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 | 3944.05 | 294.45 | - | 25 | 6,625 | 6,625 | |||
| 4 Jul | 24302.15 | 3649.6 | - | 0 | 0 | 0 | ||||
| 3 Jul | 24286.50 | 3649.6 | - | 0 | 0 | 0 | ||||
| 2 Jul | 24123.85 | 3649.6 | - | 0 | 175 | 0 | ||||
| 1 Jul | 24141.95 | 3649.6 | - | 0 | 175 | 0 | ||||
| 28 Jun | 24010.60 | 3649.6 | - | 0 | 175 | 0 | ||||
| 27 Jun | 24044.50 | 3649.6 | - | 475 | 175 | 6,600 | ||||
| 26 Jun | 23868.80 | 3412.55 | - | 0 | 50 | 0 | ||||
| 25 Jun | 23721.30 | 3412.55 | - | 175 | 50 | 6,400 | ||||
| 24 Jun | 23537.85 | 3258.45 | - | 300 | 0 | 6,350 | ||||
| 21 Jun | 23501.10 | 3246.15 | - | 900 | 600 | 6,350 | ||||
| 20 Jun | 23567.00 | 3211.65 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 3211.65 | - | 275 | 0 | 5,800 | ||||
| 18 Jun | 23557.90 | 3262.85 | - | 275 | 0 | 5,800 | ||||
| 14 Jun | 23465.60 | 3185.35 | - | 75 | 0 | 5,800 | ||||
| 13 Jun | 23398.90 | 3105.00 | - | 300 | 275 | 5,775 | ||||
| 12 Jun | 23322.95 | 3088.00 | - | 650 | 0 | 4,850 | ||||
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| 11 Jun | 23264.85 | 3057.25 | - | 350 | 175 | 4,750 | ||||
| 10 Jun | 23259.20 | 2970.00 | - | 1,050 | 975 | 4,550 | ||||
| 7 Jun | 23290.15 | 1904.25 | - | 0 | 550 | 0 | ||||
| 6 Jun | 22821.40 | 1904.25 | - | 0 | 550 | 0 | ||||
| 5 Jun | 22620.35 | 1904.25 | - | 0 | 550 | 0 | ||||
| 4 Jun | 21884.50 | 1904.25 | - | 650 | 550 | 3,325 | ||||
| 3 Jun | 23263.90 | 3175.30 | - | 175 | 25 | 2,775 | ||||
| 31 May | 22530.70 | 2508.40 | - | 200 | 400 | 2,600 | ||||
| 30 May | 22488.65 | 2458.50 | - | 350 | 50 | 2,200 | ||||
| 29 May | 22704.70 | 2650.00 | - | 50 | 0 | 2,150 | ||||
| 28 May | 22888.15 | 2860.50 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 2860.50 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 2860.50 | - | 0 | 0 | 2,150 | ||||
| 23 May | 22967.65 | 2860.50 | - | 500 | 100 | 1,750 | ||||
| 22 May | 22597.80 | 2549.85 | - | 400 | 150 | 1,400 | ||||
| 21 May | 22529.05 | 2406.40 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 2406.40 | - | 0 | 0 | 1,250 | ||||
| 17 May | 22466.10 | 2406.40 | - | 600 | 350 | 1,250 | ||||
| 16 May | 22403.85 | 2406.40 | - | 600 | 250 | 900 | ||||
| 15 May | 22200.55 | 2279.85 | - | 650 | 0 | 650 | ||||
| 14 May | 22217.85 | 2279.85 | - | 650 | 250 | 250 | ||||
| 13 May | 22104.05 | 0.00 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 20400 expiring on 25JUL2024
Delta for 20400 CE is -
Historical price for 20400 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 3944.05, which was 294.45 higher than the previous day. The implied volatity was -, the open interest changed by 6625 which increased total open position to 6625
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 3649.6, 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 3649.6, 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 3649.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 0
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 3649.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 0
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 3649.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 3649.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 6600
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 3412.55, 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 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3412.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 6400
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3258.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6350
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 3246.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 6350
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 3211.65, 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 3211.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5800
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 3262.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5800
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 3185.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5800
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 3105.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 5775
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 3088.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4850
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 3057.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 4750
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 2970.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 4550
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1904.25, 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 1904.25, 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 1904.25, 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 1904.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 3325
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 3175.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2775
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 2508.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 2600
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 2458.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2200
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 2650.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2150
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 2860.50, 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 2860.50, 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 2860.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2150
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 2860.50, 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 2549.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1400
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 2406.40, 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 2406.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1250
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 2406.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 1250
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 2406.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 900
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 2279.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 650
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 2279.85, 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 | 1.85 | - | 1,625 | -100 | 5,075 |
| 4 Jul | 24302.15 | 2.5 | - | 475 | 50 | 5,175 | |
| 3 Jul | 24286.50 | 4.1 | - | 50 | -25 | 5,125 | |
| 2 Jul | 24123.85 | 5.2 | - | 450 | -225 | 5,200 | |
| 1 Jul | 24141.95 | 5.85 | - | 2,700 | 0 | 5,425 | |
| 28 Jun | 24010.60 | 6 | - | 6,075 | 700 | 5,425 | |
| 27 Jun | 24044.50 | 10 | - | 1,300 | -450 | 4,725 | |
| 26 Jun | 23868.80 | 6.1 | - | 0 | 0 | 0 | |
| 25 Jun | 23721.30 | 6.1 | - | 25 | 0 | 5,175 | |
| 24 Jun | 23537.85 | 6.5 | - | 0 | -25 | 0 | |
| 21 Jun | 23501.10 | 6.50 | - | 225 | 0 | 5,200 | |
| 20 Jun | 23567.00 | 9.00 | - | 425 | 5,250 | 5,250 | |
| 19 Jun | 23516.00 | 14.00 | - | 0 | 0 | 0 | |
| 18 Jun | 23557.90 | 14.00 | - | 200 | -100 | 5,425 | |
| 14 Jun | 23465.60 | 11.00 | - | 3,450 | -575 | 5,525 | |
| 13 Jun | 23398.90 | 14.25 | - | 2,875 | -2,025 | 6,225 | |
| 12 Jun | 23322.95 | 15.20 | - | 1,075 | -300 | 8,250 | |
| 11 Jun | 23264.85 | 24.00 | - | 5,275 | 2,925 | 8,550 | |
| 10 Jun | 23259.20 | 31.00 | - | 75 | 25 | 5,650 | |
| 7 Jun | 23290.15 | 29.15 | - | 8,450 | 4,050 | 5,650 | |
| 6 Jun | 22821.40 | 43.00 | - | 925 | 1,600 | 1,600 | |
| 5 Jun | 22620.35 | 109.60 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 109.60 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 109.60 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 109.60 | - | 0 | 0 | 0 | |
| 30 May | 22488.65 | 109.60 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 109.60 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 109.60 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 109.60 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 109.60 | - | 0 | 0 | 0 | |
| 23 May | 22967.65 | 109.60 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 109.60 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 109.60 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 109.60 | - | 0 | 0 | 0 | |
| 17 May | 22466.10 | 109.60 | - | 0 | 0 | 0 | |
| 16 May | 22403.85 | 109.60 | - | 0 | 0 | 0 | |
| 15 May | 22200.55 | 109.60 | - | 0 | 0 | 0 | |
| 14 May | 22217.85 | 109.60 | - | 0 | 25 | 0 | |
| 13 May | 22104.05 | 109.60 | - | 1,025 | 25 | 125 | |
For NIFTY - strike price 20400 expiring on 25JUL2024
Delta for 20400 PE is -
Historical price for 20400 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 4.35, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 5075
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 5175
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 -25 which decreased total open position to 5125
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 5.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 5200
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 5.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5425
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 700 which increased total open position to 5425
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 10, which was lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 4725
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 0 which decreased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 6.1, 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 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 6.5, 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 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 6.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5200
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 9.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 5250
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 14.00, 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 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 14.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 5425
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 11.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -575 which decreased total open position to 5525
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 14.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -2025 which decreased total open position to 6225
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 15.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 8250
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 24.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2925 which increased total open position to 8550
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 31.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 5650
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 29.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 4050 which increased total open position to 5650
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 43.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 1600
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 109.60, 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 109.60, 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 109.60, 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 109.60, 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 109.60, 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 109.60, 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 109.60, 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 109.60, 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 109.60, 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 109.60, 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 109.60, 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 109.60, 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 109.60, 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 109.60, 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 109.60, 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 109.60, 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 109.60, 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 13 May NIFTY was trading at 22104.05. The strike last trading price was 109.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 125