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 | 4090 | -44.00 | - | 1,225 | 500 | 55,675 | |||
| 4 Jul | 24302.15 | 4134 | - | 3,700 | 1,800 | 55,175 | ||||
| 3 Jul | 24286.50 | 4128.95 | - | 1,825 | 275 | 53,375 | ||||
| 2 Jul | 24123.85 | 3952 | - | 575 | -325 | 53,050 | ||||
| 1 Jul | 24141.95 | 3940 | - | 525 | -225 | 53,375 | ||||
| 28 Jun | 24010.60 | 3892.35 | - | 4,700 | -250 | 53,600 | ||||
| 27 Jun | 24044.50 | 3858.6 | - | 44,800 | 29,825 | 53,850 | ||||
| 26 Jun | 23868.80 | 3750 | - | 15,750 | 13,775 | 24,100 | ||||
| 25 Jun | 23721.30 | 3634.3 | - | 5,075 | 2,175 | 10,325 | ||||
| 24 Jun | 23537.85 | 3459.4 | - | 3,150 | 2,450 | 8,075 | ||||
| 21 Jun | 23501.10 | 3373.10 | - | 650 | 350 | 5,625 | ||||
| 20 Jun | 23567.00 | 3480.25 | - | 850 | 75 | 5,225 | ||||
| 19 Jun | 23516.00 | 3470.00 | - | 1,150 | -275 | 5,150 | ||||
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| 18 Jun | 23557.90 | 3470.00 | - | 1,000 | 250 | 5,425 | ||||
| 14 Jun | 23465.60 | 3380.00 | - | 75 | 0 | 5,175 | ||||
| 13 Jun | 23398.90 | 3300.00 | - | 25 | 0 | 5,150 | ||||
| 12 Jun | 23322.95 | 3283.05 | - | 650 | 0 | 4,500 | ||||
| 11 Jun | 23264.85 | 3242.95 | - | 200 | 150 | 4,450 | ||||
| 10 Jun | 23259.20 | 3199.90 | - | 1,200 | 800 | 3,900 | ||||
| 7 Jun | 23290.15 | 3253.45 | - | 100 | 3,050 | 3,050 | ||||
| 6 Jun | 22821.40 | 2130.20 | - | 0 | 150 | 0 | ||||
| 5 Jun | 22620.35 | 2130.20 | - | 250 | 150 | 2,750 | ||||
| 4 Jun | 21884.50 | 2130.20 | - | 150 | 100 | 2,600 | ||||
| 3 Jun | 23263.90 | 3364.70 | - | 250 | 150 | 2,500 | ||||
| 31 May | 22530.70 | 2693.65 | - | 100 | 2,250 | 2,250 | ||||
| 30 May | 22488.65 | 2827.00 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 2827.00 | - | 250 | 0 | 2,000 | ||||
| 28 May | 22888.15 | 3046.70 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 3046.70 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 3046.70 | - | 0 | 0 | 2,000 | ||||
| 23 May | 22967.65 | 3046.70 | - | 350 | 100 | 1,750 | ||||
| 22 May | 22597.80 | 2738.50 | - | 700 | 50 | 1,000 | ||||
| 21 May | 22529.05 | 2579.40 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 2579.40 | - | 0 | 0 | 950 | ||||
| 17 May | 22466.10 | 2579.40 | - | 0 | 450 | 0 | ||||
| 16 May | 22403.85 | 2579.40 | - | 500 | 450 | 900 | ||||
| 15 May | 22200.55 | 2452.30 | - | 0 | 450 | 0 | ||||
| 14 May | 22217.85 | 2452.30 | - | 450 | 250 | 250 | ||||
| 13 May | 22104.05 | 0.00 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 20200 expiring on 25JUL2024
Delta for 20200 CE is -
Historical price for 20200 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 4090, which was -44.00 lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 55675
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 4134, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 55175
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 4128.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 53375
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 3952, which was lower than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 53050
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 3940, which was lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 53375
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 3892.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 53600
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 3858.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 29825 which increased total open position to 53850
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 3750, which was lower than the previous day. The implied volatity was -, the open interest changed by 13775 which increased total open position to 24100
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3634.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 2175 which increased total open position to 10325
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3459.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 2450 which increased total open position to 8075
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 3373.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 5625
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 3480.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 5225
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 3470.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -275 which decreased total open position to 5150
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 3470.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 5425
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 3380.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5175
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 3300.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5150
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 3283.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4500
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 3242.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 4450
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 3199.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 3900
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 3253.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 3050 which increased total open position to 3050
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 2130.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 2130.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 2750
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 2130.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 2600
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 3364.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 2500
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 2693.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 2250
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 2827.00, which was 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 22704.70. The strike last trading price was 2827.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2000
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 3046.70, which was 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 22932.45. The strike last trading price was 3046.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 3046.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2000
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 3046.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1750
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 2738.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1000
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 2579.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 2579.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 950
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 2579.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 0
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 2579.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 900
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 2452.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 0
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 2452.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 250
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 3.5 | -0.50 | - | 15,375 | -2,475 | 2,21,400 |
| 4 Jul | 24302.15 | 4 | - | 1,04,800 | 30,300 | 2,23,875 | |
| 3 Jul | 24286.50 | 4.1 | - | 25,025 | -4,700 | 1,93,575 | |
| 2 Jul | 24123.85 | 4.75 | - | 41,250 | 7,450 | 1,98,275 | |
| 1 Jul | 24141.95 | 5.15 | - | 39,875 | 6,125 | 1,90,825 | |
| 28 Jun | 24010.60 | 5.1 | - | 52,375 | -775 | 1,84,700 | |
| 27 Jun | 24044.50 | 8.2 | - | 68,575 | 24,275 | 1,85,475 | |
| 26 Jun | 23868.80 | 6.1 | - | 43,075 | 11,575 | 1,61,200 | |
| 25 Jun | 23721.30 | 7 | - | 9,400 | 1,600 | 1,49,625 | |
| 24 Jun | 23537.85 | 6.55 | - | 22,450 | 825 | 1,48,050 | |
| 21 Jun | 23501.10 | 7.00 | - | 31,250 | -5,600 | 1,47,225 | |
| 20 Jun | 23567.00 | 7.85 | - | 41,550 | -7,250 | 1,52,875 | |
| 19 Jun | 23516.00 | 9.85 | - | 74,475 | 7,200 | 1,60,125 | |
| 18 Jun | 23557.90 | 7.55 | - | 1,05,800 | 2,575 | 1,52,450 | |
| 14 Jun | 23465.60 | 9.10 | - | 1,94,625 | -35,675 | 1,49,875 | |
| 13 Jun | 23398.90 | 12.55 | - | 26,350 | -2,375 | 1,85,550 | |
| 12 Jun | 23322.95 | 14.90 | - | 12,825 | 1,475 | 1,87,925 | |
| 11 Jun | 23264.85 | 21.45 | - | 28,325 | 1,675 | 1,86,650 | |
| 10 Jun | 23259.20 | 27.35 | - | 2,93,050 | -1,96,500 | 1,84,975 | |
| 7 Jun | 23290.15 | 26.35 | - | 1,67,275 | -35,150 | 3,84,525 | |
| 6 Jun | 22821.40 | 35.00 | - | 1,89,825 | 5,925 | 4,19,675 | |
| 5 Jun | 22620.35 | 60.50 | - | 2,95,900 | 29,425 | 4,13,750 | |
| 4 Jun | 21884.50 | 140.05 | - | 72,750 | -18,275 | 3,84,325 | |
| 3 Jun | 23263.90 | 12.15 | - | 25 | 0 | 4,02,600 | |
| 31 May | 22530.70 | 14.40 | - | 0 | 4,02,600 | 0 | |
| 30 May | 22488.65 | 14.40 | - | 375 | 4,02,600 | 4,02,600 | |
| 29 May | 22704.70 | 66.50 | - | 0 | 375 | 0 | |
| 28 May | 22888.15 | 66.50 | - | 5,100 | 700 | 4,02,925 | |
| 27 May | 22932.45 | 64.05 | - | 33,000 | 6,225 | 4,03,300 | |
| 24 May | 22957.10 | 62.40 | - | 46,300 | 14,425 | 3,96,525 | |
| 23 May | 22967.65 | 62.35 | - | 43,350 | 17,775 | 3,82,075 | |
| 22 May | 22597.80 | 76.35 | - | 63,375 | 34,525 | 3,67,300 | |
| 21 May | 22529.05 | 88.50 | - | 3,17,550 | 2,23,750 | 3,32,725 | |
| 18 May | 22502.00 | 98.20 | - | 66,975 | 35,625 | 1,15,275 | |
| 17 May | 22466.10 | 92.50 | - | 64,350 | 14,825 | 79,775 | |
| 16 May | 22403.85 | 94.25 | - | 46,350 | 27,650 | 64,950 | |
| 15 May | 22200.55 | 122.95 | - | 47,600 | 35,425 | 37,400 | |
| 14 May | 22217.85 | 103.85 | - | 1,425 | 1,400 | 1,925 | |
| 13 May | 22104.05 | 80.25 | - | 375 | 350 | 525 | |
For NIFTY - strike price 20200 expiring on 25JUL2024
Delta for 20200 PE is -
Historical price for 20200 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 3.5, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by -2475 which decreased total open position to 221400
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 4, which was lower than the previous day. The implied volatity was -, the open interest changed by 30300 which increased total open position to 223875
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 4.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -4700 which decreased total open position to 193575
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 4.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 7450 which increased total open position to 198275
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 5.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 6125 which increased total open position to 190825
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 5.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -775 which decreased total open position to 184700
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 8.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 24275 which increased total open position to 185475
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 6.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 11575 which increased total open position to 161200
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 7, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 149625
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 6.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 148050
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 7.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -5600 which decreased total open position to 147225
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 7.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -7250 which decreased total open position to 152875
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 9.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 7200 which increased total open position to 160125
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 7.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2575 which increased total open position to 152450
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 9.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -35675 which decreased total open position to 149875
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 12.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -2375 which decreased total open position to 185550
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 14.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1475 which increased total open position to 187925
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 21.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1675 which increased total open position to 186650
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 27.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -196500 which decreased total open position to 184975
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 26.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -35150 which decreased total open position to 384525
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 35.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5925 which increased total open position to 419675
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 60.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 29425 which increased total open position to 413750
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 140.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -18275 which decreased total open position to 384325
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 12.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 402600
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 14.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 402600 which increased total open position to 0
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 14.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 402600 which increased total open position to 402600
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 66.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 0
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 66.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 402925
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 64.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 6225 which increased total open position to 403300
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 62.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 14425 which increased total open position to 396525
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 62.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 17775 which increased total open position to 382075
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 76.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 34525 which increased total open position to 367300
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 88.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 223750 which increased total open position to 332725
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 98.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 35625 which increased total open position to 115275
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 92.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 14825 which increased total open position to 79775
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 94.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 27650 which increased total open position to 64950
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 122.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 35425 which increased total open position to 37400
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 103.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 1925
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 80.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 525