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 | 4128.8 | 0.00 | - | 0 | 5,450 | 0 | |||
| 4 Jul | 24302.15 | 4128.8 | - | 50 | 5,450 | 5,450 | ||||
| 3 Jul | 24286.50 | 3537.7 | - | 0 | 0 | 0 | ||||
| 2 Jul | 24123.85 | 3537.7 | - | 0 | 0 | 0 | ||||
| 1 Jul | 24141.95 | 3537.7 | - | 0 | 0 | 0 | ||||
| 28 Jun | 24010.60 | 3537.7 | - | 0 | 0 | 0 | ||||
| 27 Jun | 24044.50 | 3537.7 | - | 0 | 0 | 0 | ||||
| 26 Jun | 23868.80 | 3537.7 | - | 0 | 0 | 0 | ||||
| 25 Jun | 23721.30 | 3537.7 | - | 125 | 0 | 5,325 | ||||
| 24 Jun | 23537.85 | 3411.95 | - | 225 | 0 | 5,150 | ||||
| 21 Jun | 23501.10 | 3378.05 | - | 200 | 0 | 5,150 | ||||
| 20 Jun | 23567.00 | 3390.90 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 3390.90 | - | 300 | 0 | 5,250 | ||||
| 18 Jun | 23557.90 | 3410.00 | - | 250 | 0 | 5,250 | ||||
| 14 Jun | 23465.60 | 3334.80 | - | 100 | 0 | 5,250 | ||||
| 13 Jun | 23398.90 | 3264.00 | - | 100 | 50 | 5,200 | ||||
| 12 Jun | 23322.95 | 3236.40 | - | 700 | 50 | 4,500 | ||||
| 11 Jun | 23264.85 | 3221.65 | - | 100 | 0 | 4,350 | ||||
| 10 Jun | 23259.20 | 3153.50 | - | 1,125 | 975 | 4,200 | ||||
| 7 Jun | 23290.15 | 2030.05 | - | 0 | 550 | 0 | ||||
| 6 Jun | 22821.40 | 2030.05 | - | 0 | 550 | 0 | ||||
| 5 Jun | 22620.35 | 2030.05 | - | 0 | 550 | 0 | ||||
| 4 Jun | 21884.50 | 2030.05 | - | 700 | 550 | 2,975 | ||||
| 3 Jun | 23263.90 | 3299.95 | - | 150 | 50 | 2,425 | ||||
| 31 May | 22530.70 | 2647.25 | - | 75 | 2,300 | 2,300 | ||||
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| 30 May | 22488.65 | 2780.75 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 2780.75 | - | 250 | 0 | 2,050 | ||||
| 28 May | 22888.15 | 2999.35 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 2999.35 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 2999.35 | - | 0 | 0 | 2,050 | ||||
| 23 May | 22967.65 | 2999.35 | - | 400 | 100 | 1,750 | ||||
| 22 May | 22597.80 | 2687.15 | - | 550 | 100 | 1,200 | ||||
| 21 May | 22529.05 | 2537.35 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 2537.35 | - | 0 | 0 | 1,100 | ||||
| 17 May | 22466.10 | 2537.35 | - | 550 | 400 | 1,100 | ||||
| 16 May | 22403.85 | 2537.35 | - | 550 | 150 | 700 | ||||
| 15 May | 22200.55 | 2409.90 | - | 550 | 0 | 550 | ||||
| 14 May | 22217.85 | 2409.90 | - | 550 | 250 | 250 | ||||
| 13 May | 22104.05 | 0.00 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 20250 expiring on 25JUL2024
Delta for 20250 CE is -
Historical price for 20250 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 4128.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 5450 which increased total open position to 0
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 4128.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 5450 which increased total open position to 5450
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 3537.7, 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 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 3537.7, 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 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 3537.7, 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 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 3537.7, 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 Jun NIFTY was trading at 24044.50. The strike last trading price was 3537.7, 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 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 3537.7, 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 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3537.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5325
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3411.95, 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 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 3378.05, 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 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 3390.90, 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 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 3390.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5250
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 3410.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5250
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 3334.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5250
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 3264.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 5200
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 3236.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 4500
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 3221.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4350
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 3153.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 4200
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 2030.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 0
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 2030.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 2030.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 0
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 2030.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 2975
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 3299.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2425
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 2647.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 2300 which increased total open position to 2300
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 2780.75, 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 2780.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2050
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 2999.35, 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 2999.35, 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 2999.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2050
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 2999.35, 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 2687.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1200
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 2537.35, 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 2537.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1100
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 2537.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 1100
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 2537.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 700
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 2409.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 550
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 2409.90, 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 | 4.35 | 0.00 | - | 0 | 1,100 | 0 |
| 4 Jul | 24302.15 | 4.35 | - | 0 | 1,100 | 0 | |
| 3 Jul | 24286.50 | 4.35 | - | 1,525 | 1,100 | 3,675 | |
| 2 Jul | 24123.85 | 4.65 | - | 1,475 | 425 | 2,575 | |
| 1 Jul | 24141.95 | 5.05 | - | 250 | 150 | 2,150 | |
| 28 Jun | 24010.60 | 6 | - | 475 | 2,000 | 2,000 | |
| 27 Jun | 24044.50 | 6 | - | 0 | 100 | 0 | |
| 26 Jun | 23868.80 | 6 | - | 300 | 0 | 1,900 | |
| 25 Jun | 23721.30 | 8.2 | - | 250 | 0 | 1,900 | |
| 24 Jun | 23537.85 | 8.2 | - | 0 | 550 | 0 | |
| 21 Jun | 23501.10 | 8.20 | - | 2,075 | 150 | 1,500 | |
| 20 Jun | 23567.00 | 10.00 | - | 200 | 50 | 1,550 | |
| 19 Jun | 23516.00 | 10.00 | - | 50 | 0 | 1,500 | |
| 18 Jun | 23557.90 | 10.00 | - | 1,925 | -1,450 | 1,700 | |
| 14 Jun | 23465.60 | 13.50 | - | 25 | 0 | 3,150 | |
| 13 Jun | 23398.90 | 15.80 | - | 1,700 | -1,300 | 3,275 | |
| 12 Jun | 23322.95 | 17.50 | - | 4,850 | 3,500 | 4,650 | |
| 11 Jun | 23264.85 | 19.05 | - | 1,450 | 1,125 | 1,125 | |
| 10 Jun | 23259.20 | 23.70 | - | 0 | 0 | 0 | |
| 7 Jun | 23290.15 | 23.70 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 23.70 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 23.70 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 23.70 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 23.70 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 23.70 | - | 0 | 0 | 0 | |
| 30 May | 22488.65 | 23.70 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 23.70 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 23.70 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 23.70 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 23.70 | - | 0 | 0 | 0 | |
| 23 May | 22967.65 | 23.70 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 23.70 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 23.70 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 23.70 | - | 0 | 0 | 0 | |
| 17 May | 22466.10 | 23.70 | - | 0 | 0 | 0 | |
| 16 May | 22403.85 | 23.70 | - | 0 | 0 | 0 | |
| 15 May | 22200.55 | 23.70 | - | 0 | 0 | 0 | |
| 14 May | 22217.85 | 23.70 | - | 0 | 0 | 0 | |
| 13 May | 22104.05 | 23.70 | - | 0 | 0 | 0 | |
For NIFTY - strike price 20250 expiring on 25JUL2024
Delta for 20250 PE is -
Historical price for 20250 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 4.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 0
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 4.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 0
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 4.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 3675
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 4.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 2575
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 5.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 2150
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 6, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 2000
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 6, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 0
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1900
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 8.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1900
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 8.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 0
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 8.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1500
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 10.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1550
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 10.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1500
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 10.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1450 which decreased total open position to 1700
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 13.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3150
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 15.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -1300 which decreased total open position to 3275
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 17.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 3500 which increased total open position to 4650
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 19.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 1125
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 23.70, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 23.70, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 23.70, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 23.70, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 23.70, 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 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 23.70, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 23.70, 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 30 May NIFTY was trading at 22488.65. The strike last trading price was 23.70, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 23.70, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 23.70, 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 23.70, 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 23.70, 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 23 May NIFTY was trading at 22967.65. The strike last trading price was 23.70, 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 22 May NIFTY was trading at 22597.80. The strike last trading price was 23.70, 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 21 May NIFTY was trading at 22529.05. The strike last trading price was 23.70, 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 18 May NIFTY was trading at 22502.00. The strike last trading price was 23.70, 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 17 May NIFTY was trading at 22466.10. The strike last trading price was 23.70, 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 16 May NIFTY was trading at 22403.85. The strike last trading price was 23.70, 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 15 May NIFTY was trading at 22200.55. The strike last trading price was 23.70, 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 14 May NIFTY was trading at 22217.85. The strike last trading price was 23.70, 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 13 May NIFTY was trading at 22104.05. The strike last trading price was 23.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0