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 | 3400 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Jul | 24302.15 | 3400 | - | 0 | 0 | 0 | ||||
| 3 Jul | 24286.50 | 3400 | - | 0 | 0 | 0 | ||||
| 2 Jul | 24123.85 | 3400 | - | 0 | 0 | 0 | ||||
| 1 Jul | 24141.95 | 3400 | - | 0 | 0 | 0 | ||||
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| 28 Jun | 24010.60 | 3400 | - | 0 | 0 | 0 | ||||
| 27 Jun | 24044.50 | 3400 | - | 50 | 0 | 2,850 | ||||
| 26 Jun | 23868.80 | 3300 | - | 100 | 75 | 2,850 | ||||
| 25 Jun | 23721.30 | 3167 | - | 400 | 25 | 2,775 | ||||
| 24 Jun | 23537.85 | 2981.65 | - | 100 | 0 | 2,650 | ||||
| 21 Jun | 23501.10 | 2900.00 | - | 325 | 225 | 2,550 | ||||
| 20 Jun | 23567.00 | 3073.25 | - | 0 | 75 | 0 | ||||
| 19 Jun | 23516.00 | 3073.25 | - | 125 | 75 | 2,275 | ||||
| 18 Jun | 23557.90 | 3010.80 | - | 50 | 25 | 2,150 | ||||
| 14 Jun | 23465.60 | 2920.55 | - | 75 | 50 | 2,125 | ||||
| 13 Jun | 23398.90 | 2828.60 | - | 0 | 150 | 0 | ||||
| 12 Jun | 23322.95 | 2828.60 | - | 150 | 0 | 1,925 | ||||
| 11 Jun | 23264.85 | 2813.65 | - | 100 | 0 | 1,875 | ||||
| 10 Jun | 23259.20 | 2759.75 | - | 300 | 200 | 1,775 | ||||
| 7 Jun | 23290.15 | 2800.00 | - | 150 | 0 | 1,550 | ||||
| 6 Jun | 22821.40 | 2400.00 | - | 250 | 250 | 1,550 | ||||
| 5 Jun | 22620.35 | 2229.30 | - | 50 | 50 | 1,300 | ||||
| 4 Jun | 21884.50 | 1594.45 | - | 500 | 500 | 1,250 | ||||
| 3 Jun | 23263.90 | 2877.65 | - | 200 | 0 | 750 | ||||
| 31 May | 22530.70 | 2223.05 | - | 150 | 750 | 750 | ||||
| 30 May | 22488.65 | 2569.60 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 2569.60 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 2569.60 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 2569.60 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 2569.60 | - | 0 | 0 | 750 | ||||
| 23 May | 22967.65 | 2569.60 | - | 50 | 0 | 750 | ||||
| 22 May | 22597.80 | 2316.50 | - | 250 | 0 | 1,000 | ||||
| 21 May | 22529.05 | 2150.00 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 2150.00 | - | 0 | 0 | 0 | ||||
| 17 May | 22466.10 | 2150.00 | - | 0 | 0 | 1,000 | ||||
| 16 May | 22403.85 | 2150.00 | - | 475 | -375 | 1,000 | ||||
| 15 May | 22200.55 | 2025.00 | - | 0 | 250 | 0 | ||||
| 14 May | 22217.85 | 2025.00 | - | 250 | 250 | 1,225 | ||||
| 13 May | 22104.05 | 1950.00 | - | 625 | 475 | 975 | ||||
For NIFTY - strike price 20650 expiring on 25JUL2024
Delta for 20650 CE is -
Historical price for 20650 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 3400, 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 3400, 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 3400, 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 3400, 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 3400, 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 3400, 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 3400, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2850
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 3300, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 2850
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3167, 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 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2981.65, 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 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2900.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 2550
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 3073.25, 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 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 3073.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 2275
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 3010.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2150
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 2920.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2125
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 2828.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 2828.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1925
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 2813.65, 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 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 2759.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1775
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 2800.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1550
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 2400.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 1550
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 2229.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1300
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1594.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 1250
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 2877.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 750
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 2223.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 750
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 2569.60, 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 2569.60, 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 2569.60, 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 2569.60, 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 2569.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 750
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 2569.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 750
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 2316.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1000
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 2150.00, 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 2150.00, 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 17 May NIFTY was trading at 22466.10. The strike last trading price was 2150.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1000
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 2150.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 1000
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 2025.00, 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 14 May NIFTY was trading at 22217.85. The strike last trading price was 2025.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 1225
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1950.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 975
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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 | 9.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Jul | 24302.15 | 9.55 | - | 0 | 0 | 0 | |
| 3 Jul | 24286.50 | 9.55 | - | 0 | 0 | 0 | |
| 2 Jul | 24123.85 | 9.55 | - | 0 | 0 | 0 | |
| 1 Jul | 24141.95 | 9.55 | - | 0 | 0 | 0 | |
| 28 Jun | 24010.60 | 9.55 | - | 0 | 0 | 0 | |
| 27 Jun | 24044.50 | 9.55 | - | 0 | 0 | 0 | |
| 26 Jun | 23868.80 | 9.55 | - | 0 | 0 | 0 | |
| 25 Jun | 23721.30 | 9.55 | - | 0 | 0 | 0 | |
| 24 Jun | 23537.85 | 9.55 | - | 0 | 675 | 0 | |
| 21 Jun | 23501.10 | 9.55 | - | 2,575 | 675 | 2,475 | |
| 20 Jun | 23567.00 | 11.50 | - | 200 | -100 | 1,700 | |
| 19 Jun | 23516.00 | 12.05 | - | 1,600 | -50 | 1,800 | |
| 18 Jun | 23557.90 | 11.20 | - | 625 | -425 | 2,350 | |
| 14 Jun | 23465.60 | 13.50 | - | 1,550 | -1,150 | 2,775 | |
| 13 Jun | 23398.90 | 25.90 | - | 4,075 | 3,925 | 3,925 | |
| 12 Jun | 23322.95 | 45.75 | - | 0 | 0 | 0 | |
| 11 Jun | 23264.85 | 45.75 | - | 0 | 0 | 0 | |
| 10 Jun | 23259.20 | 45.75 | - | 0 | 0 | 0 | |
| 7 Jun | 23290.15 | 45.75 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 45.75 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 45.75 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 45.75 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 45.75 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 45.75 | - | 0 | 0 | 0 | |
| 30 May | 22488.65 | 45.75 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 45.75 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 45.75 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 45.75 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 45.75 | - | 0 | 0 | 0 | |
| 23 May | 22967.65 | 45.75 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 45.75 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 45.75 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 45.75 | - | 0 | 0 | 0 | |
| 17 May | 22466.10 | 45.75 | - | 0 | 0 | 0 | |
| 16 May | 22403.85 | 45.75 | - | 0 | 0 | 0 | |
| 15 May | 22200.55 | 45.75 | - | 0 | 0 | 0 | |
| 14 May | 22217.85 | 45.75 | - | 0 | 0 | 0 | |
| 13 May | 22104.05 | 45.75 | - | 0 | 0 | 0 | |
For NIFTY - strike price 20650 expiring on 25JUL2024
Delta for 20650 PE is -
Historical price for 20650 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 9.55, 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 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 3 Jul NIFTY was trading at 24286.50. 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 2 Jul NIFTY was trading at 24123.85. 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 1 Jul NIFTY was trading at 24141.95. 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 28 Jun NIFTY was trading at 24010.60. 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 27 Jun NIFTY was trading at 24044.50. 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 26 Jun NIFTY was trading at 23868.80. 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 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 675 which increased 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 675 which increased total open position to 2475
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 11.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 1700
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 12.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 1800
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 11.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -425 which decreased total open position to 2350
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 13.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -1150 which decreased total open position to 2775
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 25.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 3925 which increased total open position to 3925
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 45.75, 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 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 45.75, 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 45.75, 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 45.75, 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 45.75, 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 45.75, 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 45.75, 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 45.75, 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 45.75, 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 45.75, 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 45.75, 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 45.75, 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 45.75, 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 45.75, 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 45.75, 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 45.75, 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 45.75, 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 45.75, 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 45.75, 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 45.75, 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 45.75, 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 45.75, 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 45.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0