NIFTY
Nifty
Historical option data for NIFTY
10 Jul 2025 04:10 PM IST
| NIFTY 10JUL2025 24350 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 | 1006.8 | -136.85 | - | 45 | 13 | 48 | |||
| 9 Jul | 25476.10 | 1143.65 | 13.15 | 57.77 | 38 | 20 | 35 | |||
| 8 Jul | 25522.50 | 1130.5 | 12.45 | - | 36 | -1 | 15 | |||
| 7 Jul | 25461.30 | 1118.05 | 79.55 | - | 12 | -2 | 16 | |||
| 4 Jul | 25461.00 | 1038.5 | -64 | - | 37 | 5 | 18 | |||
| 3 Jul | 25405.30 | 1100 | 0.95 | 16.59 | 4 | 3 | 13 | |||
| 2 Jul | 25453.40 | 1099.05 | -120.95 | - | 2 | 2 | 10 | |||
| 1 Jul | 25541.80 | 1220 | 9.25 | - | 1 | 0 | 8 | |||
| 30 Jun | 25517.05 | 1220 | -68 | - | 5 | 0 | 8 | |||
| 27 Jun | 25637.80 | 1288 | 317.6 | - | 3 | 8 | 8 | |||
| 26 Jun | 25549.00 | 970.4 | 0 | 0.00 | 0 | 6 | 0 | |||
| 25 Jun | 25244.75 | 970.4 | 132.2 | - | 7 | 6 | 8 | |||
| 24 Jun | 25044.35 | 838.2 | 41.6 | 8.84 | 1 | 1 | 2 | |||
| 23 Jun | 24971.90 | 796.6 | -71.95 | 14.65 | 1 | 1 | 1 | |||
| 20 Jun | 25112.40 | 868.55 | 25.6 | 8.10 | 1 | 0 | 0 | |||
| 19 Jun | 24793.25 | 842.95 | 0 | - | 0 | 0 | 0 | |||
| 18 Jun | 24812.05 | 842.95 | 0 | - | 0 | 0 | 0 | |||
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| 17 Jun | 24853.40 | 842.95 | 0 | - | 0 | 0 | 0 | |||
| 16 Jun | 24946.50 | 842.95 | 0 | - | 0 | 0 | 0 | |||
| 13 Jun | 24718.60 | 842.95 | 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 24350 expiring on 10JUL2025
Delta for 24350 CE is -
Historical price for 24350 CE is as follows
On 10 Jul NIFTY was trading at 25355.25. The strike last trading price was 1006.8, which was -136.85 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 48
On 9 Jul NIFTY was trading at 25476.10. The strike last trading price was 1143.65, which was 13.15 higher than the previous day. The implied volatity was 57.77, the open interest changed by 20 which increased total open position to 35
On 8 Jul NIFTY was trading at 25522.50. The strike last trading price was 1130.5, which was 12.45 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 15
On 7 Jul NIFTY was trading at 25461.30. The strike last trading price was 1118.05, which was 79.55 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 16
On 4 Jul NIFTY was trading at 25461.00. The strike last trading price was 1038.5, which was -64 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 18
On 3 Jul NIFTY was trading at 25405.30. The strike last trading price was 1100, which was 0.95 higher than the previous day. The implied volatity was 16.59, the open interest changed by 3 which increased total open position to 13
On 2 Jul NIFTY was trading at 25453.40. The strike last trading price was 1099.05, which was -120.95 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 10
On 1 Jul NIFTY was trading at 25541.80. The strike last trading price was 1220, which was 9.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 30 Jun NIFTY was trading at 25517.05. The strike last trading price was 1220, which was -68 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 27 Jun NIFTY was trading at 25637.80. The strike last trading price was 1288, which was 317.6 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
On 26 Jun NIFTY was trading at 25549.00. The strike last trading price was 970.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 25 Jun NIFTY was trading at 25244.75. The strike last trading price was 970.4, which was 132.2 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 8
On 24 Jun NIFTY was trading at 25044.35. The strike last trading price was 838.2, which was 41.6 higher than the previous day. The implied volatity was 8.84, the open interest changed by 1 which increased total open position to 2
On 23 Jun NIFTY was trading at 24971.90. The strike last trading price was 796.6, which was -71.95 lower than the previous day. The implied volatity was 14.65, 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 868.55, which was 25.6 higher than the previous day. The implied volatity was 8.10, 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 842.95, 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 842.95, 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 842.95, 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 842.95, 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 842.95, 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 24350 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 | -0.75 | - | 90,705 | 1,317 | 7,678 |
| 9 Jul | 25476.10 | 0.8 | -0.75 | 33.96 | 44,123 | -18 | 6,361 |
| 8 Jul | 25522.50 | 1.5 | -1.2 | 27.18 | 49,170 | -364 | 6,379 |
| 7 Jul | 25461.30 | 2.55 | -1.6 | 22.72 | 67,688 | 2,655 | 6,743 |
| 4 Jul | 25461.00 | 4.2 | -0.9 | 17.71 | 71,586 | 2,123 | 4,088 |
| 3 Jul | 25405.30 | 4.6 | -2.05 | 15.87 | 11,402 | 987 | 1,965 |
| 2 Jul | 25453.40 | 6.35 | 0.15 | 16.25 | 3,129 | 420 | 978 |
| 1 Jul | 25541.80 | 5.65 | -4.3 | 16.06 | 1,015 | -8 | 558 |
| 30 Jun | 25517.05 | 9.25 | -3.1 | 16.43 | 1,748 | 257 | 566 |
| 27 Jun | 25637.80 | 12.2 | -10.6 | 16.49 | 1,117 | -2 | 309 |
| 26 Jun | 25549.00 | 21.5 | -16.4 | 16.86 | 786 | 188 | 311 |
| 25 Jun | 25244.75 | 38.5 | -28.3 | 15.58 | 199 | -1 | 123 |
| 24 Jun | 25044.35 | 64.4 | -37.45 | 15.72 | 497 | 36 | 124 |
| 23 Jun | 24971.90 | 101.5 | 7.95 | 16.55 | 321 | 45 | 88 |
| 20 Jun | 25112.40 | 94.05 | -70.15 | 16.47 | 113 | 23 | 43 |
| 19 Jun | 24793.25 | 166 | -3.75 | 15.95 | 56 | 1 | 20 |
| 18 Jun | 24812.05 | 169.75 | 19.75 | 16.60 | 35 | -4 | 19 |
| 17 Jun | 24853.40 | 150 | -29.85 | 15.86 | 32 | -10 | 23 |
| 16 Jun | 24946.50 | 179.85 | -51.45 | 18.34 | 22 | 8 | 33 |
| 13 Jun | 24718.60 | 233.85 | 72 | 17.44 | 25 | 22 | 25 |
| 12 Jun | 0.00 | 161.85 | -127.25 | 15.53 | 4 | 3 | 3 |
| 11 Jun | 25141.40 | 289.1 | 0 | 3.26 | 0 | 0 | 0 |
| 10 Jun | 25104.25 | 289.1 | 0 | 3.11 | 0 | 0 | 0 |
| 9 Jun | 25103.20 | 289.1 | 0 | 3.12 | 0 | 0 | 0 |
| 6 Jun | 25003.05 | 289.1 | 0 | 2.75 | 0 | 0 | 0 |
For Nifty - strike price 24350 expiring on 10JUL2025
Delta for 24350 PE is -
Historical price for 24350 PE is as follows
On 10 Jul NIFTY was trading at 25355.25. The strike last trading price was 0.05, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 1317 which increased total open position to 7678
On 9 Jul NIFTY was trading at 25476.10. The strike last trading price was 0.8, which was -0.75 lower than the previous day. The implied volatity was 33.96, the open interest changed by -18 which decreased total open position to 6361
On 8 Jul NIFTY was trading at 25522.50. The strike last trading price was 1.5, which was -1.2 lower than the previous day. The implied volatity was 27.18, the open interest changed by -364 which decreased total open position to 6379
On 7 Jul NIFTY was trading at 25461.30. The strike last trading price was 2.55, which was -1.6 lower than the previous day. The implied volatity was 22.72, the open interest changed by 2655 which increased total open position to 6743
On 4 Jul NIFTY was trading at 25461.00. The strike last trading price was 4.2, which was -0.9 lower than the previous day. The implied volatity was 17.71, the open interest changed by 2123 which increased total open position to 4088
On 3 Jul NIFTY was trading at 25405.30. The strike last trading price was 4.6, which was -2.05 lower than the previous day. The implied volatity was 15.87, the open interest changed by 987 which increased total open position to 1965
On 2 Jul NIFTY was trading at 25453.40. The strike last trading price was 6.35, which was 0.15 higher than the previous day. The implied volatity was 16.25, the open interest changed by 420 which increased total open position to 978
On 1 Jul NIFTY was trading at 25541.80. The strike last trading price was 5.65, which was -4.3 lower than the previous day. The implied volatity was 16.06, the open interest changed by -8 which decreased total open position to 558
On 30 Jun NIFTY was trading at 25517.05. The strike last trading price was 9.25, which was -3.1 lower than the previous day. The implied volatity was 16.43, the open interest changed by 257 which increased total open position to 566
On 27 Jun NIFTY was trading at 25637.80. The strike last trading price was 12.2, which was -10.6 lower than the previous day. The implied volatity was 16.49, the open interest changed by -2 which decreased total open position to 309
On 26 Jun NIFTY was trading at 25549.00. The strike last trading price was 21.5, which was -16.4 lower than the previous day. The implied volatity was 16.86, the open interest changed by 188 which increased total open position to 311
On 25 Jun NIFTY was trading at 25244.75. The strike last trading price was 38.5, which was -28.3 lower than the previous day. The implied volatity was 15.58, the open interest changed by -1 which decreased total open position to 123
On 24 Jun NIFTY was trading at 25044.35. The strike last trading price was 64.4, which was -37.45 lower than the previous day. The implied volatity was 15.72, the open interest changed by 36 which increased total open position to 124
On 23 Jun NIFTY was trading at 24971.90. The strike last trading price was 101.5, which was 7.95 higher than the previous day. The implied volatity was 16.55, the open interest changed by 45 which increased total open position to 88
On 20 Jun NIFTY was trading at 25112.40. The strike last trading price was 94.05, which was -70.15 lower than the previous day. The implied volatity was 16.47, the open interest changed by 23 which increased total open position to 43
On 19 Jun NIFTY was trading at 24793.25. The strike last trading price was 166, which was -3.75 lower than the previous day. The implied volatity was 15.95, the open interest changed by 1 which increased total open position to 20
On 18 Jun NIFTY was trading at 24812.05. The strike last trading price was 169.75, which was 19.75 higher than the previous day. The implied volatity was 16.60, the open interest changed by -4 which decreased total open position to 19
On 17 Jun NIFTY was trading at 24853.40. The strike last trading price was 150, which was -29.85 lower than the previous day. The implied volatity was 15.86, the open interest changed by -10 which decreased total open position to 23
On 16 Jun NIFTY was trading at 24946.50. The strike last trading price was 179.85, which was -51.45 lower than the previous day. The implied volatity was 18.34, the open interest changed by 8 which increased total open position to 33
On 13 Jun NIFTY was trading at 24718.60. The strike last trading price was 233.85, which was 72 higher than the previous day. The implied volatity was 17.44, the open interest changed by 22 which increased total open position to 25
On 12 Jun NIFTY was trading at 0.00. The strike last trading price was 161.85, which was -127.25 lower than the previous day. The implied volatity was 15.53, the open interest changed by 3 which increased total open position to 3
On 11 Jun NIFTY was trading at 25141.40. The strike last trading price was 289.1, which was 0 lower than the previous day. The implied volatity was 3.26, 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 289.1, which was 0 lower than the previous day. The implied volatity was 3.11, 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 289.1, which was 0 lower than the previous day. The implied volatity was 3.12, 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 289.1, which was 0 lower than the previous day. The implied volatity was 2.75, the open interest changed by 0 which decreased total open position to 0
