NIFTY
Nifty
Historical option data for NIFTY
19 Jun 2025 04:10 PM IST
NIFTY 19JUN2025 24600 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
19 Jun | 24793.25 | 193.4 | -32.65 | - | 2,78,376 | -5,375 | 7,787 | |||
18 Jun | 24812.05 | 217.7 | -57.95 | 14.47 | 2,60,415 | 1,199 | 13,162 | |||
17 Jun | 24853.40 | 274 | -129.55 | 14.08 | 78,353 | -2,112 | 11,963 | |||
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16 Jun | 24946.50 | 400.05 | 173.2 | 17.81 | 1,75,744 | -7,169 | 14,075 | |||
13 Jun | 24718.60 | 238.5 | -124.05 | 10.47 | 13,89,432 | 18,616 | 21,244 | |||
12 Jun | 0.00 | 353 | -256.7 | 11.43 | 7,255 | 1,336 | 2,628 | |||
11 Jun | 25141.40 | 592.15 | 27.9 | 10.56 | 2,082 | 344 | 1,292 | |||
10 Jun | 25104.25 | 560.9 | -50.35 | 9.02 | 545 | -82 | 948 | |||
9 Jun | 25103.20 | 611.4 | 52.15 | 13.21 | 1,199 | 15 | 1,030 | |||
6 Jun | 25003.05 | 551.6 | 149.9 | 12.16 | 5,526 | -286 | 1,015 | |||
5 Jun | 24750.90 | 407.75 | 56.9 | 13.53 | 3,852 | 100 | 1,301 | |||
4 Jun | 24620.20 | 341 | -18.9 | 14.15 | 4,058 | 684 | 1,201 | |||
3 Jun | 24542.50 | 364.05 | -112.25 | 16.64 | 2,186 | 294 | 517 | |||
2 Jun | 24716.60 | 463.95 | -32.8 | 16.64 | 1,181 | 153 | 223 | |||
30 May | 24750.70 | 493 | -44.9 | 14.78 | 99 | 40 | 70 | |||
29 May | 24833.60 | 535.35 | -5.65 | 11.62 | 24 | 7 | 30 | |||
28 May | 24752.45 | 541 | -81.05 | 15.30 | 39 | 9 | 23 | |||
27 May | 24826.20 | 622.05 | -125.85 | 16.02 | 25 | 0 | 14 | |||
26 May | 25001.15 | 747.9 | 125.3 | 16.21 | 14 | -4 | 14 | |||
23 May | 24853.15 | 622.6 | 121.95 | 13.77 | 71 | -9 | 18 | |||
22 May | 24609.70 | 502.05 | -401.25 | 13.97 | 51 | 27 | 27 | |||
21 May | 24813.45 | 903.3 | 0 | - | 0 | 0 | 0 | |||
20 May | 24683.90 | 903.3 | 0 | - | 0 | 0 | 0 | |||
19 May | 24945.45 | 903.3 | 0 | - | 0 | 0 | 0 | |||
16 May | 25019.80 | 903.3 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 24600 expiring on 19JUN2025
Delta for 24600 CE is -
Historical price for 24600 CE is as follows
On 19 Jun NIFTY was trading at 24793.25. The strike last trading price was 193.4, which was -32.65 lower than the previous day. The implied volatity was -, the open interest changed by -5375 which decreased total open position to 7787
On 18 Jun NIFTY was trading at 24812.05. The strike last trading price was 217.7, which was -57.95 lower than the previous day. The implied volatity was 14.47, the open interest changed by 1199 which increased total open position to 13162
On 17 Jun NIFTY was trading at 24853.40. The strike last trading price was 274, which was -129.55 lower than the previous day. The implied volatity was 14.08, the open interest changed by -2112 which decreased total open position to 11963
On 16 Jun NIFTY was trading at 24946.50. The strike last trading price was 400.05, which was 173.2 higher than the previous day. The implied volatity was 17.81, the open interest changed by -7169 which decreased total open position to 14075
On 13 Jun NIFTY was trading at 24718.60. The strike last trading price was 238.5, which was -124.05 lower than the previous day. The implied volatity was 10.47, the open interest changed by 18616 which increased total open position to 21244
On 12 Jun NIFTY was trading at 0.00. The strike last trading price was 353, which was -256.7 lower than the previous day. The implied volatity was 11.43, the open interest changed by 1336 which increased total open position to 2628
On 11 Jun NIFTY was trading at 25141.40. The strike last trading price was 592.15, which was 27.9 higher than the previous day. The implied volatity was 10.56, the open interest changed by 344 which increased total open position to 1292
On 10 Jun NIFTY was trading at 25104.25. The strike last trading price was 560.9, which was -50.35 lower than the previous day. The implied volatity was 9.02, the open interest changed by -82 which decreased total open position to 948
On 9 Jun NIFTY was trading at 25103.20. The strike last trading price was 611.4, which was 52.15 higher than the previous day. The implied volatity was 13.21, the open interest changed by 15 which increased total open position to 1030
On 6 Jun NIFTY was trading at 25003.05. The strike last trading price was 551.6, which was 149.9 higher than the previous day. The implied volatity was 12.16, the open interest changed by -286 which decreased total open position to 1015
On 5 Jun NIFTY was trading at 24750.90. The strike last trading price was 407.75, which was 56.9 higher than the previous day. The implied volatity was 13.53, the open interest changed by 100 which increased total open position to 1301
On 4 Jun NIFTY was trading at 24620.20. The strike last trading price was 341, which was -18.9 lower than the previous day. The implied volatity was 14.15, the open interest changed by 684 which increased total open position to 1201
On 3 Jun NIFTY was trading at 24542.50. The strike last trading price was 364.05, which was -112.25 lower than the previous day. The implied volatity was 16.64, the open interest changed by 294 which increased total open position to 517
On 2 Jun NIFTY was trading at 24716.60. The strike last trading price was 463.95, which was -32.8 lower than the previous day. The implied volatity was 16.64, the open interest changed by 153 which increased total open position to 223
On 30 May NIFTY was trading at 24750.70. The strike last trading price was 493, which was -44.9 lower than the previous day. The implied volatity was 14.78, the open interest changed by 40 which increased total open position to 70
On 29 May NIFTY was trading at 24833.60. The strike last trading price was 535.35, which was -5.65 lower than the previous day. The implied volatity was 11.62, the open interest changed by 7 which increased total open position to 30
On 28 May NIFTY was trading at 24752.45. The strike last trading price was 541, which was -81.05 lower than the previous day. The implied volatity was 15.30, the open interest changed by 9 which increased total open position to 23
On 27 May NIFTY was trading at 24826.20. The strike last trading price was 622.05, which was -125.85 lower than the previous day. The implied volatity was 16.02, the open interest changed by 0 which decreased total open position to 14
On 26 May NIFTY was trading at 25001.15. The strike last trading price was 747.9, which was 125.3 higher than the previous day. The implied volatity was 16.21, the open interest changed by -4 which decreased total open position to 14
On 23 May NIFTY was trading at 24853.15. The strike last trading price was 622.6, which was 121.95 higher than the previous day. The implied volatity was 13.77, the open interest changed by -9 which decreased total open position to 18
On 22 May NIFTY was trading at 24609.70. The strike last trading price was 502.05, which was -401.25 lower than the previous day. The implied volatity was 13.97, the open interest changed by 27 which increased total open position to 27
On 21 May NIFTY was trading at 24813.45. The strike last trading price was 903.3, 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 903.3, 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 903.3, 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 903.3, 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 24600 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
19 Jun | 24793.25 | 0.05 | -26.65 | - | 42,49,829 | 19,671 | 94,052 |
18 Jun | 24812.05 | 27.25 | -13.65 | 18.85 | 24,65,750 | -2,277 | 74,381 |
17 Jun | 24853.40 | 42.5 | -2.9 | 18.06 | 9,47,220 | 1,331 | 76,658 |
16 Jun | 24946.50 | 42.7 | -104.45 | 18.24 | 9,88,616 | 24,590 | 75,327 |
13 Jun | 24718.60 | 139.65 | 66.85 | 17.17 | 17,66,243 | 31,467 | 50,737 |
12 Jun | 0.00 | 81.75 | 51.35 | 14.49 | 1,60,710 | 7,757 | 19,270 |
11 Jun | 25141.40 | 31.4 | -13.7 | 13.73 | 57,318 | 3,550 | 11,513 |
10 Jun | 25104.25 | 46 | -18.55 | 14.17 | 27,735 | 3,423 | 7,963 |
9 Jun | 25103.20 | 64.45 | -34.05 | 15.50 | 14,199 | 962 | 4,540 |
6 Jun | 25003.05 | 101.75 | -76.4 | 15.11 | 18,427 | 820 | 3,578 |
5 Jun | 24750.90 | 177.85 | -81.85 | 14.95 | 6,708 | 868 | 2,758 |
4 Jun | 24620.20 | 260.4 | -66.35 | 15.79 | 4,277 | 1,195 | 1,890 |
3 Jun | 24542.50 | 341 | 50.95 | 17.75 | 1,782 | 243 | 695 |
2 Jun | 24716.60 | 301.35 | 46.5 | 18.67 | 1,609 | 189 | 452 |
30 May | 24750.70 | 259.6 | 30.75 | 16.56 | 435 | 115 | 263 |
29 May | 24833.60 | 221.85 | -90.2 | 16.85 | 102 | 28 | 148 |
28 May | 24752.45 | 315.05 | 12.5 | 18.73 | 103 | 15 | 120 |
27 May | 24826.20 | 302.55 | 57.75 | 19.17 | 85 | -27 | 105 |
26 May | 25001.15 | 244.8 | -31.5 | 18.68 | 67 | -16 | 132 |
23 May | 24853.15 | 276.55 | -80.5 | 17.21 | 279 | -21 | 148 |
22 May | 24609.70 | 350.55 | 45.8 | 16.77 | 210 | 115 | 169 |
21 May | 24813.45 | 296.2 | -30.8 | 16.90 | 83 | 45 | 54 |
20 May | 24683.90 | 324.05 | 40.15 | 16.54 | 11 | 9 | 9 |
19 May | 24945.45 | 283.9 | 0 | 1.88 | 0 | 0 | 0 |
16 May | 25019.80 | 283.9 | 0 | 2.01 | 0 | 0 | 0 |
For Nifty - strike price 24600 expiring on 19JUN2025
Delta for 24600 PE is -
Historical price for 24600 PE is as follows
On 19 Jun NIFTY was trading at 24793.25. The strike last trading price was 0.05, which was -26.65 lower than the previous day. The implied volatity was -, the open interest changed by 19671 which increased total open position to 94052
On 18 Jun NIFTY was trading at 24812.05. The strike last trading price was 27.25, which was -13.65 lower than the previous day. The implied volatity was 18.85, the open interest changed by -2277 which decreased total open position to 74381
On 17 Jun NIFTY was trading at 24853.40. The strike last trading price was 42.5, which was -2.9 lower than the previous day. The implied volatity was 18.06, the open interest changed by 1331 which increased total open position to 76658
On 16 Jun NIFTY was trading at 24946.50. The strike last trading price was 42.7, which was -104.45 lower than the previous day. The implied volatity was 18.24, the open interest changed by 24590 which increased total open position to 75327
On 13 Jun NIFTY was trading at 24718.60. The strike last trading price was 139.65, which was 66.85 higher than the previous day. The implied volatity was 17.17, the open interest changed by 31467 which increased total open position to 50737
On 12 Jun NIFTY was trading at 0.00. The strike last trading price was 81.75, which was 51.35 higher than the previous day. The implied volatity was 14.49, the open interest changed by 7757 which increased total open position to 19270
On 11 Jun NIFTY was trading at 25141.40. The strike last trading price was 31.4, which was -13.7 lower than the previous day. The implied volatity was 13.73, the open interest changed by 3550 which increased total open position to 11513
On 10 Jun NIFTY was trading at 25104.25. The strike last trading price was 46, which was -18.55 lower than the previous day. The implied volatity was 14.17, the open interest changed by 3423 which increased total open position to 7963
On 9 Jun NIFTY was trading at 25103.20. The strike last trading price was 64.45, which was -34.05 lower than the previous day. The implied volatity was 15.50, the open interest changed by 962 which increased total open position to 4540
On 6 Jun NIFTY was trading at 25003.05. The strike last trading price was 101.75, which was -76.4 lower than the previous day. The implied volatity was 15.11, the open interest changed by 820 which increased total open position to 3578
On 5 Jun NIFTY was trading at 24750.90. The strike last trading price was 177.85, which was -81.85 lower than the previous day. The implied volatity was 14.95, the open interest changed by 868 which increased total open position to 2758
On 4 Jun NIFTY was trading at 24620.20. The strike last trading price was 260.4, which was -66.35 lower than the previous day. The implied volatity was 15.79, the open interest changed by 1195 which increased total open position to 1890
On 3 Jun NIFTY was trading at 24542.50. The strike last trading price was 341, which was 50.95 higher than the previous day. The implied volatity was 17.75, the open interest changed by 243 which increased total open position to 695
On 2 Jun NIFTY was trading at 24716.60. The strike last trading price was 301.35, which was 46.5 higher than the previous day. The implied volatity was 18.67, the open interest changed by 189 which increased total open position to 452
On 30 May NIFTY was trading at 24750.70. The strike last trading price was 259.6, which was 30.75 higher than the previous day. The implied volatity was 16.56, the open interest changed by 115 which increased total open position to 263
On 29 May NIFTY was trading at 24833.60. The strike last trading price was 221.85, which was -90.2 lower than the previous day. The implied volatity was 16.85, the open interest changed by 28 which increased total open position to 148
On 28 May NIFTY was trading at 24752.45. The strike last trading price was 315.05, which was 12.5 higher than the previous day. The implied volatity was 18.73, the open interest changed by 15 which increased total open position to 120
On 27 May NIFTY was trading at 24826.20. The strike last trading price was 302.55, which was 57.75 higher than the previous day. The implied volatity was 19.17, the open interest changed by -27 which decreased total open position to 105
On 26 May NIFTY was trading at 25001.15. The strike last trading price was 244.8, which was -31.5 lower than the previous day. The implied volatity was 18.68, the open interest changed by -16 which decreased total open position to 132
On 23 May NIFTY was trading at 24853.15. The strike last trading price was 276.55, which was -80.5 lower than the previous day. The implied volatity was 17.21, the open interest changed by -21 which decreased total open position to 148
On 22 May NIFTY was trading at 24609.70. The strike last trading price was 350.55, which was 45.8 higher than the previous day. The implied volatity was 16.77, the open interest changed by 115 which increased total open position to 169
On 21 May NIFTY was trading at 24813.45. The strike last trading price was 296.2, which was -30.8 lower than the previous day. The implied volatity was 16.90, the open interest changed by 45 which increased total open position to 54
On 20 May NIFTY was trading at 24683.90. The strike last trading price was 324.05, which was 40.15 higher than the previous day. The implied volatity was 16.54, the open interest changed by 9 which increased total open position to 9
On 19 May NIFTY was trading at 24945.45. The strike last trading price was 283.9, which was 0 lower than the previous day. The implied volatity was 1.88, 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 283.9, which was 0 lower than the previous day. The implied volatity was 2.01, the open interest changed by 0 which decreased total open position to 0