTY was trading at 25461.00. The strike last trading price was 1.7, which was -0.35 lower than the previous day. The implied volatity was 22.20, the open interest changed by 6135 which increased total open position to 13145
On 3 Jul NIFTY was trading at 25405.30. The strike last trading price was 1.8, which was -1.5 lower than the previous day. The implied volatity was 20.04, the open interest changed by 4350 which increased total open position to 7010
On 2 Jul NIFTY was trading at 25453.40. The strike last trading price was 3.35, which was 0.4 higher than the previous day. The implied volatity was 20.84, the open interest changed by 880 which increased total open position to 2660
On 1 Jul NIFTY was trading at 25541.80. The strike last trading price was 2.9, which was -1.05 lower than the previous day. The implied volatity was 20.18, the open interest changed by 620 which increased total open position to 1780
On 30 Jun NIFTY was trading at 25517.05. The strike last trading price was 3.8, which was -2.55 lower than the previous day. The implied volatity was 19.74, the open interest changed by 120 which increased total open position to 1160
On 27 Jun NIFTY was trading at 25637.80. The strike last trading price was 6.2, which was -3.55 lower than the previous day. The implied volatity was 19.75, the open interest changed by 141 which increased total open position to 1040
On 26 Jun NIFTY was trading at 25549.00. The strike last trading price was 9.25, which was -5.05 lower than the previous day. The implied volatity was 19.45, the open interest changed by 163 which increased total open position to 899
On 25 Jun NIFTY was trading at 25244.75. The strike last trading price was 14.85, which was -7.9 lower than the previous day. The implied volatity was 17.83, the open interest changed by -197 which decreased total open position to 736
On 24 Jun NIFTY was trading at 25044.35. The strike last trading price was 22.3, which was -20.5 lower than the previous day. The implied volatity was 17.28, the open interest changed by 44 which increased total open position to 933
On 23 Jun NIFTY was trading at 24971.90. The strike last trading price was 41.9, which was -0.45 lower than the previous day. The implied volatity was 18.32, the open interest changed by 726 which increased total open position to 889
On 20 Jun NIFTY was trading at 25112.40. The strike last trading price was 41.55, which was -29.55 lower than the previous day. The implied volatity was 18.18, the open interest changed by 59 which increased total open position to 163
On 19 Jun NIFTY was trading at 24793.25. The strike last trading price was 76.65, which was 10.65 higher than the previous day. The implied volatity was 17.63, the open interest changed by 40 which increased total open position to 104
On 18 Jun NIFTY was trading at 24812.05. The strike last trading price was 66, which was -6.7 lower than the previous day. The implied volatity was 17.04, the open interest changed by 24 which increased total open position to 64
On 17 Jun NIFTY was trading at 24853.40. The strike last trading price was 72, which was -68.85 lower than the previous day. The implied volatity was 17.59, the open interest changed by 40 which increased total open position to 40
On 16 Jun NIFTY was trading at 24946.50. The strike last trading price was 140.85, which was 0 lower than the previous day. The implied volatity was 4.78, 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 140.85, which was 0 lower than the previous day. The implied volatity was 3.92, 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 140.85, which was 0 lower than the previous day. The implied volatity was 4.26, 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 140.85, which was 0 lower than the previous day. The implied volatity was 5.05, 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 140.85, which was 0 lower than the previous day. The implied volatity was 4.89, 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 140.85, which was 0 lower than the previous day. The implied volatity was 4.87, 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 140.85, which was 0 lower than the previous day. The implied volatity was 4.43, the open interest changed by 0 which decreased total open position to 0
