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 | 4070 | 0.00 | - | 0 | -75 | 0 | |||
| 4 Jul | 24302.15 | 4070 | - | 25 | -75 | 7,600 | ||||
| 3 Jul | 24286.50 | 4105.65 | - | 500 | 0 | 7,675 | ||||
| 2 Jul | 24123.85 | 3830 | - | 0 | 7,575 | 0 | ||||
| 1 Jul | 24141.95 | 3830 | - | 500 | 7,575 | 7,575 | ||||
| 28 Jun | 24010.60 | 4160.45 | - | 0 | 1,650 | 0 | ||||
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| 27 Jun | 24044.50 | 4160.45 | - | 4,125 | 1,650 | 7,175 | ||||
| 26 Jun | 23868.80 | 3660 | - | 475 | 25 | 5,525 | ||||
| 25 Jun | 23721.30 | 3520.55 | - | 700 | 525 | 5,500 | ||||
| 24 Jun | 23537.85 | 3354.7 | - | 175 | 25 | 4,975 | ||||
| 21 Jun | 23501.10 | 3290.00 | - | 500 | 75 | 4,950 | ||||
| 20 Jun | 23567.00 | 3300.00 | - | 150 | -50 | 4,875 | ||||
| 19 Jun | 23516.00 | 3297.80 | - | 375 | -100 | 4,925 | ||||
| 18 Jun | 23557.90 | 3359.10 | - | 100 | 0 | 5,025 | ||||
| 14 Jun | 23465.60 | 3278.75 | - | 75 | 0 | 5,025 | ||||
| 13 Jun | 23398.90 | 3185.80 | - | 0 | 600 | 0 | ||||
| 12 Jun | 23322.95 | 3185.80 | - | 650 | 0 | 4,425 | ||||
| 11 Jun | 23264.85 | 3160.35 | - | 100 | 50 | 4,375 | ||||
| 10 Jun | 23259.20 | 3095.30 | - | 1,400 | 1,100 | 4,025 | ||||
| 7 Jun | 23290.15 | 2547.45 | - | 0 | 450 | 0 | ||||
| 6 Jun | 22821.40 | 2547.45 | - | 0 | 450 | 0 | ||||
| 5 Jun | 22620.35 | 2547.45 | - | 250 | 450 | 2,675 | ||||
| 4 Jun | 21884.50 | 1893.20 | - | 600 | 250 | 2,225 | ||||
| 3 Jun | 23263.90 | 3269.20 | - | 200 | 100 | 1,975 | ||||
| 31 May | 22530.70 | 2589.65 | - | 150 | 1,775 | 1,775 | ||||
| 30 May | 22488.65 | 2753.80 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 2753.80 | - | 250 | 0 | 1,475 | ||||
| 28 May | 22888.15 | 2954.40 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 2954.40 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 2954.40 | - | 0 | 0 | 1,475 | ||||
| 23 May | 22967.65 | 2954.40 | - | 500 | 200 | 1,175 | ||||
| 22 May | 22597.80 | 2641.40 | - | 400 | 150 | 725 | ||||
| 21 May | 22529.05 | 2481.95 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 2481.95 | - | 0 | 0 | 575 | ||||
| 17 May | 22466.10 | 2481.95 | - | 0 | 300 | 575 | ||||
| 16 May | 22403.85 | 2481.95 | - | 550 | 250 | 275 | ||||
| 15 May | 22200.55 | 2323.25 | - | 150 | 0 | 125 | ||||
| 14 May | 22217.85 | 2283.30 | - | 125 | 0 | 0 | ||||
| 13 May | 22104.05 | 0.00 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 20300 expiring on 25JUL2024
Delta for 20300 CE is -
Historical price for 20300 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 4070, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 0
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 4070, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 7600
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 4105.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7675
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 3830, which was lower than the previous day. The implied volatity was -, the open interest changed by 7575 which increased total open position to 0
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 3830, which was lower than the previous day. The implied volatity was -, the open interest changed by 7575 which increased total open position to 7575
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 4160.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 4160.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 7175
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 3660, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 5525
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3520.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 5500
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3354.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 4975
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 3290.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 4950
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 3300.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 4875
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 3297.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 4925
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 3359.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5025
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 3278.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5025
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 3185.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 0
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 3185.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4425
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 3160.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 4375
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 3095.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 4025
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 2547.45, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 2547.45, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 2547.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 2675
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1893.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 2225
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 3269.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1975
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 2589.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1775 which increased total open position to 1775
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 2753.80, 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 2753.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1475
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 2954.40, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 2954.40, 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 24 May NIFTY was trading at 22957.10. The strike last trading price was 2954.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1475
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 2954.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1175
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 2641.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 725
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 2481.95, 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 2481.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 575
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 2481.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 575
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 2481.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 275
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 2323.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 125
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 2283.30, 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 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 | 3.1 | -0.10 | - | 4,400 | 150 | 5,900 |
| 4 Jul | 24302.15 | 3.2 | - | 3,175 | -300 | 5,750 | |
| 3 Jul | 24286.50 | 4.15 | - | 1,250 | -150 | 6,050 | |
| 2 Jul | 24123.85 | 4.25 | - | 1,175 | -750 | 6,200 | |
| 1 Jul | 24141.95 | 5.6 | - | 1,650 | -350 | 6,950 | |
| 28 Jun | 24010.60 | 4.7 | - | 350 | 0 | 7,300 | |
| 27 Jun | 24044.50 | 7.15 | - | 1,425 | 75 | 7,300 | |
| 26 Jun | 23868.80 | 6 | - | 450 | -25 | 7,300 | |
| 25 Jun | 23721.30 | 7.2 | - | 250 | 0 | 7,325 | |
| 24 Jun | 23537.85 | 7.5 | - | 825 | 100 | 7,525 | |
| 21 Jun | 23501.10 | 9.75 | - | 3,050 | -275 | 7,425 | |
| 20 Jun | 23567.00 | 8.90 | - | 950 | -475 | 7,700 | |
| 19 Jun | 23516.00 | 11.00 | - | 950 | -425 | 8,175 | |
| 18 Jun | 23557.90 | 9.00 | - | 2,300 | 225 | 8,600 | |
| 14 Jun | 23465.60 | 10.40 | - | 7,775 | -4,125 | 8,375 | |
| 13 Jun | 23398.90 | 14.70 | - | 1,300 | -75 | 12,500 | |
| 12 Jun | 23322.95 | 16.00 | - | 3,450 | -1,050 | 12,650 | |
| 11 Jun | 23264.85 | 28.05 | - | 0 | 0 | 0 | |
| 10 Jun | 23259.20 | 28.05 | - | 175 | 0 | 13,700 | |
| 7 Jun | 23290.15 | 30.00 | - | 17,500 | 8,275 | 13,725 | |
| 6 Jun | 22821.40 | 37.05 | - | 3,200 | 1,375 | 5,450 | |
| 5 Jun | 22620.35 | 67.00 | - | 6,725 | 3,875 | 4,075 | |
| 4 Jun | 21884.50 | 37.35 | - | 100 | 200 | 200 | |
| 3 Jun | 23263.90 | 93.95 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 93.95 | - | 0 | 0 | 0 | |
| 30 May | 22488.65 | 93.95 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 93.95 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 93.95 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 93.95 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 93.95 | - | 0 | 0 | 0 | |
| 23 May | 22967.65 | 93.95 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 93.95 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 93.95 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 93.95 | - | 0 | 0 | 0 | |
| 17 May | 22466.10 | 93.95 | - | 0 | 0 | 0 | |
| 16 May | 22403.85 | 93.95 | - | 0 | 0 | 0 | |
| 15 May | 22200.55 | 93.95 | - | 0 | 0 | 0 | |
| 14 May | 22217.85 | 93.95 | - | 0 | 50 | 0 | |
| 13 May | 22104.05 | 93.95 | - | 75 | 50 | 175 | |
For NIFTY - strike price 20300 expiring on 25JUL2024
Delta for 20300 PE is -
Historical price for 20300 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 3.1, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 5900
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 3.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 5750
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 4.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 6050
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 4.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 6200
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 5.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 6950
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 4.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7300
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 7.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 7300
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 -25 which decreased total open position to 7300
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 7.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7325
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 7.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 7525
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 9.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -275 which decreased total open position to 7425
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 8.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -475 which decreased total open position to 7700
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 11.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -425 which decreased total open position to 8175
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 9.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 8600
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 10.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -4125 which decreased total open position to 8375
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 14.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 12500
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 16.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1050 which decreased total open position to 12650
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 28.05, 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 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 28.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13700
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 30.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 8275 which increased total open position to 13725
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 37.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1375 which increased total open position to 5450
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 67.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3875 which increased total open position to 4075
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 37.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 93.95, 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 93.95, 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 93.95, 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 93.95, 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 93.95, 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 93.95, 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 93.95, 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 93.95, 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 93.95, 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 93.95, 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 93.95, 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 93.95, 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 93.95, 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 93.95, 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 93.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 93.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 175