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 | 3083.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Jul | 24302.15 | 3083.7 | - | 0 | 0 | 0 | ||||
| 3 Jul | 24286.50 | 3083.7 | - | 0 | 0 | 0 | ||||
| 2 Jul | 24123.85 | 3083.7 | - | 0 | 0 | 0 | ||||
| 1 Jul | 24141.95 | 3083.7 | - | 0 | 0 | 0 | ||||
| 28 Jun | 24010.60 | 3083.7 | - | 0 | 0 | 0 | ||||
| 27 Jun | 24044.50 | 3083.7 | - | 0 | 0 | 0 | ||||
| 26 Jun | 23868.80 | 3083.7 | - | 0 | 50 | 0 | ||||
| 25 Jun | 23721.30 | 3083.7 | - | 75 | 50 | 4,175 | ||||
| 24 Jun | 23537.85 | 2915.7 | - | 125 | 25 | 4,025 | ||||
| 21 Jun | 23501.10 | 2839.25 | - | 225 | 150 | 3,925 | ||||
| 20 Jun | 23567.00 | 2904.65 | - | 0 | 50 | 0 | ||||
| 19 Jun | 23516.00 | 2904.65 | - | 100 | 50 | 3,775 | ||||
| 18 Jun | 23557.90 | 2911.70 | - | 50 | 25 | 3,675 | ||||
| 14 Jun | 23465.60 | 2816.95 | - | 75 | 50 | 3,650 | ||||
| 13 Jun | 23398.90 | 2734.40 | - | 0 | 400 | 0 | ||||
| 12 Jun | 23322.95 | 2734.40 | - | 400 | 0 | 3,200 | ||||
| 11 Jun | 23264.85 | 2686.20 | - | 300 | 0 | 2,900 | ||||
| 10 Jun | 23259.20 | 2668.65 | - | 200 | 100 | 2,800 | ||||
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| 7 Jun | 23290.15 | 2116.70 | - | 0 | 200 | 0 | ||||
| 6 Jun | 22821.40 | 2116.70 | - | 0 | 200 | 0 | ||||
| 5 Jun | 22620.35 | 2116.70 | - | 50 | 200 | 2,650 | ||||
| 4 Jun | 21884.50 | 1663.65 | - | 500 | 500 | 2,450 | ||||
| 3 Jun | 23263.90 | 2841.85 | - | 250 | 50 | 1,950 | ||||
| 31 May | 22530.70 | 2165.25 | - | 225 | 1,725 | 1,725 | ||||
| 30 May | 22488.65 | 2523.60 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 2523.60 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 2523.60 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 2523.60 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 2523.60 | - | 0 | 0 | 1,675 | ||||
| 23 May | 22967.65 | 2523.60 | - | 500 | 0 | 1,175 | ||||
| 22 May | 22597.80 | 2234.80 | - | 300 | 0 | 875 | ||||
| 21 May | 22529.05 | 2087.80 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 2087.80 | - | 0 | 0 | 875 | ||||
| 17 May | 22466.10 | 2087.80 | - | 0 | 450 | 875 | ||||
| 16 May | 22403.85 | 2087.80 | - | 550 | 0 | 425 | ||||
| 15 May | 22200.55 | 1944.85 | - | 100 | 0 | 425 | ||||
| 14 May | 22217.85 | 1885.20 | - | 0 | 25 | 425 | ||||
| 13 May | 22104.05 | 1885.20 | - | 50 | 25 | 400 | ||||
For NIFTY - strike price 20750 expiring on 25JUL2024
Delta for 20750 CE is -
Historical price for 20750 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 3083.7, 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 3083.7, 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 3083.7, 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 3083.7, 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 3083.7, 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 3083.7, 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 3083.7, 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 3083.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3083.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 4175
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2915.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 4025
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2839.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 3925
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2904.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 2904.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 3775
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 2911.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 3675
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 2816.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 3650
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 2734.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 0
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 2734.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3200
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 2686.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2900
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 2668.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 2800
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 2116.70, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 2116.70, 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 2116.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 2650
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1663.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 2450
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 2841.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1950
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 2165.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1725 which increased total open position to 1725
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 2523.60, 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 2523.60, 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 2523.60, 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 2523.60, 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 2523.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1675
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 2523.60, 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 22 May NIFTY was trading at 22597.80. The strike last trading price was 2234.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 875
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 2087.80, 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 2087.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 875
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 2087.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 875
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 2087.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 425
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1944.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 425
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1885.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 425
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1885.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 400
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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 | 3.45 | 0.05 | - | 25 | 0 | 3,900 |
| 4 Jul | 24302.15 | 3.4 | - | 800 | 0 | 3,900 | |
| 3 Jul | 24286.50 | 4 | - | 800 | -75 | 3,900 | |
| 2 Jul | 24123.85 | 5.5 | - | 100 | 4,075 | 4,075 | |
| 1 Jul | 24141.95 | 10.8 | - | 0 | 0 | 0 | |
| 28 Jun | 24010.60 | 10.8 | - | 0 | 0 | 0 | |
| 27 Jun | 24044.50 | 10.8 | - | 0 | 0 | 0 | |
| 26 Jun | 23868.80 | 10.8 | - | 0 | 0 | 0 | |
| 25 Jun | 23721.30 | 10.8 | - | 0 | 0 | 0 | |
| 24 Jun | 23537.85 | 10.8 | - | 0 | 0 | 0 | |
| 21 Jun | 23501.10 | 10.80 | - | 75 | 0 | 4,075 | |
| 20 Jun | 23567.00 | 10.70 | - | 275 | 25 | 4,225 | |
| 19 Jun | 23516.00 | 11.55 | - | 4,650 | 500 | 4,200 | |
| 18 Jun | 23557.90 | 11.00 | - | 1,475 | -1,325 | 3,825 | |
| 14 Jun | 23465.60 | 11.10 | - | 3,875 | -800 | 5,150 | |
| 13 Jun | 23398.90 | 18.00 | - | 750 | -300 | 6,000 | |
| 12 Jun | 23322.95 | 22.20 | - | 6,825 | 6,425 | 6,425 | |
| 11 Jun | 23264.85 | 53.35 | - | 0 | 0 | 0 | |
| 10 Jun | 23259.20 | 53.35 | - | 0 | 0 | 0 | |
| 7 Jun | 23290.15 | 53.35 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 53.35 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 53.35 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 53.35 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 53.35 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 53.35 | - | 0 | 0 | 0 | |
| 30 May | 22488.65 | 53.35 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 53.35 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 53.35 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 53.35 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 53.35 | - | 0 | 0 | 0 | |
| 23 May | 22967.65 | 53.35 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 53.35 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 53.35 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 53.35 | - | 0 | 0 | 0 | |
| 17 May | 22466.10 | 53.35 | - | 0 | 0 | 0 | |
| 16 May | 22403.85 | 53.35 | - | 0 | 0 | 0 | |
| 15 May | 22200.55 | 53.35 | - | 0 | 0 | 0 | |
| 14 May | 22217.85 | 53.35 | - | 0 | 0 | 0 | |
| 13 May | 22104.05 | 53.35 | - | 0 | 0 | 0 | |
For NIFTY - strike price 20750 expiring on 25JUL2024
Delta for 20750 PE is -
Historical price for 20750 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 3.45, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3900
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 3.4, 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 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 4, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 3900
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 5.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 4075 which increased total open position to 4075
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 10.8, 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 10.8, 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 10.8, 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 10.8, 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 10.8, 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 10.8, 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 10.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4075
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 10.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 4225
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 11.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 4200
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 11.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1325 which decreased total open position to 3825
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 11.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -800 which decreased total open position to 5150
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 -300 which decreased total open position to 6000
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 22.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 6425 which increased total open position to 6425
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 53.35, 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 53.35, 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 53.35, 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 53.35, 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 53.35, 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 53.35, 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 53.35, 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 53.35, 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 53.35, 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 53.35, 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 53.35, 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 53.35, 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 53.35, 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 53.35, 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 53.35, 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 53.35, 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 53.35, 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 53.35, 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 53.35, 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 53.35, 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 53.35, 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 53.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0