NIFTY
Nifty
Historical option data for NIFTY
13 Jun 2025 04:10 PM IST
| NIFTY 19JUN2025 26450 CE | ||||||||||
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Delta: 0.01
Vega: 0.64
Theta: -1.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Jun | 24718.60 | 1.55 | -0.15 | 20.74 | 62,476 | 1,121 | 8,339 | |||
| 12 Jun | 0.00 | 1.55 | -0.2 | 17.87 | 18,682 | 211 | 7,218 | |||
| 11 Jun | 25141.40 | 1.6 | -0.5 | 14.01 | 17,922 | 5 | 7,007 | |||
| 10 Jun | 25104.25 | 2.05 | -0.95 | 13.91 | 11,188 | 115 | 7,002 | |||
| 9 Jun | 25103.20 | 3.2 | 0 | 13.86 | 2,668 | 288 | 6,887 | |||
| 6 Jun | 25003.05 | 3 | -0.5 | 12.69 | 11,647 | 5,598 | 6,599 | |||
| 5 Jun | 24750.90 | 3.3 | -2.05 | 14.29 | 1,910 | 960 | 1,001 | |||
| 4 Jun | 24620.20 | 5.35 | -2.25 | 15.96 | 5 | 0 | 41 | |||
| 3 Jun | 24542.50 | 7.6 | -2.25 | 16.86 | 45 | -12 | 41 | |||
| 2 Jun | 24716.60 | 9.85 | -3.55 | 15.74 | 58 | 44 | 53 | |||
| 30 May | 24750.70 | 13.85 | -13.85 | 14.87 | 7 | 4 | 9 | |||
| 29 May | 24833.60 | 27.7 | -14.3 | 15.40 | 1 | 1 | 5 | |||
| 28 May | 24752.45 | 42 | 2 | 17.73 | 3 | 3 | 4 | |||
| 27 May | 24826.20 | 40 | 18 | 16.32 | 5 | 1 | 1 | |||
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| 26 May | 25001.15 | 22 | 0 | 0.00 | 0 | 1 | 0 | |||
| 23 May | 24853.15 | 22 | 0 | 0.00 | 0 | 1 | 0 | |||
| 22 May | 24609.70 | 22 | -68 | 14.04 | 1 | 1 | 1 | |||
| 21 May | 24813.45 | 90 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 May | 24683.90 | 90 | -58.05 | 18.68 | 1 | 0 | 0 | |||
| 19 May | 24945.45 | 148.05 | 0 | 3.99 | 0 | 0 | 0 | |||
| 16 May | 25019.80 | 148.05 | 0 | 3.54 | 0 | 0 | 0 | |||
For Nifty - strike price 26450 expiring on 19JUN2025
Delta for 26450 CE is 0.01
Historical price for 26450 CE is as follows
On 13 Jun NIFTY was trading at 24718.60. The strike last trading price was 1.55, which was -0.15 lower than the previous day. The implied volatity was 20.74, the open interest changed by 1121 which increased total open position to 8339
On 12 Jun NIFTY was trading at 0.00. The strike last trading price was 1.55, which was -0.2 lower than the previous day. The implied volatity was 17.87, the open interest changed by 211 which increased total open position to 7218
On 11 Jun NIFTY was trading at 25141.40. The strike last trading price was 1.6, which was -0.5 lower than the previous day. The implied volatity was 14.01, the open interest changed by 5 which increased total open position to 7007
On 10 Jun NIFTY was trading at 25104.25. The strike last trading price was 2.05, which was -0.95 lower than the previous day. The implied volatity was 13.91, the open interest changed by 115 which increased total open position to 7002
On 9 Jun NIFTY was trading at 25103.20. The strike last trading price was 3.2, which was 0 lower than the previous day. The implied volatity was 13.86, the open interest changed by 288 which increased total open position to 6887
On 6 Jun NIFTY was trading at 25003.05. The strike last trading price was 3, which was -0.5 lower than the previous day. The implied volatity was 12.69, the open interest changed by 5598 which increased total open position to 6599
On 5 Jun NIFTY was trading at 24750.90. The strike last trading price was 3.3, which was -2.05 lower than the previous day. The implied volatity was 14.29, the open interest changed by 960 which increased total open position to 1001
On 4 Jun NIFTY was trading at 24620.20. The strike last trading price was 5.35, which was -2.25 lower than the previous day. The implied volatity was 15.96, the open interest changed by 0 which decreased total open position to 41
On 3 Jun NIFTY was trading at 24542.50. The strike last trading price was 7.6, which was -2.25 lower than the previous day. The implied volatity was 16.86, the open interest changed by -12 which decreased total open position to 41
On 2 Jun NIFTY was trading at 24716.60. The strike last trading price was 9.85, which was -3.55 lower than the previous day. The implied volatity was 15.74, the open interest changed by 44 which increased total open position to 53
On 30 May NIFTY was trading at 24750.70. The strike last trading price was 13.85, which was -13.85 lower than the previous day. The implied volatity was 14.87, the open interest changed by 4 which increased total open position to 9
On 29 May NIFTY was trading at 24833.60. The strike last trading price was 27.7, which was -14.3 lower than the previous day. The implied volatity was 15.40, the open interest changed by 1 which increased total open position to 5
On 28 May NIFTY was trading at 24752.45. The strike last trading price was 42, which was 2 higher than the previous day. The implied volatity was 17.73, the open interest changed by 3 which increased total open position to 4
On 27 May NIFTY was trading at 24826.20. The strike last trading price was 40, which was 18 higher than the previous day. The implied volatity was 16.32, the open interest changed by 1 which increased total open position to 1
On 26 May NIFTY was trading at 25001.15. The strike last trading price was 22, 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 23 May NIFTY was trading at 24853.15. The strike last trading price was 22, 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 22 May NIFTY was trading at 24609.70. The strike last trading price was 22, which was -68 lower than the previous day. The implied volatity was 14.04, the open interest changed by 1 which increased total open position to 1
On 21 May NIFTY was trading at 24813.45. The strike last trading price was 90, 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 20 May NIFTY was trading at 24683.90. The strike last trading price was 90, which was -58.05 lower than the previous day. The implied volatity was 18.68, 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 148.05, which was 0 lower than the previous day. The implied volatity was 3.99, 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 148.05, which was 0 lower than the previous day. The implied volatity was 3.54, the open interest changed by 0 which decreased total open position to 0
| NIFTY 19JUN2025 26450 PE | |||||||
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Delta: -0.79
Vega: 9.08
Theta: -39.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Jun | 24718.60 | 1884.95 | 351.1 | 59.79 | 2 | 1 | 6 |
| 12 Jun | 0.00 | 1533.85 | 274.15 | - | 1 | 1 | 5 |
| 11 Jun | 25141.40 | 1259.7 | -122.05 | - | 1 | 4 | 4 |
| 10 Jun | 25104.25 | 1381.75 | 0 | 0.00 | 0 | 1 | 0 |
| 9 Jun | 25103.20 | 1381.75 | 0 | 0.00 | 0 | 1 | 0 |
| 6 Jun | 25003.05 | 1381.75 | -216.8 | 18.59 | 2 | 1 | 3 |
| 5 Jun | 24750.90 | 1598.55 | -161.6 | 17.81 | 1 | 2 | 2 |
| 4 Jun | 24620.20 | 1760.15 | 0 | 0.00 | 0 | 1 | 0 |
| 3 Jun | 24542.50 | 1760.15 | 132.05 | - | 1 | 1 | 1 |
| 2 Jun | 24716.60 | 1628.1 | 261.3 | - | 1 | 0 | 0 |
| 30 May | 24750.70 | 1366.8 | 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 26450 expiring on 19JUN2025
Delta for 26450 PE is -0.79
Historical price for 26450 PE is as follows
On 13 Jun NIFTY was trading at 24718.60. The strike last trading price was 1884.95, which was 351.1 higher than the previous day. The implied volatity was 59.79, the open interest changed by 1 which increased total open position to 6
On 12 Jun NIFTY was trading at 0.00. The strike last trading price was 1533.85, which was 274.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 11 Jun NIFTY was trading at 25141.40. The strike last trading price was 1259.7, which was -122.05 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 10 Jun NIFTY was trading at 25104.25. The strike last trading price was 1381.75, 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 9 Jun NIFTY was trading at 25103.20. The strike last trading price was 1381.75, 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 1381.75, which was -216.8 lower than the previous day. The implied volatity was 18.59, 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 1598.55, which was -161.6 lower than the previous day. The implied volatity was 17.81, 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 1760.15, 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 1760.15, which was 132.05 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 1628.1, which was 261.3 higher than the previous day. The implied volatity was -, 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 1366.8, 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 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
