NIFTY
Nifty
Historical option data for NIFTY
11 Jul 2025 04:10 PM IST
NIFTY 17JUL2025 25250 CE | ||||||||||
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Delta: 0.41
Vega: 12.55
Theta: -12.56
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
11 Jul | 25149.85 | 89 | -131.2 | 9.31 | 12,40,713 | 46,630 | 48,411 | |||
10 Jul | 25355.25 | 213.05 | -117.3 | 9.05 | 12,677 | 1,148 | 1,781 | |||
9 Jul | 25476.10 | 325.8 | -57.6 | 10.35 | 1,702 | 116 | 633 | |||
8 Jul | 25522.50 | 390.1 | 46.8 | 10.81 | 1,306 | 75 | 517 | |||
7 Jul | 25461.30 | 346.05 | -13.2 | 10.57 | 801 | 85 | 442 | |||
4 Jul | 25461.00 | 362.45 | 9.35 | 8.70 | 1,213 | 253 | 357 | |||
3 Jul | 25405.30 | 349.55 | -35 | 10.37 | 201 | 6 | 104 | |||
2 Jul | 25453.40 | 387.05 | -90.7 | 10.02 | 59 | 9 | 98 | |||
1 Jul | 25541.80 | 479.9 | 9.85 | 10.99 | 6 | 18 | 89 | |||
30 Jun | 25517.05 | 470 | -106.4 | 10.60 | 56 | 4 | 71 | |||
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27 Jun | 25637.80 | 583 | 85.55 | 10.09 | 15 | 1 | 67 | |||
26 Jun | 25549.00 | 499.7 | 163.4 | 9.34 | 217 | -8 | 66 | |||
25 Jun | 25244.75 | 333.7 | 62.3 | 10.50 | 110 | 7 | 74 | |||
24 Jun | 25044.35 | 279.35 | 28.45 | 11.51 | 308 | 38 | 67 | |||
23 Jun | 24971.90 | 241.35 | -68.55 | 11.71 | 44 | 7 | 29 | |||
20 Jun | 25112.40 | 305.6 | 101.4 | 10.94 | 70 | -21 | 22 | |||
19 Jun | 24793.25 | 204.2 | -23.8 | 12.29 | 14 | 7 | 43 | |||
18 Jun | 24812.05 | 228 | -29.05 | 12.11 | 13 | 5 | 36 | |||
17 Jun | 24853.40 | 257.05 | 26.85 | 12.28 | 43 | 31 | 31 | |||
16 Jun | 24946.50 | 230.2 | 0 | 0.00 | 0 | 9 | 0 | |||
13 Jun | 24718.60 | 230.2 | -197.95 | 11.64 | 11 | 9 | 9 |
For Nifty - strike price 25250 expiring on 17JUL2025
Delta for 25250 CE is 0.41
Historical price for 25250 CE is as follows
On 11 Jul NIFTY was trading at 25149.85. The strike last trading price was 89, which was -131.2 lower than the previous day. The implied volatity was 9.31, the open interest changed by 46630 which increased total open position to 48411
On 10 Jul NIFTY was trading at 25355.25. The strike last trading price was 213.05, which was -117.3 lower than the previous day. The implied volatity was 9.05, the open interest changed by 1148 which increased total open position to 1781
On 9 Jul NIFTY was trading at 25476.10. The strike last trading price was 325.8, which was -57.6 lower than the previous day. The implied volatity was 10.35, the open interest changed by 116 which increased total open position to 633
On 8 Jul NIFTY was trading at 25522.50. The strike last trading price was 390.1, which was 46.8 higher than the previous day. The implied volatity was 10.81, the open interest changed by 75 which increased total open position to 517
On 7 Jul NIFTY was trading at 25461.30. The strike last trading price was 346.05, which was -13.2 lower than the previous day. The implied volatity was 10.57, the open interest changed by 85 which increased total open position to 442
On 4 Jul NIFTY was trading at 25461.00. The strike last trading price was 362.45, which was 9.35 higher than the previous day. The implied volatity was 8.70, the open interest changed by 253 which increased total open position to 357
On 3 Jul NIFTY was trading at 25405.30. The strike last trading price was 349.55, which was -35 lower than the previous day. The implied volatity was 10.37, the open interest changed by 6 which increased total open position to 104
On 2 Jul NIFTY was trading at 25453.40. The strike last trading price was 387.05, which was -90.7 lower than the previous day. The implied volatity was 10.02, the open interest changed by 9 which increased total open position to 98
On 1 Jul NIFTY was trading at 25541.80. The strike last trading price was 479.9, which was 9.85 higher than the previous day. The implied volatity was 10.99, the open interest changed by 18 which increased total open position to 89
On 30 Jun NIFTY was trading at 25517.05. The strike last trading price was 470, which was -106.4 lower than the previous day. The implied volatity was 10.60, the open interest changed by 4 which increased total open position to 71
On 27 Jun NIFTY was trading at 25637.80. The strike last trading price was 583, which was 85.55 higher than the previous day. The implied volatity was 10.09, the open interest changed by 1 which increased total open position to 67
On 26 Jun NIFTY was trading at 25549.00. The strike last trading price was 499.7, which was 163.4 higher than the previous day. The implied volatity was 9.34, the open interest changed by -8 which decreased total open position to 66
On 25 Jun NIFTY was trading at 25244.75. The strike last trading price was 333.7, which was 62.3 higher than the previous day. The implied volatity was 10.50, the open interest changed by 7 which increased total open position to 74
On 24 Jun NIFTY was trading at 25044.35. The strike last trading price was 279.35, which was 28.45 higher than the previous day. The implied volatity was 11.51, the open interest changed by 38 which increased total open position to 67
On 23 Jun NIFTY was trading at 24971.90. The strike last trading price was 241.35, which was -68.55 lower than the previous day. The implied volatity was 11.71, the open interest changed by 7 which increased total open position to 29
On 20 Jun NIFTY was trading at 25112.40. The strike last trading price was 305.6, which was 101.4 higher than the previous day. The implied volatity was 10.94, the open interest changed by -21 which decreased total open position to 22
On 19 Jun NIFTY was trading at 24793.25. The strike last trading price was 204.2, which was -23.8 lower than the previous day. The implied volatity was 12.29, the open interest changed by 7 which increased total open position to 43
On 18 Jun NIFTY was trading at 24812.05. The strike last trading price was 228, which was -29.05 lower than the previous day. The implied volatity was 12.11, the open interest changed by 5 which increased total open position to 36
On 17 Jun NIFTY was trading at 24853.40. The strike last trading price was 257.05, which was 26.85 higher than the previous day. The implied volatity was 12.28, the open interest changed by 31 which increased total open position to 31
On 16 Jun NIFTY was trading at 24946.50. The strike last trading price was 230.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 13 Jun NIFTY was trading at 24718.60. The strike last trading price was 230.2, which was -197.95 lower than the previous day. The implied volatity was 11.64, the open interest changed by 9 which increased total open position to 9
NIFTY 17JUL2025 25250 PE | |||||||
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Delta: -0.58
Vega: 12.58
Theta: -6.17
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
11 Jul | 25149.85 | 162.4 | 78.7 | 9.75 | 15,30,864 | 8,007 | 17,086 |
10 Jul | 25355.25 | 83.85 | 21.85 | 10.43 | 1,21,841 | 1,907 | 9,079 |
9 Jul | 25476.10 | 62.65 | -2.35 | 10.91 | 31,508 | 4,461 | 7,172 |
8 Jul | 25522.50 | 63.25 | -37.85 | 11.64 | 14,893 | 890 | 2,711 |
7 Jul | 25461.30 | 100.6 | -12.65 | 12.53 | 7,866 | 853 | 1,821 |
4 Jul | 25461.00 | 111.15 | -24.2 | 12.25 | 6,587 | 510 | 968 |
3 Jul | 25405.30 | 143.3 | 2.7 | 12.47 | 1,243 | 90 | 458 |
2 Jul | 25453.40 | 141 | 18 | 12.88 | 581 | 38 | 368 |
1 Jul | 25541.80 | 121.1 | -26.3 | 12.94 | 177 | 51 | 330 |
30 Jun | 25517.05 | 143.15 | 17.35 | 13.55 | 396 | 94 | 279 |
27 Jun | 25637.80 | 125 | -49.55 | 13.49 | 177 | 17 | 185 |
26 Jun | 25549.00 | 175.65 | -106.75 | 14.35 | 286 | 29 | 168 |
25 Jun | 25244.75 | 284.6 | -96.8 | 14.17 | 174 | 74 | 139 |
24 Jun | 25044.35 | 365 | -77.7 | 14.21 | 623 | 37 | 65 |
23 Jun | 24971.90 | 442.7 | 44.55 | 14.72 | 35 | 25 | 28 |
20 Jun | 25112.40 | 395.25 | -246.2 | 14.82 | 16 | 3 | 3 |
19 Jun | 24793.25 | 0 | 0 | - | 0 | 0 | 0 |
18 Jun | 24812.05 | 0 | 0 | - | 0 | 0 | 0 |
17 Jun | 24853.40 | 0 | 0 | - | 0 | 0 | 0 |
16 Jun | 24946.50 | 0 | 0 | - | 0 | 0 | 0 |
13 Jun | 24718.60 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25250 expiring on 17JUL2025
Delta for 25250 PE is -0.58
Historical price for 25250 PE is as follows
On 11 Jul NIFTY was trading at 25149.85. The strike last trading price was 162.4, which was 78.7 higher than the previous day. The implied volatity was 9.75, the open interest changed by 8007 which increased total open position to 17086
On 10 Jul NIFTY was trading at 25355.25. The strike last trading price was 83.85, which was 21.85 higher than the previous day. The implied volatity was 10.43, the open interest changed by 1907 which increased total open position to 9079
On 9 Jul NIFTY was trading at 25476.10. The strike last trading price was 62.65, which was -2.35 lower than the previous day. The implied volatity was 10.91, the open interest changed by 4461 which increased total open position to 7172
On 8 Jul NIFTY was trading at 25522.50. The strike last trading price was 63.25, which was -37.85 lower than the previous day. The implied volatity was 11.64, the open interest changed by 890 which increased total open position to 2711
On 7 Jul NIFTY was trading at 25461.30. The strike last trading price was 100.6, which was -12.65 lower than the previous day. The implied volatity was 12.53, the open interest changed by 853 which increased total open position to 1821
On 4 Jul NIFTY was trading at 25461.00. The strike last trading price was 111.15, which was -24.2 lower than the previous day. The implied volatity was 12.25, the open interest changed by 510 which increased total open position to 968
On 3 Jul NIFTY was trading at 25405.30. The strike last trading price was 143.3, which was 2.7 higher than the previous day. The implied volatity was 12.47, the open interest changed by 90 which increased total open position to 458
On 2 Jul NIFTY was trading at 25453.40. The strike last trading price was 141, which was 18 higher than the previous day. The implied volatity was 12.88, the open interest changed by 38 which increased total open position to 368
On 1 Jul NIFTY was trading at 25541.80. The strike last trading price was 121.1, which was -26.3 lower than the previous day. The implied volatity was 12.94, the open interest changed by 51 which increased total open position to 330
On 30 Jun NIFTY was trading at 25517.05. The strike last trading price was 143.15, which was 17.35 higher than the previous day. The implied volatity was 13.55, the open interest changed by 94 which increased total open position to 279
On 27 Jun NIFTY was trading at 25637.80. The strike last trading price was 125, which was -49.55 lower than the previous day. The implied volatity was 13.49, the open interest changed by 17 which increased total open position to 185
On 26 Jun NIFTY was trading at 25549.00. The strike last trading price was 175.65, which was -106.75 lower than the previous day. The implied volatity was 14.35, the open interest changed by 29 which increased total open position to 168
On 25 Jun NIFTY was trading at 25244.75. The strike last trading price was 284.6, which was -96.8 lower than the previous day. The implied volatity was 14.17, the open interest changed by 74 which increased total open position to 139
On 24 Jun NIFTY was trading at 25044.35. The strike last trading price was 365, which was -77.7 lower than the previous day. The implied volatity was 14.21, the open interest changed by 37 which increased total open position to 65
On 23 Jun NIFTY was trading at 24971.90. The strike last trading price was 442.7, which was 44.55 higher than the previous day. The implied volatity was 14.72, the open interest changed by 25 which increased total open position to 28
On 20 Jun NIFTY was trading at 25112.40. The strike last trading price was 395.25, which was -246.2 lower than the previous day. The implied volatity was 14.82, the open interest changed by 3 which increased total open position to 3
On 19 Jun NIFTY was trading at 24793.25. The strike last trading price was 0, 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 18 Jun NIFTY was trading at 24812.05. The strike last trading price was 0, 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 17 Jun NIFTY was trading at 24853.40. The strike last trading price was 0, 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 Jun NIFTY was trading at 24946.50. The strike last trading price was 0, 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 13 Jun NIFTY was trading at 24718.60. The strike last trading price was 0, 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