NIFTY
Nifty
Historical option data for NIFTY
05 Jul 2024 04:11 PM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 24323.85 | 3720 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Jul | 24302.15 | 3720 | - | 0 | 0 | 0 | ||||
| 3 Jul | 24286.50 | 3720 | - | 0 | 0 | 0 | ||||
| 2 Jul | 24123.85 | 3720 | - | 0 | 25 | 0 | ||||
| 1 Jul | 24141.95 | 3720 | - | 0 | 25 | 0 | ||||
| 28 Jun | 24010.60 | 3720 | - | 0 | 25 | 0 | ||||
| 27 Jun | 24044.50 | 3720 | - | 50 | 25 | 5,150 | ||||
| 26 Jun | 23868.80 | 3464.45 | - | 0 | 75 | 0 | ||||
| 25 Jun | 23721.30 | 3464.45 | - | 125 | 75 | 5,075 | ||||
|
|
||||||||||
| 24 Jun | 23537.85 | 3312.1 | - | 125 | 25 | 4,900 | ||||
| 21 Jun | 23501.10 | 3296.00 | - | 225 | 0 | 4,875 | ||||
| 20 Jun | 23567.00 | 3301.20 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 3301.20 | - | 275 | 0 | 4,925 | ||||
| 18 Jun | 23557.90 | 3309.95 | - | 100 | 0 | 4,925 | ||||
| 14 Jun | 23465.60 | 3228.90 | - | 75 | 0 | 4,925 | ||||
| 13 Jun | 23398.90 | 3137.20 | - | 0 | 600 | 0 | ||||
| 12 Jun | 23322.95 | 3137.20 | - | 650 | 0 | 4,325 | ||||
| 11 Jun | 23264.85 | 3105.45 | - | 100 | 0 | 4,225 | ||||
| 10 Jun | 23259.20 | 3053.25 | - | 1,025 | 875 | 4,075 | ||||
| 7 Jun | 23290.15 | 1902.35 | - | 0 | 600 | 0 | ||||
| 6 Jun | 22821.40 | 1902.35 | - | 0 | 600 | 0 | ||||
| 5 Jun | 22620.35 | 1902.35 | - | 0 | 600 | 0 | ||||
| 4 Jun | 21884.50 | 1902.35 | - | 500 | 600 | 3,050 | ||||
| 3 Jun | 23263.90 | 3229.65 | - | 300 | 50 | 2,450 | ||||
| 31 May | 22530.70 | 2552.60 | - | 100 | 250 | 2,300 | ||||
| 30 May | 22488.65 | 2506.45 | - | 250 | 2,050 | 2,050 | ||||
| 29 May | 22704.70 | 2907.00 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 2907.00 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 2907.00 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 2907.00 | - | 0 | 0 | 2,050 | ||||
| 23 May | 22967.65 | 2907.00 | - | 450 | 100 | 1,700 | ||||
| 22 May | 22597.80 | 2595.30 | - | 400 | 150 | 1,350 | ||||
| 21 May | 22529.05 | 2450.80 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 2450.80 | - | 0 | 0 | 1,200 | ||||
| 17 May | 22466.10 | 2450.80 | - | 500 | 400 | 1,200 | ||||
| 16 May | 22403.85 | 2450.80 | - | 500 | 100 | 800 | ||||
| 15 May | 22200.55 | 2325.50 | - | 700 | 0 | 700 | ||||
| 14 May | 22217.85 | 2325.50 | - | 700 | 250 | 250 | ||||
| 13 May | 22104.05 | 0.00 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 20350 expiring on 25JUL2024
Delta for 20350 CE is -
Historical price for 20350 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 3720, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 3720, 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 Jul NIFTY was trading at 24286.50. The strike last trading price was 3720, 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 3720, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 3720, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 3720, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 3720, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 5150
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 3464.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3464.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 5075
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3312.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 4900
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 3296.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4875
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 3301.20, 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 3301.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4925
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 3309.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4925
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 3228.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4925
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 3137.20, 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 3137.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4325
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 3105.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4225
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 3053.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 4075
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1902.35, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1902.35, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1902.35, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1902.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 3050
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 3229.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2450
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 2552.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 2300
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 2506.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 2050 which increased total open position to 2050
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 2907.00, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 2907.00, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 2907.00, 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 24 May NIFTY was trading at 22957.10. The strike last trading price was 2907.00, 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 2907.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1700
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 2595.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1350
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 2450.80, 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 18 May NIFTY was trading at 22502.00. The strike last trading price was 2450.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1200
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 2450.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 1200
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 2450.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 800
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 2325.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 700
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 2325.50, 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
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 24323.85 | 2.95 | -3.35 | - | 400 | 0 | 1,350 |
| 4 Jul | 24302.15 | 6.3 | - | 25 | 1,350 | 1,350 | |
| 3 Jul | 24286.50 | 6.15 | - | 0 | -600 | 0 | |
| 2 Jul | 24123.85 | 6.15 | - | 1,250 | 1,350 | 1,350 | |
| 1 Jul | 24141.95 | 7 | - | 0 | -25 | 0 | |
| 28 Jun | 24010.60 | 7 | - | 0 | -25 | 0 | |
| 27 Jun | 24044.50 | 7 | - | 0 | -25 | 0 | |
| 26 Jun | 23868.80 | 7 | - | 50 | 100 | 1,975 | |
| 25 Jun | 23721.30 | 7.5 | - | 100 | 0 | 1,875 | |
| 24 Jun | 23537.85 | 9.7 | - | 0 | 0 | 0 | |
| 21 Jun | 23501.10 | 9.70 | - | 0 | 0 | 0 | |
| 20 Jun | 23567.00 | 9.70 | - | 0 | -300 | 0 | |
| 19 Jun | 23516.00 | 9.70 | - | 800 | -300 | 1,575 | |
| 18 Jun | 23557.90 | 11.90 | - | 0 | -1,475 | 0 | |
| 14 Jun | 23465.60 | 11.90 | - | 1,900 | -1,375 | 1,975 | |
| 13 Jun | 23398.90 | 14.00 | - | 2,900 | -2,450 | 3,450 | |
| 12 Jun | 23322.95 | 16.00 | - | 3,175 | 2,900 | 5,925 | |
| 11 Jun | 23264.85 | 23.00 | - | 3,400 | 2,800 | 2,800 | |
| 10 Jun | 23259.20 | 28.10 | - | 0 | 0 | 0 | |
| 7 Jun | 23290.15 | 28.10 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 28.10 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 28.10 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 28.10 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 28.10 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 28.10 | - | 0 | 0 | 0 | |
| 30 May | 22488.65 | 28.10 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 28.10 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 28.10 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 28.10 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 28.10 | - | 0 | 0 | 0 | |
| 23 May | 22967.65 | 28.10 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 28.10 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 28.10 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 28.10 | - | 0 | 0 | 0 | |
| 17 May | 22466.10 | 28.10 | - | 0 | 0 | 0 | |
| 16 May | 22403.85 | 28.10 | - | 0 | 0 | 0 | |
| 15 May | 22200.55 | 28.10 | - | 0 | 0 | 0 | |
| 14 May | 22217.85 | 28.10 | - | 0 | 0 | 0 | |
| 13 May | 22104.05 | 28.10 | - | 0 | 0 | 0 | |
For NIFTY - strike price 20350 expiring on 25JUL2024
Delta for 20350 PE is -
Historical price for 20350 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 2.95, which was -3.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1350
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 6.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 1350
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 6.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 0
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 6.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 1350
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 7, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 0
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 7, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 7, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 0
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 7, 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 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 7.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1875
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 9.7, 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 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 9.70, 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 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 9.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 0
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 9.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 1575
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 11.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -1475 which decreased total open position to 0
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 11.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -1375 which decreased total open position to 1975
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 14.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -2450 which decreased total open position to 3450
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 2900 which increased total open position to 5925
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 23.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2800 which increased total open position to 2800
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 28.10, 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 28.10, 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 28.10, 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 28.10, 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 28.10, 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 28.10, 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 28.10, 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 28.10, 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 28.10, 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 28.10, 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 28.10, 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 28.10, 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 28.10, 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 28.10, 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 28.10, 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 28.10, 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 28.10, 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 28.10, 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 28.10, 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 28.10, 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 28.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0