NIFTY
Nifty
Historical option data for NIFTY
10 Jul 2025 01:07 PM IST
| NIFTY 10JUL2025 25050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.49
Theta: -133.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 10 Jul | 25386.00 | 341.8 | -107.45 | 51.79 | 2,404 | 231 | 408 | |||
| 9 Jul | 25476.10 | 442 | -54.1 | 26.98 | 1,331 | -48 | 177 | |||
| 8 Jul | 25522.50 | 510.4 | 76.25 | 21.56 | 1,682 | -36 | 225 | |||
| 7 Jul | 25461.30 | 437 | -8.9 | 13.53 | 1,860 | -20 | 261 | |||
| 4 Jul | 25461.00 | 451.2 | 23.25 | - | 4,499 | 29 | 281 | |||
| 3 Jul | 25405.30 | 423.45 | -50.9 | 10.75 | 642 | 104 | 252 | |||
| 2 Jul | 25453.40 | 467.6 | -105 | 9.85 | 276 | -22 | 148 | |||
| 1 Jul | 25541.80 | 572.9 | 12.2 | 11.79 | 61 | -5 | 170 | |||
| 30 Jun | 25517.05 | 565.25 | -121.95 | 11.55 | 180 | -35 | 175 | |||
| 27 Jun | 25637.80 | 688.8 | 103.3 | 9.93 | 229 | -35 | 210 | |||
| 26 Jun | 25549.00 | 588.2 | 195.15 | 7.94 | 541 | -43 | 245 | |||
| 25 Jun | 25244.75 | 393.3 | 79.65 | 10.80 | 675 | -46 | 288 | |||
| 24 Jun | 25044.35 | 308.95 | 24.2 | 11.26 | 1,286 | 101 | 334 | |||
| 23 Jun | 24971.90 | 287.65 | -75.6 | 12.78 | 766 | 121 | 233 | |||
| 20 Jun | 25112.40 | 348.65 | 121.05 | 11.01 | 456 | 49 | 112 | |||
| 19 Jun | 24793.25 | 214.75 | -32.9 | 12.16 | 59 | 39 | 63 | |||
| 18 Jun | 24812.05 | 247.65 | -41.95 | 12.15 | 31 | 8 | 24 | |||
| 17 Jun | 24853.40 | 289.6 | -6.7 | 12.70 | 23 | -1 | 16 | |||
| 16 Jun | 24946.50 | 296.3 | 29.1 | 10.53 | 22 | 4 | 17 | |||
| 13 Jun | 24718.60 | 267.2 | -90.7 | 12.18 | 9 | 5 | 13 | |||
| 12 Jun | 0.00 | 357.9 | -101.3 | 13.06 | 9 | 8 | 8 | |||
| 11 Jun | 25141.40 | 459.2 | 0 | - | 0 | 0 | 0 | |||
| 10 Jun | 25104.25 | 459.2 | 0 | - | 0 | 0 | 0 | |||
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| 9 Jun | 25103.20 | 459.2 | 0 | - | 0 | 0 | 0 | |||
| 6 Jun | 25003.05 | 459.2 | 0 | - | 0 | 0 | 0 | |||
For Nifty - strike price 25050 expiring on 10JUL2025
Delta for 25050 CE is 0.94
Historical price for 25050 CE is as follows
On 10 Jul NIFTY was trading at 25386.00. The strike last trading price was 341.8, which was -107.45 lower than the previous day. The implied volatity was 51.79, the open interest changed by 231 which increased total open position to 408
On 9 Jul NIFTY was trading at 25476.10. The strike last trading price was 442, which was -54.1 lower than the previous day. The implied volatity was 26.98, the open interest changed by -48 which decreased total open position to 177
On 8 Jul NIFTY was trading at 25522.50. The strike last trading price was 510.4, which was 76.25 higher than the previous day. The implied volatity was 21.56, the open interest changed by -36 which decreased total open position to 225
On 7 Jul NIFTY was trading at 25461.30. The strike last trading price was 437, which was -8.9 lower than the previous day. The implied volatity was 13.53, the open interest changed by -20 which decreased total open position to 261
On 4 Jul NIFTY was trading at 25461.00. The strike last trading price was 451.2, which was 23.25 higher than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 281
On 3 Jul NIFTY was trading at 25405.30. The strike last trading price was 423.45, which was -50.9 lower than the previous day. The implied volatity was 10.75, the open interest changed by 104 which increased total open position to 252
On 2 Jul NIFTY was trading at 25453.40. The strike last trading price was 467.6, which was -105 lower than the previous day. The implied volatity was 9.85, the open interest changed by -22 which decreased total open position to 148
On 1 Jul NIFTY was trading at 25541.80. The strike last trading price was 572.9, which was 12.2 higher than the previous day. The implied volatity was 11.79, the open interest changed by -5 which decreased total open position to 170
On 30 Jun NIFTY was trading at 25517.05. The strike last trading price was 565.25, which was -121.95 lower than the previous day. The implied volatity was 11.55, the open interest changed by -35 which decreased total open position to 175
On 27 Jun NIFTY was trading at 25637.80. The strike last trading price was 688.8, which was 103.3 higher than the previous day. The implied volatity was 9.93, the open interest changed by -35 which decreased total open position to 210
On 26 Jun NIFTY was trading at 25549.00. The strike last trading price was 588.2, which was 195.15 higher than the previous day. The implied volatity was 7.94, the open interest changed by -43 which decreased total open position to 245
On 25 Jun NIFTY was trading at 25244.75. The strike last trading price was 393.3, which was 79.65 higher than the previous day. The implied volatity was 10.80, the open interest changed by -46 which decreased total open position to 288
On 24 Jun NIFTY was trading at 25044.35. The strike last trading price was 308.95, which was 24.2 higher than the previous day. The implied volatity was 11.26, the open interest changed by 101 which increased total open position to 334
On 23 Jun NIFTY was trading at 24971.90. The strike last trading price was 287.65, which was -75.6 lower than the previous day. The implied volatity was 12.78, the open interest changed by 121 which increased total open position to 233
On 20 Jun NIFTY was trading at 25112.40. The strike last trading price was 348.65, which was 121.05 higher than the previous day. The implied volatity was 11.01, the open interest changed by 49 which increased total open position to 112
On 19 Jun NIFTY was trading at 24793.25. The strike last trading price was 214.75, which was -32.9 lower than the previous day. The implied volatity was 12.16, the open interest changed by 39 which increased total open position to 63
On 18 Jun NIFTY was trading at 24812.05. The strike last trading price was 247.65, which was -41.95 lower than the previous day. The implied volatity was 12.15, the open interest changed by 8 which increased total open position to 24
On 17 Jun NIFTY was trading at 24853.40. The strike last trading price was 289.6, which was -6.7 lower than the previous day. The implied volatity was 12.70, the open interest changed by -1 which decreased total open position to 16
On 16 Jun NIFTY was trading at 24946.50. The strike last trading price was 296.3, which was 29.1 higher than the previous day. The implied volatity was 10.53, the open interest changed by 4 which increased total open position to 17
On 13 Jun NIFTY was trading at 24718.60. The strike last trading price was 267.2, which was -90.7 lower than the previous day. The implied volatity was 12.18, the open interest changed by 5 which increased total open position to 13
On 12 Jun NIFTY was trading at 0.00. The strike last trading price was 357.9, which was -101.3 lower than the previous day. The implied volatity was 13.06, the open interest changed by 8 which increased total open position to 8
On 11 Jun NIFTY was trading at 25141.40. The strike last trading price was 459.2, 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 10 Jun NIFTY was trading at 25104.25. The strike last trading price was 459.2, 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 9 Jun NIFTY was trading at 25103.20. The strike last trading price was 459.2, 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 6 Jun NIFTY was trading at 25003.05. The strike last trading price was 459.2, 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 10JUL2025 25050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.13
Theta: -24.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 10 Jul | 25386.00 | 0.65 | -3.1 | 36.09 | 8,27,531 | 17,916 | 41,563 |
| 9 Jul | 25476.10 | 3.7 | -2.75 | 18.04 | 4,40,403 | 2,417 | 23,647 |
| 8 Jul | 25522.50 | 5.85 | -11.65 | 15.68 | 3,68,473 | 2,929 | 21,230 |
| 7 Jul | 25461.30 | 17.65 | -7.45 | 14.98 | 3,07,436 | 2,047 | 18,301 |
| 4 Jul | 25461.00 | 25.15 | -12.65 | 12.39 | 5,01,437 | 8,542 | 16,254 |
| 3 Jul | 25405.30 | 40 | -5.15 | 12.14 | 69,219 | 4,144 | 7,712 |
| 2 Jul | 25453.40 | 44.7 | 5.95 | 12.79 | 26,868 | 1,072 | 3,568 |
| 1 Jul | 25541.80 | 36.9 | -22.6 | 12.81 | 9,153 | 1,007 | 2,496 |
| 30 Jun | 25517.05 | 58.3 | 6.5 | 13.95 | 5,509 | 279 | 1,489 |
| 27 Jun | 25637.80 | 51.5 | -38.55 | 13.66 | 4,438 | -10 | 1,210 |
| 26 Jun | 25549.00 | 89 | -75.3 | 14.74 | 2,067 | 733 | 1,220 |
| 25 Jun | 25244.75 | 163.15 | -81.5 | 14.03 | 739 | 45 | 487 |
| 24 Jun | 25044.35 | 241.2 | -66.55 | 14.47 | 2,246 | 268 | 442 |
| 23 Jun | 24971.90 | 311.25 | 39.25 | 15.09 | 591 | -14 | 174 |
| 20 Jun | 25112.40 | 274 | -241 | 15.04 | 566 | 188 | 188 |
| 19 Jun | 24793.25 | 515 | 0 | 0.00 | 0 | -7 | 0 |
| 18 Jun | 24812.05 | 515 | 0 | 0.00 | 0 | -7 | 0 |
| 17 Jun | 24853.40 | 515 | 0 | 0.00 | 0 | -7 | 0 |
| 16 Jun | 24946.50 | 515 | 0 | 0.00 | 0 | -7 | 0 |
| 13 Jun | 24718.60 | 515 | 125.5 | 16.63 | 8 | -7 | 4 |
| 12 Jun | 0.00 | 389.5 | 118.5 | 14.15 | 6 | -1 | 11 |
| 11 Jun | 25141.40 | 271 | -36.75 | 13.99 | 2 | 2 | 12 |
| 10 Jun | 25104.25 | 307.75 | -33.45 | 14.69 | 4 | 1 | 10 |
| 9 Jun | 25103.20 | 341.2 | -44.6 | 15.91 | 6 | 4 | 9 |
| 6 Jun | 25003.05 | 387.7 | -213.3 | 15.65 | 6 | 5 | 5 |
For Nifty - strike price 25050 expiring on 10JUL2025
Delta for 25050 PE is -0.01
Historical price for 25050 PE is as follows
On 10 Jul NIFTY was trading at 25386.00. The strike last trading price was 0.65, which was -3.1 lower than the previous day. The implied volatity was 36.09, the open interest changed by 17916 which increased total open position to 41563
On 9 Jul NIFTY was trading at 25476.10. The strike last trading price was 3.7, which was -2.75 lower than the previous day. The implied volatity was 18.04, the open interest changed by 2417 which increased total open position to 23647
On 8 Jul NIFTY was trading at 25522.50. The strike last trading price was 5.85, which was -11.65 lower than the previous day. The implied volatity was 15.68, the open interest changed by 2929 which increased total open position to 21230
On 7 Jul NIFTY was trading at 25461.30. The strike last trading price was 17.65, which was -7.45 lower than the previous day. The implied volatity was 14.98, the open interest changed by 2047 which increased total open position to 18301
On 4 Jul NIFTY was trading at 25461.00. The strike last trading price was 25.15, which was -12.65 lower than the previous day. The implied volatity was 12.39, the open interest changed by 8542 which increased total open position to 16254
On 3 Jul NIFTY was trading at 25405.30. The strike last trading price was 40, which was -5.15 lower than the previous day. The implied volatity was 12.14, the open interest changed by 4144 which increased total open position to 7712
On 2 Jul NIFTY was trading at 25453.40. The strike last trading price was 44.7, which was 5.95 higher than the previous day. The implied volatity was 12.79, the open interest changed by 1072 which increased total open position to 3568
On 1 Jul NIFTY was trading at 25541.80. The strike last trading price was 36.9, which was -22.6 lower than the previous day. The implied volatity was 12.81, the open interest changed by 1007 which increased total open position to 2496
On 30 Jun NIFTY was trading at 25517.05. The strike last trading price was 58.3, which was 6.5 higher than the previous day. The implied volatity was 13.95, the open interest changed by 279 which increased total open position to 1489
On 27 Jun NIFTY was trading at 25637.80. The strike last trading price was 51.5, which was -38.55 lower than the previous day. The implied volatity was 13.66, the open interest changed by -10 which decreased total open position to 1210
On 26 Jun NIFTY was trading at 25549.00. The strike last trading price was 89, which was -75.3 lower than the previous day. The implied volatity was 14.74, the open interest changed by 733 which increased total open position to 1220
On 25 Jun NIFTY was trading at 25244.75. The strike last trading price was 163.15, which was -81.5 lower than the previous day. The implied volatity was 14.03, the open interest changed by 45 which increased total open position to 487
On 24 Jun NIFTY was trading at 25044.35. The strike last trading price was 241.2, which was -66.55 lower than the previous day. The implied volatity was 14.47, the open interest changed by 268 which increased total open position to 442
On 23 Jun NIFTY was trading at 24971.90. The strike last trading price was 311.25, which was 39.25 higher than the previous day. The implied volatity was 15.09, the open interest changed by -14 which decreased total open position to 174
On 20 Jun NIFTY was trading at 25112.40. The strike last trading price was 274, which was -241 lower than the previous day. The implied volatity was 15.04, the open interest changed by 188 which increased total open position to 188
On 19 Jun NIFTY was trading at 24793.25. The strike last trading price was 515, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 18 Jun NIFTY was trading at 24812.05. The strike last trading price was 515, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 17 Jun NIFTY was trading at 24853.40. The strike last trading price was 515, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 16 Jun NIFTY was trading at 24946.50. The strike last trading price was 515, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 13 Jun NIFTY was trading at 24718.60. The strike last trading price was 515, which was 125.5 higher than the previous day. The implied volatity was 16.63, the open interest changed by -7 which decreased total open position to 4
On 12 Jun NIFTY was trading at 0.00. The strike last trading price was 389.5, which was 118.5 higher than the previous day. The implied volatity was 14.15, the open interest changed by -1 which decreased total open position to 11
On 11 Jun NIFTY was trading at 25141.40. The strike last trading price was 271, which was -36.75 lower than the previous day. The implied volatity was 13.99, the open interest changed by 2 which increased total open position to 12
On 10 Jun NIFTY was trading at 25104.25. The strike last trading price was 307.75, which was -33.45 lower than the previous day. The implied volatity was 14.69, the open interest changed by 1 which increased total open position to 10
On 9 Jun NIFTY was trading at 25103.20. The strike last trading price was 341.2, which was -44.6 lower than the previous day. The implied volatity was 15.91, the open interest changed by 4 which increased total open position to 9
On 6 Jun NIFTY was trading at 25003.05. The strike last trading price was 387.7, which was -213.3 lower than the previous day. The implied volatity was 15.65, the open interest changed by 5 which increased total open position to 5
