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 | 3361.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Jul | 24302.15 | 3361.2 | - | 0 | 0 | 0 | ||||
| 3 Jul | 24286.50 | 3361.2 | - | 0 | 0 | 0 | ||||
| 2 Jul | 24123.85 | 3361.2 | - | 0 | 2,375 | 0 | ||||
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| 1 Jul | 24141.95 | 3361.2 | - | 0 | 2,375 | 0 | ||||
| 28 Jun | 24010.60 | 3361.2 | - | 0 | 2,375 | 0 | ||||
| 27 Jun | 24044.50 | 3361.2 | - | 2,650 | 2,375 | 9,825 | ||||
| 26 Jun | 23868.80 | 3235 | - | 2,700 | 1,450 | 7,450 | ||||
| 25 Jun | 23721.30 | 3216.8 | - | 2,925 | 1,625 | 6,000 | ||||
| 24 Jun | 23537.85 | 2946.8 | - | 125 | 75 | 4,375 | ||||
| 21 Jun | 23501.10 | 2946.30 | - | 250 | 175 | 4,225 | ||||
| 20 Jun | 23567.00 | 3023.80 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 3023.80 | - | 200 | 0 | 3,900 | ||||
| 18 Jun | 23557.90 | 2967.30 | - | 100 | 50 | 3,900 | ||||
| 14 Jun | 23465.60 | 2896.05 | - | 100 | 50 | 3,850 | ||||
| 13 Jun | 23398.90 | 2819.40 | - | 300 | 0 | 3,500 | ||||
| 12 Jun | 23322.95 | 2781.05 | - | 650 | 200 | 3,050 | ||||
| 11 Jun | 23264.85 | 2758.75 | - | 250 | 200 | 2,800 | ||||
| 10 Jun | 23259.20 | 2714.70 | - | 600 | 350 | 2,350 | ||||
| 7 Jun | 23290.15 | 2770.75 | - | 50 | 2,050 | 2,050 | ||||
| 6 Jun | 22821.40 | 2182.35 | - | 0 | 200 | 0 | ||||
| 5 Jun | 22620.35 | 2182.35 | - | 50 | 200 | 2,000 | ||||
| 4 Jun | 21884.50 | 1704.20 | - | 500 | 400 | 1,800 | ||||
| 3 Jun | 23263.90 | 2891.35 | - | 150 | 50 | 1,400 | ||||
| 31 May | 22530.70 | 2210.45 | - | 150 | 1,300 | 1,300 | ||||
| 30 May | 22488.65 | 2575.60 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 2575.60 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 2575.60 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 2575.60 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 2575.60 | - | 0 | 250 | 0 | ||||
| 23 May | 22967.65 | 2575.60 | - | 250 | 0 | 950 | ||||
| 22 May | 22597.80 | 2283.20 | - | 250 | 0 | 700 | ||||
| 21 May | 22529.05 | 2146.85 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 2146.85 | - | 0 | 0 | 700 | ||||
| 17 May | 22466.10 | 2146.85 | - | 0 | 350 | 700 | ||||
| 16 May | 22403.85 | 2146.85 | - | 550 | 0 | 350 | ||||
| 15 May | 22200.55 | 2024.20 | - | 550 | 0 | 350 | ||||
| 14 May | 22217.85 | 2024.20 | - | 550 | -250 | 375 | ||||
| 13 May | 22104.05 | 1940.60 | - | 25 | 0 | 625 | ||||
For NIFTY - strike price 20700 expiring on 25JUL2024
Delta for 20700 CE is -
Historical price for 20700 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 3361.2, 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 3361.2, 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 3361.2, 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 3361.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 2375 which increased total open position to 0
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 3361.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 2375 which increased total open position to 0
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 3361.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 2375 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 3361.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 2375 which increased total open position to 9825
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 3235, which was lower than the previous day. The implied volatity was -, the open interest changed by 1450 which increased total open position to 7450
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3216.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 1625 which increased total open position to 6000
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2946.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 4375
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2946.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 4225
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 3023.80, 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 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 3023.80, 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 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 2967.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 3900
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 2896.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 3850
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 2819.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3500
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 2781.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 3050
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 2758.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 2800
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 2714.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 2350
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 2770.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2050 which increased total open position to 2050
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 2182.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 2182.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 2000
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1704.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 1800
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 2891.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1400
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 2210.45, 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 30 May NIFTY was trading at 22488.65. The strike last trading price was 2575.60, 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 2575.60, 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 2575.60, 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 2575.60, 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 2575.60, 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 23 May NIFTY was trading at 22967.65. The strike last trading price was 2575.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 950
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 2283.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 700
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 2146.85, 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 2146.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 700
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 2146.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 700
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 2146.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 350
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 2024.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 350
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 2024.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 375
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1940.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 625
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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 | 4.1 | 0.05 | - | 625 | 25 | 9,000 |
| 4 Jul | 24302.15 | 4.05 | - | 1,350 | -325 | 8,975 | |
| 3 Jul | 24286.50 | 5.05 | - | 900 | -100 | 9,300 | |
| 2 Jul | 24123.85 | 6 | - | 3,400 | 125 | 9,200 | |
| 1 Jul | 24141.95 | 7.05 | - | 2,950 | -1,525 | 9,075 | |
| 28 Jun | 24010.60 | 8.9 | - | 12,125 | 975 | 10,600 | |
| 27 Jun | 24044.50 | 8.75 | - | 600 | 25 | 9,625 | |
| 26 Jun | 23868.80 | 7.05 | - | 650 | -150 | 9,650 | |
| 25 Jun | 23721.30 | 9.75 | - | 850 | 50 | 9,800 | |
| 24 Jun | 23537.85 | 7.1 | - | 5,675 | -125 | 10,000 | |
| 21 Jun | 23501.10 | 11.45 | - | 2,125 | 425 | 10,125 | |
| 20 Jun | 23567.00 | 12.70 | - | 25 | 0 | 9,700 | |
| 19 Jun | 23516.00 | 11.30 | - | 100 | 0 | 9,700 | |
| 18 Jun | 23557.90 | 11.30 | - | 12,700 | 2,300 | 10,025 | |
| 14 Jun | 23465.60 | 11.65 | - | 1,350 | -575 | 7,725 | |
| 13 Jun | 23398.90 | 15.00 | - | 250 | -125 | 8,325 | |
| 12 Jun | 23322.95 | 21.50 | - | 1,425 | 175 | 8,550 | |
| 11 Jun | 23264.85 | 23.75 | - | 4,675 | 0 | 8,375 | |
| 10 Jun | 23259.20 | 26.55 | - | 600 | 400 | 8,350 | |
| 7 Jun | 23290.15 | 40.00 | - | 5,025 | 3,950 | 7,800 | |
| 6 Jun | 22821.40 | 54.00 | - | 4,775 | 2,425 | 3,850 | |
| 5 Jun | 22620.35 | 94.60 | - | 2,075 | 1,425 | 1,425 | |
| 4 Jun | 21884.50 | 98.50 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 98.50 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 98.50 | - | 0 | 0 | 0 | |
| 30 May | 22488.65 | 98.50 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 98.50 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 98.50 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 98.50 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 98.50 | - | 0 | 0 | 0 | |
| 23 May | 22967.65 | 98.50 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 98.50 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 98.50 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 98.50 | - | 0 | 0 | 0 | |
| 17 May | 22466.10 | 98.50 | - | 0 | 125 | 0 | |
| 16 May | 22403.85 | 98.50 | - | 0 | 125 | 0 | |
| 15 May | 22200.55 | 98.50 | - | 125 | 75 | 175 | |
| 14 May | 22217.85 | 151.70 | - | 0 | 100 | 0 | |
| 13 May | 22104.05 | 151.70 | - | 0 | 100 | 0 | |
For NIFTY - strike price 20700 expiring on 25JUL2024
Delta for 20700 PE is -
Historical price for 20700 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 4.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 9000
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 4.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 8975
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 5.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 9300
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 6, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 9200
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 7.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -1525 which decreased total open position to 9075
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 8.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 10600
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 8.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 9625
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 7.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 9650
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 9.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 9800
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 7.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 10000
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 11.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 10125
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 12.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9700
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 11.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9700
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 11.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 2300 which increased total open position to 10025
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 11.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -575 which decreased total open position to 7725
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 15.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 8325
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 21.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 8550
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 23.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8375
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 26.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 8350
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 40.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3950 which increased total open position to 7800
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 54.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2425 which increased total open position to 3850
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 94.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 1425 which increased total open position to 1425
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 98.50, 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 98.50, 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 98.50, 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 98.50, 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 98.50, 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 98.50, 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 98.50, 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 98.50, 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 98.50, 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 98.50, 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 98.50, 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 98.50, 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 98.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 0
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 98.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 0
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 98.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 175
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 151.70, 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 13 May NIFTY was trading at 22104.05. The strike last trading price was 151.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 0