NIFTY
Nifty
Historical option data for NIFTY
11 Jul 2025 04:10 PM IST
| NIFTY 17JUL2025 24900 CE | ||||||||||
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Delta: 0.82
Vega: 8.47
Theta: -12.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Jul | 25149.85 | 312.3 | -197.05 | 9.68 | 28,877 | 931 | 2,159 | |||
| 10 Jul | 25355.25 | 499.3 | -138 | 7.68 | 1,429 | 498 | 1,228 | |||
| 9 Jul | 25476.10 | 631.3 | -54.7 | 11.15 | 1,181 | 304 | 730 | |||
| 8 Jul | 25522.50 | 698.5 | 68.95 | 11.42 | 414 | 241 | 426 | |||
| 7 Jul | 25461.30 | 628.35 | -9.35 | 8.42 | 170 | 1 | 185 | |||
| 4 Jul | 25461.00 | 641.9 | 17.45 | - | 339 | 28 | 184 | |||
| 3 Jul | 25405.30 | 622.1 | -38.35 | 10.23 | 60 | 13 | 156 | |||
| 2 Jul | 25453.40 | 655 | -107.5 | 7.87 | 171 | 39 | 143 | |||
| 1 Jul | 25541.80 | 762.5 | 12.3 | 10.28 | 18 | -2 | 104 | |||
| 30 Jun | 25517.05 | 752 | -99.05 | 10.00 | 26 | -7 | 106 | |||
| 27 Jun | 25637.80 | 851.05 | 81.65 | - | 26 | -14 | 113 | |||
| 26 Jun | 25549.00 | 773.8 | 213.6 | 5.46 | 127 | -24 | 127 | |||
| 25 Jun | 25244.75 | 555.95 | 100.5 | 9.73 | 78 | -33 | 151 | |||
| 24 Jun | 25044.35 | 476.5 | 42.25 | 11.21 | 373 | 48 | 184 | |||
| 23 Jun | 24971.90 | 423 | -82.8 | 11.75 | 523 | 23 | 136 | |||
| 20 Jun | 25112.40 | 505 | 141.85 | 10.65 | 314 | 29 | 113 | |||
| 19 Jun | 24793.25 | 347.3 | -42.9 | 12.08 | 31 | 11 | 84 | |||
| 18 Jun | 24812.05 | 390.2 | -24.7 | 12.24 | 79 | 37 | 73 | |||
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| 17 Jun | 24853.40 | 413.8 | -100.7 | 11.94 | 34 | 15 | 36 | |||
| 16 Jun | 24946.50 | 516.7 | -77.75 | 13.12 | 36 | 21 | 21 | |||
| 13 Jun | 24718.60 | 594.45 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 24900 expiring on 17JUL2025
Delta for 24900 CE is 0.82
Historical price for 24900 CE is as follows
On 11 Jul NIFTY was trading at 25149.85. The strike last trading price was 312.3, which was -197.05 lower than the previous day. The implied volatity was 9.68, the open interest changed by 931 which increased total open position to 2159
On 10 Jul NIFTY was trading at 25355.25. The strike last trading price was 499.3, which was -138 lower than the previous day. The implied volatity was 7.68, the open interest changed by 498 which increased total open position to 1228
On 9 Jul NIFTY was trading at 25476.10. The strike last trading price was 631.3, which was -54.7 lower than the previous day. The implied volatity was 11.15, the open interest changed by 304 which increased total open position to 730
On 8 Jul NIFTY was trading at 25522.50. The strike last trading price was 698.5, which was 68.95 higher than the previous day. The implied volatity was 11.42, the open interest changed by 241 which increased total open position to 426
On 7 Jul NIFTY was trading at 25461.30. The strike last trading price was 628.35, which was -9.35 lower than the previous day. The implied volatity was 8.42, the open interest changed by 1 which increased total open position to 185
On 4 Jul NIFTY was trading at 25461.00. The strike last trading price was 641.9, which was 17.45 higher than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 184
On 3 Jul NIFTY was trading at 25405.30. The strike last trading price was 622.1, which was -38.35 lower than the previous day. The implied volatity was 10.23, the open interest changed by 13 which increased total open position to 156
On 2 Jul NIFTY was trading at 25453.40. The strike last trading price was 655, which was -107.5 lower than the previous day. The implied volatity was 7.87, the open interest changed by 39 which increased total open position to 143
On 1 Jul NIFTY was trading at 25541.80. The strike last trading price was 762.5, which was 12.3 higher than the previous day. The implied volatity was 10.28, the open interest changed by -2 which decreased total open position to 104
On 30 Jun NIFTY was trading at 25517.05. The strike last trading price was 752, which was -99.05 lower than the previous day. The implied volatity was 10.00, the open interest changed by -7 which decreased total open position to 106
On 27 Jun NIFTY was trading at 25637.80. The strike last trading price was 851.05, which was 81.65 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 113
On 26 Jun NIFTY was trading at 25549.00. The strike last trading price was 773.8, which was 213.6 higher than the previous day. The implied volatity was 5.46, the open interest changed by -24 which decreased total open position to 127
On 25 Jun NIFTY was trading at 25244.75. The strike last trading price was 555.95, which was 100.5 higher than the previous day. The implied volatity was 9.73, the open interest changed by -33 which decreased total open position to 151
On 24 Jun NIFTY was trading at 25044.35. The strike last trading price was 476.5, which was 42.25 higher than the previous day. The implied volatity was 11.21, the open interest changed by 48 which increased total open position to 184
On 23 Jun NIFTY was trading at 24971.90. The strike last trading price was 423, which was -82.8 lower than the previous day. The implied volatity was 11.75, the open interest changed by 23 which increased total open position to 136
On 20 Jun NIFTY was trading at 25112.40. The strike last trading price was 505, which was 141.85 higher than the previous day. The implied volatity was 10.65, the open interest changed by 29 which increased total open position to 113
On 19 Jun NIFTY was trading at 24793.25. The strike last trading price was 347.3, which was -42.9 lower than the previous day. The implied volatity was 12.08, the open interest changed by 11 which increased total open position to 84
On 18 Jun NIFTY was trading at 24812.05. The strike last trading price was 390.2, which was -24.7 lower than the previous day. The implied volatity was 12.24, the open interest changed by 37 which increased total open position to 73
On 17 Jun NIFTY was trading at 24853.40. The strike last trading price was 413.8, which was -100.7 lower than the previous day. The implied volatity was 11.94, the open interest changed by 15 which increased total open position to 36
On 16 Jun NIFTY was trading at 24946.50. The strike last trading price was 516.7, which was -77.75 lower than the previous day. The implied volatity was 13.12, the open interest changed by 21 which increased total open position to 21
On 13 Jun NIFTY was trading at 24718.60. The strike last trading price was 594.45, 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 17JUL2025 24900 PE | |||||||
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Delta: -0.20
Vega: 8.97
Theta: -6.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Jul | 25149.85 | 37.3 | 16.05 | 10.43 | 8,57,043 | 15,523 | 35,091 |
| 10 Jul | 25355.25 | 21.9 | 2.4 | 11.70 | 1,05,691 | 8,704 | 19,568 |
| 9 Jul | 25476.10 | 20.2 | -0.9 | 12.55 | 40,705 | 914 | 10,864 |
| 8 Jul | 25522.50 | 20.2 | -16.9 | 12.76 | 34,214 | 4,555 | 9,950 |
| 7 Jul | 25461.30 | 37 | -7.5 | 13.40 | 13,785 | 1,040 | 5,395 |
| 4 Jul | 25461.00 | 42.1 | -12.5 | 12.68 | 15,319 | 790 | 4,355 |
| 3 Jul | 25405.30 | 55.75 | -5.6 | 12.58 | 5,452 | 1,334 | 3,565 |
| 2 Jul | 25453.40 | 62.15 | 6.6 | 13.33 | 4,421 | 1,256 | 2,231 |
| 1 Jul | 25541.80 | 55.45 | -16.35 | 13.57 | 1,226 | 199 | 975 |
| 30 Jun | 25517.05 | 69.9 | 5.7 | 14.12 | 1,010 | 370 | 776 |
| 27 Jun | 25637.80 | 63.2 | -34.3 | 14.05 | 694 | 154 | 406 |
| 26 Jun | 25549.00 | 96 | -62.8 | 14.84 | 396 | 16 | 252 |
| 25 Jun | 25244.75 | 158.3 | -67.05 | 14.25 | 207 | 20 | 236 |
| 24 Jun | 25044.35 | 221.3 | -65.4 | 14.57 | 502 | -10 | 216 |
| 23 Jun | 24971.90 | 288.5 | 34.7 | 15.33 | 544 | 69 | 226 |
| 20 Jun | 25112.40 | 256.55 | -150.2 | 15.29 | 356 | 104 | 157 |
| 19 Jun | 24793.25 | 415.1 | 25.9 | 15.83 | 92 | -16 | 53 |
| 18 Jun | 24812.05 | 389.2 | 14.35 | 15.63 | 68 | 22 | 69 |
| 17 Jun | 24853.40 | 376.3 | 34.4 | 15.66 | 40 | 4 | 47 |
| 16 Jun | 24946.50 | 344.2 | -115.6 | 15.91 | 54 | 43 | 43 |
| 13 Jun | 24718.60 | 459.8 | 0 | 0.24 | 0 | 0 | 0 |
For Nifty - strike price 24900 expiring on 17JUL2025
Delta for 24900 PE is -0.20
Historical price for 24900 PE is as follows
On 11 Jul NIFTY was trading at 25149.85. The strike last trading price was 37.3, which was 16.05 higher than the previous day. The implied volatity was 10.43, the open interest changed by 15523 which increased total open position to 35091
On 10 Jul NIFTY was trading at 25355.25. The strike last trading price was 21.9, which was 2.4 higher than the previous day. The implied volatity was 11.70, the open interest changed by 8704 which increased total open position to 19568
On 9 Jul NIFTY was trading at 25476.10. The strike last trading price was 20.2, which was -0.9 lower than the previous day. The implied volatity was 12.55, the open interest changed by 914 which increased total open position to 10864
On 8 Jul NIFTY was trading at 25522.50. The strike last trading price was 20.2, which was -16.9 lower than the previous day. The implied volatity was 12.76, the open interest changed by 4555 which increased total open position to 9950
On 7 Jul NIFTY was trading at 25461.30. The strike last trading price was 37, which was -7.5 lower than the previous day. The implied volatity was 13.40, the open interest changed by 1040 which increased total open position to 5395
On 4 Jul NIFTY was trading at 25461.00. The strike last trading price was 42.1, which was -12.5 lower than the previous day. The implied volatity was 12.68, the open interest changed by 790 which increased total open position to 4355
On 3 Jul NIFTY was trading at 25405.30. The strike last trading price was 55.75, which was -5.6 lower than the previous day. The implied volatity was 12.58, the open interest changed by 1334 which increased total open position to 3565
On 2 Jul NIFTY was trading at 25453.40. The strike last trading price was 62.15, which was 6.6 higher than the previous day. The implied volatity was 13.33, the open interest changed by 1256 which increased total open position to 2231
On 1 Jul NIFTY was trading at 25541.80. The strike last trading price was 55.45, which was -16.35 lower than the previous day. The implied volatity was 13.57, the open interest changed by 199 which increased total open position to 975
On 30 Jun NIFTY was trading at 25517.05. The strike last trading price was 69.9, which was 5.7 higher than the previous day. The implied volatity was 14.12, the open interest changed by 370 which increased total open position to 776
On 27 Jun NIFTY was trading at 25637.80. The strike last trading price was 63.2, which was -34.3 lower than the previous day. The implied volatity was 14.05, the open interest changed by 154 which increased total open position to 406
On 26 Jun NIFTY was trading at 25549.00. The strike last trading price was 96, which was -62.8 lower than the previous day. The implied volatity was 14.84, the open interest changed by 16 which increased total open position to 252
On 25 Jun NIFTY was trading at 25244.75. The strike last trading price was 158.3, which was -67.05 lower than the previous day. The implied volatity was 14.25, the open interest changed by 20 which increased total open position to 236
On 24 Jun NIFTY was trading at 25044.35. The strike last trading price was 221.3, which was -65.4 lower than the previous day. The implied volatity was 14.57, the open interest changed by -10 which decreased total open position to 216
On 23 Jun NIFTY was trading at 24971.90. The strike last trading price was 288.5, which was 34.7 higher than the previous day. The implied volatity was 15.33, the open interest changed by 69 which increased total open position to 226
On 20 Jun NIFTY was trading at 25112.40. The strike last trading price was 256.55, which was -150.2 lower than the previous day. The implied volatity was 15.29, the open interest changed by 104 which increased total open position to 157
On 19 Jun NIFTY was trading at 24793.25. The strike last trading price was 415.1, which was 25.9 higher than the previous day. The implied volatity was 15.83, the open interest changed by -16 which decreased total open position to 53
On 18 Jun NIFTY was trading at 24812.05. The strike last trading price was 389.2, which was 14.35 higher than the previous day. The implied volatity was 15.63, the open interest changed by 22 which increased total open position to 69
On 17 Jun NIFTY was trading at 24853.40. The strike last trading price was 376.3, which was 34.4 higher than the previous day. The implied volatity was 15.66, the open interest changed by 4 which increased total open position to 47
On 16 Jun NIFTY was trading at 24946.50. The strike last trading price was 344.2, which was -115.6 lower than the previous day. The implied volatity was 15.91, the open interest changed by 43 which increased total open position to 43
On 13 Jun NIFTY was trading at 24718.60. The strike last trading price was 459.8, which was 0 lower than the previous day. The implied volatity was 0.24, the open interest changed by 0 which decreased total open position to 0
