NIFTY
Nifty
Historical option data for NIFTY
13 Jun 2025 04:10 PM IST
| NIFTY 19JUN2025 24650 CE | ||||||||||
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Delta: 0.65
Vega: 11.76
Theta: -14.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Jun | 24718.60 | 207 | -125.45 | 10.65 | 10,95,716 | 14,419 | 14,955 | |||
| 12 Jun | 0.00 | 318 | -242.3 | 11.69 | 2,118 | 164 | 536 | |||
| 11 Jun | 25141.40 | 551.7 | 24.75 | 11.52 | 385 | -46 | 372 | |||
| 10 Jun | 25104.25 | 518.8 | -51.4 | 9.75 | 158 | 30 | 418 | |||
| 9 Jun | 25103.20 | 569.35 | 49.2 | 13.18 | 214 | 12 | 388 | |||
| 6 Jun | 25003.05 | 517.8 | 145.45 | 12.56 | 2,027 | 163 | 376 | |||
| 5 Jun | 24750.90 | 367.5 | 42.15 | 13.05 | 1,222 | -219 | 213 | |||
| 4 Jun | 24620.20 | 317.55 | -14.85 | 14.33 | 1,004 | 201 | 432 | |||
| 3 Jun | 24542.50 | 323.9 | -126.45 | 15.89 | 784 | 160 | 231 | |||
| 2 Jun | 24716.60 | 439.8 | -33.85 | 16.85 | 544 | 59 | 71 | |||
| 30 May | 24750.70 | 470.7 | -52.8 | 15.14 | 16 | 10 | 12 | |||
| 29 May | 24833.60 | 523.5 | -71.25 | 12.76 | 18 | 2 | 2 | |||
| 28 May | 24752.45 | 594.75 | 0 | 0.00 | 0 | 2 | 0 | |||
| 27 May | 24826.20 | 594.75 | 166.25 | 16.21 | 1 | 2 | 2 | |||
| 26 May | 25001.15 | 428.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 23 May | 24853.15 | 428.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 22 May | 24609.70 | 428.5 | -442 | 12.30 | 2 | 0 | 0 | |||
| 21 May | 24813.45 | 870.5 | 0 | - | 0 | 0 | 0 | |||
| 20 May | 24683.90 | 870.5 | 0 | - | 0 | 0 | 0 | |||
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| 19 May | 24945.45 | 870.5 | 0 | - | 0 | 0 | 0 | |||
| 16 May | 25019.80 | 870.5 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 24650 expiring on 19JUN2025
Delta for 24650 CE is 0.65
Historical price for 24650 CE is as follows
On 13 Jun NIFTY was trading at 24718.60. The strike last trading price was 207, which was -125.45 lower than the previous day. The implied volatity was 10.65, the open interest changed by 14419 which increased total open position to 14955
On 12 Jun NIFTY was trading at 0.00. The strike last trading price was 318, which was -242.3 lower than the previous day. The implied volatity was 11.69, the open interest changed by 164 which increased total open position to 536
On 11 Jun NIFTY was trading at 25141.40. The strike last trading price was 551.7, which was 24.75 higher than the previous day. The implied volatity was 11.52, the open interest changed by -46 which decreased total open position to 372
On 10 Jun NIFTY was trading at 25104.25. The strike last trading price was 518.8, which was -51.4 lower than the previous day. The implied volatity was 9.75, the open interest changed by 30 which increased total open position to 418
On 9 Jun NIFTY was trading at 25103.20. The strike last trading price was 569.35, which was 49.2 higher than the previous day. The implied volatity was 13.18, the open interest changed by 12 which increased total open position to 388
On 6 Jun NIFTY was trading at 25003.05. The strike last trading price was 517.8, which was 145.45 higher than the previous day. The implied volatity was 12.56, the open interest changed by 163 which increased total open position to 376
On 5 Jun NIFTY was trading at 24750.90. The strike last trading price was 367.5, which was 42.15 higher than the previous day. The implied volatity was 13.05, the open interest changed by -219 which decreased total open position to 213
On 4 Jun NIFTY was trading at 24620.20. The strike last trading price was 317.55, which was -14.85 lower than the previous day. The implied volatity was 14.33, the open interest changed by 201 which increased total open position to 432
On 3 Jun NIFTY was trading at 24542.50. The strike last trading price was 323.9, which was -126.45 lower than the previous day. The implied volatity was 15.89, the open interest changed by 160 which increased total open position to 231
On 2 Jun NIFTY was trading at 24716.60. The strike last trading price was 439.8, which was -33.85 lower than the previous day. The implied volatity was 16.85, the open interest changed by 59 which increased total open position to 71
On 30 May NIFTY was trading at 24750.70. The strike last trading price was 470.7, which was -52.8 lower than the previous day. The implied volatity was 15.14, the open interest changed by 10 which increased total open position to 12
On 29 May NIFTY was trading at 24833.60. The strike last trading price was 523.5, which was -71.25 lower than the previous day. The implied volatity was 12.76, the open interest changed by 2 which increased total open position to 2
On 28 May NIFTY was trading at 24752.45. The strike last trading price was 594.75, 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 27 May NIFTY was trading at 24826.20. The strike last trading price was 594.75, which was 166.25 higher than the previous day. The implied volatity was 16.21, 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 428.5, 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 428.5, 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 22 May NIFTY was trading at 24609.70. The strike last trading price was 428.5, which was -442 lower than the previous day. The implied volatity was 12.30, 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 870.5, 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 870.5, 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 870.5, 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 870.5, 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 24650 PE | |||||||
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Delta: -0.40
Vega: 12.28
Theta: -14.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Jun | 24718.60 | 158.65 | 73.15 | 17.12 | 10,38,485 | 16,927 | 21,581 |
| 12 Jun | 0.00 | 94.5 | 59.35 | 14.34 | 69,279 | 1,770 | 4,654 |
| 11 Jun | 25141.40 | 36.35 | -16 | 13.50 | 23,196 | 1,205 | 2,884 |
| 10 Jun | 25104.25 | 52.65 | -20.9 | 13.98 | 8,173 | 627 | 1,679 |
| 9 Jun | 25103.20 | 74.35 | -36.15 | 15.50 | 6,882 | -626 | 1,052 |
| 6 Jun | 25003.05 | 112.15 | -83.45 | 14.95 | 7,089 | 1,251 | 1,678 |
| 5 Jun | 24750.90 | 188.5 | -92.05 | 14.50 | 1,370 | 89 | 427 |
| 4 Jun | 24620.20 | 282.95 | -64.8 | 15.77 | 560 | 195 | 338 |
| 3 Jun | 24542.50 | 363.15 | 53.6 | 17.62 | 450 | 49 | 143 |
| 2 Jun | 24716.60 | 321.35 | 47.4 | 18.59 | 330 | 72 | 94 |
| 30 May | 24750.70 | 278.85 | 44.7 | 16.49 | 40 | 20 | 22 |
| 29 May | 24833.60 | 230.3 | -104 | 16.44 | 10 | 1 | 2 |
| 28 May | 24752.45 | 334.3 | 33.55 | 18.68 | 3 | 1 | 1 |
| 27 May | 24826.20 | 300.75 | 0 | 1.39 | 0 | 0 | 0 |
| 26 May | 25001.15 | 300.75 | 0 | 2.00 | 0 | 0 | 0 |
| 23 May | 24853.15 | 300.75 | 0 | 1.42 | 0 | 0 | 0 |
| 22 May | 24609.70 | 300.75 | 0 | 0.65 | 0 | 0 | 0 |
| 21 May | 24813.45 | 300.75 | 0 | 1.25 | 0 | 0 | 0 |
| 20 May | 24683.90 | 300.75 | 0 | 0.95 | 0 | 0 | 0 |
| 19 May | 24945.45 | 300.75 | 0 | 1.71 | 0 | 0 | 0 |
| 16 May | 25019.80 | 300.75 | 0 | 1.86 | 0 | 0 | 0 |
For Nifty - strike price 24650 expiring on 19JUN2025
Delta for 24650 PE is -0.40
Historical price for 24650 PE is as follows
On 13 Jun NIFTY was trading at 24718.60. The strike last trading price was 158.65, which was 73.15 higher than the previous day. The implied volatity was 17.12, the open interest changed by 16927 which increased total open position to 21581
On 12 Jun NIFTY was trading at 0.00. The strike last trading price was 94.5, which was 59.35 higher than the previous day. The implied volatity was 14.34, the open interest changed by 1770 which increased total open position to 4654
On 11 Jun NIFTY was trading at 25141.40. The strike last trading price was 36.35, which was -16 lower than the previous day. The implied volatity was 13.50, the open interest changed by 1205 which increased total open position to 2884
On 10 Jun NIFTY was trading at 25104.25. The strike last trading price was 52.65, which was -20.9 lower than the previous day. The implied volatity was 13.98, the open interest changed by 627 which increased total open position to 1679
On 9 Jun NIFTY was trading at 25103.20. The strike last trading price was 74.35, which was -36.15 lower than the previous day. The implied volatity was 15.50, the open interest changed by -626 which decreased total open position to 1052
On 6 Jun NIFTY was trading at 25003.05. The strike last trading price was 112.15, which was -83.45 lower than the previous day. The implied volatity was 14.95, the open interest changed by 1251 which increased total open position to 1678
On 5 Jun NIFTY was trading at 24750.90. The strike last trading price was 188.5, which was -92.05 lower than the previous day. The implied volatity was 14.50, the open interest changed by 89 which increased total open position to 427
On 4 Jun NIFTY was trading at 24620.20. The strike last trading price was 282.95, which was -64.8 lower than the previous day. The implied volatity was 15.77, the open interest changed by 195 which increased total open position to 338
On 3 Jun NIFTY was trading at 24542.50. The strike last trading price was 363.15, which was 53.6 higher than the previous day. The implied volatity was 17.62, the open interest changed by 49 which increased total open position to 143
On 2 Jun NIFTY was trading at 24716.60. The strike last trading price was 321.35, which was 47.4 higher than the previous day. The implied volatity was 18.59, the open interest changed by 72 which increased total open position to 94
On 30 May NIFTY was trading at 24750.70. The strike last trading price was 278.85, which was 44.7 higher than the previous day. The implied volatity was 16.49, the open interest changed by 20 which increased total open position to 22
On 29 May NIFTY was trading at 24833.60. The strike last trading price was 230.3, which was -104 lower than the previous day. The implied volatity was 16.44, the open interest changed by 1 which increased total open position to 2
On 28 May NIFTY was trading at 24752.45. The strike last trading price was 334.3, which was 33.55 higher than the previous day. The implied volatity was 18.68, the open interest changed by 1 which increased total open position to 1
On 27 May NIFTY was trading at 24826.20. The strike last trading price was 300.75, which was 0 lower than the previous day. The implied volatity was 1.39, 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 300.75, which was 0 lower than the previous day. The implied volatity was 2.00, 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 300.75, which was 0 lower than the previous day. The implied volatity was 1.42, 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 300.75, which was 0 lower than the previous day. The implied volatity was 0.65, 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 300.75, which was 0 lower than the previous day. The implied volatity was 1.25, 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 300.75, which was 0 lower than the previous day. The implied volatity was 0.95, 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 300.75, which was 0 lower than the previous day. The implied volatity was 1.71, 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 300.75, which was 0 lower than the previous day. The implied volatity was 1.86, the open interest changed by 0 which decreased total open position to 0
