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 | 2981.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Jul | 24302.15 | 2981.25 | - | 0 | 0 | 0 | ||||
| 3 Jul | 24286.50 | 2981.25 | - | 0 | 0 | 0 | ||||
| 2 Jul | 24123.85 | 2981.25 | - | 0 | 0 | 0 | ||||
| 1 Jul | 24141.95 | 2981.25 | - | 0 | 0 | 0 | ||||
| 28 Jun | 24010.60 | 2981.25 | - | 0 | 0 | 0 | ||||
| 27 Jun | 24044.50 | 2981.25 | - | 0 | 0 | 0 | ||||
| 26 Jun | 23868.80 | 2981.25 | - | 0 | 75 | 0 | ||||
| 25 Jun | 23721.30 | 2981.25 | - | 100 | 75 | 4,250 | ||||
| 24 Jun | 23537.85 | 2816.85 | - | 75 | 50 | 4,150 | ||||
| 21 Jun | 23501.10 | 2750.70 | - | 200 | 125 | 4,025 | ||||
| 20 Jun | 23567.00 | 2876.05 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 2876.05 | - | 50 | 0 | 3,850 | ||||
| 18 Jun | 23557.90 | 2813.35 | - | 50 | 50 | 3,800 | ||||
| 14 Jun | 23465.60 | 2726.35 | - | 75 | 25 | 3,750 | ||||
| 13 Jun | 23398.90 | 2649.10 | - | 0 | 250 | 0 | ||||
| 12 Jun | 23322.95 | 2649.10 | - | 250 | 0 | 3,475 | ||||
| 11 Jun | 23264.85 | 2591.60 | - | 250 | 150 | 3,375 | ||||
| 10 Jun | 23259.20 | 2568.60 | - | 250 | 50 | 3,025 | ||||
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| 7 Jun | 23290.15 | 1583.05 | - | 0 | 375 | 0 | ||||
| 6 Jun | 22821.40 | 1583.05 | - | 0 | 375 | 0 | ||||
| 5 Jun | 22620.35 | 1583.05 | - | 0 | 375 | 0 | ||||
| 4 Jun | 21884.50 | 1583.05 | - | 475 | 375 | 2,775 | ||||
| 3 Jun | 23263.90 | 2749.40 | - | 150 | 50 | 2,400 | ||||
| 31 May | 22530.70 | 2127.90 | - | 600 | 1,950 | 1,950 | ||||
| 30 May | 22488.65 | 2454.05 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 2454.05 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 2454.05 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 2454.05 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 2454.05 | - | 0 | 0 | 1,750 | ||||
| 23 May | 22967.65 | 2454.05 | - | 525 | 175 | 1,400 | ||||
| 22 May | 22597.80 | 2142.05 | - | 300 | 0 | 925 | ||||
| 21 May | 22529.05 | 2003.55 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 2003.55 | - | 0 | 0 | 925 | ||||
| 17 May | 22466.10 | 2003.55 | - | 0 | 600 | 925 | ||||
| 16 May | 22403.85 | 2003.55 | - | 650 | 50 | 325 | ||||
| 15 May | 22200.55 | 1808.40 | - | 0 | 0 | 0 | ||||
| 14 May | 22217.85 | 1808.40 | - | 0 | 0 | 275 | ||||
| 13 May | 22104.05 | 1808.40 | - | 50 | 0 | 275 | ||||
For NIFTY - strike price 20850 expiring on 25JUL2024
Delta for 20850 CE is -
Historical price for 20850 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 2981.25, 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 2981.25, 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 2981.25, 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 2981.25, 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 2981.25, 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 2981.25, 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 2981.25, 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 2981.25, 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 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2981.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 4250
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2816.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 4150
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2750.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 4025
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2876.05, 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 2876.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3850
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 2813.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 3800
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 2726.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 3750
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 2649.10, 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 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 2649.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3475
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 2591.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 3375
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 2568.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 3025
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1583.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 0
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1583.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1583.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 0
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1583.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 2775
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 2749.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2400
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 2127.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1950 which increased total open position to 1950
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 2454.05, 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 2454.05, 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 2454.05, 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 2454.05, 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 2454.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1750
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 2454.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 1400
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 2142.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 925
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 2003.55, 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 18 May NIFTY was trading at 22502.00. The strike last trading price was 2003.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 925
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 2003.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 925
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 2003.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 325
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1808.40, 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 14 May NIFTY was trading at 22217.85. The strike last trading price was 1808.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 275
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1808.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 275
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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 | 4.45 | -0.05 | - | 525 | -25 | 1,800 |
| 4 Jul | 24302.15 | 4.5 | - | 300 | -250 | 1,825 | |
| 3 Jul | 24286.50 | 5.25 | - | 2,125 | -950 | 2,075 | |
| 2 Jul | 24123.85 | 6 | - | 600 | -225 | 3,150 | |
| 1 Jul | 24141.95 | 7.25 | - | 7,700 | -3,525 | 3,375 | |
| 28 Jun | 24010.60 | 8.65 | - | 1,825 | 6,900 | 6,900 | |
| 27 Jun | 24044.50 | 8.5 | - | 0 | -275 | 0 | |
| 26 Jun | 23868.80 | 8.5 | - | 300 | 175 | 6,550 | |
| 25 Jun | 23721.30 | 9.3 | - | 350 | -75 | 6,375 | |
| 24 Jun | 23537.85 | 13.5 | - | 2,900 | 725 | 6,450 | |
| 21 Jun | 23501.10 | 12.20 | - | 25 | 0 | 5,725 | |
| 20 Jun | 23567.00 | 12.20 | - | 0 | -350 | 0 | |
| 19 Jun | 23516.00 | 12.20 | - | 650 | -350 | 5,700 | |
| 18 Jun | 23557.90 | 10.10 | - | 7,650 | -4,900 | 6,150 | |
| 14 Jun | 23465.60 | 12.05 | - | 9,275 | 4,000 | 11,050 | |
| 13 Jun | 23398.90 | 16.35 | - | 8,300 | 7,150 | 7,150 | |
| 12 Jun | 23322.95 | 61.95 | - | 0 | 0 | 0 | |
| 11 Jun | 23264.85 | 61.95 | - | 0 | 0 | 0 | |
| 10 Jun | 23259.20 | 61.95 | - | 0 | 0 | 0 | |
| 7 Jun | 23290.15 | 61.95 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 61.95 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 61.95 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 61.95 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 61.95 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 61.95 | - | 0 | 0 | 0 | |
| 30 May | 22488.65 | 61.95 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 61.95 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 61.95 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 61.95 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 61.95 | - | 0 | 0 | 0 | |
| 23 May | 22967.65 | 61.95 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 61.95 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 61.95 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 61.95 | - | 0 | 0 | 0 | |
| 17 May | 22466.10 | 61.95 | - | 0 | 0 | 0 | |
| 16 May | 22403.85 | 61.95 | - | 0 | 0 | 0 | |
| 15 May | 22200.55 | 61.95 | - | 0 | 0 | 0 | |
| 14 May | 22217.85 | 61.95 | - | 0 | 0 | 0 | |
| 13 May | 22104.05 | 61.95 | - | 0 | 0 | 0 | |
For NIFTY - strike price 20850 expiring on 25JUL2024
Delta for 20850 PE is -
Historical price for 20850 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 4.45, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1800
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 -250 which decreased total open position to 1825
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -950 which decreased total open position to 2075
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 -225 which decreased total open position to 3150
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 7.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -3525 which decreased total open position to 3375
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 8.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 6900 which increased total open position to 6900
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 8.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -275 which decreased total open position to 0
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 8.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 6550
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 9.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 6375
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 13.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 725 which increased total open position to 6450
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 12.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5725
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 12.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 0
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 12.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 5700
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 10.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -4900 which decreased total open position to 6150
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 12.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 11050
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 16.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 7150 which increased total open position to 7150
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 61.95, 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 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 61.95, 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 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 61.95, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 61.95, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 61.95, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 61.95, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 61.95, 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 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 61.95, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 61.95, 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 30 May NIFTY was trading at 22488.65. The strike last trading price was 61.95, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 61.95, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 61.95, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 61.95, 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 24 May NIFTY was trading at 22957.10. The strike last trading price was 61.95, 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 23 May NIFTY was trading at 22967.65. The strike last trading price was 61.95, 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 22 May NIFTY was trading at 22597.80. The strike last trading price was 61.95, 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 21 May NIFTY was trading at 22529.05. The strike last trading price was 61.95, 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 18 May NIFTY was trading at 22502.00. The strike last trading price was 61.95, 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 17 May NIFTY was trading at 22466.10. The strike last trading price was 61.95, 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 16 May NIFTY was trading at 22403.85. The strike last trading price was 61.95, 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 15 May NIFTY was trading at 22200.55. The strike last trading price was 61.95, 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 14 May NIFTY was trading at 22217.85. The strike last trading price was 61.95, 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 13 May NIFTY was trading at 22104.05. The strike last trading price was 61.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0