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 | 3870 | 30.75 | - | 32,475 | 450 | 3,15,925 | |||
| 4 Jul | 24302.15 | 3839.25 | - | 10,850 | -4,425 | 3,15,475 | ||||
| 3 Jul | 24286.50 | 3842.85 | - | 35,400 | 50 | 3,19,900 | ||||
| 2 Jul | 24123.85 | 3679.95 | - | 3,800 | 675 | 3,19,825 | ||||
| 1 Jul | 24141.95 | 3679.35 | - | 13,525 | 1,475 | 3,19,150 | ||||
| 28 Jun | 24010.60 | 3600.95 | - | 34,150 | 29,775 | 3,17,675 | ||||
| 27 Jun | 24044.50 | 3566.95 | - | 1,72,850 | 1,27,150 | 2,87,900 | ||||
| 26 Jun | 23868.80 | 3439.2 | - | 61,175 | 47,325 | 1,60,650 | ||||
| 25 Jun | 23721.30 | 3315.25 | - | 43,900 | 40,600 | 1,13,325 | ||||
| 24 Jun | 23537.85 | 3173.3 | - | 30,650 | 26,275 | 72,650 | ||||
| 21 Jun | 23501.10 | 3070.00 | - | 20,425 | 13,200 | 46,400 | ||||
| 20 Jun | 23567.00 | 3176.00 | - | 4,300 | 3,750 | 33,150 | ||||
| 19 Jun | 23516.00 | 3092.85 | - | 5,725 | 4,125 | 29,400 | ||||
| 18 Jun | 23557.90 | 3178.80 | - | 9,275 | 8,575 | 25,375 | ||||
| 14 Jun | 23465.60 | 3050.00 | - | 1,875 | 1,100 | 16,800 | ||||
| 13 Jun | 23398.90 | 3008.65 | - | 775 | 675 | 15,600 | ||||
| 12 Jun | 23322.95 | 2974.60 | - | 825 | 350 | 14,775 | ||||
| 11 Jun | 23264.85 | 2979.65 | - | 1,000 | 650 | 14,425 | ||||
| 10 Jun | 23259.20 | 2900.00 | - | 1,375 | 625 | 13,725 | ||||
| 7 Jun | 23290.15 | 2961.50 | - | 1,825 | 1,350 | 13,075 | ||||
| 6 Jun | 22821.40 | 2548.00 | - | 2,000 | 300 | 11,725 | ||||
| 5 Jun | 22620.35 | 2285.65 | - | 12,800 | 7,200 | 11,425 | ||||
| 4 Jun | 21884.50 | 2000.00 | - | 350 | 250 | 4,225 | ||||
| 3 Jun | 23263.90 | 3098.50 | - | 350 | 0 | 3,975 | ||||
| 31 May | 22530.70 | 2377.35 | - | 100 | -50 | 3,925 | ||||
| 30 May | 22488.65 | 2314.85 | - | 375 | 525 | 3,975 | ||||
| 29 May | 22704.70 | 2564.20 | - | 1,025 | 600 | 3,450 | ||||
| 28 May | 22888.15 | 2777.85 | - | 0 | 600 | 0 | ||||
| 27 May | 22932.45 | 2777.85 | - | 1,075 | 450 | 2,700 | ||||
| 24 May | 22957.10 | 2800.00 | - | 75 | 25 | 2,250 | ||||
| 23 May | 22967.65 | 2768.30 | - | 400 | 100 | 1,925 | ||||
| 22 May | 22597.80 | 2460.10 | - | 600 | 200 | 1,425 | ||||
| 21 May | 22529.05 | 2250.00 | - | 0 | 0 | 0 | ||||
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| 18 May | 22502.00 | 2250.00 | - | 0 | 0 | 1,225 | ||||
| 17 May | 22466.10 | 2250.00 | - | 25 | 250 | 1,200 | ||||
| 16 May | 22403.85 | 2315.75 | - | 500 | 250 | 950 | ||||
| 15 May | 22200.55 | 2197.40 | - | 0 | 700 | 0 | ||||
| 14 May | 22217.85 | 2197.40 | - | 700 | 0 | 0 | ||||
| 13 May | 22104.05 | 0.00 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 20500 expiring on 25JUL2024
Delta for 20500 CE is -
Historical price for 20500 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 3870, which was 30.75 higher than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 315925
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 3839.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -4425 which decreased total open position to 315475
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 3842.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 319900
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 3679.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 319825
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 3679.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1475 which increased total open position to 319150
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 3600.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 29775 which increased total open position to 317675
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 3566.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 127150 which increased total open position to 287900
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 3439.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 47325 which increased total open position to 160650
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3315.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 40600 which increased total open position to 113325
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3173.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 26275 which increased total open position to 72650
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 3070.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 13200 which increased total open position to 46400
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 3176.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3750 which increased total open position to 33150
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 3092.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 4125 which increased total open position to 29400
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 3178.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 8575 which increased total open position to 25375
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 3050.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 16800
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 3008.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 15600
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 2974.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 14775
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 2979.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 650 which increased total open position to 14425
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 2900.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 13725
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 2961.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 13075
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 2548.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 11725
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 2285.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 7200 which increased total open position to 11425
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 2000.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 4225
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 3098.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3975
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 2377.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 3925
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 2314.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 3975
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 2564.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 3450
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 2777.85, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 2777.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 2700
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 2800.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2250
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 2768.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1925
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 2460.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1425
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 2250.00, 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 May NIFTY was trading at 22502.00. The strike last trading price was 2250.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1225
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 2250.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 1200
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 2315.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 950
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 2197.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 0
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 2197.40, 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 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 | 3.9 | -0.30 | - | 84,550 | -24,750 | 3,74,575 |
| 4 Jul | 24302.15 | 4.2 | - | 37,425 | -125 | 3,99,325 | |
| 3 Jul | 24286.50 | 4.5 | - | 2,62,400 | -2,850 | 3,99,450 | |
| 2 Jul | 24123.85 | 5 | - | 1,37,575 | -64,375 | 4,02,725 | |
| 1 Jul | 24141.95 | 5.8 | - | 63,250 | 7,825 | 4,67,100 | |
| 28 Jun | 24010.60 | 6.5 | - | 1,32,825 | 4,225 | 4,59,275 | |
| 27 Jun | 24044.50 | 9 | - | 3,45,375 | 1,28,075 | 4,55,050 | |
| 26 Jun | 23868.80 | 7.2 | - | 1,74,000 | 66,100 | 3,26,925 | |
| 25 Jun | 23721.30 | 7.3 | - | 95,875 | 21,650 | 2,60,825 | |
| 24 Jun | 23537.85 | 7.15 | - | 1,87,725 | 39,975 | 2,38,975 | |
| 21 Jun | 23501.10 | 8.05 | - | 93,075 | -300 | 1,99,050 | |
| 20 Jun | 23567.00 | 8.30 | - | 32,500 | -5,925 | 1,99,350 | |
| 19 Jun | 23516.00 | 9.15 | - | 98,950 | 9,225 | 2,05,275 | |
| 18 Jun | 23557.90 | 10.80 | - | 80,425 | -24,575 | 1,96,000 | |
| 14 Jun | 23465.60 | 13.10 | - | 1,11,825 | -40,800 | 2,20,575 | |
| 13 Jun | 23398.90 | 16.00 | - | 1,04,925 | -36,050 | 2,61,875 | |
| 12 Jun | 23322.95 | 19.00 | - | 1,25,100 | -18,350 | 2,98,425 | |
| 11 Jun | 23264.85 | 22.40 | - | 1,79,225 | 2,700 | 3,17,050 | |
| 10 Jun | 23259.20 | 32.25 | - | 1,29,425 | 11,150 | 3,14,200 | |
| 7 Jun | 23290.15 | 32.20 | - | 2,60,550 | -32,000 | 3,04,450 | |
| 6 Jun | 22821.40 | 46.50 | - | 3,26,300 | 64,850 | 3,36,450 | |
| 5 Jun | 22620.35 | 83.00 | - | 3,45,550 | 31,525 | 2,71,600 | |
| 4 Jun | 21884.50 | 231.95 | - | 4,19,600 | 51,375 | 2,40,075 | |
| 3 Jun | 23263.90 | 42.15 | - | 2,22,475 | -31,750 | 1,88,700 | |
| 31 May | 22530.70 | 103.50 | - | 2,67,275 | 28,600 | 2,31,775 | |
| 30 May | 22488.65 | 107.00 | - | 2,67,000 | -58,175 | 2,03,175 | |
| 29 May | 22704.70 | 90.65 | - | 81,675 | 5,850 | 2,61,350 | |
| 28 May | 22888.15 | 84.25 | - | 16,700 | 5,025 | 2,56,075 | |
| 27 May | 22932.45 | 77.45 | - | 33,775 | 2,100 | 2,51,250 | |
| 24 May | 22957.10 | 77.05 | - | 46,575 | 15,475 | 2,49,250 | |
| 23 May | 22967.65 | 78.75 | - | 2,46,100 | 1,34,625 | 2,34,725 | |
| 22 May | 22597.80 | 100.05 | - | 35,325 | 14,150 | 1,00,275 | |
| 21 May | 22529.05 | 119.80 | - | 46,400 | 20,750 | 86,175 | |
| 18 May | 22502.00 | 132.85 | - | 31,625 | 19,800 | 66,075 | |
| 17 May | 22466.10 | 125.00 | - | 69,050 | 44,200 | 46,275 | |
| 16 May | 22403.85 | 118.30 | - | 1,000 | 875 | 2,075 | |
| 15 May | 22200.55 | 71.50 | - | 25 | 0 | 1,175 | |
| 14 May | 22217.85 | 86.40 | - | 525 | 425 | 1,050 | |
| 13 May | 22104.05 | 127.15 | - | 425 | 400 | 625 | |
For NIFTY - strike price 20500 expiring on 25JUL2024
Delta for 20500 PE is -
Historical price for 20500 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 3.9, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by -24750 which decreased total open position to 374575
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 4.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 399325
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 4.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -2850 which decreased total open position to 399450
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 5, which was lower than the previous day. The implied volatity was -, the open interest changed by -64375 which decreased total open position to 402725
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 5.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 7825 which increased total open position to 467100
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 6.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 4225 which increased total open position to 459275
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 9, which was lower than the previous day. The implied volatity was -, the open interest changed by 128075 which increased total open position to 455050
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 7.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 66100 which increased total open position to 326925
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 7.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 21650 which increased total open position to 260825
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 7.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 39975 which increased total open position to 238975
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 8.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 199050
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 8.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -5925 which decreased total open position to 199350
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 9.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 9225 which increased total open position to 205275
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 10.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -24575 which decreased total open position to 196000
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 13.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -40800 which decreased total open position to 220575
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 16.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -36050 which decreased total open position to 261875
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 19.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -18350 which decreased total open position to 298425
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 22.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 317050
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 32.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 11150 which increased total open position to 314200
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 32.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -32000 which decreased total open position to 304450
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 46.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 64850 which increased total open position to 336450
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 83.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 31525 which increased total open position to 271600
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 231.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 51375 which increased total open position to 240075
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 42.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -31750 which decreased total open position to 188700
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 103.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 28600 which increased total open position to 231775
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 107.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -58175 which decreased total open position to 203175
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 90.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 5850 which increased total open position to 261350
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 84.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 5025 which increased total open position to 256075
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 77.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 251250
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 77.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 15475 which increased total open position to 249250
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 78.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 134625 which increased total open position to 234725
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 100.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 14150 which increased total open position to 100275
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 119.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 20750 which increased total open position to 86175
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 132.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 19800 which increased total open position to 66075
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 125.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 44200 which increased total open position to 46275
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 118.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 2075
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 71.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1175
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 86.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 1050
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 127.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 625