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 | 3470 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Jul | 24302.15 | 3470 | - | 0 | 0 | 0 | ||||
| 3 Jul | 24286.50 | 3470 | - | 0 | 0 | 0 | ||||
| 2 Jul | 24123.85 | 3470 | - | 0 | 0 | 0 | ||||
| 1 Jul | 24141.95 | 3470 | - | 0 | 0 | 0 | ||||
| 28 Jun | 24010.60 | 3470 | - | 0 | 0 | 0 | ||||
| 27 Jun | 24044.50 | 3470 | - | 100 | 0 | 1,225 | ||||
| 26 Jun | 23868.80 | 3240.15 | - | 0 | 0 | 0 | ||||
| 25 Jun | 23721.30 | 3240.15 | - | 100 | 0 | 1,225 | ||||
| 24 Jun | 23537.85 | 3113.2 | - | 75 | 0 | 1,200 | ||||
| 21 Jun | 23501.10 | 3090.90 | - | 250 | 0 | 1,200 | ||||
| 20 Jun | 23567.00 | 3168.65 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 3168.65 | - | 225 | 0 | 1,200 | ||||
| 18 Jun | 23557.90 | 3112.30 | - | 125 | -25 | 1,275 | ||||
| 14 Jun | 23465.60 | 3032.45 | - | 75 | -50 | 1,300 | ||||
| 13 Jun | 23398.90 | 2924.75 | - | 0 | 25 | 0 | ||||
| 12 Jun | 23322.95 | 2924.75 | - | 125 | 0 | 1,325 | ||||
| 11 Jun | 23264.85 | 2877.10 | - | 300 | 0 | 1,325 | ||||
| 10 Jun | 23259.20 | 2827.40 | - | 1,775 | 150 | 1,325 | ||||
| 7 Jun | 23290.15 | 2250.25 | - | 0 | -200 | 0 | ||||
| 6 Jun | 22821.40 | 2250.25 | - | 0 | -200 | 0 | ||||
| 5 Jun | 22620.35 | 2250.25 | - | 50 | -200 | 1,225 | ||||
| 4 Jun | 21884.50 | 1834.35 | - | 200 | -100 | 1,425 | ||||
| 3 Jun | 23263.90 | 2974.35 | - | 300 | -200 | 1,525 | ||||
| 31 May | 22530.70 | 2317.60 | - | 150 | 1,875 | 1,875 | ||||
| 30 May | 22488.65 | 2650.25 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 2650.25 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 2650.25 | - | 0 | 0 | 0 | ||||
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| 27 May | 22932.45 | 2650.25 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 2650.25 | - | 0 | 0 | 1,875 | ||||
| 23 May | 22967.65 | 2650.25 | - | 100 | 0 | 1,975 | ||||
| 22 May | 22597.80 | 2404.70 | - | 350 | 0 | 2,325 | ||||
| 21 May | 22529.05 | 2132.40 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 2132.40 | - | 0 | 0 | 2,325 | ||||
| 17 May | 22466.10 | 2132.40 | - | 0 | 0 | 0 | ||||
| 16 May | 22403.85 | 2132.40 | - | 300 | 0 | 2,625 | ||||
| 15 May | 22200.55 | 2139.10 | - | 550 | 0 | 2,625 | ||||
| 14 May | 22217.85 | 2139.10 | - | 550 | -275 | 2,875 | ||||
| 13 May | 22104.05 | 1904.70 | - | 1,900 | 1,875 | 3,150 | ||||
For NIFTY - strike price 20550 expiring on 25JUL2024
Delta for 20550 CE is -
Historical price for 20550 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 3470, 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 3470, 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 3470, 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 3470, 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 3470, 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 3470, 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 3470, 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 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 3240.15, 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 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3240.15, 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 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3113.2, 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 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 3090.90, 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 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 3168.65, 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 3168.65, 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 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 3112.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1275
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 3032.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 1300
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 2924.75, 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 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 2924.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1325
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 2877.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1325
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 2827.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1325
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 2250.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 0
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 2250.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 2250.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 1225
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1834.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 1425
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 2974.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 1525
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 2317.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 1875 which increased total open position to 1875
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 2650.25, 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 2650.25, 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 2650.25, 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 2650.25, 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 2650.25, 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 23 May NIFTY was trading at 22967.65. The strike last trading price was 2650.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1975
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 2404.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2325
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 2132.40, 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 2132.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2325
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 2132.40, 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 16 May NIFTY was trading at 22403.85. The strike last trading price was 2132.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2625
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 2139.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2625
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 2139.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -275 which decreased total open position to 2875
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1904.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 1875 which increased total open position to 3150
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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 | 3.7 | -1.20 | - | 75 | -50 | 1,525 |
| 4 Jul | 24302.15 | 4.9 | - | 225 | 75 | 1,575 | |
| 3 Jul | 24286.50 | 4.4 | - | 1,300 | 375 | 1,500 | |
| 2 Jul | 24123.85 | 5.25 | - | 575 | -200 | 1,250 | |
| 1 Jul | 24141.95 | 5.8 | - | 1,100 | 350 | 1,450 | |
| 28 Jun | 24010.60 | 8.5 | - | 25 | 0 | 1,100 | |
| 27 Jun | 24044.50 | 8.35 | - | 500 | 200 | 1,100 | |
| 26 Jun | 23868.80 | 11.15 | - | 25 | 900 | 900 | |
| 25 Jun | 23721.30 | 9.55 | - | 0 | 0 | 0 | |
| 24 Jun | 23537.85 | 9.55 | - | 0 | 0 | 0 | |
| 21 Jun | 23501.10 | 9.55 | - | 0 | 0 | 0 | |
| 20 Jun | 23567.00 | 9.55 | - | 0 | -700 | 0 | |
| 19 Jun | 23516.00 | 9.55 | - | 1,075 | -700 | 825 | |
| 18 Jun | 23557.90 | 10.90 | - | 1,075 | -100 | 1,500 | |
| 14 Jun | 23465.60 | 13.85 | - | 1,125 | -375 | 1,600 | |
| 13 Jun | 23398.90 | 16.00 | - | 750 | -125 | 1,700 | |
| 12 Jun | 23322.95 | 21.45 | - | 1,825 | 1,350 | 1,350 | |
| 11 Jun | 23264.85 | 39.05 | - | 0 | 0 | 0 | |
| 10 Jun | 23259.20 | 39.05 | - | 0 | 0 | 0 | |
| 7 Jun | 23290.15 | 39.05 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 39.05 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 39.05 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 39.05 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 39.05 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 39.05 | - | 0 | 0 | 0 | |
| 30 May | 22488.65 | 39.05 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 39.05 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 39.05 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 39.05 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 39.05 | - | 0 | 0 | 0 | |
| 23 May | 22967.65 | 39.05 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 39.05 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 39.05 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 39.05 | - | 0 | 0 | 0 | |
| 17 May | 22466.10 | 39.05 | - | 0 | 0 | 0 | |
| 16 May | 22403.85 | 39.05 | - | 0 | 0 | 0 | |
| 15 May | 22200.55 | 39.05 | - | 0 | 0 | 0 | |
| 14 May | 22217.85 | 39.05 | - | 0 | 0 | 0 | |
| 13 May | 22104.05 | 39.05 | - | 0 | 0 | 0 | |
For NIFTY - strike price 20550 expiring on 25JUL2024
Delta for 20550 PE is -
Historical price for 20550 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 3.7, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 1525
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 4.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1575
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 4.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 1500
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 1250
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 350 which increased total open position to 1450
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 8.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1100
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 8.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1100
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 11.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 900
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 9.55, 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 Jun NIFTY was trading at 23537.85. The strike last trading price was 9.55, 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 9.55, 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 9.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -700 which decreased total open position to 0
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 9.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -700 which decreased total open position to 825
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 10.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 1500
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 13.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 1600
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 -125 which decreased total open position to 1700
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 21.45, 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 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 39.05, 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 39.05, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 39.05, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 39.05, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 39.05, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 39.05, 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 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 39.05, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 39.05, 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 30 May NIFTY was trading at 22488.65. The strike last trading price was 39.05, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 39.05, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 39.05, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 39.05, 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 24 May NIFTY was trading at 22957.10. The strike last trading price was 39.05, 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 23 May NIFTY was trading at 22967.65. The strike last trading price was 39.05, 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 22 May NIFTY was trading at 22597.80. The strike last trading price was 39.05, 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 21 May NIFTY was trading at 22529.05. The strike last trading price was 39.05, 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 18 May NIFTY was trading at 22502.00. The strike last trading price was 39.05, 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 17 May NIFTY was trading at 22466.10. The strike last trading price was 39.05, 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 16 May NIFTY was trading at 22403.85. The strike last trading price was 39.05, 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 15 May NIFTY was trading at 22200.55. The strike last trading price was 39.05, 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 14 May NIFTY was trading at 22217.85. The strike last trading price was 39.05, 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 13 May NIFTY was trading at 22104.05. The strike last trading price was 39.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0