[--[65.84.65.76]--]
NIFTY
Nifty

25149.85 -205.40 (-0.81%)

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Historical option data for NIFTY

11 Jul 2025 04:10 PM IST
NIFTY 17JUL2025 25250 CE
Delta: 0.41
Vega: 12.55
Theta: -12.56
Gamma: 0.00
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
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
Delta: -0.58
Vega: 12.58
Theta: -6.17
Gamma: 0.00
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