NIFTY
Nifty
Historical option data for NIFTY
13 Jun 2025 04:10 PM IST
| NIFTY 19JUN2025 24000 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Jun | 24718.60 | 731.9 | -173.75 | - | 18,518 | 2,341 | 4,498 | |||
| 12 Jun | 0.00 | 881.8 | -299.45 | - | 2,492 | 771 | 2,157 | |||
| 11 Jun | 25141.40 | 1170 | 40.2 | - | 2,031 | 1,134 | 1,386 | |||
| 10 Jun | 25104.25 | 1124.9 | -31.9 | - | 240 | 83 | 252 | |||
| 9 Jun | 25103.20 | 1158.95 | 71.6 | - | 143 | 56 | 169 | |||
| 6 Jun | 25003.05 | 1086.5 | 209.9 | 9.41 | 127 | 46 | 113 | |||
| 5 Jun | 24750.90 | 880.65 | 110.95 | 13.47 | 236 | -31 | 67 | |||
| 4 Jun | 24620.20 | 766.1 | 22.65 | 14.15 | 141 | 65 | 98 | |||
| 3 Jun | 24542.50 | 738 | -172.3 | 15.73 | 45 | 28 | 33 | |||
| 2 Jun | 24716.60 | 910.3 | 10.3 | 18.32 | 8 | 5 | 5 | |||
| 30 May | 24750.70 | 900 | -446.5 | 11.80 | 2 | 0 | 0 | |||
| 29 May | 24833.60 | 1346.5 | 0 | - | 0 | 0 | 0 | |||
| 28 May | 24752.45 | 1346.5 | 0 | - | 0 | 0 | 0 | |||
| 27 May | 24826.20 | 1346.5 | 0 | - | 0 | 0 | 0 | |||
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| 26 May | 25001.15 | 1346.5 | 0 | - | 0 | 0 | 0 | |||
| 23 May | 24853.15 | 1346.5 | 0 | - | 0 | 0 | 0 | |||
| 22 May | 24609.70 | 1346.5 | 0 | - | 0 | 0 | 0 | |||
| 21 May | 24813.45 | 1346.5 | 0 | - | 0 | 0 | 0 | |||
| 20 May | 24683.90 | 1346.5 | 0 | - | 0 | 0 | 0 | |||
| 19 May | 24945.45 | 1346.5 | 0 | - | 0 | 0 | 0 | |||
| 16 May | 25019.80 | 1346.5 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 24000 expiring on 19JUN2025
Delta for 24000 CE is -
Historical price for 24000 CE is as follows
On 13 Jun NIFTY was trading at 24718.60. The strike last trading price was 731.9, which was -173.75 lower than the previous day. The implied volatity was -, the open interest changed by 2341 which increased total open position to 4498
On 12 Jun NIFTY was trading at 0.00. The strike last trading price was 881.8, which was -299.45 lower than the previous day. The implied volatity was -, the open interest changed by 771 which increased total open position to 2157
On 11 Jun NIFTY was trading at 25141.40. The strike last trading price was 1170, which was 40.2 higher than the previous day. The implied volatity was -, the open interest changed by 1134 which increased total open position to 1386
On 10 Jun NIFTY was trading at 25104.25. The strike last trading price was 1124.9, which was -31.9 lower than the previous day. The implied volatity was -, the open interest changed by 83 which increased total open position to 252
On 9 Jun NIFTY was trading at 25103.20. The strike last trading price was 1158.95, which was 71.6 higher than the previous day. The implied volatity was -, the open interest changed by 56 which increased total open position to 169
On 6 Jun NIFTY was trading at 25003.05. The strike last trading price was 1086.5, which was 209.9 higher than the previous day. The implied volatity was 9.41, the open interest changed by 46 which increased total open position to 113
On 5 Jun NIFTY was trading at 24750.90. The strike last trading price was 880.65, which was 110.95 higher than the previous day. The implied volatity was 13.47, the open interest changed by -31 which decreased total open position to 67
On 4 Jun NIFTY was trading at 24620.20. The strike last trading price was 766.1, which was 22.65 higher than the previous day. The implied volatity was 14.15, the open interest changed by 65 which increased total open position to 98
On 3 Jun NIFTY was trading at 24542.50. The strike last trading price was 738, which was -172.3 lower than the previous day. The implied volatity was 15.73, the open interest changed by 28 which increased total open position to 33
On 2 Jun NIFTY was trading at 24716.60. The strike last trading price was 910.3, which was 10.3 higher than the previous day. The implied volatity was 18.32, the open interest changed by 5 which increased total open position to 5
On 30 May NIFTY was trading at 24750.70. The strike last trading price was 900, which was -446.5 lower than the previous day. The implied volatity was 11.80, 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 1346.5, 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 1346.5, 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 1346.5, 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 1346.5, 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 1346.5, 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 1346.5, 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 1346.5, 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 1346.5, 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 1346.5, 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 1346.5, 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 24000 PE | |||||||
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Delta: -0.11
Vega: 5.86
Theta: -9.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Jun | 24718.60 | 33.5 | 22.5 | 20.24 | 12,23,849 | 25,346 | 93,585 |
| 12 Jun | 0.00 | 12.9 | 5.95 | 16.64 | 2,45,786 | 30,868 | 68,239 |
| 11 Jun | 25141.40 | 7.45 | -2.65 | 17.33 | 90,843 | 21,448 | 37,371 |
| 10 Jun | 25104.25 | 10 | -5.95 | 16.89 | 41,080 | 6,341 | 15,923 |
| 9 Jun | 25103.20 | 16.1 | -10.55 | 17.81 | 26,055 | 2,250 | 9,582 |
| 6 Jun | 25003.05 | 27.8 | -21.5 | 16.74 | 32,198 | 2,361 | 7,332 |
| 5 Jun | 24750.90 | 50.7 | -30.4 | 16.03 | 12,825 | 2,402 | 4,971 |
| 4 Jun | 24620.20 | 82.6 | -39.95 | 16.31 | 6,742 | 429 | 2,569 |
| 3 Jun | 24542.50 | 128.4 | 16.25 | 17.94 | 5,358 | 736 | 2,140 |
| 2 Jun | 24716.60 | 121 | 23.4 | 19.16 | 2,340 | 461 | 1,404 |
| 30 May | 24750.70 | 101 | 14.75 | 17.23 | 1,243 | 333 | 943 |
| 29 May | 24833.60 | 86.55 | -50.75 | 17.55 | 1,118 | 298 | 610 |
| 28 May | 24752.45 | 136.1 | -2.55 | 18.92 | 459 | -40 | 312 |
| 27 May | 24826.20 | 135.15 | 19.8 | 19.46 | 937 | 154 | 352 |
| 26 May | 25001.15 | 117 | -17.5 | 19.76 | 326 | 16 | 198 |
| 23 May | 24853.15 | 133.6 | -43 | 18.29 | 343 | 2 | 182 |
| 22 May | 24609.70 | 170 | 9.35 | 17.60 | 222 | 98 | 180 |
| 21 May | 24813.45 | 170 | 0.7 | 19.13 | 139 | 55 | 82 |
| 20 May | 24683.90 | 163 | 23 | 17.63 | 41 | 4 | 27 |
| 19 May | 24945.45 | 140 | 15.4 | 18.47 | 19 | 10 | 23 |
| 16 May | 25019.80 | 123.15 | -7.75 | 17.69 | 16 | 13 | 13 |
For Nifty - strike price 24000 expiring on 19JUN2025
Delta for 24000 PE is -0.11
Historical price for 24000 PE is as follows
On 13 Jun NIFTY was trading at 24718.60. The strike last trading price was 33.5, which was 22.5 higher than the previous day. The implied volatity was 20.24, the open interest changed by 25346 which increased total open position to 93585
On 12 Jun NIFTY was trading at 0.00. The strike last trading price was 12.9, which was 5.95 higher than the previous day. The implied volatity was 16.64, the open interest changed by 30868 which increased total open position to 68239
On 11 Jun NIFTY was trading at 25141.40. The strike last trading price was 7.45, which was -2.65 lower than the previous day. The implied volatity was 17.33, the open interest changed by 21448 which increased total open position to 37371
On 10 Jun NIFTY was trading at 25104.25. The strike last trading price was 10, which was -5.95 lower than the previous day. The implied volatity was 16.89, the open interest changed by 6341 which increased total open position to 15923
On 9 Jun NIFTY was trading at 25103.20. The strike last trading price was 16.1, which was -10.55 lower than the previous day. The implied volatity was 17.81, the open interest changed by 2250 which increased total open position to 9582
On 6 Jun NIFTY was trading at 25003.05. The strike last trading price was 27.8, which was -21.5 lower than the previous day. The implied volatity was 16.74, the open interest changed by 2361 which increased total open position to 7332
On 5 Jun NIFTY was trading at 24750.90. The strike last trading price was 50.7, which was -30.4 lower than the previous day. The implied volatity was 16.03, the open interest changed by 2402 which increased total open position to 4971
On 4 Jun NIFTY was trading at 24620.20. The strike last trading price was 82.6, which was -39.95 lower than the previous day. The implied volatity was 16.31, the open interest changed by 429 which increased total open position to 2569
On 3 Jun NIFTY was trading at 24542.50. The strike last trading price was 128.4, which was 16.25 higher than the previous day. The implied volatity was 17.94, the open interest changed by 736 which increased total open position to 2140
On 2 Jun NIFTY was trading at 24716.60. The strike last trading price was 121, which was 23.4 higher than the previous day. The implied volatity was 19.16, the open interest changed by 461 which increased total open position to 1404
On 30 May NIFTY was trading at 24750.70. The strike last trading price was 101, which was 14.75 higher than the previous day. The implied volatity was 17.23, the open interest changed by 333 which increased total open position to 943
On 29 May NIFTY was trading at 24833.60. The strike last trading price was 86.55, which was -50.75 lower than the previous day. The implied volatity was 17.55, the open interest changed by 298 which increased total open position to 610
On 28 May NIFTY was trading at 24752.45. The strike last trading price was 136.1, which was -2.55 lower than the previous day. The implied volatity was 18.92, the open interest changed by -40 which decreased total open position to 312
On 27 May NIFTY was trading at 24826.20. The strike last trading price was 135.15, which was 19.8 higher than the previous day. The implied volatity was 19.46, the open interest changed by 154 which increased total open position to 352
On 26 May NIFTY was trading at 25001.15. The strike last trading price was 117, which was -17.5 lower than the previous day. The implied volatity was 19.76, the open interest changed by 16 which increased total open position to 198
On 23 May NIFTY was trading at 24853.15. The strike last trading price was 133.6, which was -43 lower than the previous day. The implied volatity was 18.29, the open interest changed by 2 which increased total open position to 182
On 22 May NIFTY was trading at 24609.70. The strike last trading price was 170, which was 9.35 higher than the previous day. The implied volatity was 17.60, the open interest changed by 98 which increased total open position to 180
On 21 May NIFTY was trading at 24813.45. The strike last trading price was 170, which was 0.7 higher than the previous day. The implied volatity was 19.13, the open interest changed by 55 which increased total open position to 82
On 20 May NIFTY was trading at 24683.90. The strike last trading price was 163, which was 23 higher than the previous day. The implied volatity was 17.63, the open interest changed by 4 which increased total open position to 27
On 19 May NIFTY was trading at 24945.45. The strike last trading price was 140, which was 15.4 higher than the previous day. The implied volatity was 18.47, the open interest changed by 10 which increased total open position to 23
On 16 May NIFTY was trading at 25019.80. The strike last trading price was 123.15, which was -7.75 lower than the previous day. The implied volatity was 17.69, the open interest changed by 13 which increased total open position to 13
