NIFTY
Nifty
Historical option data for NIFTY
13 Jun 2025 04:10 PM IST
| NIFTY 19JUN2025 26300 CE | ||||||||||
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Delta: 0.01
Vega: 0.74
Theta: -1.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Jun | 24718.60 | 1.75 | -0.2 | 19.43 | 2,07,169 | -1,619 | 27,953 | |||
| 12 Jun | 0.00 | 1.8 | -0.5 | 16.67 | 88,254 | 17,857 | 29,572 | |||
| 11 Jun | 25141.40 | 2 | -0.85 | 12.96 | 44,144 | 5,237 | 11,715 | |||
| 10 Jun | 25104.25 | 2.8 | -2.05 | 13.08 | 17,872 | -852 | 6,478 | |||
| 9 Jun | 25103.20 | 5.45 | 0.05 | 13.52 | 13,924 | 1,547 | 7,330 | |||
| 6 Jun | 25003.05 | 5.4 | 0.6 | 12.56 | 14,899 | 1,780 | 5,783 | |||
| 5 Jun | 24750.90 | 4.45 | -1.5 | 13.74 | 7,049 | 3,313 | 4,003 | |||
| 4 Jun | 24620.20 | 5.9 | -4.55 | 15.05 | 818 | -84 | 690 | |||
| 3 Jun | 24542.50 | 9.6 | -6.55 | 16.33 | 840 | 281 | 774 | |||
| 2 Jun | 24716.60 | 15.25 | -3 | 15.80 | 968 | 31 | 493 | |||
| 30 May | 24750.70 | 17.8 | -7.25 | 14.46 | 948 | 63 | 462 | |||
| 29 May | 24833.60 | 24.95 | -8.3 | 13.84 | 628 | 225 | 399 | |||
| 28 May | 24752.45 | 33 | -19.45 | 15.48 | 387 | 172 | 174 | |||
| 27 May | 24826.20 | 52.45 | -125.15 | 16.22 | 5 | 2 | 2 | |||
| 26 May | 25001.15 | 177.6 | 0 | 4.00 | 0 | 0 | 0 | |||
| 23 May | 24853.15 | 177.6 | 0 | 4.19 | 0 | 0 | 0 | |||
| 22 May | 24609.70 | 177.6 | 0 | 4.78 | 0 | 0 | 0 | |||
| 21 May | 24813.45 | 177.6 | 0 | 4.16 | 0 | 0 | 0 | |||
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| 20 May | 24683.90 | 177.6 | 0 | 4.35 | 0 | 0 | 0 | |||
| 19 May | 24945.45 | 177.6 | 0 | 3.58 | 0 | 0 | 0 | |||
| 16 May | 25019.80 | 177.6 | 0 | 3.13 | 0 | 0 | 0 | |||
For Nifty - strike price 26300 expiring on 19JUN2025
Delta for 26300 CE is 0.01
Historical price for 26300 CE is as follows
On 13 Jun NIFTY was trading at 24718.60. The strike last trading price was 1.75, which was -0.2 lower than the previous day. The implied volatity was 19.43, the open interest changed by -1619 which decreased total open position to 27953
On 12 Jun NIFTY was trading at 0.00. The strike last trading price was 1.8, which was -0.5 lower than the previous day. The implied volatity was 16.67, the open interest changed by 17857 which increased total open position to 29572
On 11 Jun NIFTY was trading at 25141.40. The strike last trading price was 2, which was -0.85 lower than the previous day. The implied volatity was 12.96, the open interest changed by 5237 which increased total open position to 11715
On 10 Jun NIFTY was trading at 25104.25. The strike last trading price was 2.8, which was -2.05 lower than the previous day. The implied volatity was 13.08, the open interest changed by -852 which decreased total open position to 6478
On 9 Jun NIFTY was trading at 25103.20. The strike last trading price was 5.45, which was 0.05 higher than the previous day. The implied volatity was 13.52, the open interest changed by 1547 which increased total open position to 7330
On 6 Jun NIFTY was trading at 25003.05. The strike last trading price was 5.4, which was 0.6 higher than the previous day. The implied volatity was 12.56, the open interest changed by 1780 which increased total open position to 5783
On 5 Jun NIFTY was trading at 24750.90. The strike last trading price was 4.45, which was -1.5 lower than the previous day. The implied volatity was 13.74, the open interest changed by 3313 which increased total open position to 4003
On 4 Jun NIFTY was trading at 24620.20. The strike last trading price was 5.9, which was -4.55 lower than the previous day. The implied volatity was 15.05, the open interest changed by -84 which decreased total open position to 690
On 3 Jun NIFTY was trading at 24542.50. The strike last trading price was 9.6, which was -6.55 lower than the previous day. The implied volatity was 16.33, the open interest changed by 281 which increased total open position to 774
On 2 Jun NIFTY was trading at 24716.60. The strike last trading price was 15.25, which was -3 lower than the previous day. The implied volatity was 15.80, the open interest changed by 31 which increased total open position to 493
On 30 May NIFTY was trading at 24750.70. The strike last trading price was 17.8, which was -7.25 lower than the previous day. The implied volatity was 14.46, the open interest changed by 63 which increased total open position to 462
On 29 May NIFTY was trading at 24833.60. The strike last trading price was 24.95, which was -8.3 lower than the previous day. The implied volatity was 13.84, the open interest changed by 225 which increased total open position to 399
On 28 May NIFTY was trading at 24752.45. The strike last trading price was 33, which was -19.45 lower than the previous day. The implied volatity was 15.48, the open interest changed by 172 which increased total open position to 174
On 27 May NIFTY was trading at 24826.20. The strike last trading price was 52.45, which was -125.15 lower than the previous day. The implied volatity was 16.22, the open interest changed by 2 which increased total open position to 2
On 26 May NIFTY was trading at 25001.15. The strike last trading price was 177.6, which was 0 lower than the previous day. The implied volatity was 4.00, 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 177.6, which was 0 lower than the previous day. The implied volatity was 4.19, 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 177.6, which was 0 lower than the previous day. The implied volatity was 4.78, 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 177.6, which was 0 lower than the previous day. The implied volatity was 4.16, 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 177.6, which was 0 lower than the previous day. The implied volatity was 4.35, 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 177.6, which was 0 lower than the previous day. The implied volatity was 3.58, 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 177.6, which was 0 lower than the previous day. The implied volatity was 3.13, the open interest changed by 0 which decreased total open position to 0
| NIFTY 19JUN2025 26300 PE | |||||||
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Delta: -0.86
Vega: 7.19
Theta: -19.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Jun | 24718.60 | 1614.6 | 191.4 | 42.56 | 4 | -7 | 18 |
| 12 Jun | 0.00 | 1425.95 | 296.7 | 27.52 | 32 | 8 | 25 |
| 11 Jun | 25141.40 | 1129 | -9.05 | 17.37 | 120 | -3 | 17 |
| 10 Jun | 25104.25 | 1138.05 | -96.2 | - | 21 | 20 | 20 |
| 9 Jun | 25103.20 | 1234.25 | 0 | 0.00 | 0 | 1 | 0 |
| 6 Jun | 25003.05 | 1234.25 | -232.95 | 17.71 | 1 | 1 | 3 |
| 5 Jun | 24750.90 | 1467.2 | -146.7 | 19.22 | 1 | 2 | 2 |
| 4 Jun | 24620.20 | 1613.9 | 0 | 0.00 | 0 | 1 | 0 |
| 3 Jun | 24542.50 | 1613.9 | 85.1 | - | 1 | 1 | 1 |
| 2 Jun | 24716.60 | 1528.8 | 281.45 | 19.65 | 1 | 0 | 0 |
| 30 May | 24750.70 | 1247.35 | 0 | - | 0 | 0 | 0 |
| 29 May | 24833.60 | 0 | 0 | - | 0 | 0 | 0 |
| 28 May | 24752.45 | 0 | 0 | - | 0 | 0 | 0 |
| 27 May | 24826.20 | 0 | 0 | - | 0 | 0 | 0 |
| 26 May | 25001.15 | 0 | 0 | - | 0 | 0 | 0 |
| 23 May | 24853.15 | 0 | 0 | - | 0 | 0 | 0 |
| 22 May | 24609.70 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 24813.45 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 24683.90 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 24945.45 | 0 | 0 | - | 0 | 0 | 0 |
| 16 May | 25019.80 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26300 expiring on 19JUN2025
Delta for 26300 PE is -0.86
Historical price for 26300 PE is as follows
On 13 Jun NIFTY was trading at 24718.60. The strike last trading price was 1614.6, which was 191.4 higher than the previous day. The implied volatity was 42.56, the open interest changed by -7 which decreased total open position to 18
On 12 Jun NIFTY was trading at 0.00. The strike last trading price was 1425.95, which was 296.7 higher than the previous day. The implied volatity was 27.52, the open interest changed by 8 which increased total open position to 25
On 11 Jun NIFTY was trading at 25141.40. The strike last trading price was 1129, which was -9.05 lower than the previous day. The implied volatity was 17.37, the open interest changed by -3 which decreased total open position to 17
On 10 Jun NIFTY was trading at 25104.25. The strike last trading price was 1138.05, which was -96.2 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20
On 9 Jun NIFTY was trading at 25103.20. 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 6 Jun NIFTY was trading at 25003.05. The strike last trading price was 1234.25, which was -232.95 lower than the previous day. The implied volatity was 17.71, the open interest changed by 1 which increased total open position to 3
On 5 Jun NIFTY was trading at 24750.90. The strike last trading price was 1467.2, which was -146.7 lower than the previous day. The implied volatity was 19.22, 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 1613.9, 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 1613.9, which was 85.1 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 1528.8, which was 281.45 higher than the previous day. The implied volatity was 19.65, 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 1247.35, 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 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 28 May NIFTY was trading at 24752.45. 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 27 May NIFTY was trading at 24826.20. 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 26 May NIFTY was trading at 25001.15. 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 23 May NIFTY was trading at 24853.15. 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 22 May NIFTY was trading at 24609.70. 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 21 May NIFTY was trading at 24813.45. 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 20 May NIFTY was trading at 24683.90. 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 19 May NIFTY was trading at 24945.45. 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 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
