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 | 3611 | 0.00 | - | 0 | 8,425 | 0 | |||
| 4 Jul | 24302.15 | 3611 | - | 25 | 8,425 | 8,425 | ||||
| 3 Jul | 24286.50 | 3314.95 | - | 0 | 0 | 0 | ||||
| 2 Jul | 24123.85 | 3314.95 | - | 0 | 750 | 0 | ||||
| 1 Jul | 24141.95 | 3314.95 | - | 0 | 750 | 0 | ||||
| 28 Jun | 24010.60 | 3314.95 | - | 0 | 750 | 0 | ||||
| 27 Jun | 24044.50 | 3314.95 | - | 1,025 | 750 | 8,425 | ||||
| 26 Jun | 23868.80 | 3130 | - | 3,075 | 1,650 | 7,550 | ||||
| 25 Jun | 23721.30 | 3059.15 | - | 3,150 | 1,675 | 5,900 | ||||
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| 24 Jun | 23537.85 | 2866.85 | - | 450 | 75 | 4,150 | ||||
| 21 Jun | 23501.10 | 2803.35 | - | 325 | 175 | 3,925 | ||||
| 20 Jun | 23567.00 | 2870.00 | - | 100 | 200 | 3,650 | ||||
| 19 Jun | 23516.00 | 2928.40 | - | 225 | 0 | 3,450 | ||||
| 18 Jun | 23557.90 | 2872.55 | - | 325 | 75 | 3,450 | ||||
| 14 Jun | 23465.60 | 2798.65 | - | 125 | 0 | 3,375 | ||||
| 13 Jun | 23398.90 | 2718.80 | - | 150 | 100 | 3,325 | ||||
| 12 Jun | 23322.95 | 2682.20 | - | 350 | 200 | 3,075 | ||||
| 11 Jun | 23264.85 | 2692.75 | - | 550 | 450 | 2,775 | ||||
| 10 Jun | 23259.20 | 2593.35 | - | 725 | 625 | 2,325 | ||||
| 7 Jun | 23290.15 | 2674.25 | - | 50 | 1,700 | 1,700 | ||||
| 6 Jun | 22821.40 | 1963.45 | - | 0 | 400 | 0 | ||||
| 5 Jun | 22620.35 | 1963.45 | - | 50 | 400 | 1,750 | ||||
| 4 Jun | 21884.50 | 1607.05 | - | 500 | 150 | 1,350 | ||||
| 3 Jun | 23263.90 | 2800.25 | - | 125 | 50 | 1,200 | ||||
| 31 May | 22530.70 | 2184.15 | - | 450 | 225 | 900 | ||||
| 30 May | 22488.65 | 2100.00 | - | 25 | 675 | 675 | ||||
| 29 May | 22704.70 | 2497.80 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 2497.80 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 2497.80 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 2497.80 | - | 0 | 300 | 0 | ||||
| 23 May | 22967.65 | 2497.80 | - | 600 | 0 | 375 | ||||
| 22 May | 22597.80 | 2187.95 | - | 300 | 0 | 600 | ||||
| 21 May | 22529.05 | 1924.40 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 1924.40 | - | 0 | 0 | 600 | ||||
| 17 May | 22466.10 | 1924.40 | - | 0 | 0 | 0 | ||||
| 16 May | 22403.85 | 1924.40 | - | 150 | 0 | 750 | ||||
| 15 May | 22200.55 | 1876.40 | - | 25 | 0 | 725 | ||||
| 14 May | 22217.85 | 1932.05 | - | 25 | 25 | 700 | ||||
| 13 May | 22104.05 | 1858.40 | - | 25 | 0 | 675 | ||||
For NIFTY - strike price 20800 expiring on 25JUL2024
Delta for 20800 CE is -
Historical price for 20800 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 3611, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 8425 which increased total open position to 0
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 3611, which was lower than the previous day. The implied volatity was -, the open interest changed by 8425 which increased total open position to 8425
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 3314.95, 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 3314.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 0
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 3314.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 0
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 3314.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 3314.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 8425
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 3130, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 7550
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3059.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1675 which increased total open position to 5900
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2866.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 4150
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2803.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 3925
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2870.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 3650
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 2928.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3450
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 2872.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 3450
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 2798.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3375
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 2718.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 3325
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 2682.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 3075
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 2692.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 2775
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 2593.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 2325
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 2674.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1700 which increased total open position to 1700
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1963.45, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1963.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 1750
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1607.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1350
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 2800.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1200
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 2184.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 900
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 2100.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 675
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 2497.80, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 2497.80, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 2497.80, 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 24 May NIFTY was trading at 22957.10. The strike last trading price was 2497.80, 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 23 May NIFTY was trading at 22967.65. The strike last trading price was 2497.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 375
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 2187.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 600
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 1924.40, 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 1924.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 600
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1924.40, 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 1924.40, 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 15 May NIFTY was trading at 22200.55. The strike last trading price was 1876.40, 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 14 May NIFTY was trading at 22217.85. The strike last trading price was 1932.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 700
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1858.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 675
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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 | 5 | 0.50 | - | 68,300 | -700 | 2,88,200 |
| 4 Jul | 24302.15 | 4.5 | - | 5,900 | 850 | 2,88,900 | |
| 3 Jul | 24286.50 | 5.9 | - | 36,300 | 1,000 | 2,88,050 | |
| 2 Jul | 24123.85 | 6.9 | - | 14,725 | 0 | 2,87,000 | |
| 1 Jul | 24141.95 | 8.65 | - | 1,02,575 | 39,425 | 2,87,000 | |
| 28 Jun | 24010.60 | 8.3 | - | 3,27,750 | -77,875 | 2,47,575 | |
| 27 Jun | 24044.50 | 8.25 | - | 2,19,125 | 67,375 | 3,25,450 | |
| 26 Jun | 23868.80 | 7.95 | - | 77,850 | -28,975 | 2,58,875 | |
| 25 Jun | 23721.30 | 8.3 | - | 92,825 | -14,375 | 2,87,850 | |
| 24 Jun | 23537.85 | 7.65 | - | 1,30,250 | 11,500 | 3,02,300 | |
| 21 Jun | 23501.10 | 8.85 | - | 81,925 | 600 | 2,91,350 | |
| 20 Jun | 23567.00 | 8.65 | - | 34,250 | -6,700 | 2,90,875 | |
| 19 Jun | 23516.00 | 10.55 | - | 72,400 | -2,100 | 2,97,575 | |
| 18 Jun | 23557.90 | 10.80 | - | 1,03,650 | -750 | 2,99,450 | |
| 14 Jun | 23465.60 | 15.30 | - | 1,21,025 | 4,875 | 3,00,200 | |
| 13 Jun | 23398.90 | 17.00 | - | 7,350 | -150 | 2,95,475 | |
| 12 Jun | 23322.95 | 22.30 | - | 46,625 | -4,100 | 2,95,800 | |
| 11 Jun | 23264.85 | 25.45 | - | 28,200 | -900 | 2,99,900 | |
| 10 Jun | 23259.20 | 38.50 | - | 6,300 | 400 | 3,00,775 | |
| 7 Jun | 23290.15 | 39.85 | - | 21,775 | -2,775 | 3,00,400 | |
| 6 Jun | 22821.40 | 36.70 | - | 1,57,425 | 10,900 | 3,03,175 | |
| 5 Jun | 22620.35 | 80.05 | - | 1,26,575 | -14,625 | 2,92,275 | |
| 4 Jun | 21884.50 | 236.05 | - | 92,775 | 14,600 | 3,06,900 | |
| 3 Jun | 23263.90 | 41.80 | - | 1,04,900 | -14,400 | 2,92,300 | |
| 31 May | 22530.70 | 133.65 | - | 60,550 | 8,100 | 3,06,825 | |
| 30 May | 22488.65 | 142.90 | - | 69,900 | 18,150 | 2,98,725 | |
| 29 May | 22704.70 | 115.65 | - | 36,050 | 3,975 | 2,80,575 | |
| 28 May | 22888.15 | 105.90 | - | 83,775 | 11,500 | 2,76,750 | |
| 27 May | 22932.45 | 97.80 | - | 67,875 | 6,825 | 2,66,075 | |
| 24 May | 22957.10 | 97.50 | - | 64,400 | 10,275 | 2,59,300 | |
| 23 May | 22967.65 | 98.75 | - | 69,750 | 6,850 | 2,50,025 | |
| 22 May | 22597.80 | 124.50 | - | 27,175 | 7,775 | 2,43,375 | |
| 21 May | 22529.05 | 145.00 | - | 60,175 | 4,175 | 2,35,700 | |
| 18 May | 22502.00 | 156.75 | - | 19,350 | 3,800 | 2,31,525 | |
| 17 May | 22466.10 | 147.60 | - | 24,725 | 9,750 | 2,27,950 | |
| 16 May | 22403.85 | 160.95 | - | 40,025 | 9,550 | 2,18,200 | |
| 15 May | 22200.55 | 202.50 | - | 51,550 | -2,375 | 2,08,650 | |
| 14 May | 22217.85 | 211.40 | - | 66,675 | 15,375 | 2,11,075 | |
| 13 May | 22104.05 | 236.20 | - | 66,475 | 12,575 | 1,95,700 | |
For NIFTY - strike price 20800 expiring on 25JUL2024
Delta for 20800 PE is -
Historical price for 20800 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 5, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by -700 which decreased total open position to 288200
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 4.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 288900
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 5.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 288050
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 6.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 287000
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 8.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 39425 which increased total open position to 287000
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 8.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -77875 which decreased total open position to 247575
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 8.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 67375 which increased total open position to 325450
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 7.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -28975 which decreased total open position to 258875
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 8.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -14375 which decreased total open position to 287850
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 7.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 11500 which increased total open position to 302300
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 8.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 291350
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 8.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -6700 which decreased total open position to 290875
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 10.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -2100 which decreased total open position to 297575
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 10.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 299450
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 15.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 4875 which increased total open position to 300200
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 17.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 295475
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 22.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -4100 which decreased total open position to 295800
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 25.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 299900
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 38.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 300775
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 39.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -2775 which decreased total open position to 300400
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 36.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 10900 which increased total open position to 303175
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 80.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -14625 which decreased total open position to 292275
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 236.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 14600 which increased total open position to 306900
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 41.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -14400 which decreased total open position to 292300
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 133.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 8100 which increased total open position to 306825
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 142.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 18150 which increased total open position to 298725
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 115.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 3975 which increased total open position to 280575
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 105.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 11500 which increased total open position to 276750
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 97.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 6825 which increased total open position to 266075
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 97.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 10275 which increased total open position to 259300
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 98.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 6850 which increased total open position to 250025
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 124.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 7775 which increased total open position to 243375
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 145.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4175 which increased total open position to 235700
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 156.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 3800 which increased total open position to 231525
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 147.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 9750 which increased total open position to 227950
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 160.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 9550 which increased total open position to 218200
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 202.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -2375 which decreased total open position to 208650
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 211.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 15375 which increased total open position to 211075
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 236.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 12575 which increased total open position to 195700