NIFTY
Nifty
Historical option data for NIFTY
13 Jun 2025 04:10 PM IST
| NIFTY 19JUN2025 26550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.64
Theta: -1.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Jun | 24718.60 | 1.65 | 0.05 | 21.95 | 56,352 | 2,564 | 5,555 | |||
| 12 Jun | 0.00 | 1.7 | -0.1 | 19.04 | 9,690 | 15 | 2,991 | |||
| 11 Jun | 25141.40 | 1.7 | -0.35 | 15.07 | 11,129 | 2,377 | 2,976 | |||
| 10 Jun | 25104.25 | 1.95 | -0.55 | 14.72 | 1,978 | 236 | 599 | |||
| 9 Jun | 25103.20 | 2.5 | -0.1 | 14.25 | 559 | -12 | 363 | |||
| 6 Jun | 25003.05 | 2.45 | -1.55 | 13.11 | 1,718 | 346 | 375 | |||
| 5 Jun | 24750.90 | 4 | 0 | 15.45 | 2 | -5 | 29 | |||
| 4 Jun | 24620.20 | 4 | -2.5 | 16.04 | 15 | 0 | 34 | |||
| 3 Jun | 24542.50 | 6.5 | -3.3 | 17.21 | 39 | 5 | 34 | |||
| 2 Jun | 24716.60 | 9.8 | -2.15 | 16.49 | 32 | 20 | 29 | |||
| 30 May | 24750.70 | 11.95 | -118.65 | 15.20 | 11 | 9 | 9 | |||
| 29 May | 24833.60 | 130.6 | 0 | 5.61 | 0 | 0 | 0 | |||
| 28 May | 24752.45 | 130.6 | 0 | 5.92 | 0 | 0 | 0 | |||
| 27 May | 24826.20 | 130.6 | 0 | 5.52 | 0 | 0 | 0 | |||
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| 26 May | 25001.15 | 130.6 | 0 | 4.81 | 0 | 0 | 0 | |||
| 23 May | 24853.15 | 130.6 | 0 | 4.97 | 0 | 0 | 0 | |||
| 22 May | 24609.70 | 130.6 | 0 | 5.49 | 0 | 0 | 0 | |||
| 21 May | 24813.45 | 130.6 | 0 | 4.90 | 0 | 0 | 0 | |||
For Nifty - strike price 26550 expiring on 19JUN2025
Delta for 26550 CE is 0.01
Historical price for 26550 CE is as follows
On 13 Jun NIFTY was trading at 24718.60. The strike last trading price was 1.65, which was 0.05 higher than the previous day. The implied volatity was 21.95, the open interest changed by 2564 which increased total open position to 5555
On 12 Jun NIFTY was trading at 0.00. The strike last trading price was 1.7, which was -0.1 lower than the previous day. The implied volatity was 19.04, the open interest changed by 15 which increased total open position to 2991
On 11 Jun NIFTY was trading at 25141.40. The strike last trading price was 1.7, which was -0.35 lower than the previous day. The implied volatity was 15.07, the open interest changed by 2377 which increased total open position to 2976
On 10 Jun NIFTY was trading at 25104.25. The strike last trading price was 1.95, which was -0.55 lower than the previous day. The implied volatity was 14.72, the open interest changed by 236 which increased total open position to 599
On 9 Jun NIFTY was trading at 25103.20. The strike last trading price was 2.5, which was -0.1 lower than the previous day. The implied volatity was 14.25, the open interest changed by -12 which decreased total open position to 363
On 6 Jun NIFTY was trading at 25003.05. The strike last trading price was 2.45, which was -1.55 lower than the previous day. The implied volatity was 13.11, the open interest changed by 346 which increased total open position to 375
On 5 Jun NIFTY was trading at 24750.90. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 15.45, the open interest changed by -5 which decreased total open position to 29
On 4 Jun NIFTY was trading at 24620.20. The strike last trading price was 4, which was -2.5 lower than the previous day. The implied volatity was 16.04, the open interest changed by 0 which decreased total open position to 34
On 3 Jun NIFTY was trading at 24542.50. The strike last trading price was 6.5, which was -3.3 lower than the previous day. The implied volatity was 17.21, the open interest changed by 5 which increased total open position to 34
On 2 Jun NIFTY was trading at 24716.60. The strike last trading price was 9.8, which was -2.15 lower than the previous day. The implied volatity was 16.49, the open interest changed by 20 which increased total open position to 29
On 30 May NIFTY was trading at 24750.70. The strike last trading price was 11.95, which was -118.65 lower than the previous day. The implied volatity was 15.20, the open interest changed by 9 which increased total open position to 9
On 29 May NIFTY was trading at 24833.60. The strike last trading price was 130.6, which was 0 lower than the previous day. The implied volatity was 5.61, 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 130.6, which was 0 lower than the previous day. The implied volatity was 5.92, 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 130.6, which was 0 lower than the previous day. The implied volatity was 5.52, 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 130.6, which was 0 lower than the previous day. The implied volatity was 4.81, 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 130.6, which was 0 lower than the previous day. The implied volatity was 4.97, 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 130.6, which was 0 lower than the previous day. The implied volatity was 5.49, 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 130.6, which was 0 lower than the previous day. The implied volatity was 4.90, the open interest changed by 0 which decreased total open position to 0
| NIFTY 19JUN2025 26550 PE | |||||||
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Delta: -0.87
Vega: 6.78
Theta: -20.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Jun | 24718.60 | 1860.4 | 232.9 | 46.85 | 5 | 4 | 9 |
| 12 Jun | 0.00 | 1627.5 | 267.1 | - | 1 | 1 | 5 |
| 11 Jun | 25141.40 | 1360.4 | -120.1 | - | 1 | 4 | 4 |
| 10 Jun | 25104.25 | 1480.5 | 0 | 0.00 | 0 | 1 | 0 |
| 9 Jun | 25103.20 | 1480.5 | 0 | 0.00 | 0 | 1 | 0 |
| 6 Jun | 25003.05 | 1480.5 | -251.35 | 19.89 | 1 | 1 | 3 |
| 5 Jun | 24750.90 | 1731.85 | -135.85 | 23.98 | 1 | 2 | 2 |
| 4 Jun | 24620.20 | 1867.7 | 0 | 0.00 | 0 | 1 | 0 |
| 3 Jun | 24542.50 | 1867.7 | 97.4 | - | 1 | 1 | 1 |
| 2 Jun | 24716.60 | 1770.3 | 321.55 | 21.01 | 1 | 0 | 0 |
| 30 May | 24750.70 | 1448.75 | 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 |
For Nifty - strike price 26550 expiring on 19JUN2025
Delta for 26550 PE is -0.87
Historical price for 26550 PE is as follows
On 13 Jun NIFTY was trading at 24718.60. The strike last trading price was 1860.4, which was 232.9 higher than the previous day. The implied volatity was 46.85, the open interest changed by 4 which increased total open position to 9
On 12 Jun NIFTY was trading at 0.00. The strike last trading price was 1627.5, which was 267.1 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 1360.4, which was -120.1 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 1480.5, 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 1480.5, 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 1480.5, which was -251.35 lower than the previous day. The implied volatity was 19.89, 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 1731.85, which was -135.85 lower than the previous day. The implied volatity was 23.98, 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 1867.7, 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 1867.7, which was 97.4 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 1770.3, which was 321.55 higher than the previous day. The implied volatity was 21.01, 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 1448.75, 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
