NIFTY
Nifty
Historical option data for NIFTY
13 Jun 2025 04:10 PM IST
| NIFTY 19JUN2025 25650 CE | ||||||||||
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Delta: 0.03
Vega: 2.14
Theta: -2.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Jun | 24718.60 | 5.15 | -4.7 | 14.26 | 2,06,723 | 9,368 | 20,390 | |||
| 12 Jun | 0.00 | 9.25 | -21.1 | 12.89 | 94,435 | 7,561 | 11,022 | |||
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| 11 Jun | 25141.40 | 29 | -3.95 | 11.30 | 31,699 | 932 | 3,461 | |||
| 10 Jun | 25104.25 | 31 | -28.05 | 11.33 | 12,953 | 1,556 | 2,529 | |||
| 9 Jun | 25103.20 | 61.35 | 5.05 | 13.34 | 5,292 | 251 | 973 | |||
| 6 Jun | 25003.05 | 54.6 | 17.8 | 12.39 | 4,300 | 504 | 722 | |||
| 5 Jun | 24750.90 | 36 | -1.35 | 13.27 | 697 | 185 | 218 | |||
| 4 Jun | 24620.20 | 37.15 | -8.7 | 14.59 | 100 | -14 | 33 | |||
| 3 Jun | 24542.50 | 45 | -126 | 15.72 | 53 | 47 | 47 | |||
| 2 Jun | 24716.60 | 171 | 0 | 0.00 | 0 | 0 | 0 | |||
| 30 May | 24750.70 | 171 | 0 | 0.00 | 0 | 0 | 0 | |||
| 29 May | 24833.60 | 171 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 May | 24752.45 | 171 | -191.95 | 18.15 | 1 | 0 | 0 | |||
| 27 May | 24826.20 | 362.95 | 0 | 2.42 | 0 | 0 | 0 | |||
| 26 May | 25001.15 | 362.95 | 0 | 1.87 | 0 | 0 | 0 | |||
| 23 May | 24853.15 | 362.95 | 0 | 2.11 | 0 | 0 | 0 | |||
| 22 May | 24609.70 | 362.95 | 0 | 2.76 | 0 | 0 | 0 | |||
| 21 May | 24813.45 | 362.95 | 0 | 2.15 | 0 | 0 | 0 | |||
| 20 May | 24683.90 | 362.95 | 0 | 2.38 | 0 | 0 | 0 | |||
| 19 May | 24945.45 | 362.95 | 0 | 1.70 | 0 | 0 | 0 | |||
| 16 May | 25019.80 | 362.95 | 0 | 1.30 | 0 | 0 | 0 | |||
For Nifty - strike price 25650 expiring on 19JUN2025
Delta for 25650 CE is 0.03
Historical price for 25650 CE is as follows
On 13 Jun NIFTY was trading at 24718.60. The strike last trading price was 5.15, which was -4.7 lower than the previous day. The implied volatity was 14.26, the open interest changed by 9368 which increased total open position to 20390
On 12 Jun NIFTY was trading at 0.00. The strike last trading price was 9.25, which was -21.1 lower than the previous day. The implied volatity was 12.89, the open interest changed by 7561 which increased total open position to 11022
On 11 Jun NIFTY was trading at 25141.40. The strike last trading price was 29, which was -3.95 lower than the previous day. The implied volatity was 11.30, the open interest changed by 932 which increased total open position to 3461
On 10 Jun NIFTY was trading at 25104.25. The strike last trading price was 31, which was -28.05 lower than the previous day. The implied volatity was 11.33, the open interest changed by 1556 which increased total open position to 2529
On 9 Jun NIFTY was trading at 25103.20. The strike last trading price was 61.35, which was 5.05 higher than the previous day. The implied volatity was 13.34, the open interest changed by 251 which increased total open position to 973
On 6 Jun NIFTY was trading at 25003.05. The strike last trading price was 54.6, which was 17.8 higher than the previous day. The implied volatity was 12.39, the open interest changed by 504 which increased total open position to 722
On 5 Jun NIFTY was trading at 24750.90. The strike last trading price was 36, which was -1.35 lower than the previous day. The implied volatity was 13.27, the open interest changed by 185 which increased total open position to 218
On 4 Jun NIFTY was trading at 24620.20. The strike last trading price was 37.15, which was -8.7 lower than the previous day. The implied volatity was 14.59, the open interest changed by -14 which decreased total open position to 33
On 3 Jun NIFTY was trading at 24542.50. The strike last trading price was 45, which was -126 lower than the previous day. The implied volatity was 15.72, the open interest changed by 47 which increased total open position to 47
On 2 Jun NIFTY was trading at 24716.60. The strike last trading price was 171, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 30 May NIFTY was trading at 24750.70. The strike last trading price was 171, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 May NIFTY was trading at 24833.60. The strike last trading price was 171, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 May NIFTY was trading at 24752.45. The strike last trading price was 171, which was -191.95 lower than the previous day. The implied volatity was 18.15, the open interest changed by 0 which decreased total open position to 0
On 27 May NIFTY was trading at 24826.20. The strike last trading price was 362.95, which was 0 lower than the previous day. The implied volatity was 2.42, the open interest changed by 0 which decreased total open position to 0
On 26 May NIFTY was trading at 25001.15. The strike last trading price was 362.95, which was 0 lower than the previous day. The implied volatity was 1.87, the open interest changed by 0 which decreased total open position to 0
On 23 May NIFTY was trading at 24853.15. The strike last trading price was 362.95, which was 0 lower than the previous day. The implied volatity was 2.11, 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 362.95, which was 0 lower than the previous day. The implied volatity was 2.76, 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 362.95, which was 0 lower than the previous day. The implied volatity was 2.15, 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 362.95, which was 0 lower than the previous day. The implied volatity was 2.38, 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 362.95, which was 0 lower than the previous day. The implied volatity was 1.70, 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 362.95, which was 0 lower than the previous day. The implied volatity was 1.30, the open interest changed by 0 which decreased total open position to 0
| NIFTY 19JUN2025 25650 PE | |||||||
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Delta: -0.82
Vega: 8.27
Theta: -13.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Jun | 24718.60 | 958.35 | 188.25 | 28.74 | 116 | 5 | 109 |
| 12 Jun | 0.00 | 788 | 280.7 | 19.06 | 442 | 44 | 104 |
| 11 Jun | 25141.40 | 511.85 | -34.15 | 13.03 | 339 | 13 | 60 |
| 10 Jun | 25104.25 | 546 | -15.95 | 13.40 | 88 | 23 | 47 |
| 9 Jun | 25103.20 | 561.75 | -101.55 | 15.30 | 39 | 19 | 24 |
| 6 Jun | 25003.05 | 663.3 | -204.55 | 16.10 | 6 | 3 | 5 |
| 5 Jun | 24750.90 | 867.85 | -114.15 | 16.98 | 2 | -2 | 2 |
| 4 Jun | 24620.20 | 982 | -43.5 | 15.85 | 6 | 2 | 4 |
| 3 Jun | 24542.50 | 1025.5 | 83.95 | 13.61 | 1 | 2 | 2 |
| 2 Jun | 24716.60 | 941.55 | 154.7 | 17.77 | 2 | 0 | 0 |
| 30 May | 24750.70 | 786.85 | 0 | - | 0 | 0 | 0 |
| 29 May | 24833.60 | 786.85 | 0 | - | 0 | 0 | 0 |
| 28 May | 24752.45 | 786.85 | 0 | - | 0 | 0 | 0 |
| 27 May | 24826.20 | 786.85 | 0 | - | 0 | 0 | 0 |
| 26 May | 25001.15 | 786.85 | 0 | - | 0 | 0 | 0 |
| 23 May | 24853.15 | 786.85 | 0 | - | 0 | 0 | 0 |
| 22 May | 24609.70 | 786.85 | 0 | - | 0 | 0 | 0 |
| 21 May | 24813.45 | 786.85 | 0 | - | 0 | 0 | 0 |
| 20 May | 24683.90 | 786.85 | 0 | - | 0 | 0 | 0 |
| 19 May | 24945.45 | 786.85 | 0 | - | 0 | 0 | 0 |
| 16 May | 25019.80 | 786.85 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25650 expiring on 19JUN2025
Delta for 25650 PE is -0.82
Historical price for 25650 PE is as follows
On 13 Jun NIFTY was trading at 24718.60. The strike last trading price was 958.35, which was 188.25 higher than the previous day. The implied volatity was 28.74, the open interest changed by 5 which increased total open position to 109
On 12 Jun NIFTY was trading at 0.00. The strike last trading price was 788, which was 280.7 higher than the previous day. The implied volatity was 19.06, the open interest changed by 44 which increased total open position to 104
On 11 Jun NIFTY was trading at 25141.40. The strike last trading price was 511.85, which was -34.15 lower than the previous day. The implied volatity was 13.03, the open interest changed by 13 which increased total open position to 60
On 10 Jun NIFTY was trading at 25104.25. The strike last trading price was 546, which was -15.95 lower than the previous day. The implied volatity was 13.40, the open interest changed by 23 which increased total open position to 47
On 9 Jun NIFTY was trading at 25103.20. The strike last trading price was 561.75, which was -101.55 lower than the previous day. The implied volatity was 15.30, the open interest changed by 19 which increased total open position to 24
On 6 Jun NIFTY was trading at 25003.05. The strike last trading price was 663.3, which was -204.55 lower than the previous day. The implied volatity was 16.10, the open interest changed by 3 which increased total open position to 5
On 5 Jun NIFTY was trading at 24750.90. The strike last trading price was 867.85, which was -114.15 lower than the previous day. The implied volatity was 16.98, the open interest changed by -2 which decreased total open position to 2
On 4 Jun NIFTY was trading at 24620.20. The strike last trading price was 982, which was -43.5 lower than the previous day. The implied volatity was 15.85, the open interest changed by 2 which increased total open position to 4
On 3 Jun NIFTY was trading at 24542.50. The strike last trading price was 1025.5, which was 83.95 higher than the previous day. The implied volatity was 13.61, the open interest changed by 2 which increased total open position to 2
On 2 Jun NIFTY was trading at 24716.60. The strike last trading price was 941.55, which was 154.7 higher than the previous day. The implied volatity was 17.77, the open interest changed by 0 which decreased total open position to 0
On 30 May NIFTY was trading at 24750.70. The strike last trading price was 786.85, 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 29 May NIFTY was trading at 24833.60. The strike last trading price was 786.85, 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 28 May NIFTY was trading at 24752.45. The strike last trading price was 786.85, 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 27 May NIFTY was trading at 24826.20. The strike last trading price was 786.85, 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 26 May NIFTY was trading at 25001.15. The strike last trading price was 786.85, 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 23 May NIFTY was trading at 24853.15. The strike last trading price was 786.85, 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 22 May NIFTY was trading at 24609.70. The strike last trading price was 786.85, 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 21 May NIFTY was trading at 24813.45. The strike last trading price was 786.85, 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 786.85, 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 786.85, 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 786.85, 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
