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 | 3533.2 | 0.00 | - | 0 | -100 | 0 | |||
| 4 Jul | 24302.15 | 3533.2 | - | 0 | -100 | 0 | ||||
| 3 Jul | 24286.50 | 3533.2 | - | 0 | -100 | 0 | ||||
| 2 Jul | 24123.85 | 3533.2 | - | 100 | 100 | 8,800 | ||||
| 1 Jul | 24141.95 | 3495 | - | 100 | 8,700 | 8,700 | ||||
| 28 Jun | 24010.60 | 3566.35 | - | 0 | 1,650 | 0 | ||||
| 27 Jun | 24044.50 | 3566.35 | - | 3,500 | 1,650 | 8,800 | ||||
| 26 Jun | 23868.80 | 3330 | - | 2,650 | 1,650 | 7,150 | ||||
| 25 Jun | 23721.30 | 3225 | - | 1,650 | 725 | 5,500 | ||||
| 24 Jun | 23537.85 | 3066.75 | - | 250 | 25 | 4,600 | ||||
| 21 Jun | 23501.10 | 3008.95 | - | 825 | 800 | 4,550 | ||||
| 20 Jun | 23567.00 | 3123.30 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 3123.30 | - | 200 | 0 | 3,550 | ||||
| 18 Jun | 23557.90 | 3066.35 | - | 50 | 50 | 3,550 | ||||
| 14 Jun | 23465.60 | 2995.90 | - | 75 | 25 | 3,500 | ||||
| 13 Jun | 23398.90 | 2917.30 | - | 350 | 0 | 3,125 | ||||
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| 12 Jun | 23322.95 | 2875.50 | - | 350 | 50 | 2,825 | ||||
| 11 Jun | 23264.85 | 2863.15 | - | 300 | 150 | 2,625 | ||||
| 10 Jun | 23259.20 | 2831.15 | - | 750 | 250 | 2,125 | ||||
| 7 Jun | 23290.15 | 2816.50 | - | 50 | 1,825 | 1,825 | ||||
| 6 Jun | 22821.40 | 2233.60 | - | 0 | 300 | 0 | ||||
| 5 Jun | 22620.35 | 2233.60 | - | 50 | 300 | 1,775 | ||||
| 4 Jun | 21884.50 | 1790.75 | - | 550 | 400 | 1,475 | ||||
| 3 Jun | 23263.90 | 2987.45 | - | 200 | 50 | 1,075 | ||||
| 31 May | 22530.70 | 2308.20 | - | 250 | 875 | 875 | ||||
| 30 May | 22488.65 | 2596.65 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 2596.65 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 2596.65 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 2596.65 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 2596.65 | - | 0 | 0 | 775 | ||||
| 23 May | 22967.65 | 2596.65 | - | 50 | 0 | 725 | ||||
| 22 May | 22597.80 | 2368.00 | - | 250 | 0 | 475 | ||||
| 21 May | 22529.05 | 2227.80 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 2227.80 | - | 0 | 0 | 475 | ||||
| 17 May | 22466.10 | 2227.80 | - | 0 | 350 | 475 | ||||
| 16 May | 22403.85 | 2227.80 | - | 400 | 50 | 125 | ||||
| 15 May | 22200.55 | 2088.05 | - | 100 | 0 | 75 | ||||
| 14 May | 22217.85 | 2115.75 | - | 75 | 25 | 75 | ||||
| 13 May | 22104.05 | 1981.15 | - | 75 | 0 | 50 | ||||
For NIFTY - strike price 20600 expiring on 25JUL2024
Delta for 20600 CE is -
Historical price for 20600 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 3533.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 0
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 3533.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 0
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 3533.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 0
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 3533.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 8800
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 3495, which was lower than the previous day. The implied volatity was -, the open interest changed by 8700 which increased total open position to 8700
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 3566.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 3566.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 8800
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 3330, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 7150
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3225, which was lower than the previous day. The implied volatity was -, the open interest changed by 725 which increased total open position to 5500
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3066.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 4600
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 3008.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 4550
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 3123.30, 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 3123.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3550
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 3066.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 3550
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 2995.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 3500
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 2917.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3125
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 2875.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2825
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 2863.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 2625
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 2831.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 2125
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 2816.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1825 which increased total open position to 1825
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 2233.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 2233.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 1775
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1790.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 1475
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 2987.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1075
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 2308.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 875
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 2596.65, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 2596.65, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 2596.65, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 2596.65, 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 24 May NIFTY was trading at 22957.10. The strike last trading price was 2596.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 775
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 2596.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 725
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 2368.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 475
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 2227.80, 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 2227.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 475
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 2227.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 475
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 2227.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 125
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 2088.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 2115.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 75
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1981.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
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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 | 3.05 | 0.00 | - | 0 | 600 | 0 |
| 4 Jul | 24302.15 | 3.05 | - | 2,300 | 600 | 5,150 | |
| 3 Jul | 24286.50 | 3.75 | - | 50 | 25 | 4,550 | |
| 2 Jul | 24123.85 | 5.75 | - | 2,575 | -1,100 | 4,625 | |
| 1 Jul | 24141.95 | 8.75 | - | 625 | -325 | 5,725 | |
| 28 Jun | 24010.60 | 5.8 | - | 8,200 | -4,300 | 6,050 | |
| 27 Jun | 24044.50 | 6.85 | - | 8,575 | 4,775 | 10,350 | |
| 26 Jun | 23868.80 | 9.2 | - | 875 | 675 | 5,450 | |
| 25 Jun | 23721.30 | 8.1 | - | 375 | 150 | 4,775 | |
| 24 Jun | 23537.85 | 6.5 | - | 300 | 0 | 4,625 | |
| 21 Jun | 23501.10 | 9.35 | - | 1,025 | -50 | 3,850 | |
| 20 Jun | 23567.00 | 11.75 | - | 450 | 0 | 3,900 | |
| 19 Jun | 23516.00 | 12.70 | - | 1,625 | -425 | 3,900 | |
| 18 Jun | 23557.90 | 10.00 | - | 700 | -525 | 4,325 | |
| 14 Jun | 23465.60 | 14.60 | - | 1,050 | -525 | 4,850 | |
| 13 Jun | 23398.90 | 18.00 | - | 550 | -525 | 5,400 | |
| 12 Jun | 23322.95 | 21.10 | - | 4,025 | 2,275 | 5,900 | |
| 11 Jun | 23264.85 | 25.00 | - | 475 | 375 | 3,550 | |
| 10 Jun | 23259.20 | 35.25 | - | 400 | 0 | 2,925 | |
| 7 Jun | 23290.15 | 39.00 | - | 850 | 475 | 2,900 | |
| 6 Jun | 22821.40 | 48.50 | - | 3,300 | 1,125 | 2,425 | |
| 5 Jun | 22620.35 | 72.00 | - | 1,600 | 1,300 | 1,300 | |
| 4 Jun | 21884.50 | 24.55 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 24.55 | - | 100 | 0 | 200 | |
| 31 May | 22530.70 | 146.85 | - | 0 | 0 | 0 | |
| 30 May | 22488.65 | 146.85 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 146.85 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 146.85 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 146.85 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 146.85 | - | 0 | 0 | 0 | |
| 23 May | 22967.65 | 146.85 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 146.85 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 146.85 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 146.85 | - | 0 | 0 | 0 | |
| 17 May | 22466.10 | 146.85 | - | 0 | 0 | 0 | |
| 16 May | 22403.85 | 146.85 | - | 0 | 0 | 0 | |
| 15 May | 22200.55 | 146.85 | - | 0 | 0 | 0 | |
| 14 May | 22217.85 | 146.85 | - | 0 | 75 | 0 | |
| 13 May | 22104.05 | 146.85 | - | 100 | 75 | 175 | |
For NIFTY - strike price 20600 expiring on 25JUL2024
Delta for 20600 PE is -
Historical price for 20600 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 3.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 0
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 3.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 5150
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 3.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 4550
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 5.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -1100 which decreased total open position to 4625
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 8.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 5725
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 5.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -4300 which decreased total open position to 6050
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 6.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 4775 which increased total open position to 10350
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 9.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 5450
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 8.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 4775
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 0 which decreased total open position to 4625
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 9.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 3850
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 11.75, 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 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 12.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -425 which decreased total open position to 3900
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 10.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -525 which decreased total open position to 4325
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 14.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -525 which decreased total open position to 4850
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 18.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -525 which decreased total open position to 5400
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 21.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 2275 which increased total open position to 5900
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 25.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 3550
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 35.25, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 39.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 2900
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 48.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 2425
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 72.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1300 which increased total open position to 1300
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 24.55, 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 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 24.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 200
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 146.85, 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 146.85, 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 146.85, 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 146.85, 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 146.85, 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 146.85, 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 146.85, 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 146.85, 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 146.85, 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 146.85, 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 146.85, 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 146.85, 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 146.85, 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 146.85, 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 13 May NIFTY was trading at 22104.05. The strike last trading price was 146.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 175