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 | 3380.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Jul | 24302.15 | 3380.15 | - | 0 | 0 | 0 | ||||
| 3 Jul | 24286.50 | 3380.15 | - | 0 | 0 | 0 | ||||
| 2 Jul | 24123.85 | 3380.15 | - | 0 | 0 | 0 | ||||
| 1 Jul | 24141.95 | 3380.15 | - | 0 | 0 | 0 | ||||
| 28 Jun | 24010.60 | 3380.15 | - | 0 | 0 | 0 | ||||
| 27 Jun | 24044.50 | 3380.15 | - | 0 | 0 | 0 | ||||
| 26 Jun | 23868.80 | 3380.15 | - | 0 | 50 | 0 | ||||
| 25 Jun | 23721.30 | 3380.15 | - | 75 | 50 | 4,050 | ||||
| 24 Jun | 23537.85 | 3179.35 | - | 100 | 0 | 3,900 | ||||
| 21 Jun | 23501.10 | 3135.10 | - | 225 | 175 | 3,850 | ||||
| 20 Jun | 23567.00 | 3138.80 | - | 0 | 100 | 0 | ||||
| 19 Jun | 23516.00 | 3138.80 | - | 200 | 100 | 3,675 | ||||
| 18 Jun | 23557.90 | 3213.85 | - | 50 | 0 | 3,575 | ||||
| 14 Jun | 23465.60 | 3130.45 | - | 75 | 0 | 3,575 | ||||
| 13 Jun | 23398.90 | 3038.80 | - | 0 | 550 | 0 | ||||
| 12 Jun | 23322.95 | 3038.80 | - | 650 | 0 | 3,025 | ||||
| 11 Jun | 23264.85 | 3003.75 | - | 100 | 0 | 2,925 | ||||
| 10 Jun | 23259.20 | 2954.70 | - | 525 | 325 | 2,775 | ||||
| 7 Jun | 23290.15 | 2405.45 | - | 0 | 250 | 0 | ||||
| 6 Jun | 22821.40 | 2405.45 | - | 0 | 250 | 0 | ||||
| 5 Jun | 22620.35 | 2405.45 | - | 100 | 250 | 2,350 | ||||
| 4 Jun | 21884.50 | 1863.85 | - | 500 | 350 | 2,100 | ||||
| 3 Jun | 23263.90 | 3127.15 | - | 150 | 50 | 1,750 | ||||
| 31 May | 22530.70 | 2460.05 | - | 100 | 1,600 | 1,600 | ||||
| 30 May | 22488.65 | 2814.35 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 2814.35 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 2814.35 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 2814.35 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 2814.35 | - | 0 | 0 | 1,600 | ||||
| 23 May | 22967.65 | 2814.35 | - | 450 | 100 | 1,250 | ||||
| 22 May | 22597.80 | 2504.65 | - | 500 | 200 | 850 | ||||
| 21 May | 22529.05 | 2348.10 | - | 0 | 0 | 0 | ||||
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| 18 May | 22502.00 | 2348.10 | - | 0 | 0 | 650 | ||||
| 17 May | 22466.10 | 2348.10 | - | 500 | 400 | 650 | ||||
| 16 May | 22403.85 | 2348.10 | - | 500 | 100 | 250 | ||||
| 15 May | 22200.55 | 2249.90 | - | 150 | 0 | 150 | ||||
| 14 May | 22217.85 | 2249.90 | - | 150 | 0 | 0 | ||||
| 13 May | 22104.05 | 0.00 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 20450 expiring on 25JUL2024
Delta for 20450 CE is -
Historical price for 20450 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 3380.15, 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 3380.15, 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 3380.15, 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 3380.15, 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 3380.15, 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 3380.15, 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 3380.15, 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 3380.15, 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 3380.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 4050
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3179.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3900
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 3135.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 3850
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 3138.80, 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 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 3138.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 3675
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 3213.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3575
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 3130.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3575
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 3038.80, 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 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 3038.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3025
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 3003.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2925
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 2954.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 2775
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 2405.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 0
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 2405.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 2405.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 2350
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1863.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 2100
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 3127.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1750
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 2460.05, 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 30 May NIFTY was trading at 22488.65. The strike last trading price was 2814.35, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 2814.35, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 2814.35, 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 2814.35, 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 2814.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1600
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 2814.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1250
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 2504.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 850
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 2348.10, 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 2348.10, 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 17 May NIFTY was trading at 22466.10. The strike last trading price was 2348.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 650
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 2348.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 250
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 2249.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 2249.90, 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 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 | 6.1 | 0.10 | - | 125 | 0 | 3,850 |
| 4 Jul | 24302.15 | 6 | - | 100 | 3,850 | 3,850 | |
| 3 Jul | 24286.50 | 5.6 | - | 0 | -25 | 0 | |
| 2 Jul | 24123.85 | 5.6 | - | 50 | 3,875 | 3,875 | |
| 1 Jul | 24141.95 | 7.4 | - | 0 | -25 | 0 | |
| 28 Jun | 24010.60 | 7.4 | - | 0 | -25 | 0 | |
| 27 Jun | 24044.50 | 7.4 | - | 0 | -25 | 0 | |
| 26 Jun | 23868.80 | 7.4 | - | 300 | -125 | 3,875 | |
| 25 Jun | 23721.30 | 7.95 | - | 2,475 | 1,550 | 4,000 | |
| 24 Jun | 23537.85 | 6.1 | - | 100 | 0 | 2,550 | |
| 21 Jun | 23501.10 | 12.20 | - | 0 | 0 | 0 | |
| 20 Jun | 23567.00 | 12.20 | - | 0 | 0 | 0 | |
| 19 Jun | 23516.00 | 12.20 | - | 100 | 0 | 2,650 | |
| 18 Jun | 23557.90 | 7.65 | - | 5,550 | -2,050 | 2,650 | |
| 14 Jun | 23465.60 | 10.90 | - | 1,800 | -1,575 | 4,700 | |
| 13 Jun | 23398.90 | 15.90 | - | 1,425 | -1,300 | 6,400 | |
| 12 Jun | 23322.95 | 17.40 | - | 5,600 | 4,050 | 7,550 | |
| 11 Jun | 23264.85 | 23.10 | - | 3,825 | 3,575 | 3,575 | |
| 10 Jun | 23259.20 | 33.20 | - | 0 | 0 | 0 | |
| 7 Jun | 23290.15 | 33.20 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 33.20 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 33.20 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 33.20 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 33.20 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 33.20 | - | 0 | 0 | 0 | |
| 30 May | 22488.65 | 33.20 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 33.20 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 33.20 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 33.20 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 33.20 | - | 0 | 0 | 0 | |
| 23 May | 22967.65 | 33.20 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 33.20 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 33.20 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 33.20 | - | 0 | 0 | 0 | |
| 17 May | 22466.10 | 33.20 | - | 0 | 0 | 0 | |
| 16 May | 22403.85 | 33.20 | - | 0 | 0 | 0 | |
| 15 May | 22200.55 | 33.20 | - | 0 | 0 | 0 | |
| 14 May | 22217.85 | 33.20 | - | 0 | 0 | 0 | |
| 13 May | 22104.05 | 33.20 | - | 0 | 0 | 0 | |
For NIFTY - strike price 20450 expiring on 25JUL2024
Delta for 20450 PE is -
Historical price for 20450 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 6.1, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3850
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 6, which was lower than the previous day. The implied volatity was -, the open interest changed by 3850 which increased total open position to 3850
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 5.6, 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 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 5.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 3875 which increased total open position to 3875
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 7.4, 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 7.4, 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 7.4, 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 7.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 3875
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 7.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1550 which increased total open position to 4000
On 24 Jun NIFTY was trading at 23537.85. 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 2550
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 12.20, 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 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 12.20, 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 12.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2650
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 7.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -2050 which decreased total open position to 2650
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 10.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -1575 which decreased total open position to 4700
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 15.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -1300 which decreased total open position to 6400
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 17.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 4050 which increased total open position to 7550
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 23.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 3575 which increased total open position to 3575
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 33.20, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 33.20, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 33.20, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 33.20, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 33.20, 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 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 33.20, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 33.20, 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 30 May NIFTY was trading at 22488.65. The strike last trading price was 33.20, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 33.20, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 33.20, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 33.20, 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 24 May NIFTY was trading at 22957.10. The strike last trading price was 33.20, 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 23 May NIFTY was trading at 22967.65. The strike last trading price was 33.20, 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 22 May NIFTY was trading at 22597.80. The strike last trading price was 33.20, 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 21 May NIFTY was trading at 22529.05. The strike last trading price was 33.20, 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 18 May NIFTY was trading at 22502.00. The strike last trading price was 33.20, 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 17 May NIFTY was trading at 22466.10. The strike last trading price was 33.20, 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 16 May NIFTY was trading at 22403.85. The strike last trading price was 33.20, 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 15 May NIFTY was trading at 22200.55. The strike last trading price was 33.20, 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 14 May NIFTY was trading at 22217.85. The strike last trading price was 33.20, 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 13 May NIFTY was trading at 22104.05. The strike last trading price was 33.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0