NIFTY
Nifty
Historical option data for NIFTY
17 Jun 2025 04:10 PM IST
| NIFTY 19JUN2025 25900 CE | ||||||||||
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Delta: 0.01
Vega: 0.40
Theta: -2.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Jun | 24853.40 | 1.1 | -0.65 | 23.04 | 3,10,568 | 2,393 | 40,285 | |||
| 16 Jun | 24946.50 | 1.65 | -1.1 | 17.95 | 2,62,476 | 5,691 | 37,892 | |||
| 13 Jun | 24718.60 | 2.85 | -1.25 | 16.02 | 2,69,021 | 4,544 | 32,201 | |||
| 12 Jun | 0.00 | 4 | -5.1 | 14.03 | 1,56,365 | 14,426 | 27,657 | |||
| 11 Jun | 25141.40 | 8.95 | -2.6 | 11.51 | 68,802 | 6,780 | 13,231 | |||
| 10 Jun | 25104.25 | 11.1 | -13.2 | 11.70 | 23,415 | 2,158 | 6,451 | |||
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| 9 Jun | 25103.20 | 25.75 | 1.7 | 13.29 | 13,709 | 1,070 | 4,293 | |||
| 6 Jun | 25003.05 | 23.9 | 7.15 | 12.37 | 22,330 | 1,883 | 3,223 | |||
| 5 Jun | 24750.90 | 16.65 | -1.35 | 13.40 | 6,234 | 806 | 1,340 | |||
| 4 Jun | 24620.20 | 17.5 | -8.9 | 14.50 | 1,281 | 281 | 534 | |||
| 3 Jun | 24542.50 | 24.9 | -21.05 | 15.88 | 731 | 45 | 253 | |||
| 2 Jun | 24716.60 | 44.4 | -4.7 | 16.03 | 367 | 84 | 208 | |||
| 30 May | 24750.70 | 49.65 | -10.45 | 14.57 | 92 | 36 | 124 | |||
| 29 May | 24833.60 | 60.4 | -12.75 | 13.49 | 130 | 19 | 88 | |||
| 28 May | 24752.45 | 74.8 | -30.1 | 15.42 | 99 | 2 | 69 | |||
| 27 May | 24826.20 | 104.9 | -13.05 | 16.01 | 10 | -2 | 67 | |||
| 26 May | 25001.15 | 113.55 | 27.9 | 14.27 | 83 | 6 | 69 | |||
| 23 May | 24853.15 | 82.1 | -34.4 | 13.12 | 87 | 63 | 63 | |||
| 22 May | 24609.70 | 116.5 | 0 | 0.00 | 0 | 18 | 0 | |||
| 21 May | 24813.45 | 116.5 | -9.55 | 14.82 | 9 | 18 | 18 | |||
| 20 May | 24683.90 | 126.05 | 0 | 0.00 | 0 | 2 | 0 | |||
| 19 May | 24945.45 | 126.05 | -153.5 | 13.31 | 14 | 2 | 2 | |||
| 16 May | 25019.80 | 279.55 | 0 | 1.97 | 0 | 0 | 0 | |||
For Nifty - strike price 25900 expiring on 19JUN2025
Delta for 25900 CE is 0.01
Historical price for 25900 CE is as follows
On 17 Jun NIFTY was trading at 24853.40. The strike last trading price was 1.1, which was -0.65 lower than the previous day. The implied volatity was 23.04, the open interest changed by 2393 which increased total open position to 40285
On 16 Jun NIFTY was trading at 24946.50. The strike last trading price was 1.65, which was -1.1 lower than the previous day. The implied volatity was 17.95, the open interest changed by 5691 which increased total open position to 37892
On 13 Jun NIFTY was trading at 24718.60. The strike last trading price was 2.85, which was -1.25 lower than the previous day. The implied volatity was 16.02, the open interest changed by 4544 which increased total open position to 32201
On 12 Jun NIFTY was trading at 0.00. The strike last trading price was 4, which was -5.1 lower than the previous day. The implied volatity was 14.03, the open interest changed by 14426 which increased total open position to 27657
On 11 Jun NIFTY was trading at 25141.40. The strike last trading price was 8.95, which was -2.6 lower than the previous day. The implied volatity was 11.51, the open interest changed by 6780 which increased total open position to 13231
On 10 Jun NIFTY was trading at 25104.25. The strike last trading price was 11.1, which was -13.2 lower than the previous day. The implied volatity was 11.70, the open interest changed by 2158 which increased total open position to 6451
On 9 Jun NIFTY was trading at 25103.20. The strike last trading price was 25.75, which was 1.7 higher than the previous day. The implied volatity was 13.29, the open interest changed by 1070 which increased total open position to 4293
On 6 Jun NIFTY was trading at 25003.05. The strike last trading price was 23.9, which was 7.15 higher than the previous day. The implied volatity was 12.37, the open interest changed by 1883 which increased total open position to 3223
On 5 Jun NIFTY was trading at 24750.90. The strike last trading price was 16.65, which was -1.35 lower than the previous day. The implied volatity was 13.40, the open interest changed by 806 which increased total open position to 1340
On 4 Jun NIFTY was trading at 24620.20. The strike last trading price was 17.5, which was -8.9 lower than the previous day. The implied volatity was 14.50, the open interest changed by 281 which increased total open position to 534
On 3 Jun NIFTY was trading at 24542.50. The strike last trading price was 24.9, which was -21.05 lower than the previous day. The implied volatity was 15.88, the open interest changed by 45 which increased total open position to 253
On 2 Jun NIFTY was trading at 24716.60. The strike last trading price was 44.4, which was -4.7 lower than the previous day. The implied volatity was 16.03, the open interest changed by 84 which increased total open position to 208
On 30 May NIFTY was trading at 24750.70. The strike last trading price was 49.65, which was -10.45 lower than the previous day. The implied volatity was 14.57, the open interest changed by 36 which increased total open position to 124
On 29 May NIFTY was trading at 24833.60. The strike last trading price was 60.4, which was -12.75 lower than the previous day. The implied volatity was 13.49, the open interest changed by 19 which increased total open position to 88
On 28 May NIFTY was trading at 24752.45. The strike last trading price was 74.8, which was -30.1 lower than the previous day. The implied volatity was 15.42, the open interest changed by 2 which increased total open position to 69
On 27 May NIFTY was trading at 24826.20. The strike last trading price was 104.9, which was -13.05 lower than the previous day. The implied volatity was 16.01, the open interest changed by -2 which decreased total open position to 67
On 26 May NIFTY was trading at 25001.15. The strike last trading price was 113.55, which was 27.9 higher than the previous day. The implied volatity was 14.27, the open interest changed by 6 which increased total open position to 69
On 23 May NIFTY was trading at 24853.15. The strike last trading price was 82.1, which was -34.4 lower than the previous day. The implied volatity was 13.12, the open interest changed by 63 which increased total open position to 63
On 22 May NIFTY was trading at 24609.70. The strike last trading price was 116.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 21 May NIFTY was trading at 24813.45. The strike last trading price was 116.5, which was -9.55 lower than the previous day. The implied volatity was 14.82, the open interest changed by 18 which increased total open position to 18
On 20 May NIFTY was trading at 24683.90. The strike last trading price was 126.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 19 May NIFTY was trading at 24945.45. The strike last trading price was 126.05, which was -153.5 lower than the previous day. The implied volatity was 13.31, the open interest changed by 2 which increased total open position to 2
On 16 May NIFTY was trading at 25019.80. The strike last trading price was 279.55, which was 0 lower than the previous day. The implied volatity was 1.97, the open interest changed by 0 which decreased total open position to 0
| NIFTY 19JUN2025 25900 PE | |||||||
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Delta: -0.96
Vega: 1.54
Theta: -5.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Jun | 24853.40 | 1058.3 | 114.25 | 31.43 | 68 | -1 | 84 |
| 16 Jun | 24946.50 | 944.55 | -253.5 | 21.53 | 80 | -2 | 85 |
| 13 Jun | 24718.60 | 1198.05 | 189.4 | 32.36 | 22 | 4 | 87 |
| 12 Jun | 0.00 | 1029.05 | 293.3 | 21.92 | 380 | -3 | 83 |
| 11 Jun | 25141.40 | 743.2 | -36.35 | 14.71 | 274 | 37 | 86 |
| 10 Jun | 25104.25 | 791.9 | 15.9 | 17.02 | 154 | -1 | 49 |
| 9 Jun | 25103.20 | 776 | -69.85 | 16.16 | 66 | 46 | 50 |
| 6 Jun | 25003.05 | 845.85 | -251.2 | 14.09 | 2 | 2 | 4 |
| 5 Jun | 24750.90 | 1097.05 | -137.2 | 18.39 | 2 | 2 | 2 |
| 4 Jun | 24620.20 | 1234.25 | 0 | 0.00 | 0 | 1 | 0 |
| 3 Jun | 24542.50 | 1234.25 | 47.85 | - | 1 | 1 | 1 |
| 2 Jun | 24716.60 | 1186.4 | 234.6 | 20.48 | 1 | 0 | 0 |
| 30 May | 24750.70 | 951.8 | 0 | - | 0 | 0 | 0 |
| 29 May | 24833.60 | 951.8 | 0 | - | 0 | 0 | 0 |
| 28 May | 24752.45 | 951.8 | 0 | - | 0 | 0 | 0 |
| 27 May | 24826.20 | 951.8 | 0 | - | 0 | 0 | 0 |
| 26 May | 25001.15 | 951.8 | 0 | - | 0 | 0 | 0 |
| 23 May | 24853.15 | 951.8 | 0 | - | 0 | 0 | 0 |
| 22 May | 24609.70 | 951.8 | 0 | - | 0 | 0 | 0 |
| 21 May | 24813.45 | 951.8 | 0 | - | 0 | 0 | 0 |
| 20 May | 24683.90 | 951.8 | 0 | - | 0 | 0 | 0 |
| 19 May | 24945.45 | 951.8 | 0 | - | 0 | 0 | 0 |
| 16 May | 25019.80 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25900 expiring on 19JUN2025
Delta for 25900 PE is -0.96
Historical price for 25900 PE is as follows
On 17 Jun NIFTY was trading at 24853.40. The strike last trading price was 1058.3, which was 114.25 higher than the previous day. The implied volatity was 31.43, the open interest changed by -1 which decreased total open position to 84
On 16 Jun NIFTY was trading at 24946.50. The strike last trading price was 944.55, which was -253.5 lower than the previous day. The implied volatity was 21.53, the open interest changed by -2 which decreased total open position to 85
On 13 Jun NIFTY was trading at 24718.60. The strike last trading price was 1198.05, which was 189.4 higher than the previous day. The implied volatity was 32.36, the open interest changed by 4 which increased total open position to 87
On 12 Jun NIFTY was trading at 0.00. The strike last trading price was 1029.05, which was 293.3 higher than the previous day. The implied volatity was 21.92, the open interest changed by -3 which decreased total open position to 83
On 11 Jun NIFTY was trading at 25141.40. The strike last trading price was 743.2, which was -36.35 lower than the previous day. The implied volatity was 14.71, the open interest changed by 37 which increased total open position to 86
On 10 Jun NIFTY was trading at 25104.25. The strike last trading price was 791.9, which was 15.9 higher than the previous day. The implied volatity was 17.02, the open interest changed by -1 which decreased total open position to 49
On 9 Jun NIFTY was trading at 25103.20. The strike last trading price was 776, which was -69.85 lower than the previous day. The implied volatity was 16.16, the open interest changed by 46 which increased total open position to 50
On 6 Jun NIFTY was trading at 25003.05. The strike last trading price was 845.85, which was -251.2 lower than the previous day. The implied volatity was 14.09, the open interest changed by 2 which increased total open position to 4
On 5 Jun NIFTY was trading at 24750.90. The strike last trading price was 1097.05, which was -137.2 lower than the previous day. The implied volatity was 18.39, the open interest changed by 2 which increased total open position to 2
On 4 Jun NIFTY was trading at 24620.20. The strike last trading price was 1234.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 3 Jun NIFTY was trading at 24542.50. The strike last trading price was 1234.25, which was 47.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 2 Jun NIFTY was trading at 24716.60. The strike last trading price was 1186.4, which was 234.6 higher than the previous day. The implied volatity was 20.48, 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 951.8, 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 951.8, 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 951.8, 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 951.8, 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 951.8, 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 951.8, 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 951.8, 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 951.8, 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 951.8, 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 951.8, 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 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
