NIFTY
Nifty
Historical option data for NIFTY
17 Jun 2025 04:10 PM IST
| NIFTY 19JUN2025 24400 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Jun | 24853.40 | 452 | -133.2 | - | 6,310 | -372 | 1,352 | |||
| 16 Jun | 24946.50 | 585 | 214.45 | 20.39 | 16,019 | -559 | 1,724 | |||
| 13 Jun | 24718.60 | 384 | -147.9 | 8.20 | 90,633 | 1,621 | 2,283 | |||
| 12 Jun | 0.00 | 513 | -279.6 | 9.71 | 1,385 | 230 | 662 | |||
| 11 Jun | 25141.40 | 780.8 | 31.8 | 9.04 | 621 | 156 | 432 | |||
| 10 Jun | 25104.25 | 744 | -38 | - | 225 | -11 | 276 | |||
| 9 Jun | 25103.20 | 786.2 | 63.35 | 12.74 | 169 | 38 | 287 | |||
| 6 Jun | 25003.05 | 720.05 | 177.7 | 12.12 | 659 | 64 | 249 | |||
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| 5 Jun | 24750.90 | 547.15 | 74.35 | 13.51 | 689 | -116 | 185 | |||
| 4 Jun | 24620.20 | 464.95 | -6.2 | 14.25 | 643 | 195 | 301 | |||
| 3 Jun | 24542.50 | 462.4 | -149.5 | 15.95 | 197 | 75 | 106 | |||
| 2 Jun | 24716.60 | 586.2 | -33.8 | 16.49 | 120 | 30 | 31 | |||
| 30 May | 24750.70 | 620 | -57.35 | 14.53 | 4 | 0 | 1 | |||
| 29 May | 24833.60 | 677.35 | -45.2 | 10.87 | 3 | 1 | 1 | |||
| 28 May | 24752.45 | 722.55 | -33.25 | 17.71 | 2 | -2 | 0 | |||
| 27 May | 24826.20 | 755.8 | 7.7 | 15.93 | 2 | 2 | 2 | |||
| 26 May | 25001.15 | 748.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 23 May | 24853.15 | 748.1 | 152.45 | 13.02 | 10 | 0 | 2 | |||
| 22 May | 24609.70 | 595.65 | -202.3 | 12.72 | 2 | 2 | 2 | |||
| 21 May | 24813.45 | 797.95 | -243.2 | 15.90 | 2 | 0 | 0 | |||
| 20 May | 24683.90 | 1041.15 | 0 | - | 0 | 0 | 0 | |||
| 19 May | 24945.45 | 1041.15 | 0 | - | 0 | 0 | 0 | |||
| 16 May | 25019.80 | 1041.15 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 24400 expiring on 19JUN2025
Delta for 24400 CE is -
Historical price for 24400 CE is as follows
On 17 Jun NIFTY was trading at 24853.40. The strike last trading price was 452, which was -133.2 lower than the previous day. The implied volatity was -, the open interest changed by -372 which decreased total open position to 1352
On 16 Jun NIFTY was trading at 24946.50. The strike last trading price was 585, which was 214.45 higher than the previous day. The implied volatity was 20.39, the open interest changed by -559 which decreased total open position to 1724
On 13 Jun NIFTY was trading at 24718.60. The strike last trading price was 384, which was -147.9 lower than the previous day. The implied volatity was 8.20, the open interest changed by 1621 which increased total open position to 2283
On 12 Jun NIFTY was trading at 0.00. The strike last trading price was 513, which was -279.6 lower than the previous day. The implied volatity was 9.71, the open interest changed by 230 which increased total open position to 662
On 11 Jun NIFTY was trading at 25141.40. The strike last trading price was 780.8, which was 31.8 higher than the previous day. The implied volatity was 9.04, the open interest changed by 156 which increased total open position to 432
On 10 Jun NIFTY was trading at 25104.25. The strike last trading price was 744, which was -38 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 276
On 9 Jun NIFTY was trading at 25103.20. The strike last trading price was 786.2, which was 63.35 higher than the previous day. The implied volatity was 12.74, the open interest changed by 38 which increased total open position to 287
On 6 Jun NIFTY was trading at 25003.05. The strike last trading price was 720.05, which was 177.7 higher than the previous day. The implied volatity was 12.12, the open interest changed by 64 which increased total open position to 249
On 5 Jun NIFTY was trading at 24750.90. The strike last trading price was 547.15, which was 74.35 higher than the previous day. The implied volatity was 13.51, the open interest changed by -116 which decreased total open position to 185
On 4 Jun NIFTY was trading at 24620.20. The strike last trading price was 464.95, which was -6.2 lower than the previous day. The implied volatity was 14.25, the open interest changed by 195 which increased total open position to 301
On 3 Jun NIFTY was trading at 24542.50. The strike last trading price was 462.4, which was -149.5 lower than the previous day. The implied volatity was 15.95, the open interest changed by 75 which increased total open position to 106
On 2 Jun NIFTY was trading at 24716.60. The strike last trading price was 586.2, which was -33.8 lower than the previous day. The implied volatity was 16.49, the open interest changed by 30 which increased total open position to 31
On 30 May NIFTY was trading at 24750.70. The strike last trading price was 620, which was -57.35 lower than the previous day. The implied volatity was 14.53, the open interest changed by 0 which decreased total open position to 1
On 29 May NIFTY was trading at 24833.60. The strike last trading price was 677.35, which was -45.2 lower than the previous day. The implied volatity was 10.87, the open interest changed by 1 which increased total open position to 1
On 28 May NIFTY was trading at 24752.45. The strike last trading price was 722.55, which was -33.25 lower than the previous day. The implied volatity was 17.71, the open interest changed by -2 which decreased total open position to 0
On 27 May NIFTY was trading at 24826.20. The strike last trading price was 755.8, which was 7.7 higher than the previous day. The implied volatity was 15.93, the open interest changed by 2 which increased total open position to 2
On 26 May NIFTY was trading at 25001.15. The strike last trading price was 748.1, 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 23 May NIFTY was trading at 24853.15. The strike last trading price was 748.1, which was 152.45 higher than the previous day. The implied volatity was 13.02, the open interest changed by 0 which decreased total open position to 2
On 22 May NIFTY was trading at 24609.70. The strike last trading price was 595.65, which was -202.3 lower than the previous day. The implied volatity was 12.72, the open interest changed by 2 which increased total open position to 2
On 21 May NIFTY was trading at 24813.45. The strike last trading price was 797.95, which was -243.2 lower than the previous day. The implied volatity was 15.90, 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 1041.15, 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 1041.15, 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 1041.15, 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 24400 PE | |||||||
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Delta: -0.11
Vega: 3.54
Theta: -17.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Jun | 24853.40 | 21.1 | -6.5 | 20.65 | 5,55,502 | -3,853 | 42,100 |
| 16 Jun | 24946.50 | 25.95 | -62.1 | 20.82 | 6,75,179 | 10,578 | 45,953 |
| 13 Jun | 24718.60 | 83.25 | 46.45 | 17.72 | 8,53,440 | 10,399 | 35,375 |
| 12 Jun | 0.00 | 42.1 | 25.55 | 14.80 | 1,38,564 | 14,998 | 24,976 |
| 11 Jun | 25141.40 | 15.25 | -10.5 | 14.20 | 44,060 | 3,269 | 9,978 |
| 10 Jun | 25104.25 | 26.1 | -13.35 | 14.86 | 24,375 | 2,214 | 6,709 |
| 9 Jun | 25103.20 | 38.8 | -24.75 | 16.03 | 11,569 | 971 | 4,495 |
| 6 Jun | 25003.05 | 63.55 | -53.65 | 15.36 | 17,029 | 1,836 | 3,524 |
| 5 Jun | 24750.90 | 117.7 | -64.4 | 15.14 | 5,224 | 1,066 | 1,688 |
| 4 Jun | 24620.20 | 184.4 | -57.55 | 15.99 | 1,556 | 4 | 622 |
| 3 Jun | 24542.50 | 251 | 30.7 | 17.67 | 1,126 | -5 | 618 |
| 2 Jun | 24716.60 | 225.6 | 36.7 | 18.74 | 728 | 128 | 623 |
| 30 May | 24750.70 | 192.95 | 23.3 | 16.76 | 873 | 355 | 495 |
| 29 May | 24833.60 | 165.35 | -78.4 | 17.09 | 141 | 26 | 140 |
| 28 May | 24752.45 | 243.1 | 3.1 | 18.79 | 56 | 9 | 114 |
| 27 May | 24826.20 | 240 | 50 | 19.47 | 59 | -4 | 105 |
| 26 May | 25001.15 | 190 | -29.7 | 18.89 | 80 | 18 | 109 |
| 23 May | 24853.15 | 215.5 | -65.65 | 17.42 | 256 | 67 | 91 |
| 22 May | 24609.70 | 276 | 20.4 | 16.94 | 91 | -25 | 24 |
| 21 May | 24813.45 | 255.6 | -11.25 | 18.05 | 57 | 38 | 49 |
| 20 May | 24683.90 | 265.85 | 83.25 | 17.14 | 13 | 11 | 11 |
| 19 May | 24945.45 | 182.6 | 0 | 0.00 | 0 | 2 | 0 |
| 16 May | 25019.80 | 182.6 | -40.45 | 16.46 | 4 | 2 | 2 |
For Nifty - strike price 24400 expiring on 19JUN2025
Delta for 24400 PE is -0.11
Historical price for 24400 PE is as follows
On 17 Jun NIFTY was trading at 24853.40. The strike last trading price was 21.1, which was -6.5 lower than the previous day. The implied volatity was 20.65, the open interest changed by -3853 which decreased total open position to 42100
On 16 Jun NIFTY was trading at 24946.50. The strike last trading price was 25.95, which was -62.1 lower than the previous day. The implied volatity was 20.82, the open interest changed by 10578 which increased total open position to 45953
On 13 Jun NIFTY was trading at 24718.60. The strike last trading price was 83.25, which was 46.45 higher than the previous day. The implied volatity was 17.72, the open interest changed by 10399 which increased total open position to 35375
On 12 Jun NIFTY was trading at 0.00. The strike last trading price was 42.1, which was 25.55 higher than the previous day. The implied volatity was 14.80, the open interest changed by 14998 which increased total open position to 24976
On 11 Jun NIFTY was trading at 25141.40. The strike last trading price was 15.25, which was -10.5 lower than the previous day. The implied volatity was 14.20, the open interest changed by 3269 which increased total open position to 9978
On 10 Jun NIFTY was trading at 25104.25. The strike last trading price was 26.1, which was -13.35 lower than the previous day. The implied volatity was 14.86, the open interest changed by 2214 which increased total open position to 6709
On 9 Jun NIFTY was trading at 25103.20. The strike last trading price was 38.8, which was -24.75 lower than the previous day. The implied volatity was 16.03, the open interest changed by 971 which increased total open position to 4495
On 6 Jun NIFTY was trading at 25003.05. The strike last trading price was 63.55, which was -53.65 lower than the previous day. The implied volatity was 15.36, the open interest changed by 1836 which increased total open position to 3524
On 5 Jun NIFTY was trading at 24750.90. The strike last trading price was 117.7, which was -64.4 lower than the previous day. The implied volatity was 15.14, the open interest changed by 1066 which increased total open position to 1688
On 4 Jun NIFTY was trading at 24620.20. The strike last trading price was 184.4, which was -57.55 lower than the previous day. The implied volatity was 15.99, the open interest changed by 4 which increased total open position to 622
On 3 Jun NIFTY was trading at 24542.50. The strike last trading price was 251, which was 30.7 higher than the previous day. The implied volatity was 17.67, the open interest changed by -5 which decreased total open position to 618
On 2 Jun NIFTY was trading at 24716.60. The strike last trading price was 225.6, which was 36.7 higher than the previous day. The implied volatity was 18.74, the open interest changed by 128 which increased total open position to 623
On 30 May NIFTY was trading at 24750.70. The strike last trading price was 192.95, which was 23.3 higher than the previous day. The implied volatity was 16.76, the open interest changed by 355 which increased total open position to 495
On 29 May NIFTY was trading at 24833.60. The strike last trading price was 165.35, which was -78.4 lower than the previous day. The implied volatity was 17.09, the open interest changed by 26 which increased total open position to 140
On 28 May NIFTY was trading at 24752.45. The strike last trading price was 243.1, which was 3.1 higher than the previous day. The implied volatity was 18.79, the open interest changed by 9 which increased total open position to 114
On 27 May NIFTY was trading at 24826.20. The strike last trading price was 240, which was 50 higher than the previous day. The implied volatity was 19.47, the open interest changed by -4 which decreased total open position to 105
On 26 May NIFTY was trading at 25001.15. The strike last trading price was 190, which was -29.7 lower than the previous day. The implied volatity was 18.89, the open interest changed by 18 which increased total open position to 109
On 23 May NIFTY was trading at 24853.15. The strike last trading price was 215.5, which was -65.65 lower than the previous day. The implied volatity was 17.42, the open interest changed by 67 which increased total open position to 91
On 22 May NIFTY was trading at 24609.70. The strike last trading price was 276, which was 20.4 higher than the previous day. The implied volatity was 16.94, the open interest changed by -25 which decreased total open position to 24
On 21 May NIFTY was trading at 24813.45. The strike last trading price was 255.6, which was -11.25 lower than the previous day. The implied volatity was 18.05, the open interest changed by 38 which increased total open position to 49
On 20 May NIFTY was trading at 24683.90. The strike last trading price was 265.85, which was 83.25 higher than the previous day. The implied volatity was 17.14, the open interest changed by 11 which increased total open position to 11
On 19 May NIFTY was trading at 24945.45. The strike last trading price was 182.6, 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 16 May NIFTY was trading at 25019.80. The strike last trading price was 182.6, which was -40.45 lower than the previous day. The implied volatity was 16.46, the open interest changed by 2 which increased total open position to 2
