NIFTY
Nifty
Historical option data for NIFTY
05 Jul 2024 04:11 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 24323.85 | 4085.6 | -114.40 | - | 200 | -325 | 12,775 | |||
| 4 Jul | 24302.15 | 4200 | - | 425 | -150 | 13,100 | ||||
| 3 Jul | 24286.50 | 4150 | - | 400 | -150 | 13,250 | ||||
| 2 Jul | 24123.85 | 3922.15 | - | 0 | 8,050 | 0 | ||||
| 1 Jul | 24141.95 | 3922.15 | - | 0 | 8,050 | 0 | ||||
| 28 Jun | 24010.60 | 3922.15 | - | 0 | 8,050 | 0 | ||||
| 27 Jun | 24044.50 | 3922.15 | - | 9,100 | 8,050 | 13,500 | ||||
| 26 Jun | 23868.80 | 3630 | - | 125 | 0 | 5,450 | ||||
| 25 Jun | 23721.30 | 3715 | - | 3,275 | 2,675 | 5,450 | ||||
| 24 Jun | 23537.85 | 3500 | - | 125 | 75 | 2,750 | ||||
| 21 Jun | 23501.10 | 3420.00 | - | 775 | 350 | 2,575 | ||||
| 20 Jun | 23567.00 | 3458.20 | - | 0 | -100 | 0 | ||||
| 19 Jun | 23516.00 | 3458.20 | - | 725 | -100 | 2,275 | ||||
| 18 Jun | 23557.90 | 3507.20 | - | 125 | 25 | 2,375 | ||||
| 14 Jun | 23465.60 | 3426.50 | - | 75 | 0 | 2,350 | ||||
| 13 Jun | 23398.90 | 3332.95 | - | 0 | 650 | 0 | ||||
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| 12 Jun | 23322.95 | 3332.95 | - | 700 | 50 | 1,750 | ||||
| 11 Jun | 23264.85 | 3301.35 | - | 400 | 150 | 1,450 | ||||
| 10 Jun | 23259.20 | 3246.10 | - | 975 | 775 | 1,100 | ||||
| 7 Jun | 23290.15 | 3303.35 | - | 100 | 50 | 275 | ||||
| 6 Jun | 22821.40 | 2700.75 | - | 50 | 225 | 225 | ||||
For NIFTY - strike price 20150 expiring on 25JUL2024
Delta for 20150 CE is -
Historical price for 20150 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 4085.6, which was -114.40 lower than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 12775
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 4200, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 13100
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 4150, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 13250
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 3922.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 8050 which increased total open position to 0
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 3922.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 8050 which increased total open position to 0
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 3922.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 8050 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 3922.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 8050 which increased total open position to 13500
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 3630, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5450
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3715, which was lower than the previous day. The implied volatity was -, the open interest changed by 2675 which increased total open position to 5450
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3500, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 2750
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 3420.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 2575
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 3458.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 0
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 3458.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 2275
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 3507.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2375
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 3426.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2350
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 3332.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 650 which increased total open position to 0
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 3332.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1750
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 3301.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1450
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 3246.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 775 which increased total open position to 1100
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 3303.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 275
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 2700.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 225
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 24323.85 | 2.9 | -0.65 | - | 13,725 | -5,250 | 27,450 |
| 4 Jul | 24302.15 | 3.55 | - | 8,875 | 3,625 | 32,700 | |
| 3 Jul | 24286.50 | 4 | - | 3,775 | 1,025 | 29,075 | |
| 2 Jul | 24123.85 | 4.35 | - | 13,600 | 3,475 | 28,050 | |
| 1 Jul | 24141.95 | 4.95 | - | 13,600 | 4,775 | 24,575 | |
| 28 Jun | 24010.60 | 5 | - | 14,175 | 6,225 | 19,800 | |
| 27 Jun | 24044.50 | 7.25 | - | 3,925 | 850 | 13,575 | |
| 26 Jun | 23868.80 | 6.9 | - | 1,775 | 600 | 12,725 | |
| 25 Jun | 23721.30 | 7.95 | - | 1,750 | -150 | 12,125 | |
| 24 Jun | 23537.85 | 6.8 | - | 1,700 | 350 | 12,300 | |
| 21 Jun | 23501.10 | 8.40 | - | 2,525 | 425 | 11,900 | |
| 20 Jun | 23567.00 | 7.40 | - | 800 | 50 | 11,475 | |
| 19 Jun | 23516.00 | 9.90 | - | 2,600 | -950 | 11,425 | |
| 18 Jun | 23557.90 | 9.85 | - | 6,875 | -2,275 | 12,000 | |
| 14 Jun | 23465.60 | 9.80 | - | 10,075 | -5,950 | 14,275 | |
| 13 Jun | 23398.90 | 13.50 | - | 4,050 | -2,350 | 20,325 | |
| 12 Jun | 23322.95 | 18.00 | - | 4,675 | -50 | 22,650 | |
| 11 Jun | 23264.85 | 19.20 | - | 8,650 | 1,400 | 22,800 | |
| 10 Jun | 23259.20 | 26.30 | - | 21,025 | -7,825 | 21,550 | |
| 7 Jun | 23290.15 | 26.60 | - | 47,975 | 27,100 | 28,825 | |
| 6 Jun | 22821.40 | 41.95 | - | 2,400 | 1,725 | 1,725 | |
For NIFTY - strike price 20150 expiring on 25JUL2024
Delta for 20150 PE is -
Historical price for 20150 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 2.9, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by -5250 which decreased total open position to 27450
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 3625 which increased total open position to 32700
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 4, which was lower than the previous day. The implied volatity was -, the open interest changed by 1025 which increased total open position to 29075
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 4.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 3475 which increased total open position to 28050
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 4.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 4775 which increased total open position to 24575
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 5, which was lower than the previous day. The implied volatity was -, the open interest changed by 6225 which increased total open position to 19800
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 7.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 13575
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 6.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 12725
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 7.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 12125
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 6.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 12300
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 8.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 11900
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 7.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 11475
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 9.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -950 which decreased total open position to 11425
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 9.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -2275 which decreased total open position to 12000
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 9.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -5950 which decreased total open position to 14275
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 13.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -2350 which decreased total open position to 20325
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 18.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 22650
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 19.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 22800
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 26.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -7825 which decreased total open position to 21550
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 26.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 27100 which increased total open position to 28825
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 41.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1725 which increased total open position to 1725