NIFTY
Nifty
Historical option data for NIFTY
17 Jun 2025 04:10 PM IST
| NIFTY 19JUN2025 24850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.50
Vega: 7.33
Theta: -28.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Jun | 24853.40 | 99.3 | -105.45 | 13.42 | 14,74,714 | 37,226 | 52,527 | |||
| 16 Jun | 24946.50 | 202.65 | 100.75 | 15.64 | 10,89,680 | 434 | 15,301 | |||
| 13 Jun | 24718.60 | 108.9 | -95.1 | 11.25 | 7,17,292 | 6,614 | 14,867 | |||
| 12 Jun | 0.00 | 193.95 | -197.6 | 12.08 | 55,613 | 7,641 | 8,253 | |||
| 11 Jun | 25141.40 | 383.2 | 18.25 | 11.44 | 1,113 | -80 | 612 | |||
| 10 Jun | 25104.25 | 360 | -55.45 | 10.67 | 699 | 8 | 692 | |||
| 9 Jun | 25103.20 | 416.65 | 37.15 | 13.33 | 538 | -42 | 684 | |||
| 6 Jun | 25003.05 | 375.45 | 115.25 | 12.56 | 4,912 | 2 | 726 | |||
| 5 Jun | 24750.90 | 268.65 | 40.9 | 13.73 | 1,930 | 540 | 724 | |||
| 4 Jun | 24620.20 | 221 | -27.2 | 14.22 | 162 | 10 | 184 | |||
| 3 Jun | 24542.50 | 236.7 | -105.8 | 15.95 | 257 | 98 | 174 | |||
| 2 Jun | 24716.60 | 333.1 | -25.05 | 16.67 | 179 | 10 | 76 | |||
| 30 May | 24750.70 | 352.05 | -44.15 | 14.73 | 139 | 20 | 66 | |||
| 29 May | 24833.60 | 405 | -4.75 | 13.09 | 56 | 30 | 46 | |||
| 28 May | 24752.45 | 400 | -71.95 | 15.32 | 18 | -1 | 16 | |||
| 27 May | 24826.20 | 479 | -89 | 16.25 | 30 | 15 | 17 | |||
| 26 May | 25001.15 | 568 | 88 | 15.50 | 5 | 2 | 2 | |||
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| 23 May | 24853.15 | 480 | -266.15 | 14.22 | 9 | 0 | 0 | |||
| 22 May | 24609.70 | 746.15 | 0 | 0.10 | 0 | 0 | 0 | |||
| 21 May | 24813.45 | 746.15 | 0 | - | 0 | 0 | 0 | |||
| 20 May | 24683.90 | 746.15 | 0 | - | 0 | 0 | 0 | |||
| 19 May | 24945.45 | 746.15 | 0 | - | 0 | 0 | 0 | |||
| 16 May | 25019.80 | 746.15 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 24850 expiring on 19JUN2025
Delta for 24850 CE is 0.50
Historical price for 24850 CE is as follows
On 17 Jun NIFTY was trading at 24853.40. The strike last trading price was 99.3, which was -105.45 lower than the previous day. The implied volatity was 13.42, the open interest changed by 37226 which increased total open position to 52527
On 16 Jun NIFTY was trading at 24946.50. The strike last trading price was 202.65, which was 100.75 higher than the previous day. The implied volatity was 15.64, the open interest changed by 434 which increased total open position to 15301
On 13 Jun NIFTY was trading at 24718.60. The strike last trading price was 108.9, which was -95.1 lower than the previous day. The implied volatity was 11.25, the open interest changed by 6614 which increased total open position to 14867
On 12 Jun NIFTY was trading at 0.00. The strike last trading price was 193.95, which was -197.6 lower than the previous day. The implied volatity was 12.08, the open interest changed by 7641 which increased total open position to 8253
On 11 Jun NIFTY was trading at 25141.40. The strike last trading price was 383.2, which was 18.25 higher than the previous day. The implied volatity was 11.44, the open interest changed by -80 which decreased total open position to 612
On 10 Jun NIFTY was trading at 25104.25. The strike last trading price was 360, which was -55.45 lower than the previous day. The implied volatity was 10.67, the open interest changed by 8 which increased total open position to 692
On 9 Jun NIFTY was trading at 25103.20. The strike last trading price was 416.65, which was 37.15 higher than the previous day. The implied volatity was 13.33, the open interest changed by -42 which decreased total open position to 684
On 6 Jun NIFTY was trading at 25003.05. The strike last trading price was 375.45, which was 115.25 higher than the previous day. The implied volatity was 12.56, the open interest changed by 2 which increased total open position to 726
On 5 Jun NIFTY was trading at 24750.90. The strike last trading price was 268.65, which was 40.9 higher than the previous day. The implied volatity was 13.73, the open interest changed by 540 which increased total open position to 724
On 4 Jun NIFTY was trading at 24620.20. The strike last trading price was 221, which was -27.2 lower than the previous day. The implied volatity was 14.22, the open interest changed by 10 which increased total open position to 184
On 3 Jun NIFTY was trading at 24542.50. The strike last trading price was 236.7, which was -105.8 lower than the previous day. The implied volatity was 15.95, the open interest changed by 98 which increased total open position to 174
On 2 Jun NIFTY was trading at 24716.60. The strike last trading price was 333.1, which was -25.05 lower than the previous day. The implied volatity was 16.67, the open interest changed by 10 which increased total open position to 76
On 30 May NIFTY was trading at 24750.70. The strike last trading price was 352.05, which was -44.15 lower than the previous day. The implied volatity was 14.73, the open interest changed by 20 which increased total open position to 66
On 29 May NIFTY was trading at 24833.60. The strike last trading price was 405, which was -4.75 lower than the previous day. The implied volatity was 13.09, the open interest changed by 30 which increased total open position to 46
On 28 May NIFTY was trading at 24752.45. The strike last trading price was 400, which was -71.95 lower than the previous day. The implied volatity was 15.32, the open interest changed by -1 which decreased total open position to 16
On 27 May NIFTY was trading at 24826.20. The strike last trading price was 479, which was -89 lower than the previous day. The implied volatity was 16.25, the open interest changed by 15 which increased total open position to 17
On 26 May NIFTY was trading at 25001.15. The strike last trading price was 568, which was 88 higher than the previous day. The implied volatity was 15.50, the open interest changed by 2 which increased total open position to 2
On 23 May NIFTY was trading at 24853.15. The strike last trading price was 480, which was -266.15 lower than the previous day. The implied volatity was 14.22, 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 746.15, which was 0 lower than the previous day. The implied volatity was 0.10, 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 746.15, 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 20 May NIFTY was trading at 24683.90. The strike last trading price was 746.15, 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 746.15, 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 746.15, 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 24850 PE | |||||||
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Delta: -0.50
Vega: 7.33
Theta: -26.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Jun | 24853.40 | 117.8 | 22.2 | 16.18 | 18,07,491 | 15,634 | 48,722 |
| 16 Jun | 24946.50 | 92 | -176.75 | 15.58 | 8,62,101 | 26,610 | 33,088 |
| 13 Jun | 24718.60 | 256.85 | 101.2 | 17.23 | 78,573 | -4,211 | 6,478 |
| 12 Jun | 0.00 | 169.05 | 101.35 | 14.23 | 1,35,512 | 4,187 | 10,689 |
| 11 Jun | 25141.40 | 68.55 | -25.15 | 12.88 | 25,105 | 4,444 | 6,502 |
| 10 Jun | 25104.25 | 97.3 | -22.65 | 13.81 | 8,670 | 636 | 2,058 |
| 9 Jun | 25103.20 | 119.7 | -50.2 | 15.05 | 4,299 | 339 | 1,422 |
| 6 Jun | 25003.05 | 172.65 | -109.35 | 14.78 | 5,746 | 713 | 1,083 |
| 5 Jun | 24750.90 | 276.65 | -95.8 | 14.47 | 1,227 | 325 | 370 |
| 4 Jun | 24620.20 | 372.45 | -87.45 | 15.01 | 9 | 3 | 45 |
| 3 Jun | 24542.50 | 471.5 | 57.8 | 17.54 | 44 | -9 | 42 |
| 2 Jun | 24716.60 | 413.7 | 50.95 | 18.39 | 45 | -9 | 51 |
| 30 May | 24750.70 | 371.1 | 37.95 | 16.58 | 240 | 19 | 60 |
| 29 May | 24833.60 | 324.25 | -96.55 | 17.07 | 50 | 5 | 41 |
| 28 May | 24752.45 | 423.05 | 35.15 | 18.61 | 39 | 10 | 36 |
| 27 May | 24826.20 | 383 | 66.45 | 18.20 | 29 | -1 | 26 |
| 26 May | 25001.15 | 318 | -57.5 | 17.96 | 5 | 3 | 27 |
| 23 May | 24853.15 | 375.5 | -40.35 | 17.16 | 31 | 24 | 24 |
| 22 May | 24609.70 | 415.85 | 0 | 0.00 | 0 | 1 | 0 |
| 21 May | 24813.45 | 415.85 | 0 | 0.00 | 0 | 1 | 0 |
| 20 May | 24683.90 | 415.85 | 40.7 | 15.89 | 2 | 1 | 1 |
| 19 May | 24945.45 | 375.15 | 0 | 1.02 | 0 | 0 | 0 |
| 16 May | 25019.80 | 375.15 | 0 | 1.31 | 0 | 0 | 0 |
For Nifty - strike price 24850 expiring on 19JUN2025
Delta for 24850 PE is -0.50
Historical price for 24850 PE is as follows
On 17 Jun NIFTY was trading at 24853.40. The strike last trading price was 117.8, which was 22.2 higher than the previous day. The implied volatity was 16.18, the open interest changed by 15634 which increased total open position to 48722
On 16 Jun NIFTY was trading at 24946.50. The strike last trading price was 92, which was -176.75 lower than the previous day. The implied volatity was 15.58, the open interest changed by 26610 which increased total open position to 33088
On 13 Jun NIFTY was trading at 24718.60. The strike last trading price was 256.85, which was 101.2 higher than the previous day. The implied volatity was 17.23, the open interest changed by -4211 which decreased total open position to 6478
On 12 Jun NIFTY was trading at 0.00. The strike last trading price was 169.05, which was 101.35 higher than the previous day. The implied volatity was 14.23, the open interest changed by 4187 which increased total open position to 10689
On 11 Jun NIFTY was trading at 25141.40. The strike last trading price was 68.55, which was -25.15 lower than the previous day. The implied volatity was 12.88, the open interest changed by 4444 which increased total open position to 6502
On 10 Jun NIFTY was trading at 25104.25. The strike last trading price was 97.3, which was -22.65 lower than the previous day. The implied volatity was 13.81, the open interest changed by 636 which increased total open position to 2058
On 9 Jun NIFTY was trading at 25103.20. The strike last trading price was 119.7, which was -50.2 lower than the previous day. The implied volatity was 15.05, the open interest changed by 339 which increased total open position to 1422
On 6 Jun NIFTY was trading at 25003.05. The strike last trading price was 172.65, which was -109.35 lower than the previous day. The implied volatity was 14.78, the open interest changed by 713 which increased total open position to 1083
On 5 Jun NIFTY was trading at 24750.90. The strike last trading price was 276.65, which was -95.8 lower than the previous day. The implied volatity was 14.47, the open interest changed by 325 which increased total open position to 370
On 4 Jun NIFTY was trading at 24620.20. The strike last trading price was 372.45, which was -87.45 lower than the previous day. The implied volatity was 15.01, the open interest changed by 3 which increased total open position to 45
On 3 Jun NIFTY was trading at 24542.50. The strike last trading price was 471.5, which was 57.8 higher than the previous day. The implied volatity was 17.54, the open interest changed by -9 which decreased total open position to 42
On 2 Jun NIFTY was trading at 24716.60. The strike last trading price was 413.7, which was 50.95 higher than the previous day. The implied volatity was 18.39, the open interest changed by -9 which decreased total open position to 51
On 30 May NIFTY was trading at 24750.70. The strike last trading price was 371.1, which was 37.95 higher than the previous day. The implied volatity was 16.58, the open interest changed by 19 which increased total open position to 60
On 29 May NIFTY was trading at 24833.60. The strike last trading price was 324.25, which was -96.55 lower than the previous day. The implied volatity was 17.07, the open interest changed by 5 which increased total open position to 41
On 28 May NIFTY was trading at 24752.45. The strike last trading price was 423.05, which was 35.15 higher than the previous day. The implied volatity was 18.61, the open interest changed by 10 which increased total open position to 36
On 27 May NIFTY was trading at 24826.20. The strike last trading price was 383, which was 66.45 higher than the previous day. The implied volatity was 18.20, the open interest changed by -1 which decreased total open position to 26
On 26 May NIFTY was trading at 25001.15. The strike last trading price was 318, which was -57.5 lower than the previous day. The implied volatity was 17.96, the open interest changed by 3 which increased total open position to 27
On 23 May NIFTY was trading at 24853.15. The strike last trading price was 375.5, which was -40.35 lower than the previous day. The implied volatity was 17.16, the open interest changed by 24 which increased total open position to 24
On 22 May NIFTY was trading at 24609.70. The strike last trading price was 415.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 21 May NIFTY was trading at 24813.45. The strike last trading price was 415.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 20 May NIFTY was trading at 24683.90. The strike last trading price was 415.85, which was 40.7 higher than the previous day. The implied volatity was 15.89, the open interest changed by 1 which increased total open position to 1
On 19 May NIFTY was trading at 24945.45. The strike last trading price was 375.15, which was 0 lower than the previous day. The implied volatity was 1.02, 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 375.15, which was 0 lower than the previous day. The implied volatity was 1.31, the open interest changed by 0 which decreased total open position to 0
